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Top 10% Institutions and Economists in the Field of Econometric Time Series, as of August 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 9118 institutions with 71909 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 792 authors affiliated with 1624 institutions.
All authors classified in this field.

RankInstitutionScoreAuthorsAuthor shares
1Institut for Økonomi, Aarhus Universitet

Aarhus, Denmark

2.5411612.54
2Department of Economics, Duke University

Durham, North Carolina (USA)

3.39501.74
3Department of Economics, Princeton University

Princeton, New Jersey (USA)

3.62512.43
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)

7.95551.05
6African Governance and Development Institute (AGDI)

Yaoundé, Cameroun

8.260.95
7Monash Business School, Monash University

Melbourne, Australia

8.5619911.36
---Center for Research in Econometric Analysis of Time Series (CREATES), Institut for Økonomi, Aarhus Universitet

Aarhus, Denmark

8.62398.86
8Department of Economics, Boston University

Boston, Massachusetts (USA)

9.4683.22
9Cowles Foundation for Research in Economics, Yale University

New Haven, Connecticut (USA)

10.6180.52
10Department of Economics, University of California-San Diego (UCSD)

La Jolla, California (USA)

10.63521.89
11Stern School of Business, New York University (NYU)

New York City, New York (USA)

10.69572.01
---Department of Econometrics and Business Statistics, Monash Business School, Monash University

Melbourne, Australia

12.674010.26
12Department of Economics, Harvard University

Cambridge, Massachusetts (USA)

13.4730.85
13European Central Bank

Frankfurt am Main, Germany

152738.52
14Department of Economics, University of Pennsylvania

Philadelphia, Pennsylvania (USA)

15.85512.23
15Singapore Management University

Singapore, Singapore

16.71394.16
16National Bureau of Economic Research (NBER)

Cambridge, Massachusetts (USA)

18.135030.7
---School of Economics, Singapore Management University

Singapore, Singapore

18.28314.13
17Økonomisk Institut, Københavns Universitet

København, Denmark

18.75784.57
18Economics Department, University of Wisconsin-Madison

Madison, Wisconsin (USA)

20.39360.72
19Department of Economics, University of Southern California

Los Angeles, California (USA)

20.87711.13
20Department of Economics, Oxford University

Oxford, United Kingdom

21.361834.06
21Department of Economics and Related Studies, University of York

York, United Kingdom

22.23923.64
22School of Economics, University of Nottingham

Nottingham, United Kingdom

24.81203.42
23Department of Economics, University of Washington

Seattle, Washington (USA)

24.85231.62
---Department of Economics, Business School, University of Auckland

Auckland, New Zealand

28.23200.3
24Business School, University of Auckland

Auckland, New Zealand

28.23260.3
25Department of Economics, Johns Hopkins University

Baltimore, Maryland (USA)

29.9330.88
26Economics Department, Michigan State University

East Lansing, Michigan (USA)

30.58541.05
---Finance Department, Stern School of Business, New York University (NYU)

New York City, New York (USA)

30.7190.51
27Centre de Recherche en Économie et Statistique (CREST)

Palaiseau, France

32.211073.13
28Federal Reserve Bank of Dallas

Dallas, Texas (USA)

33.93591.23
29Essex Business School, University of Essex

Colchester, United Kingdom

35.36302.46
30Barcelona School of Economics (BSE)

Barcelona, Spain

36.211764
31Department of Economics, University of Chicago

Chicago, Illinois (USA)

37.44820.85
32School of Business and Economics, Vrije Universiteit Amsterdam

Amsterdam, Netherlands

39.381348.61
33School of Economics, Faculty of Arts and Social Sciences, University of Sydney

Sydney, Australia

39.42814.23
34Federal Reserve Bank of St. Louis

St. Louis, Missouri (USA)

40.88611.25
---Research Division, Federal Reserve Bank of St. Louis

St. Louis, Missouri (USA)

42.19521.23
35Economics Department, University of Strathclyde

Glasgow, United Kingdom

42.36320.95
36Departamento de Economía, Universidad Carlos III de Madrid

Madrid, Spain

42.74591.88
37Centro de Estudios Monetarios y Financieros (CEMFI)

Madrid, Spain

47.8300.87
38Department of Economics, University of North Carolina-Chapel-Hill

Chapel Hill, North Carolina (USA)

