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

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This page is part of a larger set of rankings for research items, serials, authors and institutions made available on this site. A FAQ is available.

  • Only authors registered with the RePEc Author Service are considered.
  • Only works listed on RePEc and claimed as theirs by registered authors are counted.
  • A series of rankings by different criteria are aggregated. The average rank score is determined by taking a harmonic mean of the ranks in each criterion. For a list of criteria, see the general ranking page.
  • Authors with multiple affiliations are attributed to each institution according to the weights ("shares") they have set to each in their profile, or by default according to a formula described here.
  • Authors affiliated with subentities of institutions listed in EDIRC are also counted in the latter.
  • Only institutions listed in EDIRC are counted.
  • Subentities of ranked institutions do not increment the rank count and have their rank listed in parentheses.
  • The scores of institutions in each field are determined by a weighted sum of all scores of authors affiliated with the respective institutions, where the authors have provided weights ("shares") if they have multiple affiliations. The weights are determined, for each author, by the proportion of all working papers announced in NEP that have also been announced in this NEP report.
  • To be classified, an author needs to have five or more working papers announced in the NEP report for this field. For authors whose first paper is less that 10 years old, having 25% of the papers in the NEP report is sufficient.
  • There are no such restrictions for institutions, it is thus possible that more institutions than authors are classified.
  • Please note that rankings can depend on the number of registered authors in the respective institutions. Register at the RePEc Author Service to be counted.
  • There are 9177 institutions with 72574 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 807 authors affiliated with 1630 institutions.
All authors classified in this field.

RankInstitutionScoreAuthorsAuthor shares
1Institut for Økonomi, Aarhus Universitet

Aarhus, Denmark

2.7711612.51
2Department of Economics, Duke University

Durham, North Carolina (USA)

3.03501.74
3Department of Economics, Princeton University

Princeton, New Jersey (USA)

3.99492.44
4Faculty of Economics, University of Cambridge

Cambridge, United Kingdom

7.38722.39
5Monash Business School, Monash University

Melbourne, Australia

7.9620311.52
6African Governance and Development Institute (AGDI)

Yaoundé, Cameroun

8.0260.95
7Department of Economics, School of Arts and Sciences, Columbia University

New York City, New York (USA)

8.29561.04
---Center for Research in Econometric Analysis of Time Series (CREATES), Institut for Økonomi, Aarhus Universitet

Aarhus, Denmark

8.77398.83
8Department of Economics, Boston University

Boston, Massachusetts (USA)

9.27713.25
9Department of Economics, University of California-San Diego (UCSD)

La Jolla, California (USA)

10.08521.97
10Stern School of Business, New York University (NYU)

New York City, New York (USA)

10.29572.35
---Department of Econometrics and Business Statistics, Monash Business School, Monash University

Melbourne, Australia

12.074110.43
11Cowles Foundation for Research in Economics, Yale University

New Haven, Connecticut (USA)

12.29180.53
12Department of Economics, Harvard University

Cambridge, Massachusetts (USA)

13.01720.86
13European Central Bank

Frankfurt am Main, Germany

14.872758.76
14Department of Economics, University of Pennsylvania

Philadelphia, Pennsylvania (USA)

15.16522.2
15National Bureau of Economic Research (NBER)

Cambridge, Massachusetts (USA)

15.575100.76
16Singapore Management University

Singapore, Singapore

16.67394.26
---School of Economics, Singapore Management University

Singapore, Singapore

18.15314.23
17Økonomisk Institut, Københavns Universitet

København, Denmark

19.43794.57
18Economics Department, University of Wisconsin-Madison

Madison, Wisconsin (USA)

20.31370.72
19Department of Economics, University of Southern California

Los Angeles, California (USA)

20.76721.13
20Department of Economics and Related Studies, University of York

York, United Kingdom

21.34943.68
21Department of Economics, Oxford University

Oxford, United Kingdom

22.351853.81
22School of Economics, University of Nottingham

Nottingham, United Kingdom

25.251203.42
23Department of Economics, University of Washington

Seattle, Washington (USA)

25.33241.61
---Department of Economics, Business School, University of Auckland

Auckland, New Zealand

29.5200.3
24Business School, University of Auckland

Auckland, New Zealand

29.5260.3
25Economics Department, Michigan State University

East Lansing, Michigan (USA)

