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Top 10% Institutions and Economists in the Field of Econometric Time Series, as of October 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 9171 institutions with 72418 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 805 authors affiliated with 1626 institutions.
All authors classified in this field.

RankInstitutionScoreAuthorsAuthor shares
1Institut for Økonomi, Aarhus Universitet

Aarhus, Denmark

2.4611612.55
2Department of Economics, Duke University

Durham, North Carolina (USA)

3.28501.74
3Department of Economics, Princeton University

Princeton, New Jersey (USA)

4.03492.44
4Faculty of Economics, University of Cambridge

Cambridge, United Kingdom

7.34722.39
5Monash Business School, Monash University

Melbourne, Australia

8.2619911.56
6African Governance and Development Institute (AGDI)

Yaoundé, Cameroun

8.4660.95
7Department of Economics, School of Arts and Sciences, Columbia University

New York City, New York (USA)

8.75561.04
---Center for Research in Econometric Analysis of Time Series (CREATES), Institut for Økonomi, Aarhus Universitet

Aarhus, Denmark

8.81398.88
8Department of Economics, Boston University

Boston, Massachusetts (USA)

9.55703.22
9Stern School of Business, New York University (NYU)

New York City, New York (USA)

9.83572.36
10Department of Economics, University of California-San Diego (UCSD)

La Jolla, California (USA)

9.99522.02
11Cowles Foundation for Research in Economics, Yale University

New Haven, Connecticut (USA)

10.31180.53
---Department of Econometrics and Business Statistics, Monash Business School, Monash University

Melbourne, Australia

12.314010.45
12Department of Economics, Harvard University

Cambridge, Massachusetts (USA)

13.28720.86
13National Bureau of Economic Research (NBER)

Cambridge, Massachusetts (USA)

14.985080.76
14European Central Bank

Frankfurt am Main, Germany

15.52748.53
15Singapore Management University

Singapore, Singapore

16.17394.26
16Department of Economics, University of Pennsylvania

Philadelphia, Pennsylvania (USA)

16.55522.24
---School of Economics, Singapore Management University

Singapore, Singapore

17.64314.23
17Økonomisk Institut, Københavns Universitet

København, Denmark

19.23794.57
18Economics Department, University of Wisconsin-Madison

Madison, Wisconsin (USA)

20.91370.72
19Department of Economics, University of Southern California

Los Angeles, California (USA)

21.12711.13
20Department of Economics and Related Studies, University of York

York, United Kingdom

21.42923.68
21Department of Economics, Oxford University

Oxford, United Kingdom

22.091833.81
22Department of Economics, University of Washington

Seattle, Washington (USA)

25.5241.61
23School of Economics, University of Nottingham

Nottingham, United Kingdom

25.91203.42
---Department of Economics, Business School, University of Auckland

Auckland, New Zealand

27.44200.3
24Business School, University of Auckland

Auckland, New Zealand

27.44260.3
25Department of Economics, Johns Hopkins University

Baltimore, Maryland (USA)

30.25330.88
---Finance Department, Stern School of Business, New York University (NYU)

New York City, New York (USA)

30.66190.51
26Economics Department, Michigan State University

East Lansing, Michigan (USA)

30.84541.08
27Centre de Recherche en Économie et Statistique (CREST)

Palaiseau, France

31.771103.23
28Essex Business School, University of Essex

Colchester, United Kingdom

32.73302.54
29Federal Reserve Bank of Dallas

Dallas, Texas (USA)

33.73581.02
30School of Business and Economics, Vrije Universiteit Amsterdam

Amsterdam, Netherlands

34.191348.76
31Department of Economics, University of Chicago

Chicago, Illinois (USA)

37.31830.85
32Barcelona School of Economics (BSE)

Barcelona, Spain

39.711814.09
33School of Economics, Faculty of Arts and Social Sciences, University of Sydney

Sydney, Australia

40.4814.18
34Federal Reserve Bank of St. Louis

St. Louis, Missouri (USA)

40.63601.24
---Research Division, Federal Reserve Bank of St. Louis

St. Louis, Missouri (USA)

42.16511.22
35Economics Department, University of Strathclyde

Glasgow, United Kingdom

42.36320.95
36Departamento de Economía, Universidad Carlos III de Madrid

Madrid, Spain

43.96591.86
37Department of Economics, University of North Carolina-Chapel-Hill

Chapel Hill, North Carolina (USA)

