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

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 9098 institutions with 71749 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 788 authors affiliated with 1627 institutions.
All authors classified in this field.

RankInstitutionScoreAuthorsAuthor shares
1Institut for Økonomi, Aarhus Universitet

Aarhus, Denmark

2.7211612.54
2Department of Economics, Duke University

Durham, North Carolina (USA)

3.08501.74
3Department of Economics, Princeton University

Princeton, New Jersey (USA)

3.85512.43
4Faculty of Economics, University of Cambridge

Cambridge, United Kingdom

7.11732.29
5Department of Economics, School of Arts and Sciences, Columbia University

New York City, New York (USA)

7.89551.06
6African Governance and Development Institute (AGDI)

Yaoundé, Cameroun

8.2260.95
7Monash Business School, Monash University

Melbourne, Australia

8.5519911.36
---Center for Research in Econometric Analysis of Time Series (CREATES), Institut for Økonomi, Aarhus Universitet

Aarhus, Denmark

8.87398.86
8Department of Economics, Boston University

Boston, Massachusetts (USA)

8.94693.22
9Department of Economics, University of California-San Diego (UCSD)

La Jolla, California (USA)

10.39521.89
10Stern School of Business, New York University (NYU)

New York City, New York (USA)

10.61572.01
11Cowles Foundation for Research in Economics, Yale University

New Haven, Connecticut (USA)

11.37170.52
---Department of Econometrics and Business Statistics, Monash Business School, Monash University

Melbourne, Australia

13.074010.26
12Department of Economics, Harvard University

Cambridge, Massachusetts (USA)

13.13730.85
13European Central Bank

Frankfurt am Main, Germany

16.072738.34
14Singapore Management University

Singapore, Singapore

16.47404.16
15Department of Economics, University of Pennsylvania

Philadelphia, Pennsylvania (USA)

16.58512.23
---School of Economics, Singapore Management University

Singapore, Singapore

18.15314.13
16National Bureau of Economic Research (NBER)

Cambridge, Massachusetts (USA)

18.274990.69
17Økonomisk Institut, Københavns Universitet

København, Denmark

18.71784.57
18Department of Economics, University of Southern California

Los Angeles, California (USA)

20.77701.13
19Economics Department, University of Wisconsin-Madison

Madison, Wisconsin (USA)

21.1360.7
20Department of Economics, Oxford University

Oxford, United Kingdom

21.951834.06
21Department of Economics and Related Studies, University of York

York, United Kingdom

22.05923.64
22School of Economics, University of Nottingham

Nottingham, United Kingdom

24.061203.42
23Department of Economics, University of Washington

Seattle, Washington (USA)

24.19231.62
---Department of Economics, Business School, University of Auckland

Auckland, New Zealand

28.21200.3
24Business School, University of Auckland

Auckland, New Zealand

28.21260.3
25Economics Department, Michigan State University

East Lansing, Michigan (USA)

30.04541.05
---Finance Department, Stern School of Business, New York University (NYU)

New York City, New York (USA)

30.34190.51
26Department of Economics, Johns Hopkins University

Baltimore, Maryland (USA)

30.52330.88
27Centre de Recherche en Économie et Statistique (CREST)

Palaiseau, France

32.741083.13
28Essex Business School, University of Essex

Colchester, United Kingdom

32.95302.46
29Federal Reserve Bank of Dallas

Dallas, Texas (USA)

33.27591.4
30Barcelona School of Economics (BSE)

Barcelona, Spain

36.351764
31Department of Economics, University of Chicago

Chicago, Illinois (USA)

37.52830.85
32School of Economics, Faculty of Arts and Social Sciences, University of Sydney

Sydney, Australia

39.67824.19
33School of Business and Economics, Vrije Universiteit Amsterdam

Amsterdam, Netherlands

39.941327.1
34Economics Department, University of Strathclyde

Glasgow, United Kingdom

41.27320.95
35Federal Reserve Bank of St. Louis

St. Louis, Missouri (USA)

41.52621.25
---Research Division, Federal Reserve Bank of St. Louis

St. Louis, Missouri (USA)

42.93531.23
36Departamento de Economía, Universidad Carlos III de Madrid

Madrid, Spain

43.07601.88
37Centro de Estudios Monetarios y Financieros (CEMFI)