48.11241.28
39Università Commerciale Luigi Bocconi

Milano, Italy

50.471843.33
40Faculty of Business Administration, University of Macau

Macau, Macao

52.5412.94
41Department of Economics, Northwestern University

Evanston, Illinois (USA)

52.92480.38
42Louvain Institute of Data Analysis and Modelling in Economics and Statistics (LIDAM), Université Catholique de Louvain

Louvain-la-Neuve, Belgium

53.91363.79
43Economics Department, Massachusetts Institute of Technology (MIT)

Cambridge, Massachusetts (USA)

55.15620.51
44School of Economics and Management, University of Chinese Academy of Sciences

Beijing, China

55.241
45International Monetary Fund (IMF)

Washington, District of Columbia (USA)

56.545417.33
46Department of Economics, McGill University

Montréal, Canada

57.67361.52
47Federal Reserve Bank of Cleveland

Cleveland, Ohio (USA)

57.89873.62
48Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam

Rotterdam, Netherlands

58.51234.85
---Volatility Institute, Stern School of Business, New York University (NYU)

New York City, New York (USA)

61.320.13
49Federal Reserve Board (Board of Governors of the Federal Reserve System)

Washington, District of Columbia (USA)

62.82113.59
---Econometrisch Instituut, Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam

Rotterdam, Netherlands

63.17223.82
50Department of Economics, University of California-Berkeley

Berkeley, California (USA)

64.07640.6
51Department of Economics, Boston College

Chestnut Hill, Massachusetts (USA)

64.92710.94
52Economics Department, Yale University

New Haven, Connecticut (USA)

65.68660.45
---Afdeling Econometrie and Operations Research, School of Business and Economics, Vrije Universiteit Amsterdam

Amsterdam, Netherlands

66.14163.61
53Dipartimento di Scienze Economiche, Alma Mater Studiorum - Università di Bologna

Bologna, Italy

68.021273.12
54School of Economics and Finance, Queen Mary University of London

London, United Kingdom

68.25702.12
55Brookings Institution

Washington, District of Columbia (USA)

71390.12
56Faculteit Economie en Bedrijfskunde, Universiteit van Amsterdam

Amsterdam, Netherlands

71.071042.75
---Economic Studies, Brookings Institution

Washington, District of Columbia (USA)

72.39120.12
57Department of Economics, University College London (UCL)

London, United Kingdom

72.44681.12
58Business School, King's College London

London, United Kingdom

73.4391.63
---Economic Research, Federal Reserve Bank of Cleveland

Cleveland, Ohio (USA)

74.09562.01
59Ekonomihögskolan, Lunds Universitet

Lund, Sweden

74.381181.91
---Nationalekonomiska Institutionen, Ekonomihögskolan, Lunds Universitet

Lund, Sweden

74.38691.91
---Departament d'Economia i Empresa, Universitat Pompeu Fabra, Barcelona School of Economics (BSE)

Barcelona, Spain

75.451012.31
60Federal Reserve Bank of Atlanta

Atlanta, Georgia (USA)

75.51291.73
61Department of Economics, University of Illinois at Urbana-Champaign

Urbana-Champaign, Illinois (USA)

77.02461.7
62Department of Economics, New York University (NYU)

New York City, New York (USA)

83.28590.87
---Granger Centre for Time Series Econometrics, School of Economics, University of Nottingham

Nottingham, United Kingdom

84.6861.56
63Mitch Daniels School of Business, Purdue University

West Lafayette, Indiana (USA)

87.33552.41
64School of Business and Economics, Maastricht University

Maastricht, Netherlands

87.781054.27
65Department of Economics, University of Warwick

Coventry, United Kingdom

88.29861.48
---Amsterdam School of Economics, Faculteit Economie en Bedrijfskunde, Universiteit van Amsterdam

Amsterdam, Netherlands

89.82301.3
66DIW Berlin (Deutsches Institut für Wirtschaftsforschung)

Berlin, Germany

91.091400.64
---Department of Economics, Mitch Daniels School of Business, Purdue University

West Lafayette, Indiana (USA)

91.19462.38
67Federal Reserve Bank of Chicago

Chicago, Illinois (USA)

92.3570.54
---Bendheim Center for Finance, Department of Economics, Princeton University

Princeton, New Jersey (USA)

92.4170.42
68Athens University of Economics and Business (AUEB)

