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Top 10% Institutions and Economists in the Field of Econometric Time Series, as of September 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 9149 institutions with 72154 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 797 authors affiliated with 1624 institutions.
All authors classified in this field.

RankInstitutionScoreAuthorsAuthor shares
1Institut for Økonomi, Aarhus Universitet

Aarhus, Denmark

2.811712.34
2Department of Economics, Duke University

Durham, North Carolina (USA)

3.17501.74
3Department of Economics, Princeton University

Princeton, New Jersey (USA)

3.76502.43
4Faculty of Economics, University of Cambridge

Cambridge, United Kingdom

7732.37
5African Governance and Development Institute (AGDI)

Yaoundé, Cameroun

8.1660.95
6Department of Economics, School of Arts and Sciences, Columbia University

New York City, New York (USA)

8.17561.05
7Monash Business School, Monash University

Melbourne, Australia

8.2319811.56
---Center for Research in Econometric Analysis of Time Series (CREATES), Institut for Økonomi, Aarhus Universitet

Aarhus, Denmark

9.32398.76
8Stern School of Business, New York University (NYU)

New York City, New York (USA)

9.68572.36
9Department of Economics, Boston University

Boston, Massachusetts (USA)

9.83713.22
10Cowles Foundation for Research in Economics, Yale University

New Haven, Connecticut (USA)

10.35180.53
11Department of Economics, University of California-San Diego (UCSD)

La Jolla, California (USA)

11.26521.89
---Department of Econometrics and Business Statistics, Monash Business School, Monash University

Melbourne, Australia

12.544010.45
12Department of Economics, Harvard University

Cambridge, Massachusetts (USA)

12.88720.85
13National Bureau of Economic Research (NBER)

Cambridge, Massachusetts (USA)

15.35040.75
14European Central Bank

Frankfurt am Main, Germany

15.442718.52
15Singapore Management University

Singapore, Singapore

16.34394.16
16Department of Economics, University of Pennsylvania

Philadelphia, Pennsylvania (USA)

16.6522.24
---School of Economics, Singapore Management University

Singapore, Singapore

17.91314.14
17Økonomisk Institut, Københavns Universitet

København, Denmark

18.87784.57
18Economics Department, University of Wisconsin-Madison

Madison, Wisconsin (USA)

21.06370.72
19Department of Economics, University of Southern California

Los Angeles, California (USA)

21.23711.13
20Department of Economics and Related Studies, University of York

York, United Kingdom

21.43923.69
21Department of Economics, Oxford University

Oxford, United Kingdom

22.361843.89
22Department of Economics, University of Washington

Seattle, Washington (USA)

24.48231.61
23School of Economics, University of Nottingham

Nottingham, United Kingdom

25.261203.42
---Department of Economics, Business School, University of Auckland

Auckland, New Zealand

28.47200.3
24Business School, University of Auckland

Auckland, New Zealand

28.47260.3
25Economics Department, Michigan State University

East Lansing, Michigan (USA)

29.91541.09
26Department of Economics, Johns Hopkins University

Baltimore, Maryland (USA)

29.97330.88
---Finance Department, Stern School of Business, New York University (NYU)

New York City, New York (USA)

30.38190.51
27Centre de Recherche en Économie et Statistique (CREST)

Palaiseau, France

33.391103.1
28Federal Reserve Bank of Dallas

Dallas, Texas (USA)

33.69591.03
29School of Business and Economics, Vrije Universiteit Amsterdam

Amsterdam, Netherlands

33.851348.76
30Essex Business School, University of Essex

Colchester, United Kingdom

34.24302.54
31Department of Economics, University of Chicago

Chicago, Illinois (USA)

37.18820.85
32School of Economics, Faculty of Arts and Social Sciences, University of Sydney

Sydney, Australia

39.61814.23
33Barcelona School of Economics (BSE)

Barcelona, Spain

39.841814.09
34Federal Reserve Bank of St. Louis

St. Louis, Missouri (USA)

40.24611.25
---Research Division, Federal Reserve Bank of St. Louis

St. Louis, Missouri (USA)

41.75521.24
35Economics Department, University of Strathclyde

Glasgow, United Kingdom

42.43320.75
36Departamento de Economía, Universidad Carlos III de Madrid

Madrid, Spain

44.29591.88
37Department of Economics, University of North Carolina-Chapel-Hill

Chapel Hill, North Carolina (USA)

