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Top 10% Institutions and Economists in the Field of Econometric Time Series, as of October 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 8974 institutions with 69756 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 786 authors affiliated with 1619 institutions.
All authors classified in this field.

RankInstitutionScoreAuthorsAuthor shares
1Department of Economics, Duke University

Durham, North Carolina (USA)

2.87491.74
2Institut for Økonomi, Aarhus Universitet

Aarhus, Denmark

4.2811411.61
3Department of Economics, Princeton University

Princeton, New Jersey (USA)

4.45512.22
4Department of Economics, School of Arts and Sciences, Columbia University

New York City, New York (USA)

7.14521.06
5African Governance and Development Institute (AGDI)

Yaoundé, Cameroun

7.7770.96
6Department of Economics, University of Southern California

Los Angeles, California (USA)

8.18681.41
7Department of Economics, Boston University

Boston, Massachusetts (USA)

8.31681.69
8Cowles Foundation for Research in Economics, Yale University

New Haven, Connecticut (USA)

8.43170.52
9Monash Business School, Monash University

Melbourne, Australia

8.7619511.19
10Department of Economics, University of California-San Diego (UCSD)

La Jolla, California (USA)

9.91521.89
---Center for Research in Econometric Analysis of Time Series (CREATES), Institut for Økonomi, Aarhus Universitet

Aarhus, Denmark

11.16429
11Department of Economics, Harvard University

Cambridge, Massachusetts (USA)

12.47710.85
12Singapore Management University

Singapore, Singapore

12.52404.28
---Department of Econometrics and Business Statistics, Monash Business School, Monash University

Melbourne, Australia

13.083910.34
13Department of Economics, University of Pennsylvania

Philadelphia, Pennsylvania (USA)

13.36511.36
14Stern School of Business, New York University (NYU)

New York City, New York (USA)

13.72572.01
---School of Economics, Singapore Management University

Singapore, Singapore

14.22334.25
15Økonomisk Institut, Københavns Universitet

København, Denmark

16.51784.57
16European Central Bank

Frankfurt am Main, Germany

16.682678.42
17Faculty of Economics, University of Cambridge

Cambridge, United Kingdom

17.49692.16
18Economics Department, University of Wisconsin-Madison

Madison, Wisconsin (USA)

20.03350.7
19Department of Economics and Related Studies, University of York

York, United Kingdom

21.2863.64
20Department of Economics, University of Washington

Seattle, Washington (USA)

21.52231.62
21Department of Economics, Oxford University

Oxford, United Kingdom

21.841773.93
22School of Economics, University of Nottingham

Nottingham, United Kingdom

24.061203.44
---Department of Economics, Business School, University of Auckland

Auckland, New Zealand

26.15200.3
23Business School, University of Auckland

Auckland, New Zealand

26.15250.3
24Economics Department, Michigan State University

East Lansing, Michigan (USA)

28.2561.06
---Finance Department, Stern School of Business, New York University (NYU)

New York City, New York (USA)

31.07190.54
25Essex Business School, University of Essex

Colchester, United Kingdom

33.09322.43
26International Monetary Fund (IMF)

Washington, District of Columbia (USA)

33.355257.56
27Centre de Recherche en Économie et Statistique (CREST)

Palaiseau, France

33.591043.14
28Federal Reserve Bank of Cleveland

Cleveland, Ohio (USA)

33.95873.27
29National Bureau of Economic Research (NBER)

Cambridge, Massachusetts (USA)

34.44790.56
30Department of Economics, University of Chicago

Chicago, Illinois (USA)

34.63830.36
31Federal Reserve Bank of Dallas

Dallas, Texas (USA)

38.2531.01
---Economic Research, Federal Reserve Bank of Cleveland

Cleveland, Ohio (USA)

41.16572.26
32School of Economics, Faculty of Arts and Social Sciences, University of Sydney

Sydney, Australia

42.06803.56
33Federal Reserve Bank of St. Louis

St. Louis, Missouri (USA)

42.08591.25
34School of Business and Economics, Vrije Universiteit Amsterdam

Amsterdam, Netherlands

42.271306.03
35Economics Department, University of Strathclyde

Glasgow, United Kingdom

42.36340.98
36Barcelona School of Economics (BSE)

Barcelona, Spain

42.911642.99
---Research Division, Federal Reserve Bank of St. Louis

St. Louis, Missouri (USA)