Madrid, Spain

45.39301.38
38Department of Economics, University of North Carolina-Chapel-Hill

Chapel Hill, North Carolina (USA)

48.38231.28
39Università Commerciale Luigi Bocconi

Milano, Italy

48.811842.83
40Faculty of Business Administration, University of Macau

Macau, Macao

52.94412.94
41Department of Economics, Northwestern University

Evanston, Illinois (USA)

53.28480.38
42Louvain Institute of Data Analysis and Modelling in Economics and Statistics (LIDAM), Université Catholique de Louvain

Louvain-la-Neuve, Belgium

53.81363.79
43School of Economics and Management, University of Chinese Academy of Sciences

Beijing, China

54.1141
44Economics Department, Massachusetts Institute of Technology (MIT)

Cambridge, Massachusetts (USA)

54.18620.51
45International Monetary Fund (IMF)

Washington, District of Columbia (USA)

56.25407.33
46Department of Economics, McGill University

Montréal, Canada

57.82361.52
47Federal Reserve Bank of Cleveland

Cleveland, Ohio (USA)

59.23873.57
48Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam

Rotterdam, Netherlands

60.821234.58
---Volatility Institute, Stern School of Business, New York University (NYU)

New York City, New York (USA)

61.7520.13
49Federal Reserve Board (Board of Governors of the Federal Reserve System)

Washington, District of Columbia (USA)

63.142093.59
50Department of Economics, University of California-Berkeley

Berkeley, California (USA)

64.69650.6
---Econometrisch Instituut, Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam

Rotterdam, Netherlands

65.47223.55
51Department of Economics, Boston College

Chestnut Hill, Massachusetts (USA)

65.56710.94
52Economics Department, Yale University

New Haven, Connecticut (USA)

66.45660.45
---Afdeling Econometrie and Operations Research, School of Business and Economics, Vrije Universiteit Amsterdam

Amsterdam, Netherlands

66.55163.61
53Dipartimento di Scienze Economiche, Alma Mater Studiorum - Università di Bologna

Bologna, Italy

66.651253.12
54School of Economics and Finance, Queen Mary University of London

London, United Kingdom

68.04712.12
55Faculteit Economie en Bedrijfskunde, Universiteit van Amsterdam

Amsterdam, Netherlands

69.161032.75
56Brookings Institution

Washington, District of Columbia (USA)

71.11390.12
---Economic Studies, Brookings Institution

Washington, District of Columbia (USA)

72.54120.12
57Department of Economics, University College London (UCL)

London, United Kingdom

72.69691.12
58Ekonomihögskolan, Lunds Universitet

Lund, Sweden

74.461191.91
---Nationalekonomiska Institutionen, Ekonomihögskolan, Lunds Universitet

Lund, Sweden

74.46691.91
59Business School, King's College London

London, United Kingdom

75.23371.63
---Economic Research, Federal Reserve Bank of Cleveland

Cleveland, Ohio (USA)

75.28561.99
60Federal Reserve Bank of Atlanta

Atlanta, Georgia (USA)

75.35281.73
61Department of Economics, University of Illinois at Urbana-Champaign

Urbana-Champaign, Illinois (USA)

76.22461.7
---Departament d'Economia i Empresa, Universitat Pompeu Fabra, Barcelona School of Economics (BSE)

Barcelona, Spain

76.541012.31
62Department of Economics, New York University (NYU)

New York City, New York (USA)

82.22590.87
---Granger Centre for Time Series Econometrics, School of Economics, University of Nottingham

Nottingham, United Kingdom

82.4461.56
---Amsterdam School of Economics, Faculteit Economie en Bedrijfskunde, Universiteit van Amsterdam

Amsterdam, Netherlands

87.96301.3
63Mitch Daniels School of Business, Purdue University

West Lafayette, Indiana (USA)

88.48532.41
64School of Business and Economics, Maastricht University

Maastricht, Netherlands

88.61044.27
65Department of Economics, University of Warwick

Coventry, United Kingdom

89.05861.48
66DIW Berlin (Deutsches Institut für Wirtschaftsforschung)

Berlin, Germany

90.911400.64
---Department of Economics, Mitch Daniels School of Business, Purdue University

West Lafayette, Indiana (USA)

92.39442.38
67Federal Reserve Bank of Chicago

Chicago, Illinois (USA)

92.76570.54
---Bendheim Center for Finance, Department of Economics, Princeton University

