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Top 10% Institutions and Economists in the Field of Econometric Time Series, as of June 2025

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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 9080 institutions with 71625 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 780 authors affiliated with 1617 institutions.
All authors classified in this field.

RankInstitutionScoreAuthorsAuthor shares
1Institut for Økonomi, Aarhus Universitet

Aarhus, Denmark

2.6611612.54
2Department of Economics, Duke University

Durham, North Carolina (USA)

3.35501.74
3Department of Economics, Princeton University

Princeton, New Jersey (USA)

4.03512.42
4Faculty of Economics, University of Cambridge

Cambridge, United Kingdom

7.17732.29
5Department of Economics, School of Arts and Sciences, Columbia University

New York City, New York (USA)

7.47551.06
6Monash Business School, Monash University

Melbourne, Australia

8.5919911.37
7African Governance and Development Institute (AGDI)

Yaoundé, Cameroun

8.7560.95
8Cowles Foundation for Research in Economics, Yale University

New Haven, Connecticut (USA)

8.8170.52
---Center for Research in Econometric Analysis of Time Series (CREATES), Institut for Økonomi, Aarhus Universitet

Aarhus, Denmark

8.91398.86
9Department of Economics, Boston University

Boston, Massachusetts (USA)

9.92692.72
10Stern School of Business, New York University (NYU)

New York City, New York (USA)

10.36572.01
11Department of Economics, University of California-San Diego (UCSD)

La Jolla, California (USA)

11.22521.89
---Department of Econometrics and Business Statistics, Monash Business School, Monash University

Melbourne, Australia

13.334010.27
12Singapore Management University

Singapore, Singapore

14.35414.29
13Department of Economics, Harvard University

Cambridge, Massachusetts (USA)

14.48730.84
14Department of Economics, University of Pennsylvania

Philadelphia, Pennsylvania (USA)

15.07532.35
---School of Economics, Singapore Management University

Singapore, Singapore

16.03324.25
15European Central Bank

Frankfurt am Main, Germany

16.162728.42
16National Bureau of Economic Research (NBER)

Cambridge, Massachusetts (USA)

18.194950.69
17Økonomisk Institut, Københavns Universitet

København, Denmark

18.31784.57
18Department of Economics, University of Southern California

Los Angeles, California (USA)

20.54701.13
19Department of Economics, Oxford University

Oxford, United Kingdom

21.681824.06
20Economics Department, University of Wisconsin-Madison

Madison, Wisconsin (USA)

21.85360.7
21Department of Economics and Related Studies, University of York

York, United Kingdom

22.5923.64
22Department of Economics, University of Washington

Seattle, Washington (USA)

24.14231.62
23School of Economics, University of Nottingham

Nottingham, United Kingdom

24.821203.43
---Department of Economics, Business School, University of Auckland

Auckland, New Zealand

26.81200.3
24Business School, University of Auckland

Auckland, New Zealand

26.81260.3
---Finance Department, Stern School of Business, New York University (NYU)

New York City, New York (USA)

30.19190.51
25Economics Department, Michigan State University

East Lansing, Michigan (USA)

31.59541.05
26Centre de Recherche en Économie et Statistique (CREST)

Palaiseau, France

32.091083.13
27International Monetary Fund (IMF)

Washington, District of Columbia (USA)

32.775397.56
28Federal Reserve Bank of Dallas

Dallas, Texas (USA)

33.15571.44
29Essex Business School, University of Essex

Colchester, United Kingdom

35.49302.46
30Department of Economics, University of Chicago

Chicago, Illinois (USA)

37.22830.85
31Barcelona School of Economics (BSE)

Barcelona, Spain

37.291764.01
32School of Business and Economics, Vrije Universiteit Amsterdam

Amsterdam, Netherlands

39.941337.1
33Economics Department, University of Strathclyde

Glasgow, United Kingdom

41.52320.95
34Federal Reserve Bank of St. Louis

St. Louis, Missouri (USA)

41.62621.25
35School of Economics, Faculty of Arts and Social Sciences, University of Sydney

Sydney, Australia

42.28823.39
36Departamento de Economía, Universidad Carlos III de Madrid

Madrid, Spain

42.3601.88
---Research Division, Federal Reserve Bank of St. Louis

St. Louis, Missouri (USA)

43.03531.23
37Centro de Estudios Monetarios y Financieros (CEMFI)