43.48511.24
37Centro de Estudios Monetarios y Financieros (CEMFI)

Madrid, Spain

44.14291.84
38Departamento de Economía, Universidad Carlos III de Madrid

Madrid, Spain

45.06621.88
39Department of Economics, University of North Carolina-Chapel-Hill

Chapel Hill, North Carolina (USA)

48.75231.28
40Università Commerciale Luigi Bocconi

Milano, Italy

51.971782.92
41Louvain Institute of Data Analysis and Modelling in Economics and Statistics (LIDAM), Université Catholique de Louvain

Louvain-la-Neuve, Belgium

53.51342.82
42Department of Economics, Northwestern University

Evanston, Illinois (USA)

55.04460.38
43School of Economics and Management, University of Chinese Academy of Sciences

Beijing, China

55.0741
44Economics Department, Massachusetts Institute of Technology (MIT)

Cambridge, Massachusetts (USA)

56.12630.49
45Department of Economics, McGill University

Montréal, Canada

58.1341.5
46Economics Department, Yale University

New Haven, Connecticut (USA)

62.31630.45
47Department of Economics, University of California-Berkeley

Berkeley, California (USA)

62.69630.61
48Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam

Rotterdam, Netherlands

62.771213.12
49Department of Economics, Boston College

Chestnut Hill, Massachusetts (USA)

63.01690.97
---Afdeling Econometrie and Operations Research, School of Business and Economics, Vrije Universiteit Amsterdam

Amsterdam, Netherlands

63.65173.78
50Federal Reserve Board (Board of Governors of the Federal Reserve System)

Washington, District of Columbia (USA)

64.922133.61
---Econometrisch Instituut, Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam

Rotterdam, Netherlands

66222.15
51Tinbergen Instituut

Amsterdam, Netherlands

67.751233.35
---Economic Studies, Brookings Institution

Washington, District of Columbia (USA)

68.25130.13
52Brookings Institution

Washington, District of Columbia (USA)

68.25420.13
53School of Economics and Finance, Queen Mary University of London

London, United Kingdom

68.38692.13
54Faculteit Economie en Bedrijfskunde, Universiteit van Amsterdam

Amsterdam, Netherlands

69.82982.35
55Faculty of Business Administration, University of Macau

Macau, Macao

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

London, United Kingdom

72.89681.13
57Dipartimento di Scienze Economiche, Alma Mater Studiorum - Università di Bologna

Bologna, Italy

74.491272.98
58Federal Reserve Bank of Atlanta

Atlanta, Georgia (USA)

76.27291.76
59Department of Economics, University of Illinois at Urbana-Champaign

Urbana-Champaign, Illinois (USA)

77.14451.69
60Ekonomihögskolan, Lunds Universitet

Lund, Sweden

77.251201.87
---Nationalekonomiska Institutionen, Ekonomihögskolan, Lunds Universitet

Lund, Sweden

77.25711.87
61Business School, King's College London

London, United Kingdom

78.9371.63
---Volatility Institute, Stern School of Business, New York University (NYU)

New York City, New York (USA)

7920.1
62Department of Economics, Indiana University

Bloomington, Indiana (USA)

79.44301.57
63Department of Economics, New York University (NYU)

New York City, New York (USA)

80.55590.87
---Granger Centre for Time Series Econometrics, School of Economics, University of Nottingham

Nottingham, United Kingdom

84.1771.56
---Departament d'Economia i Empresa, Universitat Pompeu Fabra, Barcelona School of Economics (BSE)

Barcelona, Spain

86.23941.99
---Amsterdam School of Economics, Faculteit Economie en Bedrijfskunde, Universiteit van Amsterdam

Amsterdam, Netherlands

87.49291.27
64Federal Reserve Bank of Chicago

Chicago, Illinois (USA)

88.31580.66
65Department of Economics, University of Warwick

Coventry, United Kingdom

90.24941.46
---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

93.2491.24
66Department of Economics, University of Toronto

Toronto, Canada

93.5781.22
67DIW Berlin (Deutsches Institut für Wirtschaftsforschung)

Berlin, Germany

93.731370.64
68Departamento de Estadistica, Universidad Carlos III de Madrid

Madrid, Spain

94.0394.79
69Mitchell E. Daniels, Jr. School of Business, Purdue University

West Lafayette, Indiana (USA)