30.42541.08
26Department of Economics, Johns Hopkins University

Baltimore, Maryland (USA)

30.53330.88
---Finance Department, Stern School of Business, New York University (NYU)

New York City, New York (USA)

30.8190.51
27Centre de Recherche en Économie et Statistique (CREST)

Palaiseau, France

31.141123.24
28Essex Business School, University of Essex

Colchester, United Kingdom

33.07302.54
29School of Business and Economics, Vrije Universiteit Amsterdam

Amsterdam, Netherlands

33.251349.04
30Federal Reserve Bank of Dallas

Dallas, Texas (USA)

33.84581.02
31Department of Economics, University of Chicago

Chicago, Illinois (USA)

38.25830.85
32Barcelona School of Economics (BSE)

Barcelona, Spain

39.841834.09
33Federal Reserve Bank of St. Louis

St. Louis, Missouri (USA)

40.22601.24
34School of Economics, Faculty of Arts and Social Sciences, University of Sydney

Sydney, Australia

40.93814.18
---Research Division, Federal Reserve Bank of St. Louis

St. Louis, Missouri (USA)

41.73511.22
35Economics Department, University of Strathclyde

Glasgow, United Kingdom

41.74310.95
36Departamento de Economía, Universidad Carlos III de Madrid

Madrid, Spain

46.4591.86
37Department of Economics, University of North Carolina-Chapel-Hill

Chapel Hill, North Carolina (USA)

46.72231.28
38Centro de Estudios Monetarios y Financieros (CEMFI)

Madrid, Spain

49.14300.89
39Università Commerciale Luigi Bocconi

Milano, Italy

49.41863.33
40Faculty of Business Administration, University of Macau

Macau, Macao

52.32412.93
41Louvain Institute of Data Analysis and Modelling in Economics and Statistics (LIDAM), Université Catholique de Louvain

Louvain-la-Neuve, Belgium

53.191362.95
42Department of Economics, Northwestern University

Evanston, Illinois (USA)

53.33490.38
43School of Economics and Management, University of Chinese Academy of Sciences

Beijing, China

54.0841
44Economics Department, Massachusetts Institute of Technology (MIT)

Cambridge, Massachusetts (USA)

54.47620.51
45Federal Reserve Board (Board of Governors of the Federal Reserve System)

Washington, District of Columbia (USA)

56.832114
46Department of Economics, McGill University

Montréal, Canada

57.52361.52
47Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam

Rotterdam, Netherlands

57.81224.86
48Federal Reserve Bank of Cleveland

Cleveland, Ohio (USA)

58.1883.62
49International Monetary Fund (IMF)

Washington, District of Columbia (USA)

58.765407.77
---Volatility Institute, Stern School of Business, New York University (NYU)

New York City, New York (USA)

62.3120.13
---Econometrisch Instituut, Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam

Rotterdam, Netherlands

62.65223.83
---Afdeling Econometrie and Operations Research, School of Business and Economics, Vrije Universiteit Amsterdam

Amsterdam, Netherlands

64.19163.73
50Department of Economics, University of California-Berkeley

Berkeley, California (USA)

64.23630.6
51Dipartimento di Scienze Economiche, Alma Mater Studiorum - Università di Bologna

Bologna, Italy

67.071253.08
52Department of Economics, Boston College

Chestnut Hill, Massachusetts (USA)

67.47730.94
53Economics Department, Yale University

New Haven, Connecticut (USA)

68.92680.45
54School of Economics and Finance, Queen Mary University of London

London, United Kingdom

70.49712.12
55Faculteit Economie en Bedrijfskunde, Universiteit van Amsterdam

Amsterdam, Netherlands

71.021052.75
56Ekonomihögskolan, Lunds Universitet

Lund, Sweden

72.091171.91
---Nationalekonomiska Institutionen, Ekonomihögskolan, Lunds Universitet

Lund, Sweden

72.09681.91
57Department of Economics, University College London (UCL)

London, United Kingdom

72.72671.12
---Economic Research, Federal Reserve Bank of Cleveland

Cleveland, Ohio (USA)