Princeton, New Jersey (USA)

94.4370.42
68Athens University of Economics and Business (AUEB)

Athens, Greece

96.06973.06
69Economics Department, Queen's University

Kingston, Canada

96.8521.2
70Department of Economics, University of Toronto

Toronto, Canada

96.89741.2
71Department of Economics, Washington University in St. Louis

St. Louis, Missouri (USA)

97.29321.58
---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

97.59501.21
72Department of Economics, Ohio State University

Columbus, Ohio (USA)

98.58402
73Facoltà di Economia, Università degli Studi di Roma "Tor Vergata"

Roma, Italy

99.261163.55
74Department of Economics, Mathematics and Statistics, Birkbeck College

London, United Kingdom

99.77252.65
75Departamento de Estadistica, Universidad Carlos III de Madrid

Madrid, Spain

99.8394.74
76Deutsche Bundesbank

Frankfurt, Germany

102.211793.18
77Business School, University of Exeter

Exeter, United Kingdom

102.84581.57
78Department of Economics, University of Connecticut

Storrs, Connecticut (USA)

103.9481.82
79Department of Economics, Emory University

Atlanta, Georgia (USA)

105.28311.93
80Business School, University of Technology Sydney

Sydney, Australia

108.1922.22
81Tinbergen Instituut

Amsterdam, Netherlands

111.231272.97
82Wirtschafts- und Sozialwissenschaftliche Fakultät, Universität zu Köln

Köln, Germany

111.82461.53
83Dipartimento di Economia, Università Ca' Foscari Venezia

Venezia, Italy

112.34921.5
84Rady School of Management, University of California-San Diego (UCSD)

La Jolla, California (USA)

114.15120.41
---Vakgroep Kwantitatieve Economie, School of Business and Economics, Maastricht University

Maastricht, Netherlands

114.44122.78
---Economic Research Department, Federal Reserve Bank of Atlanta

Atlanta, Georgia (USA)

115.23211.52
85Department of Economics, Indiana University

Bloomington, Indiana (USA)

115.28321.3
86Department of Economics, Korea University

Seoul, South Korea

119.06301.28
87Department of Economics, Vanderbilt University

Nashville, Tennessee (USA)

119.73430.47
88École d'Économie d'Aix-Marseille, Aix-Marseille Université

Aix-en-Provence/Marseille, France

121.631252.59
89Department of Economics, Rutgers University-New Brunswick

New Brunswick, New Jersey (USA)

121.99440.67
90Fakultät für Wirtschaftswissenschaften, Universität Wien

Wien, Austria

122.48651.72
---Abteilung Volkswirtschaftslehre, Fachbereich Wirtschaftswissenschaft, Freie Universität Berlin

Berlin, Germany

123.27210.44
91Fachbereich Wirtschaftswissenschaft, Freie Universität Berlin

Berlin, Germany

123.27470.44
92Crawford School of Public Policy, Australian National University

Canberra, Australia

123.431840.88
93Department of Economics, Pennsylvania State University

State College, Pennsylvania (USA)

126.19340.58
94Department of Economics, University of California-Riverside

Riverside, California (USA)

127.44341.4
95Department of Economics and Finance, Brunel University London

Uxbridge, United Kingdom

128.17221.44
96School of Economics and Management, Tsinghua University

Beijing, China

129.51271.58
97Department of Economics, University of Texas-Dallas

Dallas, Texas (USA)

129.61151.11
98Politiikan ja Talouden Tutkimuksen Laitos, Valtiotieteellinen tiedekunta, Helsingin Yliopisto

Helsinki, Finland

130.53321.9
99Wirtschaftswissenschaftliche Fakutält, Universität Zürich

Zürich, Switzerland

130.691841.94
---Institut für Volkswirtschaftslehre, Wirtschaftswissenschaftliche Fakutält, Universität Zürich

Zürich, Switzerland

132.131091.69
100Département de Sciences Économiques, Université de Montréal

Montréal, Canada

134.1311.27
---Department of Finance, Kellogg Graduate School of Management, Northwestern University

Evanston, Illinois (USA)

135.2180.19
101Kellogg Graduate School of Management, Northwestern University

Evanston, Illinois (USA)

135.2540.19
102Istituto Einaudi per l'Economia e la Finanza (EIEF)