94.28412.4
70Deutsche Bundesbank

Frankfurt, Germany

94.371763.24
71Economics Department, Queen's University

Kingston, Canada

95.31521.2
72Center for Applied Statistics and Econometrics (CASE), Humboldt-Universität Berlin

Berlin, Germany

95.35231.74
73Department of Economics, Ohio State University

Columbus, Ohio (USA)

96.03402
74Department of Economics, Johns Hopkins University

Baltimore, Maryland (USA)

96.38270.37
75Athens University of Economics and Business (AUEB)

Athens, Greece

96.7943.05
76Department of Economics, Mathematics and Statistics, Birkbeck College

London, United Kingdom

98.3252.71
---Department of Economics, Mitchell E. Daniels, Jr. School of Business, Purdue University

West Lafayette, Indiana (USA)

99.4352.37
77Facoltà di Economia, Università degli Studi di Roma "Tor Vergata"

Roma, Italy

100.421153.58
78School of Business and Economics, Maastricht University

Maastricht, Netherlands

101.451004.09
79Business School, University of Exeter

Exeter, United Kingdom

102.49541.57
---Bendheim Center for Finance, Department of Economics, Princeton University

Princeton, New Jersey (USA)

103.5570.37
80Business School, University of Technology Sydney

Sydney, Australia

107912.23
81Department of Economics, Emory University

Atlanta, Georgia (USA)

109.06321.89
82Department of Economics, University of Connecticut

Storrs, Connecticut (USA)

109.76481.72
83Wirtschafts- und Sozialwissenschaftliche Fakultät, Universität zu Köln

Köln, Germany

111.25471.56
84Dipartimento di Economia, Università Ca' Foscari Venezia

Venezia, Italy

112.31931.85
85Anderson Graduate School of Management, University of California-Los Angeles (UCLA)

Los Angeles, California (USA)

113.44330.43
86Rady School of Management, University of California-San Diego (UCSD)

La Jolla, California (USA)

113.95120.41
87Department of Economics, Korea University

Seoul, South Korea

114.73291.28
88Fakultät für Wirtschaftswissenschaften, Universität Wien

Wien, Austria

115.04661.93
---Economic Research Department, Federal Reserve Bank of Atlanta

Atlanta, Georgia (USA)

116.84221.54
89Department of Economics, Vanderbilt University

Nashville, Tennessee (USA)

120.27410.46
90Department of Economics, University of California-Riverside

Riverside, California (USA)

121.22341.4
91Department of Economics, University of Texas-Dallas

Dallas, Texas (USA)

121.32121.21
92Crawford School of Public Policy, Australian National University

Canberra, Australia

121.741820.87
93École d'Économie d'Aix-Marseille, Aix-Marseille Université

Aix-en-Provence/Marseille, France

122.331252.61
94Department of Economics, Pennsylvania State University

State College, Pennsylvania (USA)

123.06320.58
---Abteilung Volkswirtschaftslehre, Fachbereich Wirtschaftswissenschaft, Freie Universität Berlin

Berlin, Germany

124.56210.44
95Fachbereich Wirtschaftswissenschaft, Freie Universität Berlin

Berlin, Germany

124.56460.44
96Department of Economics, Rutgers University-New Brunswick

New Brunswick, New Jersey (USA)

125.21440.67
---Vakgroep Kwantitatieve Economie, School of Business and Economics, Maastricht University

Maastricht, Netherlands

125.3122.74
97Department of Economics and Finance, Brunel University London

Uxbridge, United Kingdom

128.17221.53
---Department of Statistics and Operations Research, Fakultät für Wirtschaftswissenschaften, Universität Wien

Wien, Austria

132.0271.61
---Department of Finance, Kellogg Graduate School of Management, Northwestern University

Evanston, Illinois (USA)

132.16170.19
98Kellogg Graduate School of Management, Northwestern University

Evanston, Illinois (USA)

132.16510.19
99Politiikan ja Talouden Tutkimuksen Laitos, Valtiotieteellinen tiedekunta, Helsingin Yliopisto

Helsinki, Finland

132.26342.4
100School of Economics and Management, Tsinghua University

Beijing, China

133.42261.47
---Centre for Applied Macroeconomic Analysis (CAMA), Crawford School of Public Policy, Australian National University