Athens, Greece

95.01973.06
69Department of Economics, Ohio State University

Columbus, Ohio (USA)

95.89412
---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

96.49501.21
70Department of Economics, Washington University in St. Louis

St. Louis, Missouri (USA)

97.89311.58
71Facoltà di Economia, Università degli Studi di Roma "Tor Vergata"

Roma, Italy

97.981163.55
72Economics Department, Queen's University

Kingston, Canada

98.24521.2
73Department of Economics, Mathematics and Statistics, Birkbeck College

London, United Kingdom

100.02252.65
74Department of Economics, University of Toronto

Toronto, Canada

100.91741.2
75Departamento de Estadistica, Universidad Carlos III de Madrid

Madrid, Spain

101.9894.73
76Department of Economics, University of Connecticut

Storrs, Connecticut (USA)

104.02481.82
77Department of Economics, Emory University

Atlanta, Georgia (USA)

104.1311.93
78Business School, University of Exeter

Exeter, United Kingdom

106.11581.58
79Tinbergen Instituut

Amsterdam, Netherlands

108.271272.98
80Business School, University of Technology Sydney

Sydney, Australia

109.38922.23
81Dipartimento di Economia, Università Ca' Foscari Venezia

Venezia, Italy

109.67921.56
82Wirtschafts- und Sozialwissenschaftliche Fakultät, Universität zu Köln

Köln, Germany

110.37471.53
---Vakgroep Kwantitatieve Economie, School of Business and Economics, Maastricht University

Maastricht, Netherlands

113.24122.79
---Economic Research Department, Federal Reserve Bank of Atlanta

Atlanta, Georgia (USA)

114.68211.51
83Department of Economics, Indiana University

Bloomington, Indiana (USA)

115.06331.3
84Deutsche Bundesbank

Frankfurt, Germany

116.721783
85Rady School of Management, University of California-San Diego (UCSD)

La Jolla, California (USA)

116.77110.41
86Department of Economics, Vanderbilt University

Nashville, Tennessee (USA)

118.36430.47
87Department of Economics, Rutgers University-New Brunswick

New Brunswick, New Jersey (USA)

120.18440.67
88Department of Economics, Korea University

Seoul, South Korea

120.85301.28
89Crawford School of Public Policy, Australian National University

Canberra, Australia

121.881850.88
90École d'Économie d'Aix-Marseille, Aix-Marseille Université

Aix-en-Provence/Marseille, France

123.231262.59
91Fakultät für Wirtschaftswissenschaften, Universität Wien

Wien, Austria

123.35651.72
---Abteilung Volkswirtschaftslehre, Fachbereich Wirtschaftswissenschaft, Freie Universität Berlin

Berlin, Germany

123.57210.44
92Fachbereich Wirtschaftswissenschaft, Freie Universität Berlin

Berlin, Germany

123.57470.44
93Department of Economics and Finance, Brunel University London

Uxbridge, United Kingdom

124.74221.44
94Department of Economics, University of California-Riverside

Riverside, California (USA)

126.34341.4
95Department of Economics, Pennsylvania State University

State College, Pennsylvania (USA)

127.56340.58
96School of Economics and Management, Tsinghua University

Beijing, China

127.96271.58
97Wirtschaftswissenschaftliche Fakutält, Universität Zürich

Zürich, Switzerland

128.331871.94
98Department of Economics, University of Texas-Dallas

Dallas, Texas (USA)

128.57151.11
---Institut für Volkswirtschaftslehre, Wirtschaftswissenschaftliche Fakutält, Universität Zürich

Zürich, Switzerland

130.031111.69
---Department of Finance, Kellogg Graduate School of Management, Northwestern University

Evanston, Illinois (USA)

132.78170.19
99Kellogg Graduate School of Management, Northwestern University

Evanston, Illinois (USA)

132.78530.19
100Politiikan ja Talouden Tutkimuksen Laitos, Valtiotieteellinen tiedekunta, Helsingin Yliopisto

Helsinki, Finland

132.9321.9
101Département de Sciences Économiques, Université de Montréal

Montréal, Canada

133.84311.27
102Sveriges Riksbank

Stockholm, Sweden

134.68372.59
---Centre for Applied Macroeconomic Analysis (CAMA), Crawford School of Public Policy, Australian National University