Madrid, Spain

44.46301.38
38Department of Economics, University of North Carolina-Chapel-Hill

Chapel Hill, North Carolina (USA)

46.48231.28
39Department of Economics, Johns Hopkins University

Baltimore, Maryland (USA)

47320.67
40Faculty of Business Administration, University of Macau

Macau, Macao

51.98412.96
41Università Commerciale Luigi Bocconi

Milano, Italy

52.461852.78
42Louvain Institute of Data Analysis and Modelling in Economics and Statistics (LIDAM), Université Catholique de Louvain

Louvain-la-Neuve, Belgium

53.181363.79
43School of Economics and Management, University of Chinese Academy of Sciences

Beijing, China

54.141
44Department of Economics, Northwestern University

Evanston, Illinois (USA)

54.86480.38
45Economics Department, Massachusetts Institute of Technology (MIT)

Cambridge, Massachusetts (USA)

56.71630.51
46Department of Economics, McGill University

Montréal, Canada

56.94361.52
47Federal Reserve Bank of Cleveland

Cleveland, Ohio (USA)

59.56873.57
---Volatility Institute, Stern School of Business, New York University (NYU)

New York City, New York (USA)

60.1720.13
48Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam

Rotterdam, Netherlands

61.611234.56
49Department of Economics, University of California-Berkeley

Berkeley, California (USA)

63.31640.6
50Economics Department, Yale University

New Haven, Connecticut (USA)

63.49670.45
51Department of Economics, Boston College

Chestnut Hill, Massachusetts (USA)

63.57710.94
---Econometrisch Instituut, Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam

Rotterdam, Netherlands

65.59223.53
---Afdeling Econometrie and Operations Research, School of Business and Economics, Vrije Universiteit Amsterdam

Amsterdam, Netherlands

66.19163.61
52School of Economics and Finance, Queen Mary University of London

London, United Kingdom

66.44712.12
53Dipartimento di Scienze Economiche, Alma Mater Studiorum - Università di Bologna

Bologna, Italy

66.51253.12
54Faculteit Economie en Bedrijfskunde, Universiteit van Amsterdam

Amsterdam, Netherlands

69.581022.59
55Brookings Institution

Washington, District of Columbia (USA)

71.42380.12
56Department of Economics, University College London (UCL)

London, United Kingdom

72.23691.12
---Economic Studies, Brookings Institution

Washington, District of Columbia (USA)

72.81110.12
57Business School, King's College London

London, United Kingdom

73.87371.63
58Federal Reserve Bank of Atlanta

Atlanta, Georgia (USA)

75.01281.73
59Ekonomihögskolan, Lunds Universitet

Lund, Sweden

75.811191.91
---Nationalekonomiska Institutionen, Ekonomihögskolan, Lunds Universitet

Lund, Sweden

75.81691.91
---Economic Research, Federal Reserve Bank of Cleveland

Cleveland, Ohio (USA)

75.93561.99
60Department of Economics, University of Illinois at Urbana-Champaign

Urbana-Champaign, Illinois (USA)

77.17461.65
---Departament d'Economia i Empresa, Universitat Pompeu Fabra, Barcelona School of Economics (BSE)

Barcelona, Spain

77.731012.31
---Granger Centre for Time Series Econometrics, School of Economics, University of Nottingham

Nottingham, United Kingdom

82.3661.56
61Department of Economics, New York University (NYU)

New York City, New York (USA)

82.61580.87
62School of Business and Economics, Maastricht University

Maastricht, Netherlands

87.031054.36
63Mitch Daniels School of Business, Purdue University

West Lafayette, Indiana (USA)

87.9502.41
---Amsterdam School of Economics, Faculteit Economie en Bedrijfskunde, Universiteit van Amsterdam

Amsterdam, Netherlands

88.8301.14
64Department of Economics, University of Warwick

Coventry, United Kingdom

89.36861.48
65Federal Reserve Board (Board of Governors of the Federal Reserve System)

Washington, District of Columbia (USA)

89.382093.24
66DIW Berlin (Deutsches Institut für Wirtschaftsforschung)

Berlin, Germany

90.351390.64
---Department of Economics, Mitch Daniels School of Business, Purdue University

West Lafayette, Indiana (USA)

91.93432.38
67Federal Reserve Bank of Chicago

Chicago, Illinois (USA)

92.6570.54
---Bendheim Center for Finance, Department of Economics, Princeton University

Princeton, New Jersey (USA)

92.6970.42
68Department of Economics, Ohio State University

Columbus, Ohio (USA)