Canberra, Australia

134.07800.84
101Wirtschaftswissenschaftliche Fakutält, Universität Zürich

Zürich, Switzerland

134.721801.93
102Département de Sciences Économiques, Université de Montréal

Montréal, Canada

135.3301.27
103Sveriges Riksbank

Stockholm, Sweden

135.96362.57
104Istituto Einaudi per l'Economia e la Finanza (EIEF)

Roma, Italy

136.33320.56
---Institut für Volkswirtschaftslehre, Wirtschaftswissenschaftliche Fakutält, Universität Zürich

Zürich, Switzerland

136.631031.68
105Economics Department, University of Essex

Colchester, United Kingdom

137.72511.44
---Department of Economics, Business School, University of Exeter

Exeter, United Kingdom

141.24411.19
---Economics Discipline Group, Business School, University of Technology Sydney

Sydney, Australia

142.07401.18
---Dipartimento di Economia e Finanza, Facoltà di Economia, Università degli Studi di Roma "Tor Vergata"

Roma, Italy

142.44672.8
---Dipartimento di Economia "Ettore Bocconi", Università Commerciale Luigi Bocconi

Milano, Italy

142.47330.33
106Department of Economics, University of Houston

Houston, Texas (USA)

142.87261.21
---Department of Economics, W.P. Carey School of Business, Arizona State University

Tempe, Arizona (USA)

143.95391.3
107W.P. Carey School of Business, Arizona State University

Tempe, Arizona (USA)

143.95491.3
108Banca d'Italia

Roma, Italy

145.713183.45
109Dipartimento di Economia "Marco Biagi", Università degli Studi di Modena e Reggio Emilia

Modena, Italy

145.74490.4
110Solvay Brussels School of Economics and Management, Université Libre de Bruxelles

Bruxelles, Belgium

145.861722.05
111College of Economics, Sogang University

Seoul, South Korea

147.39230.75
112Fachbereich Wirtschaftswissenschaft, Goethe Universität Frankfurt am Main

Frankfurt am Main, Germany

147.57751.2
113Adam Smith Business School, University of Glasgow

Glasgow, United Kingdom

147.75731.97
---Department of Economics, Adam Smith Business School, University of Glasgow

Glasgow, United Kingdom

147.75551.97
114Toulouse School of Economics (TSE)

Toulouse, France

150.071561.29
115Economics Department, Georgetown University

Washington, District of Columbia (USA)

150.27490.75
---Seminar für Wirtschafts- und Sozialgeschichte, Wirtschafts- und Sozialwissenschaftliche Fakultät, Universität zu Köln

Köln, Germany

150.7830.55
116Faculty of Business and Economics, University of Melbourne

Melbourne, Australia

155.45983.26
117Dipartimento di Statistica, Informatica, Applicazioni "G. Parenti", Università degli Studi di Firenze

Firenze, Italy

155.65191.77
---European Centre for Advanced Research in Economics and Statistics (ECARES), Solvay Brussels School of Economics and Management, Université Libre de Bruxelles

Bruxelles, Belgium

159.07652.01
118Department of Economics, University of California-Los Angeles (UCLA)

Los Angeles, California (USA)

160.25560.58
119Gordon Lang School of Business and Economics, University of Guelph

Guelph, Canada

162.95471.79
---Department of Economics and Finance, Gordon Lang School of Business and Economics, University of Guelph

Guelph, Canada

162.95401.79
---Innocenzo Gasparini Institute for Economic Research (IGIER), Università Commerciale Luigi Bocconi

Milano, Italy

163.33500.29
120Management School, University of Liverpool

Liverpool, United Kingdom

163.83402.41
121Centre for Economic Policy Research (CEPR)

London, United Kingdom

164.673750.29
122Department of Economics, University of Notre Dame

South Bend, Indiana (USA)

165.05570.32
123Culverhouse College of Business, University of Alabama-Tuscaloosa

Tuscaloosa, Alabama (USA)

165.65291.14
124Department of Economics, University of Maryland

College Park, Maryland (USA)

166.05491.58
125Business School, Macquarie University

Sydney, Australia

166.18461.67
126Smeal College of Business Administration, Pennsylvania State University

State College, Pennsylvania (USA)

167.28100.9
127Department of Economics, Washington University in St. Louis

St. Louis, Missouri (USA)