47.58241.3
38Università Commerciale Luigi Bocconi

Milano, Italy

48.051853.33
39Centro de Estudios Monetarios y Financieros (CEMFI)

Madrid, Spain

48.54300.87
40Faculty of Business Administration, University of Macau

Macau, Macao

53.13412.94
41Louvain Institute of Data Analysis and Modelling in Economics and Statistics (LIDAM), Université Catholique de Louvain

Louvain-la-Neuve, Belgium

53.661363.05
42Department of Economics, Northwestern University

Evanston, Illinois (USA)

53.79480.38
43Economics Department, Massachusetts Institute of Technology (MIT)

Cambridge, Massachusetts (USA)

53.99620.51
44School of Economics and Management, University of Chinese Academy of Sciences

Beijing, China

55.0941
45International Monetary Fund (IMF)

Washington, District of Columbia (USA)

56.425417.82
46Federal Reserve Bank of Cleveland

Cleveland, Ohio (USA)

58.14883.62
47Department of Economics, McGill University

Montréal, Canada

58.2361.52
48Department of Economics, University of California-Berkeley

Berkeley, California (USA)

58.46640.6
---Volatility Institute, Stern School of Business, New York University (NYU)

New York City, New York (USA)

60.1220.13
49Federal Reserve Board (Board of Governors of the Federal Reserve System)

Washington, District of Columbia (USA)

60.982113.72
---Afdeling Econometrie and Operations Research, School of Business and Economics, Vrije Universiteit Amsterdam

Amsterdam, Netherlands

64.15163.61
50Economics Department, Yale University

New Haven, Connecticut (USA)

64.76680.45
51Department of Economics, Boston College

Chestnut Hill, Massachusetts (USA)

66.34730.94
52Dipartimento di Scienze Economiche, Alma Mater Studiorum - Università di Bologna

Bologna, Italy

66.851263.14
53School of Economics and Finance, Queen Mary University of London

London, United Kingdom

69.85692.12
54Faculteit Economie en Bedrijfskunde, Universiteit van Amsterdam

Amsterdam, Netherlands

69.961042.75
55Ekonomihögskolan, Lunds Universitet

Lund, Sweden

71.431171.91
---Nationalekonomiska Institutionen, Ekonomihögskolan, Lunds Universitet

Lund, Sweden

71.43681.91
56Brookings Institution

Washington, District of Columbia (USA)

72.48390.12
57Department of Economics, University College London (UCL)

London, United Kingdom

72.72681.12
58Business School, King's College London

London, United Kingdom

73.71391.63
---Economic Studies, Brookings Institution

Washington, District of Columbia (USA)

73.88120.12
---Economic Research, Federal Reserve Bank of Cleveland

Cleveland, Ohio (USA)

74.18562.02
59Federal Reserve Bank of Atlanta

Atlanta, Georgia (USA)

74.52291.73
60Department of Economics, University of Illinois at Urbana-Champaign

Urbana-Champaign, Illinois (USA)

76.19461.7
---Granger Centre for Time Series Econometrics, School of Economics, University of Nottingham

Nottingham, United Kingdom

85.0361.56
61Mitch Daniels School of Business, Purdue University

West Lafayette, Indiana (USA)

86.16552.41
62School of Business and Economics, Maastricht University

Maastricht, Netherlands

89.131043.6
---Departament d'Economia i Empresa, Universitat Pompeu Fabra, Barcelona School of Economics (BSE)

Barcelona, Spain

89.141032.24
---Amsterdam School of Economics, Faculteit Economie en Bedrijfskunde, Universiteit van Amsterdam

Amsterdam, Netherlands

89.31301.3
63Department of Economics, University of Warwick

Coventry, United Kingdom

89.73871.48
64Federal Reserve Bank of Chicago

Chicago, Illinois (USA)

90.11580.54
---Department of Economics, Mitch Daniels School of Business, Purdue University

West Lafayette, Indiana (USA)

90.56462.38
65Rady School of Management, University of California-San Diego (UCSD)

La Jolla, California (USA)

91.26110.57
66DIW Berlin (Deutsches Institut für Wirtschaftsforschung)

Berlin, Germany

91.341400.63
---Bendheim Center for Finance, Department of Economics, Princeton University

Princeton, New Jersey (USA)

94.1570.42
67Athens University of Economics and Business (AUEB)

