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Top 10% Institutions and Economists in the Field of Econometric Time Series, as of September 2024

What this page is about

This page is part of a larger set of rankings for research items, serials, authors and institutions made available on this site. A FAQ is available.

  • Only authors registered with the RePEc Author Service are considered.
  • Only works listed on RePEc and claimed as theirs by registered authors are counted.
  • A series of rankings by different criteria are aggregated. The average rank score is determined by taking a harmonic mean of the ranks in each criterion. For a list of criteria, see the general ranking page.
  • Authors with multiple affiliations are attributed to each institution according to the weights ("shares") they have set to each in their profile, or by default according to a formula described here.
  • Authors affiliated with subentities of institutions listed in EDIRC are also counted in the latter.
  • Only institutions listed in EDIRC are counted.
  • Subentities of ranked institutions do not increment the rank count and have their rank listed in parentheses.
  • The scores of institutions in each field are determined by a weighted sum of all scores of authors affiliated with the respective institutions, where the authors have provided weights ("shares") if they have multiple affiliations. The weights are determined, for each author, by the proportion of all working papers announced in NEP that have also been announced in this NEP report.
  • To be classified, an author needs to have five or more working papers announced in the NEP report for this field. For authors whose first paper is less that 10 years old, having 25% of the papers in the NEP report is sufficient.
  • There are no such restrictions for institutions, it is thus possible that more institutions than authors are classified.
  • Please note that rankings can depend on the number of registered authors in the respective institutions. Register at the RePEc Author Service to be counted.
  • There are 8937 institutions with 69385 registered authors evaluated for all the rankings.

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The rankings

Top 10% institutions in the field of Econometric Time Series

For Econometric Time Series, these are 782 authors affiliated with 1605 institutions.
All authors classified in this field.

RankInstitutionScoreAuthorsAuthor shares
1Department of Economics, Duke University

Durham, North Carolina (USA)

2.8501.74
2Department of Economics, Princeton University

Princeton, New Jersey (USA)

4.26512.22
3Institut for Økonomi, Aarhus Universitet

Aarhus, Denmark

4.2711411.61
4Department of Economics, School of Arts and Sciences, Columbia University

New York City, New York (USA)

7.05531.06
5African Governance and Development Institute (AGDI)

Yaoundé, Cameroun

7.8970.96
6Department of Economics, Boston University

Boston, Massachusetts (USA)

8.05681.69
7Monash Business School, Monash University

Melbourne, Australia

8.419411.19
8Department of Economics, University of Southern California

Los Angeles, California (USA)

8.52692.08
9Cowles Foundation for Research in Economics, Yale University

New Haven, Connecticut (USA)

9.46170.52
10Department of Economics, University of California-San Diego (UCSD)

La Jolla, California (USA)

9.62521.89
---Center for Research in Econometric Analysis of Time Series (CREATES), Institut for Økonomi, Aarhus Universitet

Aarhus, Denmark

10.97429
---Department of Econometrics and Business Statistics, Monash Business School, Monash University

Melbourne, Australia

12.953810.34
11Department of Economics, University of Pennsylvania

Philadelphia, Pennsylvania (USA)

13.27521.37
12Stern School of Business, New York University (NYU)

New York City, New York (USA)

13.44582.01
13Singapore Management University

Singapore, Singapore

13.68394.28
13Department of Economics, Harvard University

Cambridge, Massachusetts (USA)

13.68710.83
---School of Economics, Singapore Management University

Singapore, Singapore

15.24324.25
15Økonomisk Institut, Københavns Universitet

København, Denmark

16.35794.57
16European Central Bank

Frankfurt am Main, Germany

16.832658.42
17Faculty of Economics, University of Cambridge

Cambridge, United Kingdom

18.59692.15
18Economics Department, University of Wisconsin-Madison

Madison, Wisconsin (USA)

19.98350.7
19Department of Economics and Related Studies, University of York

York, United Kingdom

20.93863.64
20Department of Economics, University of Washington

Seattle, Washington (USA)