Roma, Italy

136.25320.56
103Sveriges Riksbank

Stockholm, Sweden

136.6372.57
---Centre for Applied Macroeconomic Analysis (CAMA), Crawford School of Public Policy, Australian National University

Canberra, Australia

136.64820.85
104Adam Smith Business School, University of Glasgow

Glasgow, United Kingdom

136.78741.98
---Department of Economics, Adam Smith Business School, University of Glasgow

Glasgow, United Kingdom

136.78561.98
---Dipartimento di Economia e Finanza, Facoltà di Economia, Università degli Studi di Roma "Tor Vergata"

Roma, Italy

138.87652.76
---Dipartimento di Economia "Ettore Bocconi", Università Commerciale Luigi Bocconi

Milano, Italy

139.21320.32
105Department of Economics, University of Notre Dame

South Bend, Indiana (USA)

140.79600.46
106Economics Department, University of Essex

Colchester, United Kingdom

141.66511.46
---Economics Discipline Group, Business School, University of Technology Sydney

Sydney, Australia

143.52401.18
107Solvay Brussels School of Economics and Management, Université Libre de Bruxelles

Bruxelles, Belgium

143.551732.05
108Dipartimento di Economia "Marco Biagi", Università degli Studi di Modena e Reggio Emilia

Modena, Italy

143.58470.4
---Department of Statistics and Operations Research, Fakultät für Wirtschaftswissenschaften, Universität Wien

Wien, Austria

144.0371.4
---Department of Economics, Business School, University of Exeter

Exeter, United Kingdom

144.5441.2
109Banca d'Italia

Roma, Italy

144.783683.75
110Federal Reserve Bank of New York

New York City, New York (USA)

144.99981.47
111Department of Economics, University of Houston

Houston, Texas (USA)

146.22271.21
112Toulouse School of Economics (TSE)

Toulouse, France

146.851561.28
113Fachbereich Wirtschaftswissenschaft, Goethe Universität Frankfurt am Main

Frankfurt am Main, Germany

147.95771.19
---Seminar für Wirtschafts- und Sozialgeschichte, Wirtschafts- und Sozialwissenschaftliche Fakultät, Universität zu Köln

Köln, Germany

149.520.55
---Department of Economics, W.P. Carey School of Business, Arizona State University

Tempe, Arizona (USA)

150.34401.3
114W.P. Carey School of Business, Arizona State University

Tempe, Arizona (USA)

150.34501.3
115Scuola di Economia e Management, Università degli Studi di Firenze

Firenze, Italy

150.52902.26
116College of Economics, Sogang University

Seoul, South Korea

151.06230.75
117Faculty of Business and Economics, University of Melbourne

Melbourne, Australia

152.3993.24
118Business School, Macquarie University

Sydney, Australia

154.05471.69
119London School of Economics (LSE)

London, United Kingdom

155.923511.24
120Economics Department, Georgetown University

Washington, District of Columbia (USA)

156.09490.7
121Management School, University of Liverpool

Liverpool, United Kingdom

157.12392.4
---European Centre for Advanced Research in Economics and Statistics (ECARES), Solvay Brussels School of Economics and Management, Université Libre de Bruxelles

Bruxelles, Belgium

158.08662.02
122Anderson Graduate School of Management, University of California-Los Angeles (UCLA)

Los Angeles, California (USA)

158.75320.36
---Innocenzo Gasparini Institute for Economic Research (IGIER), Università Commerciale Luigi Bocconi

Milano, Italy

159.87490.25
123Gordon Lang School of Business and Economics, University of Guelph

Guelph, Canada

160481.79
---Department of Economics and Finance, Gordon Lang School of Business and Economics, University of Guelph

Guelph, Canada

160401.79
124Centre for Economic Policy Research (CEPR)

London, United Kingdom

1613820.28
125Bank of England

London, United Kingdom

166.282153.14
---Abteilung Empirische Wirtschaftsforschung und International Wirtschaftspolitik, Fachbereich Wirtschaftswissenschaft, Goethe Universität Frankfurt am Main

Frankfurt am Main, Germany

166.7581
126Department of Economics, University of Maryland

College Park, Maryland (USA)

168.92481.58
127Culverhouse College of Business, University of Alabama-Tuscaloosa

Tuscaloosa, Alabama (USA)

169311.14
128Banco de España

Madrid, Spain

169.761472.64
129Smeal College of Business Administration, Pennsylvania State University