Athens, Greece

94.63973.06
68Economics Department, Queen's University

Kingston, Canada

95.14521.2
69Department of Economics, Washington University in St. Louis

St. Louis, Missouri (USA)

97.2321.58
---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

97.46501.15
70Facoltà di Economia, Università degli Studi di Roma "Tor Vergata"

Roma, Italy

97.551173.55
71Department of Economics, Ohio State University

Columbus, Ohio (USA)

98.04412
72Departamento de Estadistica, Universidad Carlos III de Madrid

Madrid, Spain

98.0994.74
73Department of Economics, Mathematics and Statistics, Birkbeck College

London, United Kingdom

98.15252.65
74Department of Economics, University of Toronto

Toronto, Canada

99.74741.2
75Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam

Rotterdam, Netherlands

100.611224.54
76Department of Economics, University of Connecticut

Storrs, Connecticut (USA)

101.11481.82
77Department of Economics, New York University (NYU)

New York City, New York (USA)

102.23610.85
78Department of Economics, Emory University

Atlanta, Georgia (USA)

102.95301.93
79Business School, University of Exeter

Exeter, United Kingdom

106.82581.58
---Econometrisch Instituut, Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam

Rotterdam, Netherlands

109.29223.52
80Business School, University of Technology Sydney

Sydney, Australia

110.15912.23
81Dipartimento di Economia, Università Ca' Foscari Venezia

Venezia, Italy

110.21921.57
82Wirtschafts- und Sozialwissenschaftliche Fakultät, Universität zu Köln

Köln, Germany

111.17481.53
83Economics Department, Williams College

Williamstown, Massachusetts (USA)

112.61300.53
---Vakgroep Kwantitatieve Economie, School of Business and Economics, Maastricht University

Maastricht, Netherlands

112.78122.74
84Deutsche Bundesbank

Frankfurt, Germany

115.581783
---Economic Research Department, Federal Reserve Bank of Atlanta

Atlanta, Georgia (USA)

115.92211.51
85Department of Economics, Vanderbilt University

Nashville, Tennessee (USA)

115.97420.47
86Department of Economics, Korea University

Seoul, South Korea

119.07301.28
87Crawford School of Public Policy, Australian National University

Canberra, Australia

121.411870.88
88Department of Economics, Rutgers University-New Brunswick

New Brunswick, New Jersey (USA)

121.42440.67
89École d'Économie d'Aix-Marseille, Aix-Marseille Université

Aix-en-Provence/Marseille, France

122.191272.59
90Fakultät für Wirtschaftswissenschaften, Universität Wien

Wien, Austria

122.26641.72
---Abteilung Volkswirtschaftslehre, Fachbereich Wirtschaftswissenschaft, Freie Universität Berlin

Berlin, Germany

124.91210.44
91Fachbereich Wirtschaftswissenschaft, Freie Universität Berlin

Berlin, Germany

124.91470.44
92Department of Economics, University of California-Riverside

Riverside, California (USA)

125.8341.4
93Department of Economics and Finance, Brunel University London

Uxbridge, United Kingdom

126.47221.43
94Department of Economics, Pennsylvania State University

State College, Pennsylvania (USA)

128.43340.58
95School of Economics and Management, Tsinghua University

Beijing, China

129.52271.57
96Department of Economics, University of Texas-Dallas

Dallas, Texas (USA)

130.37151.06
97Wirtschaftswissenschaftliche Fakutält, Universität Zürich

Zürich, Switzerland

130.391871.94
98Department of Economics, Indiana University

Bloomington, Indiana (USA)

130.48331.25
99Politiikan ja Talouden Tutkimuksen Laitos, Valtiotieteellinen tiedekunta, Helsingin Yliopisto

Helsinki, Finland

131.09321.9
---Institut für Volkswirtschaftslehre, Wirtschaftswissenschaftliche Fakutält, Universität Zürich

Zürich, Switzerland

131.941101.69
---Department of Finance, Kellogg Graduate School of Management, Northwestern University

Evanston, Illinois (USA)

132.95170.19
100Kellogg Graduate School of Management, Northwestern University

Evanston, Illinois (USA)

132.95530.19
101Tinbergen Instituut

Amsterdam, Netherlands

133.791282.87
---Centre for Applied Macroeconomic Analysis (CAMA), Crawford School of Public Policy, Australian National University

Canberra, Australia

134.47830.85
102Sveriges Riksbank

Stockholm, Sweden

134.82362.59
---Dipartimento di Economia "Ettore Bocconi", Università Commerciale Luigi Bocconi