73.58562.01
58Brookings Institution

Washington, District of Columbia (USA)

74.31390.12
---Economic Studies, Brookings Institution

Washington, District of Columbia (USA)

75.71120.12
59Business School, King's College London

London, United Kingdom

75.94391.41
60Department of Economics, University of Illinois at Urbana-Champaign

Urbana-Champaign, Illinois (USA)

76.02451.7
61Federal Reserve Bank of Atlanta

Atlanta, Georgia (USA)

76.06291.72
---Granger Centre for Time Series Econometrics, School of Economics, University of Nottingham

Nottingham, United Kingdom

84.9861.56
62Mitch Daniels School of Business, Purdue University

West Lafayette, Indiana (USA)

87.4552.42
63School of Business and Economics, Maastricht University

Maastricht, Netherlands

89.481043.6
---Amsterdam School of Economics, Faculteit Economie en Bedrijfskunde, Universiteit van Amsterdam

Amsterdam, Netherlands

89.84301.3
---Departament d'Economia i Empresa, Universitat Pompeu Fabra, Barcelona School of Economics (BSE)

Barcelona, Spain

90.571032.24
64DIW Berlin (Deutsches Institut für Wirtschaftsforschung)

Berlin, Germany

91.021410.47
65Department of Economics, University of Warwick

Coventry, United Kingdom

91.2891.48
66Federal Reserve Bank of Chicago

Chicago, Illinois (USA)

91.68570.54
---Department of Economics, Mitch Daniels School of Business, Purdue University

West Lafayette, Indiana (USA)

92.14462.39
67Facoltà di Economia, Università degli Studi di Roma "Tor Vergata"

Roma, Italy

93.41183.6
68Athens University of Economics and Business (AUEB)

Athens, Greece

95.32983.06
---Bendheim Center for Finance, Department of Economics, Princeton University

Princeton, New Jersey (USA)

96.2870.42
---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

96.45501.21
69Rady School of Management, University of California-San Diego (UCSD)

La Jolla, California (USA)

98.15110.53
70Department of Economics, Washington University in St. Louis

St. Louis, Missouri (USA)

98.8321.58
71Departamento de Estadistica, Universidad Carlos III de Madrid

Madrid, Spain

98.8294.74
72Department of Economics, Mathematics and Statistics, Birkbeck College

London, United Kingdom

99.4252.67
73Economics Department, Queen's University

Kingston, Canada

100.42521.2
74Department of Economics, Ohio State University

Columbus, Ohio (USA)

100.43433
75Department of Economics, New York University (NYU)

New York City, New York (USA)

100.83591.51
76Department of Economics, University of Toronto

Toronto, Canada

101.15741.2
77Department of Economics, University of Connecticut

Storrs, Connecticut (USA)

103.14481.72
78Department of Economics, Emory University

Atlanta, Georgia (USA)

104.18301.93
79Department of Economics and Finance, Brunel University London

Uxbridge, United Kingdom

106.71221.51
80Business School, University of Technology Sydney

Sydney, Australia

107.04912.24
81Dipartimento di Economia, Università Ca' Foscari Venezia

Venezia, Italy

107.63941.64
82Wirtschafts- und Sozialwissenschaftliche Fakultät, Universität zu Köln

Köln, Germany

109.44481.61
83Business School, University of Exeter

Exeter, United Kingdom

109.81591.58
---Vakgroep Kwantitatieve Economie, School of Business and Economics, Maastricht University

Maastricht, Netherlands

110.81122.74
84Department of Economics, Vanderbilt University

Nashville, Tennessee (USA)

112.37410.47
---Economic Research Department, Federal Reserve Bank of Atlanta

Atlanta, Georgia (USA)

115.8211.51
85Deutsche Bundesbank

Frankfurt, Germany

118.671792.99
86Department of Economics, Rutgers University-New Brunswick

New Brunswick, New Jersey (USA)

120.54440.67
87Department of Economics, Korea University

Seoul, South Korea

120.89301.27
---Abteilung Volkswirtschaftslehre, Fachbereich Wirtschaftswissenschaft, Freie Universität Berlin