Canberra, Australia

135.09820.85
103Adam Smith Business School, University of Glasgow

Glasgow, United Kingdom

136.57741.98
---Department of Economics, Adam Smith Business School, University of Glasgow

Glasgow, United Kingdom

136.57571.98
104Istituto Einaudi per l'Economia e la Finanza (EIEF)

Roma, Italy

139.34320.56
---Dipartimento di Economia e Finanza, Facoltà di Economia, Università degli Studi di Roma "Tor Vergata"

Roma, Italy

139.47652.76
---Dipartimento di Economia "Ettore Bocconi", Università Commerciale Luigi Bocconi

Milano, Italy

139.92330.82
105Department of Economics, University of Notre Dame

South Bend, Indiana (USA)

140.19600.46
106Economics Department, University of Essex

Colchester, United Kingdom

143.66501.49
107Banca d'Italia

Roma, Italy

144.073703.75
108Dipartimento di Economia "Marco Biagi", Università degli Studi di Modena e Reggio Emilia

Modena, Italy

144.35470.4
---Department of Statistics and Operations Research, Fakultät für Wirtschaftswissenschaften, Universität Wien

Wien, Austria

144.9571.4
---Economics Discipline Group, Business School, University of Technology Sydney

Sydney, Australia

146.03401.18
109Federal Reserve Bank of New York

New York City, New York (USA)

146.33981.47
110College of Economics, Sogang University

Seoul, South Korea

146.98230.75
111Solvay Brussels School of Economics and Management, Université Libre de Bruxelles

Bruxelles, Belgium

147.421732.05
---Seminar für Wirtschafts- und Sozialgeschichte, Wirtschafts- und Sozialwissenschaftliche Fakultät, Universität zu Köln

Köln, Germany

148.1120.55
112Toulouse School of Economics (TSE)

Toulouse, France

148.681561.28
113Fachbereich Wirtschaftswissenschaft, Goethe Universität Frankfurt am Main

Frankfurt am Main, Germany

149.45771.19
---Department of Economics, W.P. Carey School of Business, Arizona State University

Tempe, Arizona (USA)

149.46401.29
114W.P. Carey School of Business, Arizona State University

Tempe, Arizona (USA)

149.46511.29
---Department of Economics, Business School, University of Exeter

Exeter, United Kingdom

149.49441.2
115Department of Economics, University of Houston

Houston, Texas (USA)

151.59271.21
116Scuola di Economia e Management, Università degli Studi di Firenze

Firenze, Italy

152.23902.26
117Faculty of Business and Economics, University of Melbourne

Melbourne, Australia

153.86993.24
118London School of Economics (LSE)

London, United Kingdom

154.613511.24
119Economics Department, Georgetown University

Washington, District of Columbia (USA)

155.55490.7
120Business School, Macquarie University

Sydney, Australia

156.54461.69
121Management School, University of Liverpool

Liverpool, United Kingdom

159.66392.4
122Gordon Lang School of Business and Economics, University of Guelph

Guelph, Canada

160.95481.79
---Department of Economics and Finance, Gordon Lang School of Business and Economics, University of Guelph

Guelph, Canada

160.95401.79
---European Centre for Advanced Research in Economics and Statistics (ECARES), Solvay Brussels School of Economics and Management, Université Libre de Bruxelles

Bruxelles, Belgium

160.96662.02
123Anderson Graduate School of Management, University of California-Los Angeles (UCLA)

Los Angeles, California (USA)

161.01320.36
124Centre for Economic Policy Research (CEPR)

London, United Kingdom

161.113850.29
---Innocenzo Gasparini Institute for Economic Research (IGIER), Università Commerciale Luigi Bocconi

Milano, Italy

163.06490.25
125Banco de España

Madrid, Spain

163.191482.94
126Bank of England

London, United Kingdom

165.122153.14
127Department of Economics, University of Maryland

College Park, Maryland (USA)

167.56481.58
---Abteilung Empirische Wirtschaftsforschung und International Wirtschaftspolitik, Fachbereich Wirtschaftswissenschaft, Goethe Universität Frankfurt am Main

Frankfurt am Main, Germany

168.7981
128Culverhouse College of Business, University of Alabama-Tuscaloosa

Tuscaloosa, Alabama (USA)

169.34321.14
129Smeal College of Business Administration, Pennsylvania State University

State College, Pennsylvania (USA)