Milano, Italy

136.34340.82
103Istituto Einaudi per l'Economia e la Finanza (EIEF)

Roma, Italy

137.81320.56
---Dipartimento di Economia e Finanza, Facoltà di Economia, Università degli Studi di Roma "Tor Vergata"

Roma, Italy

139.32662.76
104Department of Economics, University of Notre Dame

South Bend, Indiana (USA)

139.64630.46
105Adam Smith Business School, University of Glasgow

Glasgow, United Kingdom

139.72741.99
---Department of Economics, Adam Smith Business School, University of Glasgow

Glasgow, United Kingdom

139.72571.99
106Dipartimento di Economia "Marco Biagi", Università degli Studi di Modena e Reggio Emilia

Modena, Italy

143.42470.4
107Federal Reserve Bank of New York

New York City, New York (USA)

143.56981.47
---Department of Statistics and Operations Research, Fakultät für Wirtschaftswissenschaften, Universität Wien

Wien, Austria

143.7371.41
108Economics Department, University of Essex

Colchester, United Kingdom

143.85501.46
109Department of Economics, University of Houston

Houston, Texas (USA)

143.9271.21
110Solvay Brussels School of Economics and Management, Université Libre de Bruxelles

Bruxelles, Belgium

146.031722.02
111Business School, Macquarie University

Sydney, Australia

148.41461.7
---Economics Discipline Group, Business School, University of Technology Sydney

Sydney, Australia

148.8391.18
112Banca d'Italia

Roma, Italy

148.943703.71
113College of Economics, Sogang University

Seoul, South Korea

149.22230.75
---Department of Economics, Business School, University of Exeter

Exeter, United Kingdom

149.93441.2
114Toulouse School of Economics (TSE)

Toulouse, France

150.161571.28
---Seminar für Wirtschafts- und Sozialgeschichte, Wirtschafts- und Sozialwissenschaftliche Fakultät, Universität zu Köln

Köln, Germany

150.5520.55
115Fachbereich Wirtschaftswissenschaft, Goethe Universität Frankfurt am Main

Frankfurt am Main, Germany

150.91771.19
---Department of Economics, W.P. Carey School of Business, Arizona State University

Tempe, Arizona (USA)

152.22401.29
116W.P. Carey School of Business, Arizona State University

Tempe, Arizona (USA)

152.22511.29
117Scuola di Economia e Management, Università degli Studi di Firenze

Firenze, Italy

153.69902.36
118Faculty of Business and Economics, University of Melbourne

Melbourne, Australia

154.33993.25
119Anderson Graduate School of Management, University of California-Los Angeles (UCLA)

Los Angeles, California (USA)

155.45340.39
120London School of Economics (LSE)

London, United Kingdom

156.13511.24
121Department of Economics, University of Maryland

College Park, Maryland (USA)

157.16491.64
---Finance Division, Sauder School of Business, University of British Columbia

Vancouver, Canada

157.2161
122Sauder School of Business, University of British Columbia

Vancouver, Canada

157.21261
123Banco de España

Madrid, Spain

158.751482.94
124Economics Department, Georgetown University

Washington, District of Columbia (USA)

158.79490.7
---Innocenzo Gasparini Institute for Economic Research (IGIER), Università Commerciale Luigi Bocconi

Milano, Italy

160.36480.25
---European Centre for Advanced Research in Economics and Statistics (ECARES), Solvay Brussels School of Economics and Management, Université Libre de Bruxelles

Bruxelles, Belgium

160.74651.99
125Hoover Institution on War Revolution & Peace

Stanford, California (USA)

160.75190.07
126Department of Agricultural and Resource Economics, University of California-Berkeley

Berkeley, California (USA)

160.8301
127Management School, University of Liverpool

Liverpool, United Kingdom

160.85392.4
128Centre for Economic Policy Research (CEPR)

London, United Kingdom

161.473860.29
129Gordon Lang School of Business and Economics, University of Guelph

Guelph, Canada

162.53481.79
---Department of Economics and Finance, Gordon Lang School of Business and Economics, University of Guelph

Guelph, Canada

162.53401.79
130Bank of England

London, United Kingdom

170.642173.14
131Culverhouse College of Business, University of Alabama-Tuscaloosa

Tuscaloosa, Alabama (USA)