93.78402
---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

95.59501.21
69Department of Economics, Washington University in St. Louis

St. Louis, Missouri (USA)

95.76311.58
70Economics Department, Queen's University

Kingston, Canada

95.78521.2
71Athens University of Economics and Business (AUEB)

Athens, Greece

96.5973.06
72Department of Economics, University of Toronto

Toronto, Canada

97.68741.2
73Departamento de Estadistica, Universidad Carlos III de Madrid

Madrid, Spain

98.6994.74
74Department of Economics, Mathematics and Statistics, Birkbeck College

London, United Kingdom

100.32252.65
75Facoltà di Economia, Università degli Studi di Roma "Tor Vergata"

Roma, Italy

101.681173.44
76Deutsche Bundesbank

Frankfurt, Germany

102.411793.19
77Business School, University of Exeter

Exeter, United Kingdom

102.91581.57
78Department of Economics, University of Connecticut

Storrs, Connecticut (USA)

104.18481.82
79Department of Economics, Emory University

Atlanta, Georgia (USA)

104.54311.93
80Business School, University of Technology Sydney

Sydney, Australia

106.41922.22
81Wirtschafts- und Sozialwissenschaftliche Fakultät, Universität zu Köln

Köln, Germany

107.87461.56
82Tinbergen Instituut

Amsterdam, Netherlands

109.791272.81
---Vakgroep Kwantitatieve Economie, School of Business and Economics, Maastricht University

Maastricht, Netherlands

112.62122.78
83Dipartimento di Economia, Università Ca' Foscari Venezia

Venezia, Italy

112.81921.5
---Economic Research Department, Federal Reserve Bank of Atlanta

Atlanta, Georgia (USA)

115.85211.52
84Department of Economics, Korea University

Seoul, South Korea

117.4301.28
85Department of Economics, Indiana University

Bloomington, Indiana (USA)

117.64321.38
86Rady School of Management, University of California-San Diego (UCSD)

La Jolla, California (USA)

118.17120.41
87Fakultät für Wirtschaftswissenschaften, Universität Wien

Wien, Austria

119.37651.72
88Department of Economics, Vanderbilt University

Nashville, Tennessee (USA)

119.62420.46
89École d'Économie d'Aix-Marseille, Aix-Marseille Université

Aix-en-Provence/Marseille, France

120.741242.59
90Crawford School of Public Policy, Australian National University

Canberra, Australia

121.771840.88
---Abteilung Volkswirtschaftslehre, Fachbereich Wirtschaftswissenschaft, Freie Universität Berlin

Berlin, Germany

122.12210.44
91Fachbereich Wirtschaftswissenschaft, Freie Universität Berlin

Berlin, Germany

122.12470.44
92Department of Economics, Pennsylvania State University

State College, Pennsylvania (USA)

124.47340.58
93Department of Economics, University of Texas-Dallas

Dallas, Texas (USA)

128.38151.19
94School of Economics and Management, Tsinghua University

Beijing, China

129.09271.58
95Department of Economics, University of California-Riverside

Riverside, California (USA)

129.11341.4
96Department of Economics, Rutgers University-New Brunswick

New Brunswick, New Jersey (USA)

129.28440.67
97Wirtschaftswissenschaftliche Fakutält, Universität Zürich

Zürich, Switzerland

129.71851.94
98Politiikan ja Talouden Tutkimuksen Laitos, Valtiotieteellinen tiedekunta, Helsingin Yliopisto

Helsinki, Finland

130.76321.9
99Department of Economics and Finance, Brunel University London

Uxbridge, United Kingdom

131221.44
---Institut für Volkswirtschaftslehre, Wirtschaftswissenschaftliche Fakutält, Universität Zürich

Zürich, Switzerland

131.271101.69
---Department of Finance, Kellogg Graduate School of Management, Northwestern University

Evanston, Illinois (USA)

133.29180.19
100Kellogg Graduate School of Management, Northwestern University

Evanston, Illinois (USA)

133.29540.19
101Département de Sciences Économiques, Université de Montréal

Montréal, Canada

133.69311.27
102Istituto Einaudi per l'Economia e la Finanza (EIEF)

Roma, Italy

135.51320.56
---Centre for Applied Macroeconomic Analysis (CAMA), Crawford School of Public Policy, Australian National University