170.58110.9
---Dipartimento di Statistica, Informatica, Applicazioni "G. Parenti", Scuola di Economia e Management, Università degli Studi di Firenze

Firenze, Italy

172.88191.78
---Economic Research Department, Federal Reserve Bank of Dallas

Dallas, Texas (USA)

173.03350.56
130Department of Economics, Virginia Polytechnic Institute and State University (Virginia Tech)

Blacksburg, Virginia (USA)

176.87171.45
131Department of Economics, Maxwell School, Syracuse University

Syracuse, New York (USA)

177.25250.39
132Business School, Queensland University of Technology

Brisbane, Australia

177.99351.61
133Institute for Fiscal Studies (IFS)

London, United Kingdom

178.13790.2
134Bank of Canada

Ottawa, Canada

180.91774.69
---Department of Economics, Faculty of Business and Economics, University of Melbourne

Melbourne, Australia

186.86472.81
---ICMA Centre for Financial Markets, Henley Business School, University of Reading

Reading, United Kingdom

193.46140.44
135Henley Business School, University of Reading

Reading, United Kingdom

193.46330.44
136Graduate School of Business, Columbia University

New York City, New York (USA)

194.12600.14
137Department of Economics, University of Oregon

Eugene, Oregon (USA)

198.4260.49
138Institut ekonomických studií, Univerzita Karlova v Praze

Praha, Czech Republic

199.071292.28
139BI Handelshøyskolen

Oslo, Norway

199.84540.71
140Facultat de Ciències Econòmiques i Empresarials, Universitat de les Illes Balears

Palma de Mallorca, Spain

200.51382.25
---Departament d'Economia Aplicada, Facultat de Ciències Econòmiques i Empresarials, Universitat de les Illes Balears

Palma de Mallorca, Spain

200.51272.25
---Department of Economics, London Business School (LBS)

London, United Kingdom

202.9120.44
141London Business School (LBS)

London, United Kingdom

202.9330.44
142ESSEC Business School

Cergy-Pontoise, France

203.05392.11
143Department of Economics, University of Birmingham

Birmingham, United Kingdom

203.86551.03
144Warwick Business School, University of Warwick

Coventry, United Kingdom

203.91301.89
145College of Business and Economics, Yonsei University

Seoul, South Korea

204.09331.44
---School of Economics, College of Business and Economics, Yonsei University

Seoul, South Korea

204.09311.44
146School of Business and Economics, Universidade Nova de Lisboa

Lisboa, Portugal

206.47560.59
147Department of Economics, York University

Toronto, Canada

206.68411.31
148School of Economics and Management, Universiteit van Tilburg

Tilburg, Netherlands

209.61411.41
149Department of Economics, University of Pittsburgh

Pittsburgh, Pennsylvania (USA)

210.05561.56
150Management School, Lancaster University

Lancaster, United Kingdom

212.04683.39
151Faculty of Economics, University of Tokyo

Tokyo, Japan

213.72411.03
152Economics Division, University of Southampton

Southampton, United Kingdom

213.74332.25
153DeGroote School of Business, McMaster University

Hamilton, Canada

214.5982.16
---CentER Graduate School for Economics and Business, School of Economics and Management, Universiteit van Tilburg

Tilburg, Netherlands

215.8931.32
---Economics Group, Nuffield College, Department of Economics, Oxford University

Oxford, United Kingdom

216.03260.27
154Economics Department, Williams College

Williamstown, Massachusetts (USA)

217.39300.28
155Centro Ricerche Nord Sud (CRENoS)

Cagliari, Italy

217.42700.85
---Finance Division, Sauder School of Business, University of British Columbia

Vancouver, Canada

219.1960.66
156Sauder School of Business, University of British Columbia

Vancouver, Canada

219.19260.66
157Graduate School of Economics/Faculty of Economics, Hitotsubashi University

Tokyo, Japan

221.08301.5
---Finance and Economics Department, Graduate School of Business, Columbia University

New York City, New York (USA)

221.77260.12
158Department of Economics, School of Social Sciences, University of Manchester

Manchester, United Kingdom

222.25590.79
---Institutt for Samfunnsøkonomi, BI Handelshøyskolen

Oslo, Norway

223.49220.42
159Handelshögskolan, Örebro Universitet

Örebro, Sweden

226.83261.18
160Federal Reserve Bank of Kansas City

Kansas City, Missouri (USA)

229.1562.61
161EPGE Escola Brasileira de Economia e Finanças, Fundação Getúlio Vargas (FGV)

Rio de Janeiro, Brazil

229.34581.22
162LeBow College of Business, Drexel University

Philadelphia, Pennsylvania (USA)

229.53331.01

The rankings

Top 10% authors in the field of Econometric Time Series

For Econometric Time Series, these are 792 authors affiliated with 1624 institutions.
All authors classified in this field.