170.73321.14
---Abteilung Empirische Wirtschaftsforschung und International Wirtschaftspolitik, Fachbereich Wirtschaftswissenschaft, Goethe Universität Frankfurt am Main

Frankfurt am Main, Germany

172.1281
---Economic Research Department, Federal Reserve Bank of Dallas

Dallas, Texas (USA)

173.33350.56
132Smeal College of Business Administration, Pennsylvania State University

State College, Pennsylvania (USA)

174.22110.9
133Department of Economics, Virginia Polytechnic Institute and State University (Virginia Tech)

Blacksburg, Virginia (USA)

175.98171.45
134Institute for Fiscal Studies (IFS)

London, United Kingdom

176.96800.2
---Dipartimento di Statistica, Informatica, Applicazioni "G. Parenti", Scuola di Economia e Management, Università degli Studi di Firenze

Firenze, Italy

178.64191.78
135Business School, Queensland University of Technology

Brisbane, Australia

179.26351.61
136Bank of Canada

Ottawa, Canada

183.251764.69
137Graduate School of Business, Columbia University

New York City, New York (USA)

184.83600.15
---Department of Economics, Faculty of Business and Economics, University of Melbourne

Melbourne, Australia

187.63472.82
138Department of Economics, Maxwell School, Syracuse University

Syracuse, New York (USA)

187.7250.39
139Facultat de Ciències Econòmiques i Empresarials, Universitat de les Illes Balears

Palma de Mallorca, Spain

188.25392.91
---Departament d'Economia Aplicada, Facultat de Ciències Econòmiques i Empresarials, Universitat de les Illes Balears

Palma de Mallorca, Spain

188.25282.91
---ICMA Centre for Financial Markets, Henley Business School, University of Reading

Reading, United Kingdom

193.08140.44
140Henley Business School, University of Reading

Reading, United Kingdom

193.08330.44
141Département de Sciences Économiques, Université de Montréal

Montréal, Canada

193.28310.84
142Institut ekonomických studií, Univerzita Karlova v Praze

Praha, Czech Republic

196.41292.29
143Department of Economics, University of Oregon

Eugene, Oregon (USA)

196.73260.49
144BI Handelshøyskolen

Oslo, Norway

202.82550.71
145Warwick Business School, University of Warwick

Coventry, United Kingdom

203.88301.89
---Department of Economics, London Business School (LBS)

London, United Kingdom

204.85120.44
146London Business School (LBS)

London, United Kingdom

204.85330.44
147College of Business and Economics, Yonsei University

Seoul, South Korea

205.03331.44
---School of Economics, College of Business and Economics, Yonsei University

Seoul, South Korea

205.03311.44
148ESSEC Business School

Cergy-Pontoise, France

205.05402.11
149Management School, Lancaster University

Lancaster, United Kingdom

205.59683.39
150Department of Economics, University of Birmingham

Birmingham, United Kingdom

206.74561.04
151School of Business and Economics, Universidade Nova de Lisboa

Lisboa, Portugal

207.53560.59
152Department of Economics, University of Pittsburgh

Pittsburgh, Pennsylvania (USA)

211.62561.56
153Faculty of Economics, University of Tokyo

Tokyo, Japan

212.57411.03
154School of Economics and Management, Universiteit van Tilburg

Tilburg, Netherlands

213.381421.42
---Finance and Economics Department, Graduate School of Business, Columbia University

New York City, New York (USA)

213.65260.12
155Department of Economics, York University

Toronto, Canada

214.57411.31
156DeGroote School of Business, McMaster University

Hamilton, Canada

217.0182.16
157Economics Division, University of Southampton

Southampton, United Kingdom

217.69332.25
158Graduate School of Economics/Faculty of Economics, Hitotsubashi University

Tokyo, Japan

219.15311.52
---CentER Graduate School for Economics and Business, School of Economics and Management, Universiteit van Tilburg

Tilburg, Netherlands

220.97941.33
---Economics Group, Nuffield College, Department of Economics, Oxford University

Oxford, United Kingdom

221.24260.27
159Centro Ricerche Nord Sud (CRENoS)

Cagliari, Italy

222.1700.85
160Department of Economics, School of Social Sciences, University of Manchester

Manchester, United Kingdom

222.44590.79
---Institutt for Samfunnsøkonomi, BI Handelshøyskolen

Oslo, Norway

228.1230.42
161LeBow College of Business, Drexel University

Philadelphia, Pennsylvania (USA)

230.57331.01
162Handelshögskolan, Örebro Universitet

Örebro, Sweden

232.69261.18

The rankings

Top 10% authors in the field of Econometric Time Series

For Econometric Time Series, these are 797 authors affiliated with 1624 institutions.
All authors classified in this field.