21.03221.62
21Department of Economics, Oxford University

Oxford, United Kingdom

22.061793.43
22School of Economics, University of Nottingham

Nottingham, United Kingdom

231193.44
---Department of Economics, Business School, University of Auckland

Auckland, New Zealand

26.54200.3
23Business School, University of Auckland

Auckland, New Zealand

26.54250.3
24Economics Department, Michigan State University

East Lansing, Michigan (USA)

27.44581.06
---Finance Department, Stern School of Business, New York University (NYU)

New York City, New York (USA)

30.55190.54
25Essex Business School, University of Essex

Colchester, United Kingdom

33.51322.47
26International Monetary Fund (IMF)

Washington, District of Columbia (USA)

33.795227.56
27Department of Economics, University of Chicago

Chicago, Illinois (USA)

34.57820.36
28Centre de Recherche en Économie et Statistique (CREST)

Palaiseau, France

34.781003.02
29Federal Reserve Bank of Cleveland

Cleveland, Ohio (USA)

34.86863.29
30Federal Reserve Bank of Dallas

Dallas, Texas (USA)

38.84511.01
31School of Business and Economics, Vrije Universiteit Amsterdam

Amsterdam, Netherlands

41.411305.95
32Federal Reserve Bank of St. Louis

St. Louis, Missouri (USA)

41.48591.26
33School of Economics, Faculty of Arts and Social Sciences, University of Sydney

Sydney, Australia

41.91803.56
---Economic Research, Federal Reserve Bank of Cleveland

Cleveland, Ohio (USA)

42.51572.28
---Research Division, Federal Reserve Bank of St. Louis

St. Louis, Missouri (USA)

42.96511.24
34Departamento de Economía, Universidad Carlos III de Madrid

Madrid, Spain

43.01621.94
35Barcelona School of Economics (BSE)

Barcelona, Spain

43.091652.98
36National Bureau of Economic Research (NBER)

Cambridge, Massachusetts (USA)

43.344780.46
37Centro de Estudios Monetarios y Financieros (CEMFI)

Madrid, Spain

43.66291.82
38Economics Department, University of Strathclyde

Glasgow, United Kingdom

44.21340.98
39Department of Economics, University of North Carolina-Chapel-Hill

Chapel Hill, North Carolina (USA)

48.53231.28
40Louvain Institute of Data Analysis and Modelling in Economics and Statistics (LIDAM), Université Catholique de Louvain

Louvain-la-Neuve, Belgium

54.121332.82
41Department of Economics, Northwestern University

Evanston, Illinois (USA)

54.28450.38
42School of Economics and Management, University of Chinese Academy of Sciences

Beijing, China

54.8841
43Department of Economics, McGill University

Montréal, Canada

55.82341.5
44Economics Department, Massachusetts Institute of Technology (MIT)

Cambridge, Massachusetts (USA)

57.45630.45
45Università Commerciale Luigi Bocconi

Milano, Italy

57.571732.8
46Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam

Rotterdam, Netherlands

59.91213.1
47Department of Economics, University of California-Berkeley

Berkeley, California (USA)

62.33640.61
48Economics Department, Yale University

New Haven, Connecticut (USA)

62.79630.45
---Afdeling Econometrie and Operations Research, School of Business and Economics, Vrije Universiteit Amsterdam

Amsterdam, Netherlands

62.8173.7
49Department of Economics, Boston College

Chestnut Hill, Massachusetts (USA)

62.81700.97
---Econometrisch Instituut, Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam

Rotterdam, Netherlands

63.59222.13
50Federal Reserve Board (Board of Governors of the Federal Reserve System)

Washington, District of Columbia (USA)

63.752143.63
51Tinbergen Instituut

Amsterdam, Netherlands

66.771233.32
52Dipartimento di Scienze Economiche, Alma Mater Studiorum - Università di Bologna

Bologna, Italy

67.61282.62
---Economic Studies, Brookings Institution

Washington, District of Columbia (USA)

67.87130.13
53Brookings Institution

Washington, District of Columbia (USA)

67.87420.13
54Faculteit Economie en Bedrijfskunde, Universiteit van Amsterdam

Amsterdam, Netherlands

68.83992.36
55Faculty of Business Administration, University of Macau

Macau, Macao

71.72151.25
56Department of Economics, University College London (UCL)