47.17231.3
38Centro de Estudios Monetarios y Financieros (CEMFI)

Madrid, Spain

47.68300.87
39Università Commerciale Luigi Bocconi

Milano, Italy

48.491863.33
40Faculty of Business Administration, University of Macau

Macau, Macao

52.35412.93
41Louvain Institute of Data Analysis and Modelling in Economics and Statistics (LIDAM), Université Catholique de Louvain

Louvain-la-Neuve, Belgium

53.71363.11
42Department of Economics, Northwestern University

Evanston, Illinois (USA)

54.06490.38
43Economics Department, Massachusetts Institute of Technology (MIT)

Cambridge, Massachusetts (USA)

54.55620.51
44School of Economics and Management, University of Chinese Academy of Sciences

Beijing, China

55.541
45International Monetary Fund (IMF)

Washington, District of Columbia (USA)

56.75417.89
46Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam

Rotterdam, Netherlands

57.471224.85
47Federal Reserve Bank of Cleveland

Cleveland, Ohio (USA)

58.4883.62
48Department of Economics, McGill University

Montréal, Canada

58.42361.52
---Volatility Institute, Stern School of Business, New York University (NYU)

New York City, New York (USA)

61.1420.13
---Econometrisch Instituut, Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam

Rotterdam, Netherlands

62.18223.83
49Federal Reserve Board (Board of Governors of the Federal Reserve System)

Washington, District of Columbia (USA)

62.62103.66
50Department of Economics, University of California-Berkeley

Berkeley, California (USA)

65.01640.6
51Dipartimento di Scienze Economiche, Alma Mater Studiorum - Università di Bologna

Bologna, Italy

65.361253.14
---Afdeling Econometrie and Operations Research, School of Business and Economics, Vrije Universiteit Amsterdam

Amsterdam, Netherlands

66.37163.61
52Department of Economics, Boston College

Chestnut Hill, Massachusetts (USA)

66.52730.94
53Economics Department, Yale University

New Haven, Connecticut (USA)

67.89680.45
54School of Economics and Finance, Queen Mary University of London

London, United Kingdom

68.75702.12
55Faculteit Economie en Bedrijfskunde, Universiteit van Amsterdam

Amsterdam, Netherlands

70.941042.75
56Department of Economics, University College London (UCL)

London, United Kingdom

72.12681.12
57Brookings Institution

Washington, District of Columbia (USA)

72.67390.12
58Business School, King's College London

London, United Kingdom

73.33391.63
59Ekonomihögskolan, Lunds Universitet

Lund, Sweden

73.361171.9
---Nationalekonomiska Institutionen, Ekonomihögskolan, Lunds Universitet

Lund, Sweden

73.36681.9
---Economic Studies, Brookings Institution

Washington, District of Columbia (USA)

74.1120.12
---Economic Research, Federal Reserve Bank of Cleveland

Cleveland, Ohio (USA)

74.44562.02
60Federal Reserve Bank of Atlanta

Atlanta, Georgia (USA)

75.52291.74
61Department of Economics, University of Illinois at Urbana-Champaign

Urbana-Champaign, Illinois (USA)

77.15451.7
---Granger Centre for Time Series Econometrics, School of Economics, University of Nottingham

Nottingham, United Kingdom

85.0761.56
62Mitch Daniels School of Business, Purdue University

West Lafayette, Indiana (USA)

87.16552.41
---Amsterdam School of Economics, Faculteit Economie en Bedrijfskunde, Universiteit van Amsterdam

Amsterdam, Netherlands

89.76301.3
---Departament d'Economia i Empresa, Universitat Pompeu Fabra, Barcelona School of Economics (BSE)

Barcelona, Spain

90.211022.24
63Department of Economics, University of Warwick

Coventry, United Kingdom

91.73871.48
---Department of Economics, Mitch Daniels School of Business, Purdue University

West Lafayette, Indiana (USA)

91.76462.38
---Bendheim Center for Finance, Department of Economics, Princeton University

Princeton, New Jersey (USA)

92.6270.42
64Federal Reserve Bank of Chicago

Chicago, Illinois (USA)

92.91580.54
65DIW Berlin (Deutsches Institut für Wirtschaftsforschung)

Berlin, Germany

93.111410.63
66School of Business and Economics, Maastricht University

Maastricht, Netherlands

93.191043.6
67Department of Economics, Ohio State University

Columbus, Ohio (USA)