Canberra, Australia

135.7820.85
103Economics Department, University of Essex

Colchester, United Kingdom

136.18511.46
104Sveriges Riksbank

Stockholm, Sweden

137.06372.57
105Department of Economics, University of Notre Dame

South Bend, Indiana (USA)

138.44600.48
---Economics Discipline Group, Business School, University of Technology Sydney

Sydney, Australia

141.42401.18
---Department of Statistics and Operations Research, Fakultät für Wirtschaftswissenschaften, Universität Wien

Wien, Austria

141.7371.4
106Adam Smith Business School, University of Glasgow

Glasgow, United Kingdom

141.78741.98
---Department of Economics, Adam Smith Business School, University of Glasgow

Glasgow, United Kingdom

141.78561.98
107Solvay Brussels School of Economics and Management, Université Libre de Bruxelles

Bruxelles, Belgium

143.31752.05
---Department of Economics, Business School, University of Exeter

Exeter, United Kingdom

143.98441.2
108Banca d'Italia

Roma, Italy

144.973673.75
109Dipartimento di Economia "Marco Biagi", Università degli Studi di Modena e Reggio Emilia

Modena, Italy

145.05470.4
110Department of Economics, University of Houston

Houston, Texas (USA)

145.32271.21
---Seminar für Wirtschafts- und Sozialgeschichte, Wirtschafts- und Sozialwissenschaftliche Fakultät, Universität zu Köln

Köln, Germany

145.9420.55
---Dipartimento di Economia e Finanza, Facoltà di Economia, Università degli Studi di Roma "Tor Vergata"

Roma, Italy

146.02662.65
111Scuola di Economia e Management, Università degli Studi di Firenze

Firenze, Italy

146.43902.26
---Department of Economics, W.P. Carey School of Business, Arizona State University

Tempe, Arizona (USA)

146.73411.3
112W.P. Carey School of Business, Arizona State University

Tempe, Arizona (USA)

146.73511.3
113Fachbereich Wirtschaftswissenschaft, Goethe Universität Frankfurt am Main

Frankfurt am Main, Germany

147.6771.19
114Toulouse School of Economics (TSE)

Toulouse, France

147.741561.28
---Dipartimento di Economia "Ettore Bocconi", Università Commerciale Luigi Bocconi

Milano, Italy

147.78330.26
115Federal Reserve Bank of New York

New York City, New York (USA)

150.35971.47
116College of Economics, Sogang University

Seoul, South Korea

151.3230.75
117Faculty of Business and Economics, University of Melbourne

Melbourne, Australia

153.08993.24
118Anderson Graduate School of Management, University of California-Los Angeles (UCLA)

Los Angeles, California (USA)

153.49350.4
119London School of Economics (LSE)

London, United Kingdom

153.643511.26
---European Centre for Advanced Research in Economics and Statistics (ECARES), Solvay Brussels School of Economics and Management, Université Libre de Bruxelles

Bruxelles, Belgium

156.69662.02
120Economics Department, Georgetown University

Washington, District of Columbia (USA)

157.2500.7
121Business School, Macquarie University

Sydney, Australia

157.64471.69
122Management School, University of Liverpool

Liverpool, United Kingdom

158.25392.4
---Innocenzo Gasparini Institute for Economic Research (IGIER), Università Commerciale Luigi Bocconi

Milano, Italy

160.56500.29
123Centre for Economic Policy Research (CEPR)

London, United Kingdom

161.163830.29
124Gordon Lang School of Business and Economics, University of Guelph

Guelph, Canada

161.49491.79
---Department of Economics and Finance, Gordon Lang School of Business and Economics, University of Guelph

Guelph, Canada

161.49411.79
---Abteilung Empirische Wirtschaftsforschung und International Wirtschaftspolitik, Fachbereich Wirtschaftswissenschaft, Goethe Universität Frankfurt am Main

Frankfurt am Main, Germany

166.9981
125Department of Economics, University of Maryland

College Park, Maryland (USA)

167.07481.58
---Dipartimento di Statistica, Informatica, Applicazioni "G. Parenti", Scuola di Economia e Management, Università degli Studi di Firenze

Firenze, Italy

167.26191.78
126Culverhouse College of Business, University of Alabama-Tuscaloosa

Tuscaloosa, Alabama (USA)

168.02311.14
127Banco de España

Madrid, Spain

170.011482.64
---Economic Research Department, Federal Reserve Bank of Dallas

Dallas, Texas (USA)

171.61340.57
128Department of Economics, Virginia Polytechnic Institute and State University (Virginia Tech)