Berlin, Germany

121.8210.44
88Fachbereich Wirtschaftswissenschaft, Freie Universität Berlin

Berlin, Germany

121.8470.44
89School of Economics and Management, Tsinghua University

Beijing, China

122.13271.59
90Wirtschaftswissenschaftliche Fakutält, Universität Zürich

Zürich, Switzerland

122.231882.19
91École d'Économie d'Aix-Marseille, Aix-Marseille Université

Aix-en-Provence/Marseille, France

123.291272.59
---Institut für Volkswirtschaftslehre, Wirtschaftswissenschaftliche Fakutält, Universität Zürich

Zürich, Switzerland

123.891111.94
92Fakultät für Wirtschaftswissenschaften, Universität Wien

Wien, Austria

123.95631.72
93Crawford School of Public Policy, Australian National University

Canberra, Australia

124.261890.87
94Department of Economics, University of California-Riverside

Riverside, California (USA)

124.82361.42
95Department of Economics, Pennsylvania State University

State College, Pennsylvania (USA)

129.16340.58
96Department of Economics, University of Texas-Dallas

Dallas, Texas (USA)

129.55151.06
97Department of Economics, Indiana University

Bloomington, Indiana (USA)

133.09331.25
98Tinbergen Instituut

Amsterdam, Netherlands

134.971292.88
---Dipartimento di Economia e Finanza, Facoltà di Economia, Università degli Studi di Roma "Tor Vergata"

Roma, Italy

135.21662.8
99Sveriges Riksbank

Stockholm, Sweden

136.18362.59
---Department of Finance, Kellogg Graduate School of Management, Northwestern University

Evanston, Illinois (USA)

136.78170.19
100Kellogg Graduate School of Management, Northwestern University

Evanston, Illinois (USA)

136.78530.19
101Département de Sciences Économiques, Université de Montréal

Montréal, Canada

137.25311.18
---Centre for Applied Macroeconomic Analysis (CAMA), Crawford School of Public Policy, Australian National University

Canberra, Australia

137.43860.84
102Politiikan ja Talouden Tutkimuksen Laitos, Valtiotieteellinen tiedekunta, Helsingin Yliopisto

Helsinki, Finland

137.57321.82
103Adam Smith Business School, University of Glasgow

Glasgow, United Kingdom

138.57752
---Department of Economics, Adam Smith Business School, University of Glasgow

Glasgow, United Kingdom

138.57572
104Istituto Einaudi per l'Economia e la Finanza (EIEF)

Roma, Italy

138.8320.56
---Dipartimento di Economia "Ettore Bocconi", Università Commerciale Luigi Bocconi

Milano, Italy

139.45340.82
105Department of Economics, University of Notre Dame

South Bend, Indiana (USA)

141.55630.46
106Economics Department, University of Essex

Colchester, United Kingdom

141.59501.46
107Federal Reserve Bank of New York

New York City, New York (USA)

142.88981.49
---Department of Statistics and Operations Research, Fakultät für Wirtschaftswissenschaften, Universität Wien

Wien, Austria

144.6271.41
108Scuola di Economia e Management, Università degli Studi di Firenze

Firenze, Italy

144.88892.46
---Economics Discipline Group, Business School, University of Technology Sydney

Sydney, Australia

145.14391.18
109Solvay Brussels School of Economics and Management, Université Libre de Bruxelles

Bruxelles, Belgium

146.821712.02
110Banca d'Italia

Roma, Italy

147.123743.7
111Dipartimento di Economia "Marco Biagi", Università degli Studi di Modena e Reggio Emilia

Modena, Italy

147.13470.4
112Toulouse School of Economics (TSE)

Toulouse, France

148.931621.28
113College of Economics, Sogang University

Seoul, South Korea

149.2230.75
114Department of Economics, University of Houston

Houston, Texas (USA)

150.9271.21
115Fachbereich Wirtschaftswissenschaft, Goethe Universität Frankfurt am Main

Frankfurt am Main, Germany

151.31761.19
---Department of Economics, W.P. Carey School of Business, Arizona State University

Tempe, Arizona (USA)

152.28401.29
116W.P. Carey School of Business, Arizona State University

Tempe, Arizona (USA)

152.28511.29
---Seminar für Wirtschafts- und Sozialgeschichte, Wirtschafts- und Sozialwissenschaftliche Fakultät, Universität zu Köln