London, United Kingdom

71.85681.13
57School of Economics and Finance, Queen Mary University of London

London, United Kingdom

72.95682.07
58Department of Economics, University of Illinois at Urbana-Champaign

Urbana-Champaign, Illinois (USA)

75.18451.69
59Federal Reserve Bank of Atlanta

Atlanta, Georgia (USA)

76.03291.75
60Ekonomihögskolan, Lunds Universitet

Lund, Sweden

76.851201.87
---Nationalekonomiska Institutionen, Ekonomihögskolan, Lunds Universitet

Lund, Sweden

76.85711.87
61Business School, King's College London

London, United Kingdom

77.55361.63
62Department of Economics, New York University (NYU)

New York City, New York (USA)

77.92610.87
---Volatility Institute, Stern School of Business, New York University (NYU)

New York City, New York (USA)

78.1120.1
63Department of Economics, Indiana University

Bloomington, Indiana (USA)

79.37311.57
---Granger Centre for Time Series Econometrics, School of Economics, University of Nottingham

Nottingham, United Kingdom

81.2371.56
---Amsterdam School of Economics, Faculteit Economie en Bedrijfskunde, Universiteit van Amsterdam

Amsterdam, Netherlands

85.69301.27
---Departament d'Economia i Empresa, Universitat Pompeu Fabra, Barcelona School of Economics (BSE)

Barcelona, Spain

86.6961.98
64Federal Reserve Bank of Chicago

Chicago, Illinois (USA)

86.68590.66
65Department of Economics, University of Toronto

Toronto, Canada

91.34781.22
66Department of Economics, Ohio State University

Columbus, Ohio (USA)

91.67402
---Center for Operations Research and Econometrics (CORE), Louvain Institute of Data Analysis and Modelling in Economics and Statistics (LIDAM), Université Catholique de Louvain

Louvain-la-Neuve, Belgium

92.95491.24
67Deutsche Bundesbank

Frankfurt, Germany

93.291763.29
68Department of Economics, Johns Hopkins University

Baltimore, Maryland (USA)

94.93280.37
69Economics Department, Queen's University

Kingston, Canada

95.15521.2
70Mitchell E. Daniels, Jr. School of Business, Purdue University

West Lafayette, Indiana (USA)

95.47392.5
71Athens University of Economics and Business (AUEB)

Athens, Greece

96.02933.05
72Departamento de Estadistica, Universidad Carlos III de Madrid

Madrid, Spain

96.6594.78
73Center for Applied Statistics and Econometrics (CASE), Humboldt-Universität Berlin

Berlin, Germany

96.84231.74
74Department of Economics, Mathematics and Statistics, Birkbeck College

London, United Kingdom

97.73252.71
75Business School, University of Exeter

Exeter, United Kingdom

99.36541.57
76Facoltà di Economia, Università degli Studi di Roma "Tor Vergata"

Roma, Italy

99.531143.58
77School of Business and Economics, Maastricht University

Maastricht, Netherlands

99.75994.09
---Department of Economics, Mitchell E. Daniels, Jr. School of Business, Purdue University

West Lafayette, Indiana (USA)

100.7342.47
78DIW Berlin (Deutsches Institut für Wirtschaftsforschung)

Berlin, Germany

102.041370.65
---Bendheim Center for Finance, Department of Economics, Princeton University

Princeton, New Jersey (USA)

102.8170.37
79Department of Economics, Emory University

Atlanta, Georgia (USA)

105.95321.89
80Business School, University of Technology Sydney

Sydney, Australia

106.87912.19
81Department of Economics, University of Connecticut

Storrs, Connecticut (USA)

108.32491.72
82Wirtschafts- und Sozialwissenschaftliche Fakultät, Universität zu Köln

Köln, Germany

108.58461.6
83Department of Economics, University of Warwick

Coventry, United Kingdom

108.69941.22
84Dipartimento di Economia, Università Ca' Foscari Venezia

Venezia, Italy

111.12911.85
85Anderson Graduate School of Management, University of California-Los Angeles (UCLA)

Los Angeles, California (USA)

112.32350.43
86Department of Economics, University of Texas-Dallas

Dallas, Texas (USA)