95.2433
68Athens University of Economics and Business (AUEB)

Athens, Greece

95.67973.06
69Facoltà di Economia, Università degli Studi di Roma "Tor Vergata"

Roma, Italy

96.471183.56
---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

97.09501.21
70Rady School of Management, University of California-San Diego (UCSD)

La Jolla, California (USA)

97.13110.53
71Department of Economics, Washington University in St. Louis

St. Louis, Missouri (USA)

97.66321.58
72Economics Department, Queen's University

Kingston, Canada

98.34521.2
73Department of Economics, Mathematics and Statistics, Birkbeck College

London, United Kingdom

99.18252.65
74Departamento de Estadistica, Universidad Carlos III de Madrid

Madrid, Spain

100.8294.74
75Department of Economics, University of Connecticut

Storrs, Connecticut (USA)

101.16481.85
76Department of Economics, University of Toronto

Toronto, Canada

101.33741.2
77Department of Economics, New York University (NYU)

New York City, New York (USA)

104.04600.85
78Department of Economics, Emory University

Atlanta, Georgia (USA)

104.47301.93
79Business School, University of Exeter

Exeter, United Kingdom

104.73581.58
80Dipartimento di Economia, Università Ca' Foscari Venezia

Venezia, Italy

108.02931.57
81Business School, University of Technology Sydney

Sydney, Australia

108.42912.24
82Wirtschafts- und Sozialwissenschaftliche Fakultät, Universität zu Köln

Köln, Germany

111.25481.53
83Department of Economics, Vanderbilt University

Nashville, Tennessee (USA)

113.75420.47
---Economic Research Department, Federal Reserve Bank of Atlanta

Atlanta, Georgia (USA)

114.57211.53
---Vakgroep Kwantitatieve Economie, School of Business and Economics, Maastricht University

Maastricht, Netherlands

116.73122.74
84Deutsche Bundesbank

Frankfurt, Germany

119.151783
85Department of Economics, Korea University

Seoul, South Korea

122.47301.27
86Crawford School of Public Policy, Australian National University

Canberra, Australia

122.861860.87
87Wirtschaftswissenschaftliche Fakutält, Universität Zürich

Zürich, Switzerland

123.131882.19
88École d'Économie d'Aix-Marseille, Aix-Marseille Université

Aix-en-Provence/Marseille, France

123.71272.59
89Fakultät für Wirtschaftswissenschaften, Universität Wien

Wien, Austria

124.13631.72
---Institut für Volkswirtschaftslehre, Wirtschaftswissenschaftliche Fakutält, Universität Zürich

Zürich, Switzerland

124.731111.94
90Department of Economics, Rutgers University-New Brunswick

New Brunswick, New Jersey (USA)

126.46440.67
---Abteilung Volkswirtschaftslehre, Fachbereich Wirtschaftswissenschaft, Freie Universität Berlin

Berlin, Germany

126.76210.44
91Fachbereich Wirtschaftswissenschaft, Freie Universität Berlin

Berlin, Germany

126.76470.44
92School of Economics and Management, Tsinghua University

Beijing, China

127.29271.59
93Department of Economics, Pennsylvania State University

State College, Pennsylvania (USA)

129.1340.58
94Department of Economics and Finance, Brunel University London

Uxbridge, United Kingdom

129.15221.4
95Department of Economics, University of Texas-Dallas

Dallas, Texas (USA)

129.21151.06
96Department of Economics, University of California-Riverside

Riverside, California (USA)

129.37361.42
97Tinbergen Instituut

Amsterdam, Netherlands

131.621282.88
98Département de Sciences Économiques, Université de Montréal

Montréal, Canada

133.4311.27
99Politiikan ja Talouden Tutkimuksen Laitos, Valtiotieteellinen tiedekunta, Helsingin Yliopisto

Helsinki, Finland

134.67321.9
---Department of Finance, Kellogg Graduate School of Management, Northwestern University

Evanston, Illinois (USA)

135.18170.19
100Kellogg Graduate School of Management, Northwestern University

Evanston, Illinois (USA)

135.18530.19
---Centre for Applied Macroeconomic Analysis (CAMA), Crawford School of Public Policy, Australian National University