Blacksburg, Virginia (USA)

173.71181.45
129Smeal College of Business Administration, Pennsylvania State University

State College, Pennsylvania (USA)

178.06110.9
130Business School, Queensland University of Technology

Brisbane, Australia

178.72351.61
131Institute for Fiscal Studies (IFS)

London, United Kingdom

179.76780.2
132Department of Economics, Maxwell School, Syracuse University

Syracuse, New York (USA)

181.17260.39
133Bank of England

London, United Kingdom

182.762162.47
---Department of Economics, Faculty of Business and Economics, University of Melbourne

Melbourne, Australia

183.92472.81
---ICMA Centre for Financial Markets, Henley Business School, University of Reading

Reading, United Kingdom

193.85140.44
134Henley Business School, University of Reading

Reading, United Kingdom

193.85330.44
135Bank of Canada

Ottawa, Canada

194.531763.57
136Bangko Sentral Ng Pilipinas

Manilla, Philippines

194.91240.29
137Graduate School of Business, Columbia University

New York City, New York (USA)

196.41590.14
138Department of Economics, University of Oregon

Eugene, Oregon (USA)

196.59260.49
139Facultat de Ciències Econòmiques i Empresarials, Universitat de les Illes Balears

Palma de Mallorca, Spain

197.63382.25
---Departament d'Economia Aplicada, Facultat de Ciències Econòmiques i Empresarials, Universitat de les Illes Balears

Palma de Mallorca, Spain

197.63272.25
140BI Handelshøyskolen

Oslo, Norway

200.37540.71
141ESSEC Business School

Cergy-Pontoise, France

200.41392.11
---Department of Economics, London Business School (LBS)

London, United Kingdom

201.78120.44
142London Business School (LBS)

London, United Kingdom

201.78330.44
143Warwick Business School, University of Warwick

Coventry, United Kingdom

203.4301.89
144School of Business and Economics, Universidade Nova de Lisboa

Lisboa, Portugal

204.32560.59
145Department of Economics, University of Birmingham

Birmingham, United Kingdom

206.28551.05
146Department of Economics, University of Pittsburgh

Pittsburgh, Pennsylvania (USA)

208.54561.56
147Department of Economics, York University

Toronto, Canada

209.32411.31
---Department of Economics, Business School, Macquarie University

Sydney, Australia

210.61321.27
148School of Economics and Management, Universiteit van Tilburg

Tilburg, Netherlands

210.691401.35
149Institut ekonomických studií, Univerzita Karlova v Praze

Praha, Czech Republic

212.421302.28
150Economics Department, Williams College

Williamstown, Massachusetts (USA)

213300.28
151Economics Division, University of Southampton

Southampton, United Kingdom

213.46332.25
152Faculty of Economics, University of Tokyo

Tokyo, Japan

213.81411.03
153DeGroote School of Business, McMaster University

Hamilton, Canada

214.0982.16
154College of Business and Economics, Yonsei University

Seoul, South Korea

214.73321.4
---School of Economics, College of Business and Economics, Yonsei University

Seoul, South Korea

214.73301.4
155Centro Ricerche Nord Sud (CRENoS)

Cagliari, Italy

215.13700.85
---CentER Graduate School for Economics and Business, School of Economics and Management, Universiteit van Tilburg

Tilburg, Netherlands

215.45931.29
156Management School, Lancaster University

Lancaster, United Kingdom

217.55683.39
157Department of Economics, School of Social Sciences, University of Manchester

Manchester, United Kingdom

217.75590.79
---Economics Group, Nuffield College, Department of Economics, Oxford University

Oxford, United Kingdom

218.14260.27
158Handelshögskolan, Örebro Universitet

Örebro, Sweden

219.18261.2
159Graduate School of Economics/Faculty of Economics, Hitotsubashi University

Tokyo, Japan

221.27301.5
---Finance Division, Sauder School of Business, University of British Columbia

Vancouver, Canada

221.3760.66
160Sauder School of Business, University of British Columbia

Vancouver, Canada

221.37250.66
---Finance and Economics Department, Graduate School of Business, Columbia University

New York City, New York (USA)

224.04260.12
---Institutt for Samfunnsøkonomi, BI Handelshøyskolen

Oslo, Norway

225.3220.42
161EPGE Escola Brasileira de Economia e Finanças, Fundação Getúlio Vargas (FGV)

Rio de Janeiro, Brazil

227.97601.22

The rankings

Top 10% authors in the field of Econometric Time Series

For Econometric Time Series, these are 780 authors affiliated with 1617 institutions.
All authors classified in this field.