113.16121.24
87Rady School of Management, University of California-San Diego (UCSD)

La Jolla, California (USA)

113.64120.41
88Department of Economics, Korea University

Seoul, South Korea

115.02291.28
---Economic Research Department, Federal Reserve Bank of Atlanta

Atlanta, Georgia (USA)

115.1221.54
89École d'Économie d'Aix-Marseille, Aix-Marseille Université

Aix-en-Provence/Marseille, France

120.721262.61
90Department of Economics, Pennsylvania State University

State College, Pennsylvania (USA)

120.89330.58
91Crawford School of Public Policy, Australian National University

Canberra, Australia

121.281810.87
92Department of Economics, Rutgers University-New Brunswick

New Brunswick, New Jersey (USA)

121.59440.67
---Vakgroep Kwantitatieve Economie, School of Business and Economics, Maastricht University

Maastricht, Netherlands

123.43122.74
93Department of Economics, Vanderbilt University

Nashville, Tennessee (USA)

125.07410.46
94Fakultät für Wirtschaftswissenschaften, Universität Wien

Wien, Austria

125.89651.91
95Economics Department, University of Essex

Colchester, United Kingdom

128.34501.44
96Department of Economics and Finance, Brunel University London

Uxbridge, United Kingdom

128.95221.53
97Politiikan ja Talouden Tutkimuksen Laitos, Valtiotieteellinen tiedekunta, Helsingin Yliopisto

Helsinki, Finland

129.99342.4
98Department of Economics, University of California-Riverside

Riverside, California (USA)

131.08301
99School of Economics and Management, Tsinghua University

Beijing, China

131.52261.47
100Département de Sciences Économiques, Université de Montréal

Montréal, Canada

132.71301.27
101Wirtschaftswissenschaftliche Fakutält, Universität Zürich

Zürich, Switzerland

133.31781.93
---Centre for Applied Macroeconomic Analysis (CAMA), Crawford School of Public Policy, Australian National University

Canberra, Australia

133.63790.84
---Abteilung Volkswirtschaftslehre, Fachbereich Wirtschaftswissenschaft, Freie Universität Berlin

Berlin, Germany

133.72210.44
102Fachbereich Wirtschaftswissenschaft, Freie Universität Berlin

Berlin, Germany

133.72460.44
103Istituto Einaudi per l'Economia e la Finanza (EIEF)

Roma, Italy

134.51320.56
---Institut für Volkswirtschaftslehre, Wirtschaftswissenschaftliche Fakutält, Universität Zürich

Zürich, Switzerland

135.541021.68
104Sveriges Riksbank

Stockholm, Sweden

135.55362.57
---Department of Finance, Kellogg Graduate School of Management, Northwestern University

Evanston, Illinois (USA)

135.79190.19
105Kellogg Graduate School of Management, Northwestern University

Evanston, Illinois (USA)

135.79540.19
---Department of Economics, Business School, University of Exeter

Exeter, United Kingdom

137.76411.19
---Dipartimento di Economia e Finanza, Facoltà di Economia, Università degli Studi di Roma "Tor Vergata"

Roma, Italy

139.34672.8
---Economics Discipline Group, Business School, University of Technology Sydney

Sydney, Australia

140.11401.18
106Banca d'Italia

Roma, Italy

143.023173.46
107College of Economics, Sogang University

Seoul, South Korea

143.05230.75
---Department of Economics, W.P. Carey School of Business, Arizona State University

Tempe, Arizona (USA)

143.78401.3
108W.P. Carey School of Business, Arizona State University

Tempe, Arizona (USA)

143.78491.3
109Solvay Brussels School of Economics and Management, Université Libre de Bruxelles

Bruxelles, Belgium

143.921762.05
---Department of Statistics and Operations Research, Fakultät für Wirtschaftswissenschaften, Universität Wien

Wien, Austria

143.9371.61
110Department of Economics, University of Houston

Houston, Texas (USA)

144.11261.21
111Dipartimento di Economia "Marco Biagi", Università degli Studi di Modena e Reggio Emilia

Modena, Italy

144.41480.4
112Adam Smith Business School, University of Glasgow

Glasgow, United Kingdom

144.99731.97
---Department of Economics, Adam Smith Business School, University of Glasgow