Köln, Germany

152.4220.55
117Business School, Macquarie University

Sydney, Australia

152.52451.66
---Department of Economics, Business School, University of Exeter

Exeter, United Kingdom

153.26441.2
118Faculty of Business and Economics, University of Melbourne

Melbourne, Australia

153.811003.29
---Finance Division, Sauder School of Business, University of British Columbia

Vancouver, Canada

154.4261
119Sauder School of Business, University of British Columbia

Vancouver, Canada

154.42261
120Anderson Graduate School of Management, University of California-Los Angeles (UCLA)

Los Angeles, California (USA)

156.23340.39
121London School of Economics (LSE)

London, United Kingdom

157.33541.29
122Banco de España

Madrid, Spain

158.431502.94
123Gordon Lang School of Business and Economics, University of Guelph

Guelph, Canada

160.61481.81
---Department of Economics and Finance, Gordon Lang School of Business and Economics, University of Guelph

Guelph, Canada

160.61401.81
---European Centre for Advanced Research in Economics and Statistics (ECARES), Solvay Brussels School of Economics and Management, Université Libre de Bruxelles

Bruxelles, Belgium

161.48651.99
124Management School, University of Liverpool

Liverpool, United Kingdom

161.5392.41
125Economics Department, Georgetown University

Washington, District of Columbia (USA)

161.55490.7
126Department of Economics, University of Maryland

College Park, Maryland (USA)

162.64481.64
---Innocenzo Gasparini Institute for Economic Research (IGIER), Università Commerciale Luigi Bocconi

Milano, Italy

163.03480.25
127School of Business and Economics, Universidade Nova de Lisboa

Lisboa, Portugal

164.34550.69
128Centre for Economic Policy Research (CEPR)

London, United Kingdom

165.173880.29
---Dipartimento di Statistica, Informatica, Applicazioni "G. Parenti", Scuola di Economia e Management, Università degli Studi di Firenze

Firenze, Italy

166.69191.88
129Hoover Institution on War Revolution & Peace

Stanford, California (USA)

168.05180.07
130Bank of England

London, United Kingdom

170.072163.14
---Abteilung Empirische Wirtschaftsforschung und International Wirtschaftspolitik, Fachbereich Wirtschaftswissenschaft, Goethe Universität Frankfurt am Main

Frankfurt am Main, Germany

171.7581
131Culverhouse College of Business, University of Alabama-Tuscaloosa

Tuscaloosa, Alabama (USA)

172.67331.14
---Economic Research Department, Federal Reserve Bank of Dallas

Dallas, Texas (USA)

177.26340.55
132Smeal College of Business Administration, Pennsylvania State University

State College, Pennsylvania (USA)

177.27110.9
133Business School, Queensland University of Technology

Brisbane, Australia

179.87351.61
134Department of Economics, Virginia Polytechnic Institute and State University (Virginia Tech)

Blacksburg, Virginia (USA)

180.46171.45
135Institute for Fiscal Studies (IFS)

London, United Kingdom

181.58800.2
136Bank of Canada

Ottawa, Canada

183.241764.75
---Department of Economics, Faculty of Business and Economics, University of Melbourne

Melbourne, Australia

185.72472.86
137Graduate School of Business, Columbia University

New York City, New York (USA)

186.8600.15
138Department of Economics, Maxwell School, Syracuse University

Syracuse, New York (USA)

188.84250.39
---ICMA Centre for Financial Markets, Henley Business School, University of Reading

Reading, United Kingdom

194.93140.44
139Henley Business School, University of Reading

Reading, United Kingdom

194.93330.44
140Facultat de Ciències Econòmiques i Empresarials, Universitat de les Illes Balears

Palma de Mallorca, Spain

197.34492.24
---Departament d'Economia Aplicada, Facultat de Ciències Econòmiques i Empresarials, Universitat de les Illes Balears

Palma de Mallorca, Spain

197.34322.24
141Institut ekonomických studií, Univerzita Karlova v Praze

Praha, Czech Republic

198.091312.28
142BI Handelshøyskolen

Oslo, Norway

201.7560.71
143Management School, Lancaster University

Lancaster, United Kingdom

201.98683.42
144Department of Economics, University of Oregon

Eugene, Oregon (USA)