Canberra, Australia

135.67830.84
101Sveriges Riksbank

Stockholm, Sweden

135.96362.59
102Istituto Einaudi per l'Economia e la Finanza (EIEF)

Roma, Italy

136.55320.56
103Adam Smith Business School, University of Glasgow

Glasgow, United Kingdom

136.77752
---Department of Economics, Adam Smith Business School, University of Glasgow

Glasgow, United Kingdom

136.77572
104Department of Economics, Indiana University

Bloomington, Indiana (USA)

137.1331.25
---Dipartimento di Economia "Ettore Bocconi", Università Commerciale Luigi Bocconi

Milano, Italy

138.02340.82
---Dipartimento di Economia e Finanza, Facoltà di Economia, Università degli Studi di Roma "Tor Vergata"

Roma, Italy

139.83662.76
105Department of Economics, University of Notre Dame

South Bend, Indiana (USA)

140.8630.46
106Solvay Brussels School of Economics and Management, Université Libre de Bruxelles

Bruxelles, Belgium

142.841722.02
107Federal Reserve Bank of New York

New York City, New York (USA)

142.85981.48
108Banca d'Italia

Roma, Italy

144.43713.75
109College of Economics, Sogang University

Seoul, South Korea

145.8230.75
---Department of Statistics and Operations Research, Fakultät für Wirtschaftswissenschaften, Universität Wien

Wien, Austria

145.8671.41
110Dipartimento di Economia "Marco Biagi", Università degli Studi di Modena e Reggio Emilia

Modena, Italy

146.08470.4
---Economics Discipline Group, Business School, University of Technology Sydney

Sydney, Australia

147.03391.18
---Department of Economics, Business School, University of Exeter

Exeter, United Kingdom

148.21441.2
111Business School, Macquarie University

Sydney, Australia

148.75451.7
---Seminar für Wirtschafts- und Sozialgeschichte, Wirtschafts- und Sozialwissenschaftliche Fakultät, Universität zu Köln

Köln, Germany

149.1320.55
112Scuola di Economia e Management, Università degli Studi di Firenze

Firenze, Italy

150.82902.36
113Department of Economics, University of Houston

Houston, Texas (USA)

151.16271.21
114Toulouse School of Economics (TSE)

Toulouse, France

151.271621.28
115Economics Department, University of Essex

Colchester, United Kingdom

151.42501.46
116Fachbereich Wirtschaftswissenschaft, Goethe Universität Frankfurt am Main

Frankfurt am Main, Germany

151.72771.19
---Department of Economics, W.P. Carey School of Business, Arizona State University

Tempe, Arizona (USA)

155.01401.29
117W.P. Carey School of Business, Arizona State University

Tempe, Arizona (USA)

155.01511.29
---Finance Division, Sauder School of Business, University of British Columbia

Vancouver, Canada

155.8461
118Sauder School of Business, University of British Columbia

Vancouver, Canada

155.84261
117Faculty of Business and Economics, University of Melbourne

Melbourne, Australia

155.84993.25
120Department of Economics, University of Maryland

College Park, Maryland (USA)

156.68481.64
121London School of Economics (LSE)

London, United Kingdom

158.083531.23
---European Centre for Advanced Research in Economics and Statistics (ECARES), Solvay Brussels School of Economics and Management, Université Libre de Bruxelles

Bruxelles, Belgium

158.22651.99
122Anderson Graduate School of Management, University of California-Los Angeles (UCLA)

Los Angeles, California (USA)

158.48340.39
123Banco de España

Madrid, Spain

159.541502.94
124Economics Department, Georgetown University

Washington, District of Columbia (USA)

160.96490.7
125Gordon Lang School of Business and Economics, University of Guelph

Guelph, Canada

161.45481.79
---Department of Economics and Finance, Gordon Lang School of Business and Economics, University of Guelph

Guelph, Canada

161.45401.79
---Innocenzo Gasparini Institute for Economic Research (IGIER), Università Commerciale Luigi Bocconi

Milano, Italy

163.24480.25
126School of Business and Economics, Universidade Nova de Lisboa

Lisboa, Portugal

164.19550.69
127Department of Agricultural and Resource Economics, University of California-Berkeley

Berkeley, California (USA)

164.36291
128Management School, University of Liverpool

Liverpool, United Kingdom

164.72392.4
129Centre for Economic Policy Research (CEPR)

London, United Kingdom

164.823860.29
130Hoover Institution on War Revolution & Peace

Stanford, California (USA)