Glasgow, United Kingdom

144.99551.97
113Fachbereich Wirtschaftswissenschaft, Goethe Universität Frankfurt am Main

Frankfurt am Main, Germany

145.42751.17
114Toulouse School of Economics (TSE)

Toulouse, France

147.941541.29
---Seminar für Wirtschafts- und Sozialgeschichte, Wirtschafts- und Sozialwissenschaftliche Fakultät, Universität zu Köln

Köln, Germany

148.0330.55
115Economics Department, Georgetown University

Washington, District of Columbia (USA)

150.15500.75
116Faculty of Business and Economics, University of Melbourne

Melbourne, Australia

152.58973.26
---Dipartimento di Economia "Ettore Bocconi", Università Commerciale Luigi Bocconi

Milano, Italy

153.3310.27
---European Centre for Advanced Research in Economics and Statistics (ECARES), Solvay Brussels School of Economics and Management, Université Libre de Bruxelles

Bruxelles, Belgium

156.53662.01
117Dipartimento di Statistica, Informatica, Applicazioni "G. Parenti", Università degli Studi di Firenze

Firenze, Italy

156.81191.77
118Management School, University of Liverpool

Liverpool, United Kingdom

158.4402.41
119Centre for Economic Policy Research (CEPR)

London, United Kingdom

159.433740.29
120Department of Economics, University of California-Los Angeles (UCLA)

Los Angeles, California (USA)

159.5550.58
121Gordon Lang School of Business and Economics, University of Guelph

Guelph, Canada

161.07471.79
---Department of Economics and Finance, Gordon Lang School of Business and Economics, University of Guelph

Guelph, Canada

161.07401.79
---Abteilung Empirische Wirtschaftsforschung und International Wirtschaftspolitik, Fachbereich Wirtschaftswissenschaft, Goethe Universität Frankfurt am Main

Frankfurt am Main, Germany

163.9281
122Department of Economics, University of Maryland

College Park, Maryland (USA)

164.16511.58
123Culverhouse College of Business, University of Alabama-Tuscaloosa

Tuscaloosa, Alabama (USA)

164.98291.14
124Business School, Macquarie University

Sydney, Australia

165.73461.67
---Innocenzo Gasparini Institute for Economic Research (IGIER), Università Commerciale Luigi Bocconi

Milano, Italy

166.96500.29
125Smeal College of Business Administration, Pennsylvania State University

State College, Pennsylvania (USA)

167.69100.9
126Department of Economics, Washington University in St. Louis

St. Louis, Missouri (USA)

168.75330.58
127Bank of England

London, United Kingdom

170.822122.47
128Department of Economics, Maxwell School, Syracuse University

Syracuse, New York (USA)

175.14260.39
129Banco de España

Madrid, Spain

175.791262.52
130Institute for Fiscal Studies (IFS)

London, United Kingdom

178.73770.2
131London School of Economics (LSE)

London, United Kingdom

180.463461.27
132Department of Economics, University of Notre Dame

South Bend, Indiana (USA)

180.61580.29
---Economic Research Department, Federal Reserve Bank of Dallas

Dallas, Texas (USA)

182.65290.54
---Department of Economics, Faculty of Business and Economics, University of Melbourne

Melbourne, Australia

183.29462.84
133Federal Reserve Bank of New York

New York City, New York (USA)

188.89991.34
134Facultat de Ciències Econòmiques i Empresarials, Universitat de les Illes Balears

Palma de Mallorca, Spain

189.77382.88
---Departament d'Economia Aplicada, Facultat de Ciències Econòmiques i Empresarials, Universitat de les Illes Balears

Palma de Mallorca, Spain

189.77272.88
135Bangko Sentral Ng Pilipinas

Manilla, Philippines

190.16200.32
136Business School, Queensland University of Technology

Brisbane, Australia

190.92341.49
137ESSEC Business School

Cergy-Pontoise, France

193.07372.11
138Economics Department, Williams College

Williamstown, Massachusetts (USA)

194.52310.28
139Graduate School of Business, Columbia University

New York City, New York (USA)