RankAuthorScore
1Peter C. B. Phillips

School of Economics, Singapore Management University, Singapore, Singapore

1.92
2Robert F. Engle III

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

4.32
3Clive W. J. Granger †

4.67
4Tim Bollerslev

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

5.15
5Pierre Perron

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

5.5
6Mohammad Hashem Pesaran

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

6.19
7Mark W. Watson

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

8.37
8Jushan Bai

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

13.45
9Francis X. Diebold

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

14.01
10Soren Johansen

Økonomisk Institut, Københavns Universitet, København, Denmark

14.62
11Robert Taylor

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

15.01
12Yongmiao Hong

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

15.59
13Helmut Luetkepohl

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

16.84
14Serena Ng

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

17.12
15Donald W. K. Andrews

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

17.83
16Charles R. Nelson

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

18.4
17Yongcheol Shin

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

19.1
18Gary Koop

Economics Department, University of Strathclyde, Glasgow, United Kingdom

19.74
19Kenneth D. West

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

20.51
20Timo Terasvirta

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

21.38
21Andrew C. Harvey

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

22.04
22James Hamilton

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

23.42
23James H. Stock

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

25.82
24Lars Peter Hansen

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

26.07
25Neil Shephard

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

26.38
26George Kapetanios

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

26.87
27Torben G. Andersen

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

27.48
28David F. Hendry

Department of Economics, Oxford University, Oxford, United Kingdom

27.94
29George Tauchen

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

27.96
30Adrian Rodney Pagan

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

28.75
31Pentti Juhani Saikkonen

28.88
32Todd Clark

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

30.78
33Stephen Leybourne

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

30.93
34Halbert White †

31.87
35Lutz Kilian

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

33.18
36Andrew Patton

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

34.88
37Massimiliano 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

34.96
38Joakim Westerlund

Nationalekonomiska Institutionen, Ekonomihögskolan, Lunds Universitet, Lund, Sweden

34.99
39Thomas J. Sargent

Hoover Institution on War Revolution & Peace, Stanford, California (USA)

35.26
40Allan Timmermann

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

37.54
41Graham Elliott

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

37.63
42Morten Nielsen

Institut for Økonomi, Aarhus Universitet, Aarhus, Denmark

37.82
43Peter Reinhard Hansen

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

41.16
44Siem Jan Koopman

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

46.87
45Manuel Arellano

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

47.63
46Jun Yu

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

47.74
47David I. Harvey

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

50.61
48Michael McCracken

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

52.65
49Lajos Horvath

53.71
50Ole E. Barndorff-Nielsen †

54.93
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

55.19
52Chang-Jin Kim

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

56.39
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

56.7
54Christian S. Gourieroux

Department of Economics, University of Toronto, Toronto, Canada

57.48
55Giuseppe Cavaliere

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

58.41
56Jean-Michel Zakoian

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

60.5
57Michael McAleer †

61.17
58Oliver Bruce Linton

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

61.23
59Lawrence J. Christiano

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

63.65
60Frank Schorfheide

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

65.29
61Atsushi Inoue

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

65.64
62Jonathan H. Wright

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

66.86
63Rob J Hyndman

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

66.98
64Cheng Hsiao

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

68.67
65Asger Lunde

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

68.77
66Christian Francq

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

72.25
67Chihwa Kao

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

72.77
68Yacine Ait-Sahalia

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

76.07
69Joerg Breitung

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

76.18
70James MacKinnon

Economics Department, Queen's University, Kingston, Canada

76.58
71Norman Rasmus Swanson

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

77.06
72Lucrezia Reichlin

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

77.14
73Zhijie Xiao

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

78.77
74Marco Lippi

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

79.24
75Donggyu Sul

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

80.55
76Domenico Giannone

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

82.53
77Jean-Marie Dufour

Department of Economics, McGill University, Montréal, Canada

83.44
78Marcus J. Chambers

Economics Department, University of Essex, Colchester, United Kingdom

83.68
79Joshua C.C. Chan

Department of Economics, Mitch Daniels School of Business, Purdue University, West Lafayette, Indiana (USA)

85.07

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