164.99190.07
131Bank of England

London, United Kingdom

168.372163.14
132Culverhouse College of Business, University of Alabama-Tuscaloosa

Tuscaloosa, Alabama (USA)

172.58321.14
---Abteilung Empirische Wirtschaftsforschung und International Wirtschaftspolitik, Fachbereich Wirtschaftswissenschaft, Goethe Universität Frankfurt am Main

Frankfurt am Main, Germany

173.3481
133Smeal College of Business Administration, Pennsylvania State University

State College, Pennsylvania (USA)

174.76110.9
---Economic Research Department, Federal Reserve Bank of Dallas

Dallas, Texas (USA)

175.73340.55
---Dipartimento di Statistica, Informatica, Applicazioni "G. Parenti", Scuola di Economia e Management, Università degli Studi di Firenze

Firenze, Italy

176.79191.78
134Institute for Fiscal Studies (IFS)

London, United Kingdom

178.48790.2
135Bank of Canada

Ottawa, Canada

180.661764.75
136Business School, Queensland University of Technology

Brisbane, Australia

180.67351.61
137Department of Economics, Virginia Polytechnic Institute and State University (Virginia Tech)

Blacksburg, Virginia (USA)

181.41171.46
138Department of Economics, Maxwell School, Syracuse University

Syracuse, New York (USA)

184.63250.39
139Graduate School of Business, Columbia University

New York City, New York (USA)

187.84600.15
---Department of Economics, Faculty of Business and Economics, University of Melbourne

Melbourne, Australia

189.29472.82
---ICMA Centre for Financial Markets, Henley Business School, University of Reading

Reading, United Kingdom

196.75140.44
140Henley Business School, University of Reading

Reading, United Kingdom

196.75330.44
141Institut ekonomických studií, Univerzita Karlova v Praze

Praha, Czech Republic

200.311312.28
142BI Handelshøyskolen

Oslo, Norway

202.36560.71
143Facultat de Ciències Econòmiques i Empresarials, Universitat de les Illes Balears

Palma de Mallorca, Spain

203.68412.25
---Departament d'Economia Aplicada, Facultat de Ciències Econòmiques i Empresarials, Universitat de les Illes Balears

Palma de Mallorca, Spain

203.68302.25
144Department of Economics, University of Oregon

Eugene, Oregon (USA)

204.54250.49
145Warwick Business School, University of Warwick

Coventry, United Kingdom

205.71301.89
146ESSEC Business School

Cergy-Pontoise, France

206.02402.13
147Department of Economics, University of Birmingham

Birmingham, United Kingdom

206.06561.04
148Management School, Lancaster University

Lancaster, United Kingdom

208.34683.39
149College of Business and Economics, Yonsei University

Seoul, South Korea

209.16331.44
---School of Economics, College of Business and Economics, Yonsei University

Seoul, South Korea

209.16311.44
---Department of Economics, London Business School (LBS)

London, United Kingdom

209.29120.44
150London Business School (LBS)

London, United Kingdom

209.29330.44
151Department of Economics, York University

Toronto, Canada

211.11411.31
152School of Economics and Management, Universiteit van Tilburg

Tilburg, Netherlands

211.81421.41
153Department of Economics, University of Pittsburgh

Pittsburgh, Pennsylvania (USA)

212.95561.56
154Faculty of Economics, University of Tokyo

Tokyo, Japan

215.63411.03
---Finance and Economics Department, Graduate School of Business, Columbia University

New York City, New York (USA)

216.19260.12
155DeGroote School of Business, McMaster University

Hamilton, Canada

216.3982.16
156Economics Division, University of Southampton

Southampton, United Kingdom

216.87332.25
157Economics Department, Williams College

Williamstown, Massachusetts (USA)

218.6300.28
---CentER Graduate School for Economics and Business, School of Economics and Management, Universiteit van Tilburg

Tilburg, Netherlands

219.04941.33
---Economics Group, Nuffield College, Department of Economics, Oxford University

Oxford, United Kingdom

220.47260.27
158Centro Ricerche Nord Sud (CRENoS)

Cagliari, Italy

221.45700.85
159Graduate School of Economics/Faculty of Economics, Hitotsubashi University