194.9570.14
140Bank of Canada

Ottawa, Canada

195.261813.49
141Centro Ricerche Nord Sud (CRENoS)

Cagliari, Italy

195.5670.9
142School of Business and Economics, Universidade Nova de Lisboa

Lisboa, Portugal

195.92560.61
143Department of Economics, University of Oregon

Eugene, Oregon (USA)

197.64250.49
144BI Handelshøyskolen

Oslo, Norway

197.89540.74
145Department of Economics, University of Birmingham

Birmingham, United Kingdom

199.79541.05
---Department of Economics, London Business School (LBS)

London, United Kingdom

201.39130.41
146London Business School (LBS)

London, United Kingdom

201.39320.41
147School of Economics and Management, Universiteit van Tilburg

Tilburg, Netherlands

203.561441.35
148Department of Economics, University of Pittsburgh

Pittsburgh, Pennsylvania (USA)

205.32552.06
---CentER Graduate School for Economics and Business, School of Economics and Management, Universiteit van Tilburg

Tilburg, Netherlands

207.221001.31
149Warwick Business School, University of Warwick

Coventry, United Kingdom

207.76301.83
150Faculty of Economics, University of Tokyo

Tokyo, Japan

207.8401.03
---Economics Group, Nuffield College, Department of Economics, Oxford University

Oxford, United Kingdom

208.07270.27
151College of Business and Economics, Yonsei University

Seoul, South Korea

209.44301.38
---ICMA Centre for Financial Markets, Henley Business School, University of Reading

Reading, United Kingdom

209.44140.43
152Henley Business School, University of Reading

Reading, United Kingdom

209.44320.43
---School of Economics, College of Business and Economics, Yonsei University

Seoul, South Korea

209.44281.38
153Department of Economics, York University

Toronto, Canada

210.26421.31
154Department of Economics, School of Social Sciences, University of Manchester

Manchester, United Kingdom

211.88580.79
---Department of Economics, Business School, Macquarie University

Sydney, Australia

211.9321.27
155Management School, Lancaster University

Lancaster, United Kingdom

211.93663.38
156DeGroote School of Business, McMaster University

Hamilton, Canada

213.0882.16
157Graduate School of Economics/Faculty of Economics, Hitotsubashi University

Tokyo, Japan

214.43291.46
158Economics Division, University of Southampton

Southampton, United Kingdom

215.14322.19
---Finance Division, Sauder School of Business, University of British Columbia

Vancouver, Canada

220.2460.66
159Sauder School of Business, University of British Columbia

Vancouver, Canada

220.24260.66
160Institut ekonomických studií, Univerzita Karlova v Praze

Praha, Czech Republic

220.381312.43

The rankings

Top 10% authors in the field of Econometric Time Series

For Econometric Time Series, these are 782 authors affiliated with 1605 institutions.
All authors classified in this field.

RankAuthorScore
1Peter C. B. Phillips

School of Economics, Singapore Management University, Singapore, Singapore

1.64
2Clive W. J. Granger †

4
3Robert F. Engle III

Finance Department, Stern School of Business, New York University (NYU), New York City, New York (USA)
Volatility Institute, Stern School of Business, New York University (NYU), New York City, New York (USA)

4.42
4Pierre Perron

Department of Economics, Boston University, Boston, Massachusetts (USA)

5.43
5Tim Bollerslev

Department of Economics, Duke University, Durham, North Carolina (USA)

5.5
6Mohammad Hashem Pesaran

Department of Economics, University of Southern California, Los Angeles, California (USA)

7.89
7Mark W. Watson

Department of Economics, Princeton University, Princeton, New Jersey (USA)

10.52
8Jushan Bai

Department of Economics, School of Arts and Sciences, Columbia University, New York City, New York (USA)

12.45
9Yongmiao Hong

School of Economics and Management, University of Chinese Academy of Sciences, Beijing, China

12.59
10Robert Taylor

Essex Business School, University of Essex, Colchester, United Kingdom

12.77
11Francis X. Diebold

Department of Economics, University of Pennsylvania, Philadelphia, Pennsylvania (USA)