State College, Pennsylvania (USA)

170.39110.9
---Dipartimento di Statistica, Informatica, Applicazioni "G. Parenti", Scuola di Economia e Management, Università degli Studi di Firenze

Firenze, Italy

171.97191.78
---Economic Research Department, Federal Reserve Bank of Dallas

Dallas, Texas (USA)

172.43350.57
130Department of Economics, Virginia Polytechnic Institute and State University (Virginia Tech)

Blacksburg, Virginia (USA)

173.61171.45
131Business School, Queensland University of Technology

Brisbane, Australia

177.44351.61
132Institute for Fiscal Studies (IFS)

London, United Kingdom

179.05780.2
133Department of Economics, Maxwell School, Syracuse University

Syracuse, New York (USA)

181.98260.39
---Department of Economics, Faculty of Business and Economics, University of Melbourne

Melbourne, Australia

182.67472.81
---ICMA Centre for Financial Markets, Henley Business School, University of Reading

Reading, United Kingdom

193.26140.44
134Henley Business School, University of Reading

Reading, United Kingdom

193.26330.44
135Department of Economics, University of Oregon

Eugene, Oregon (USA)

194.76260.49
136Graduate School of Business, Columbia University

New York City, New York (USA)

195.92600.14
137Bank of Canada

Ottawa, Canada

196.11763.53
138BI Handelshøyskolen

Oslo, Norway

199.99540.71
139Facultat de Ciències Econòmiques i Empresarials, Universitat de les Illes Balears

Palma de Mallorca, Spain

200.59382.25
---Departament d'Economia Aplicada, Facultat de Ciències Econòmiques i Empresarials, Universitat de les Illes Balears

Palma de Mallorca, Spain

200.59272.25
140Warwick Business School, University of Warwick

Coventry, United Kingdom

200.76301.89
---Department of Economics, London Business School (LBS)

London, United Kingdom

201.27120.44
141London Business School (LBS)

London, United Kingdom

201.27330.44
142ESSEC Business School

Cergy-Pontoise, France

202.78392.11
143School of Business and Economics, Universidade Nova de Lisboa

Lisboa, Portugal

203.33550.59
144College of Business and Economics, Yonsei University

Seoul, South Korea

204.3321.45
---School of Economics, College of Business and Economics, Yonsei University

Seoul, South Korea

204.3301.45
145Institut ekonomických studií, Univerzita Karlova v Praze

Praha, Czech Republic

205.351302.28
146Department of Economics, University of Birmingham

Birmingham, United Kingdom

205.95551.03
147Department of Economics, University of Pittsburgh

Pittsburgh, Pennsylvania (USA)

208.83561.56
148Management School, Lancaster University

Lancaster, United Kingdom

209.72683.39
149Faculty of Economics, University of Tokyo

Tokyo, Japan

211.84411.03
150Department of Economics, York University

Toronto, Canada

212411.31
151DeGroote School of Business, McMaster University

Hamilton, Canada

213.1582.16
152Economics Department, Williams College

Williamstown, Massachusetts (USA)

214.04300.28
153Economics Division, University of Southampton

Southampton, United Kingdom

214.63332.25
154Centro Ricerche Nord Sud (CRENoS)

Cagliari, Italy

215.39700.85
155School of Economics and Management, Universiteit van Tilburg

Tilburg, Netherlands

217.181411.35
156Department of Economics, School of Social Sciences, University of Manchester

Manchester, United Kingdom

218.51580.79
---Economics Group, Nuffield College, Department of Economics, Oxford University

Oxford, United Kingdom

220.6260.27
157Graduate School of Economics/Faculty of Economics, Hitotsubashi University

Tokyo, Japan

220.64301.5
---CentER Graduate School for Economics and Business, School of Economics and Management, Universiteit van Tilburg

Tilburg, Netherlands

222.24931.29
---Finance and Economics Department, Graduate School of Business, Columbia University

New York City, New York (USA)

223.6260.12
---Institutt for Samfunnsøkonomi, BI Handelshøyskolen

Oslo, Norway

224.06220.42
---Finance Division, Sauder School of Business, University of British Columbia

Vancouver, Canada

224.660.66
158Sauder School of Business, University of British Columbia

Vancouver, Canada

224.6250.66
159Handelshögskolan, Örebro Universitet

Örebro, Sweden

227.37261.18
160EPGE Escola Brasileira de Economia e Finanças, Fundação Getúlio Vargas (FGV)

Rio de Janeiro, Brazil

229.18591.22
161School of Economics, Sungkyunkwan University

Seoul, South Korea

232.02171.61
162Department of Economics, University of California-Santa Barbara (UCSB)

Santa Barbara, California (USA)

232.21340.31

The rankings

Top 10% authors in the field of Econometric Time Series

For Econometric Time Series, these are 788 authors affiliated with 1627 institutions.
All authors classified in this field.