Tokyo, Japan

222.57311.52
---Institutt for Samfunnsøkonomi, BI Handelshøyskolen

Oslo, Norway

225.89240.41
160Department of Economics, School of Social Sciences, University of Manchester

Manchester, United Kingdom

226.89590.79
161Department of Economics, University of California-Santa Barbara (UCSB)

Santa Barbara, California (USA)

228.52340.33
162LeBow College of Business, Drexel University

Philadelphia, Pennsylvania (USA)

230.3331.01

The rankings

Top 10% authors in the field of Econometric Time Series

For Econometric Time Series, these are 805 authors affiliated with 1626 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 †

4.4
3Robert F. Engle III

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

4.53
4Tim Bollerslev

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

5.43
5Pierre Perron

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

5.44
6Mohammad Hashem Pesaran

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

5.68
7Mark W. Watson

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

9.82
8Robert Taylor

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

13.28
9Francis X. Diebold

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

13.77
10Soren Johansen

Økonomisk Institut, Københavns Universitet, København, Denmark

14.36
11Jushan Bai

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

14.74
12Yongmiao Hong

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

14.91
13Helmut Luetkepohl

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

16.78
14Serena Ng

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

17.4
15Donald W. K. Andrews

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

18.42
16Yongcheol Shin

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

18.79
17Charles R. Nelson

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

19.12
18Gary Koop

Economics Department, University of Strathclyde, Glasgow, United Kingdom

20.31
19Kenneth D. West

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

20.45
20Timo Terasvirta

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

20.56
21Andrew C. Harvey

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

23.02
22James Hamilton

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

23.85
23George Kapetanios

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

25.49
24David F. Hendry

Department of Economics, Oxford University, Oxford, United Kingdom

26.26
25Lars Peter Hansen

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

26.67
26Neil Shephard

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

26.68
27James H. Stock

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

26.84
28George Tauchen

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

27.35
29Torben G. Andersen

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

27.91
30Adrian Rodney Pagan

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

28.82
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)

30.36
33Graham Elliott

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

30.8
34Stephen Leybourne

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

31.8
35Lutz Kilian

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

32.77
36Halbert White †

33.41
37Allan Timmermann

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

34.26
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

35.01
39Joakim Westerlund

Nationalekonomiska Institutionen, Ekonomihögskolan, Lunds Universitet, Lund, Sweden

35.7
40Andrew Patton

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

36.25
41Thomas J. Sargent

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

36.59
42Morten Nielsen

Institut for Økonomi, Aarhus Universitet, Aarhus, Denmark

38.99
43Peter Reinhard Hansen

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

41.85
44Jun Yu

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

46.88
45Manuel Arellano

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

48.1
46Siem Jan Koopman

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

48.29
47David I. Harvey

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

50.36
48Lajos Horvath

52.52
49Michael McCracken

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

52.86
50Ole E. Barndorff-Nielsen †

54.79
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

55.09
52Giuseppe Cavaliere

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

55.39
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

55.96
54Christian S. Gourieroux

Department of Economics, University of Toronto, Toronto, Canada

57.85
55Chang-Jin Kim

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

57.91
56Michael McAleer †

59.89
57Lawrence J. Christiano

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

62.17
58Oliver Bruce Linton

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

62.84
59Jean-Michel Zakoian

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

62.98
60Atsushi Inoue

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

63.97
61Rob J Hyndman

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

66.44
62Frank Schorfheide

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

66.54
63Cheng Hsiao

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

67.33
64Asger Lunde

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

67.78
65Jonathan H. Wright

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

69.03
66Christian Francq

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

70.19
67Chihwa Kao

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

72.55
68Yacine Ait-Sahalia

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

74.55
69Joerg Breitung

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

74.98
70Zhijie Xiao

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

75.71
71James MacKinnon

Economics Department, Queen's University, Kingston, Canada

77.51
72Marco Lippi

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

77.75
73Donggyu Sul

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

78.56
74Lucrezia Reichlin

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

78.82
75Norman Rasmus Swanson

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

79.74
76Jean-Marie Dufour

Department of Economics, McGill University, Montréal, Canada

81.71
77Domenico Giannone

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

82.38
78Joshua C.C. Chan

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

84.36
79Mario Forni

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

86.02
80Juan F Rubio-Ramirez

Department of Economics, Emory University, Atlanta, Georgia (USA)
Research Division, Federal Reserve Bank of St. Louis, St. Louis, Missouri (USA)

86.79

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