13.91
12Soren Johansen

Økonomisk Institut, Københavns Universitet, København, Denmark

14.11
13Donald W. K. Andrews

Economics Department, Yale University, New Haven, Connecticut (USA)
Cowles Foundation for Research in Economics, Yale University, New Haven, Connecticut (USA)

16.12
14Charles R. Nelson

Department of Economics, University of Washington, Seattle, Washington (USA)

16.22
15Helmut Luetkepohl

DIW Berlin (Deutsches Institut für Wirtschaftsforschung), Berlin, Germany

18.4
16Serena Ng

Department of Economics, School of Arts and Sciences, Columbia University, New York City, New York (USA)

18.82
17Timo Terasvirta

Center for Applied Statistics and Econometrics (CASE), Humboldt-Universität Berlin, Berlin, Germany
Center for Research in Econometric Analysis of Time Series (CREATES), Institut for Økonomi, Aarhus Universitet, Aarhus, Denmark

19.4
18Yongcheol Shin

Department of Economics and Related Studies, University of York, York, United Kingdom

19.57
19Gary Koop

Economics Department, University of Strathclyde, Glasgow, United Kingdom

21.95
20Andrew C. Harvey

Faculty of Economics, University of Cambridge, Cambridge, United Kingdom

22.57
21Kenneth D. West

Economics Department, University of Wisconsin-Madison, Madison, Wisconsin (USA)

22.64
22James Hamilton

Department of Economics, University of California-San Diego (UCSD), La Jolla, California (USA)

24.13
23Lars Peter Hansen

Department of Economics, University of Chicago, Chicago, Illinois (USA)

24.26
24David F. Hendry

Department of Economics, Oxford University, Oxford, United Kingdom

25.31
25Neil Shephard

Department of Economics, Harvard University, Cambridge, Massachusetts (USA)

26.01
26George Tauchen

Department of Economics, Duke University, Durham, North Carolina (USA)

26.22
27Stephen Leybourne

School of Economics, University of Nottingham, Nottingham, United Kingdom

26.29
28Pentti Juhani Saikkonen

26.63
29James H. Stock

Department of Economics, Harvard University, Cambridge, Massachusetts (USA)

26.94
30Torben G. Andersen

National Bureau of Economic Research (NBER), Cambridge, Massachusetts (USA)

28.25
31George Kapetanios

Business School, King's College London, London, United Kingdom

28.32
32Adrian Rodney Pagan

School of Economics, Faculty of Arts and Social Sciences, University of Sydney, Sydney, Australia

28.69
33Halbert White †

32.38
34Todd Clark

Economic Research, Federal Reserve Bank of Cleveland, Cleveland, Ohio (USA)

33.14
35Thomas J. Sargent

Department of Economics, New York University (NYU), New York City, New York (USA)

33.75
36Andrew Patton

Department of Economics, Duke University, Durham, North Carolina (USA)

33.9
37Graham Elliott

Department of Economics, University of California-San Diego (UCSD), La Jolla, California (USA)

34.59
38Joakim Westerlund

Nationalekonomiska Institutionen, Ekonomihögskolan, Lunds Universitet, Lund, Sweden

36.82
39Allan Timmermann

Department of Economics, University of California-San Diego (UCSD), La Jolla, California (USA)

37.01
40Lutz Kilian

Federal Reserve Bank of Dallas, Dallas, Texas (USA)

39.81
41Morten Nielsen

Institut for Økonomi, Aarhus Universitet, Aarhus, Denmark

40.14
42Manuel Arellano

Centro de Estudios Monetarios y Financieros (CEMFI), Madrid, Spain

41.22
43Peter Reinhard Hansen

Department of Economics, University of North Carolina-Chapel-Hill, Chapel Hill, North Carolina (USA)

42.64
44Massimiliano Marcellino

Dipartimento di Economia "Ettore Bocconi", Università Commerciale Luigi Bocconi, Milano, Italy
Innocenzo Gasparini Institute for Economic Research (IGIER), Università Commerciale Luigi Bocconi, Milano, Italy

43.08
45David I. Harvey

Granger Centre for Time Series Econometrics, School of Economics, University of Nottingham, Nottingham, United Kingdom

44.35
46Siem Jan Koopman

Afdeling Econometrie and Operations Research, School of Business and Economics, Vrije Universiteit Amsterdam, Amsterdam, Netherlands