168.9320.58
128Department of Economics, Virginia Polytechnic Institute and State University (Virginia Tech)

Blacksburg, Virginia (USA)

169.57181.45
---Abteilung Empirische Wirtschaftsforschung und International Wirtschaftspolitik, Fachbereich Wirtschaftswissenschaft, Goethe Universität Frankfurt am Main

Frankfurt am Main, Germany

170.7881
129Bank of England

London, United Kingdom

173.652142.47
130Banco de España

Madrid, Spain

175.351272.5
131Department of Economics, Maxwell School, Syracuse University

Syracuse, New York (USA)

178.73260.39
132Institute for Fiscal Studies (IFS)

London, United Kingdom

179.63780.2
133London School of Economics (LSE)

London, United Kingdom

181.473481.27
---Economic Research Department, Federal Reserve Bank of Dallas

Dallas, Texas (USA)

185.97300.54
---Department of Economics, Faculty of Business and Economics, University of Melbourne

Melbourne, Australia

186.52462.84
134Bangko Sentral Ng Pilipinas

Manilla, Philippines

191.59200.32
135Graduate School of Business, Columbia University

New York City, New York (USA)

193.44560.14
136Business School, Queensland University of Technology

Brisbane, Australia

194341.49
137Facultat de Ciències Econòmiques i Empresarials, Universitat de les Illes Balears

Palma de Mallorca, Spain

194.06382.88
---Departament d'Economia Aplicada, Facultat de Ciències Econòmiques i Empresarials, Universitat de les Illes Balears

Palma de Mallorca, Spain

194.06272.88
138Economics Department, Williams College

Williamstown, Massachusetts (USA)

194.67310.28
---ICMA Centre for Financial Markets, Henley Business School, University of Reading

Reading, United Kingdom

194.81140.43
139Henley Business School, University of Reading

Reading, United Kingdom

194.81320.43
140Bank of Canada

Ottawa, Canada

194.821793.49
141ESSEC Business School

Cergy-Pontoise, France

195.07392.11
142Federal Reserve Bank of New York

New York City, New York (USA)

196.23971.32
143Department of Economics, University of Oregon

Eugene, Oregon (USA)

197.12260.49
144Centro Ricerche Nord Sud (CRENoS)

Cagliari, Italy

197.73670.9
145School of Business and Economics, Universidade Nova de Lisboa

Lisboa, Portugal

198.8550.6
146Department of Economics, University of Birmingham

Birmingham, United Kingdom

200.67541.05
147BI Handelshøyskolen

Oslo, Norway

201.04540.74
148Department of Economics, York University

Toronto, Canada

203.68421.31
149Warwick Business School, University of Warwick

Coventry, United Kingdom

204.34301.83
150Department of Economics, University of Pittsburgh

Pittsburgh, Pennsylvania (USA)

207.54551.73
151School of Economics and Management, Universiteit van Tilburg

Tilburg, Netherlands

208.011411.34
152DeGroote School of Business, McMaster University

Hamilton, Canada

208.2982.16
153Faculty of Economics, University of Tokyo

Tokyo, Japan

209.27401.03
---Economics Group, Nuffield College, Department of Economics, Oxford University

Oxford, United Kingdom

209.37270.27
154College of Business and Economics, Yonsei University

Seoul, South Korea

209.67301.38
---School of Economics, College of Business and Economics, Yonsei University

Seoul, South Korea

209.67281.38
---Department of Economics, London Business School (LBS)

London, United Kingdom

209.86120.41
155London Business School (LBS)

London, United Kingdom

209.86300.41
---CentER Graduate School for Economics and Business, School of Economics and Management, Universiteit van Tilburg

Tilburg, Netherlands

211.66961.31
---Department of Economics, Business School, Macquarie University

Sydney, Australia

212.78321.27
156Management School, Lancaster University

Lancaster, United Kingdom

212.82673.38
157Department of Economics, School of Social Sciences, University of Manchester

Manchester, United Kingdom

214.73590.79
158Economics Division, University of Southampton

Southampton, United Kingdom

215.18322.19
---Finance Division, Sauder School of Business, University of British Columbia

Vancouver, Canada

216.760.66
159Sauder School of Business, University of British Columbia

Vancouver, Canada

216.7260.66
---Finance and Economics Department, Graduate School of Business, Columbia University

New York City, New York (USA)

220.55260.12
160Institut ekonomických studií, Univerzita Karlova v Praze

Praha, Czech Republic

221.481312.43
161Graduate School of Economics/Faculty of Economics, Hitotsubashi University

Tokyo, Japan

223.06291.46

The rankings

Top 10% authors in the field of Econometric Time Series

For Econometric Time Series, these are 786 authors affiliated with 1619 institutions.
All authors classified in this field.