RankAuthorScore
1Peter C. B. Phillips

School of Economics, Singapore Management University, Singapore, Singapore

1.75
2Clive W. J. Granger †

4.19
3Robert F. Engle III

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

4.55
4Tim Bollerslev

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

4.95
5Pierre Perron

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

5.39
6Mohammad Hashem Pesaran

Faculty of Economics, University of Cambridge, Cambridge, United Kingdom
Department of Economics, University of Southern California, Los Angeles, California (USA)

6.42
7Mark W. Watson

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

9.81
8Jushan Bai

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

13.55
9Soren Johansen

Økonomisk Institut, Københavns Universitet, København, Denmark

13.89
10Francis X. Diebold

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

14.04
11Robert Taylor

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

14.12
12Yongmiao Hong

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

15.31
13Helmut Luetkepohl

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

16.59
14Serena Ng

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

16.93
15Donald W. K. Andrews

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

16.94
16Charles R. Nelson

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

17.75
17Yongcheol Shin

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

19.25
18Gary Koop

Economics Department, University of Strathclyde, Glasgow, United Kingdom

19.6
19Timo Terasvirta

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

21.28
20Andrew C. Harvey

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

21.65
21James Hamilton

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

23.64
22Kenneth D. West

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

23.69
23Lars Peter Hansen

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

26.28
24George Kapetanios

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

26.39
25David F. Hendry

Department of Economics, Oxford University, Oxford, United Kingdom

26.48
26James H. Stock

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

27.92
27Torben G. Andersen

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

28.1
28George Tauchen

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

28.56
29Neil Shephard

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

28.66
30Pentti Juhani Saikkonen

28.73
31Adrian Rodney Pagan

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

28.9
32Stephen Leybourne

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

30.15
33Todd Clark

Economic Research, Federal Reserve Bank of Cleveland, Cleveland, Ohio (USA)
Department of Economics, Johns Hopkins University, Baltimore, Maryland (USA)

32.61
34Halbert White †

32.66
35Lutz Kilian

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

32.76
36Graham Elliott

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

35.19
37Andrew Patton

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

35.43
38Massimiliano 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

35.88
39Thomas J. Sargent

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

36.55
40Joakim Westerlund

Nationalekonomiska Institutionen, Ekonomihögskolan, Lunds Universitet, Lund, Sweden

36.97
41Morten Oerregaard Nielsen

Institut for Økonomi, Aarhus Universitet, Aarhus, Denmark

38.59
42Allan Timmermann

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

39.17
43Peter Reinhard Hansen

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

40.11
44Manuel Arellano

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

43.49
45Jun Yu

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

47.33
46Siem Jan Koopman

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

48.37
47David I. Harvey

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

49.25
48Lajos Horvath

51.58
49Michael McCracken

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

53.34
50Ole E. Barndorff-Nielsen †

54.83
51Christian S. Gourieroux

Department of Economics, University of Toronto, Toronto, Canada

55.68
52Luc 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

55.98
53Chang-Jin Kim

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

56.55
54Giuseppe Cavaliere

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

57.72
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

58.93
56Lawrence J. Christiano

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

61.02
57Oliver Bruce Linton

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

61.75
58Michael McAleer †

61.94
59Jean-Michel Zakoian

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

62.5
60Cheng Hsiao

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

66.1
61Atsushi Inoue

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

67.53
62Asger Lunde

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

67.62
63Jonathan H. Wright

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

68.67
64Christian Francq

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

69.07
65Rob J Hyndman

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

69.2
66Frank Schorfheide

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

70.55
67Chihwa Kao

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

72.37
68Joerg Breitung

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

73.38
69Yacine Ait-Sahalia

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

74.01
70Marcus J. Chambers

Economics Department, University of Essex, Colchester, United Kingdom

74.53
71Zhijie Xiao

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

75.97
72James MacKinnon

Economics Department, Queen's University, Kingston, Canada

76.17
73Lucrezia Reichlin

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

76.89
74Joon Y. Park

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

77.14
75Marco Lippi

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

79.25
76Donggyu Sul

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

79.69
77Jean-Marie Dufour

Department of Economics, McGill University, Montréal, Canada

80.34
78Domenico Giannone

International Monetary Fund (IMF), Washington, District of Columbia (USA)

81.46

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