46.91
47Jun Yu

Faculty of Business Administration, University of Macau, Macau, Macao

50.86
48Joon Y. Park

Department of Economics, Indiana University, Bloomington, Indiana (USA)

51.08
49Lajos Horvath

51.48
50Ole E. Barndorff-Nielsen †

51.65
51Christian S. Gourieroux

Department of Economics, University of Toronto, Toronto, Canada

51.76
52Michael McCracken

Research Division, Federal Reserve Bank of St. Louis, St. Louis, Missouri (USA)

52.73
53Luc Bauwens

Center for Operations Research and Econometrics (CORE), Louvain Institute of Data Analysis and Modelling in Economics and Statistics (LIDAM), Université Catholique de Louvain, Louvain-la-Neuve, Belgium

53.99
54Chang-Jin Kim

Department of Economics, Korea University, Seoul, South Korea
Department of Economics, University of Washington, Seattle, Washington (USA)

54.61
55Giuseppe Cavaliere

Department of Economics, Business School, University of Exeter, Exeter, United Kingdom
Dipartimento di Scienze Economiche, Alma Mater Studiorum - Università di Bologna, Bologna, Italy

56.69
56Luis Alberiko Gil-Alana

Facultad de Ciencias Económicas y Empresariales, Universidad de Navarra, Pamplona, Spain
Navarra Center for International Development, Universidad de Navarra, Pamplona, Spain

57.96
57Michael McAleer †

60.88
58Jean-Michel Zakoian

Centre de Recherche en Économie et Statistique (CREST), Palaiseau, France

61.22
59Lawrence J. Christiano

Department of Economics, Northwestern University, Evanston, Illinois (USA)

62.54
60Asger Lunde

Center for Research in Econometric Analysis of Time Series (CREATES), Institut for Økonomi, Aarhus Universitet, Aarhus, Denmark

66.05
61Marcus J. Chambers

Economics Department, University of Essex, Colchester, United Kingdom

66.51
62Cheng Hsiao

Department of Economics, University of Southern California, Los Angeles, California (USA)

69.52
63Frank Schorfheide

Department of Economics, University of Pennsylvania, Philadelphia, Pennsylvania (USA)

70.28
64Jonathan H. Wright

Department of Economics, Johns Hopkins University, Baltimore, Maryland (USA)

70.79
65Atsushi Inoue

Department of Economics, Vanderbilt University, Nashville, Tennessee (USA)

71.17
66Christian Francq

Centre de Recherche en Économie et Statistique (CREST), Palaiseau, France

71.55
67Oliver Bruce Linton

Faculty of Economics, University of Cambridge, Cambridge, United Kingdom

71.8
68Yacine Ait-Sahalia

Bendheim Center for Finance, Department of Economics, Princeton University, Princeton, New Jersey (USA)

71.94
69Chihwa Kao

Department of Economics, University of Connecticut, Storrs, Connecticut (USA)

73.6
70Donggyu Sul

Department of Economics, University of Texas-Dallas, Dallas, Texas (USA)

74.66
71Zhijie Xiao

Department of Economics, Boston College, Chestnut Hill, Massachusetts (USA)

74.85
72Joerg Breitung

Seminar für Wirtschafts- und Sozialgeschichte, Wirtschafts- und Sozialwissenschaftliche Fakultät, Universität zu Köln, Köln, Germany

75.87
73Lucrezia Reichlin

Centre for Economic Policy Research (CEPR), London, United Kingdom
Department of Economics, London Business School (LBS), London, United Kingdom

76.25
74James MacKinnon

Economics Department, Queen's University, Kingston, Canada

77.5
75Marco Lippi

Istituto Einaudi per l'Economia e la Finanza (EIEF), Roma, Italy

78.08
76Rob J Hyndman

Department of Econometrics and Business Statistics, Monash Business School, Monash University, Melbourne, Australia

78.4
77Norman Rasmus Swanson

Department of Economics, Rutgers University-New Brunswick, New Brunswick, New Jersey (USA)

78.66
78Jean-Marie Dufour

Department of Economics, McGill University, Montréal, Canada

81.81

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