RankAuthorScore
1Peter C. B. Phillips

School of Economics, Singapore Management University, Singapore, Singapore

1.78
2Clive W. J. Granger †

4.35
3Robert F. Engle III

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

4.7
4Tim Bollerslev

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

5.22
5Pierre Perron

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

5.38
6Mohammad Hashem Pesaran

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

6.21
7Mark W. Watson

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

9.05
8Jushan Bai

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

13.54
9Francis X. Diebold

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

14.07
10Soren Johansen

Økonomisk Institut, Københavns Universitet, København, Denmark

14.45
11Robert Taylor

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

15.08
12Yongmiao Hong

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

15.57
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)

17.57
15Charles R. Nelson

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

18.01
16Donald W. K. Andrews

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

18.11
17Yongcheol Shin

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

19.08
18Kenneth D. West

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

19.82
19Gary Koop

Economics Department, University of Strathclyde, Glasgow, United Kingdom

19.97
20Timo Terasvirta

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

20.83
21Andrew C. Harvey

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

22.01
22James Hamilton

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

22.97
23George Kapetanios

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

25.53
24David F. Hendry

Department of Economics, Oxford University, Oxford, United Kingdom

26.12
25Lars Peter Hansen

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

26.15
26James H. Stock

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

26.19
27Neil Shephard

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

27.69
28Torben G. Andersen

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

27.7
29George Tauchen

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

27.74
30Adrian Rodney Pagan

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

28.51
31Todd Clark

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

30.07
32Pentti Juhani Saikkonen

31.35
33Stephen Leybourne

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

31.66
34Halbert White †

33.49
35Lutz Kilian

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

33.62
36Graham Elliott

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

35.56
37Thomas J. Sargent

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

35.87
38Joakim Westerlund

Nationalekonomiska Institutionen, Ekonomihögskolan, Lunds Universitet, Lund, Sweden

36.04
39Andrew Patton

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

36.74
40Massimiliano 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

37.52
41Morten Nielsen

Institut for Økonomi, Aarhus Universitet, Aarhus, Denmark

37.53
42Allan Timmermann

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

39.34
43Peter Reinhard Hansen

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

40.93
44Manuel Arellano

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

47.04
45Jun Yu

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

47.47
46Siem Jan Koopman

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

47.91
47David I. Harvey

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

49.94
48Lajos Horvath

53.16
49Michael McCracken

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

53.34
50Ole E. Barndorff-Nielsen †

55.08
51Luis Alberiko Gil-Alana

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

55.31
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

55.85
53Chang-Jin Kim

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

57.86
54Christian S. Gourieroux

Department of Economics, University of Toronto, Toronto, Canada

58.34
55Jean-Michel Zakoian

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

59.64
56Giuseppe Cavaliere

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

59.96
57Lawrence J. Christiano

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

60.24
58Michael McAleer †

61.15
59Oliver Bruce Linton

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

64.02
60Frank Schorfheide

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

65.99
61Atsushi Inoue

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

66.94
62Rob J Hyndman

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

67.1
63Cheng Hsiao

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

67.51
64Asger Lunde

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

68.63
65Jonathan H. Wright

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

70.01
66Christian Francq

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

71.41
67Chihwa Kao

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

72.62
68Yacine Ait-Sahalia

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

72.99
69Zhijie Xiao

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

74.89
70Joerg Breitung

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

75.45
71Joon Y. Park

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

75.66
72Norman Rasmus Swanson

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

76.29
73Lucrezia Reichlin

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

76.39
74James MacKinnon

Economics Department, Queen's University, Kingston, Canada

77.88
75Donggyu Sul

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

79.38
76Jean-Marie Dufour

Department of Economics, McGill University, Montréal, Canada

80.72
77Marcus J. Chambers

Economics Department, University of Essex, Colchester, United Kingdom

80.85
78Marco Lippi

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

80.88
79Domenico Giannone

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

82.06

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