RankAuthorScore
1Peter C. B. Phillips

School of Economics, Singapore Management University, Singapore, Singapore

1.71
2Clive W. J. Granger †

4.09
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)

4.51
4Pierre Perron

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

5.33
5Tim Bollerslev

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

5.4
6Mohammad Hashem Pesaran

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

7.72
7Mark W. Watson

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

11.07
8Robert Taylor

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

12.19
9Jushan Bai

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

12.5
10Yongmiao Hong

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

13.21
11Francis X. Diebold

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

14.01
12Soren Johansen

Økonomisk Institut, Københavns Universitet, København, Denmark

14.19
13Donald W. K. Andrews

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

15.6
14Charles R. Nelson

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

16.13
15Helmut Luetkepohl

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

17.59
16Serena Ng

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

19.4
17Yongcheol Shin

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

19.76
18Andrew C. Harvey

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

20.03
19Gary Koop

Economics Department, University of Strathclyde, Glasgow, United Kingdom

20.31
20Timo 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

20.53
21Kenneth D. West

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

22.91
22James Hamilton

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

23.6
23Lars Peter Hansen

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

24.38
24David F. Hendry

Department of Economics, Oxford University, Oxford, United Kingdom

25.26
25Neil Shephard

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

25.64
26James H. Stock

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

27.06
27George Tauchen

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

27.1
28Stephen Leybourne

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

27.31
29Torben G. Andersen

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

27.55
30Pentti Juhani Saikkonen

27.76
31Adrian Rodney Pagan

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

28.89
32George Kapetanios

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

29
33Halbert White †

31.95
34Todd Clark

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

32.4
35Andrew Patton

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

34.76
36Graham Elliott

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

35.32
37Thomas J. Sargent

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

36.17
38Joakim Westerlund

Nationalekonomiska Institutionen, Ekonomihögskolan, Lunds Universitet, Lund, Sweden

37.09
39Lutz Kilian

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

37.88
40Allan Timmermann

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

38.28
41Morten Nielsen

Institut for Økonomi, Aarhus Universitet, Aarhus, Denmark

39.9
42Massimiliano 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

40.36
43Peter Reinhard Hansen

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

41.69
44Manuel Arellano

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

43.9
45David I. Harvey

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

45.03
46Siem Jan Koopman

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

47.66
47Jun Yu

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

48.74
48Joon Y. Park

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

50.97
49Ole E. Barndorff-Nielsen †

51.95
50Christian S. Gourieroux

Department of Economics, University of Toronto, Toronto, Canada

52.83
51Lajos Horvath

53.04
52Michael McCracken

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

53.22
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

53.43
54Chang-Jin Kim

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

54.18
55Luis Alberiko Gil-Alana

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

57.89
56Giuseppe Cavaliere

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

59.45
57Jean-Michel Zakoian

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

60.29
58Michael McAleer †

61.04
59Lawrence J. Christiano

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

62.86
60Cheng Hsiao

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

65.15
61Asger Lunde

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

66.25
62Atsushi Inoue

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

69.2
63Yacine Ait-Sahalia

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

71.18
64Jonathan H. Wright

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

71.24
65Frank Schorfheide

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

71.52
66Marcus J. Chambers

Economics Department, University of Essex, Colchester, United Kingdom

72.36
67Zhijie Xiao

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

72.53
68Oliver Bruce Linton

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

72.56
69Chihwa Kao

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

73.48
70Donggyu Sul

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

75.11
71Christian Francq

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

75.61
72James MacKinnon

Economics Department, Queen's University, Kingston, Canada

76.19
73Joerg Breitung

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

76.48
74Rob J Hyndman

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

78.24
75Marco Lippi

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

78.67
76Lucrezia Reichlin

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

79.11
77Norman Rasmus Swanson

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

80.19
78Jean-Marie Dufour

Department of Economics, McGill University, Montréal, Canada

81.87

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