RankAuthorScore
1Peter C. B. Phillips

School of Economics, Singapore Management University, Singapore, Singapore

1.9
2Clive W. J. Granger †

4.26
3Robert F. Engle III

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

4.66
4Tim Bollerslev

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

4.93
5Pierre Perron

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

5.43
6Mohammad Hashem Pesaran

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

6.15
7Mark W. Watson

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

9
8Robert Taylor

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

12.78
9Francis X. Diebold

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

14.24
10Jushan Bai

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

14.32
11Soren Johansen

Økonomisk Institut, Københavns Universitet, København, Denmark

14.64
12Yongmiao Hong

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

14.73
13Helmut Luetkepohl

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

16.41
14Serena Ng

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

16.55
15Charles R. Nelson

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

18.46
16Yongcheol Shin

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

19.13
17Gary Koop

Economics Department, University of Strathclyde, Glasgow, United Kingdom

19.15
18Donald W. K. Andrews

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

19.4
19Timo Terasvirta

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

21.42
20Andrew C. Harvey

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

21.52
21Kenneth D. West

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

22.36
22James Hamilton

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

23.41
23James H. Stock

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

26
24George Kapetanios

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

26.53
25Lars Peter Hansen

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

26.65
26George Tauchen

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

27.28
27David F. Hendry

Department of Economics, Oxford University, Oxford, United Kingdom

27.95
28Pentti Juhani Saikkonen

28.35
29Neil Shephard

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

28.4
30Torben G. Andersen

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

28.58
31Adrian Rodney Pagan

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

29.3
32Stephen Leybourne

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

30.8
33Todd Clark

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

30.95
34Lutz Kilian

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

32.56
35Graham Elliott

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

34.75
36Halbert White †

34.85
37Andrew Patton

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

34.95
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

35.14
39Joakim Westerlund

Nationalekonomiska Institutionen, Ekonomihögskolan, Lunds Universitet, Lund, Sweden

35.67
40Thomas J. Sargent

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

36.1
41Allan Timmermann

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

37.44
42Morten Nielsen

Institut for Økonomi, Aarhus Universitet, Aarhus, Denmark

39.99
43Peter Reinhard Hansen

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

42.4
44Manuel Arellano

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

44.15
45Jun Yu

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

47.69
46Siem Jan Koopman

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

48.28
47David I. Harvey

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

49.01
48Lajos Horvath

53.27
49Michael McCracken

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

53.49
50Christian S. Gourieroux

Department of Economics, University of Toronto, Toronto, Canada

54.55
51Ole E. Barndorff-Nielsen †

55.59
52Chang-Jin Kim

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

56.57
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

56.58
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

58.47
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

58.49
56Jean-Michel Zakoian

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

60.15
57Michael McAleer †

61.69
58Lawrence J. Christiano

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

62.22
59Oliver Bruce Linton

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

64.07
60Frank Schorfheide

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

67.19
61Atsushi Inoue

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

67.22
62Rob J Hyndman

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

67.42
63Asger Lunde

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

67.61
64Cheng Hsiao

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

68.58
65Jonathan H. Wright

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

70.53
66Chihwa Kao

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

72.11
67Christian Francq

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

72.63
68Yacine Ait-Sahalia

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

75.25
69Joon Y. Park

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

75.85
70Joerg Breitung

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

76.02
71Lucrezia Reichlin

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

76.47
72James MacKinnon

Economics Department, Queen's University, Kingston, Canada

76.47
73Norman Rasmus Swanson

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

77.74
74Zhijie Xiao

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

77.78
75Marco Lippi

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

79.08
76Donggyu Sul

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

79.99
77Marcus J. Chambers

Economics Department, University of Essex, Colchester, United Kingdom

80.55
78Yixiao Sun

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

80.83

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