203.94250.49
145Warwick Business School, University of Warwick

Coventry, United Kingdom

205.55301.89
146College of Business and Economics, Yonsei University

Seoul, South Korea

207.19331.44
---School of Economics, College of Business and Economics, Yonsei University

Seoul, South Korea

207.19311.44
---Department of Economics, London Business School (LBS)

London, United Kingdom

207.96120.44
147London Business School (LBS)

London, United Kingdom

207.96330.44
148ESSEC Business School

Cergy-Pontoise, France

208.28402.13
149School of Economics and Management, Universiteit van Tilburg

Tilburg, Netherlands

209.231421.66
150Department of Economics, University of Birmingham

Birmingham, United Kingdom

210.42561.04
151DeGroote School of Business, McMaster University

Hamilton, Canada

212.6282.16
152Faculty of Economics, University of Tokyo

Tokyo, Japan

214.17411.03
153Department of Economics, University of Pittsburgh

Pittsburgh, Pennsylvania (USA)

214.87551.56
---Finance and Economics Department, Graduate School of Business, Columbia University

New York City, New York (USA)

214.97260.12
154Graduate School of Economics/Faculty of Economics, Hitotsubashi University

Tokyo, Japan

216.91311.52
---CentER Graduate School for Economics and Business, School of Economics and Management, Universiteit van Tilburg

Tilburg, Netherlands

217.77941.33
155Economics Division, University of Southampton

Southampton, United Kingdom

218.15332.25
156Economics Department, Williams College

Williamstown, Massachusetts (USA)

218.88300.28
157Department of Economics, York University

Toronto, Canada

220.14411.31
158Department of Economics, School of Social Sciences, University of Manchester

Manchester, United Kingdom

222.68600.79
---Economics Group, Nuffield College, Department of Economics, Oxford University

Oxford, United Kingdom

224.44270.27
---Institutt for Samfunnsøkonomi, BI Handelshøyskolen

Oslo, Norway

226.85240.41
159Centro Ricerche Nord Sud (CRENoS)

Cagliari, Italy

227.74700.85
160School of Economics, University of Queensland

Brisbane, Australia

229.73991.22
161EPGE Escola Brasileira de Economia e Finanças, Fundação Getúlio Vargas (FGV)

Rio de Janeiro, Brazil

229.75571.22
162LeBow College of Business, Drexel University

Philadelphia, Pennsylvania (USA)

232.14331.01
163Handelshögskolan, Örebro Universitet

Örebro, Sweden

233.05271.43

The rankings

Top 10% authors in the field of Econometric Time Series

For Econometric Time Series, these are 807 authors affiliated with 1630 institutions.
All authors classified in this field.

RankAuthorScore
1Peter C. B. Phillips

School of Economics, Singapore Management University, Singapore, Singapore

1.74
2Clive W. J. Granger †

4.58
3Robert F. Engle III

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

4.72
4Tim Bollerslev

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

4.99
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)

6.2
7Mark W. Watson

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

9.73
8Francis X. Diebold

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

13.04
9Robert Taylor

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

13.25
10Jushan Bai

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

13.88
11Soren Johansen

Økonomisk Institut, Københavns Universitet, København, Denmark

14.63
12Yongmiao Hong

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

14.72
13Helmut Luetkepohl

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

14.79
14Serena Ng

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

17.54
15Charles R. Nelson

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

19.11
16Gary Koop

Economics Department, University of Strathclyde, Glasgow, United Kingdom

19.43
17Donald W. K. Andrews

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

19.88
18Yongcheol Shin

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

20.08
19Kenneth D. West

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

20.17
20Timo Terasvirta

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

21.72
21Andrew C. Harvey

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

22.94
22James Hamilton

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

23.08
23Neil Shephard

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

26
24George Kapetanios

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

26.22
25James H. Stock

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

26.43
26David F. Hendry

Department of Economics, Oxford University, Oxford, United Kingdom

27.06
27Lars Peter Hansen

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

27.07
28Torben G. Andersen

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

28.03
29George Tauchen

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

28.57
30Todd Clark

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

29.48
31Adrian Rodney Pagan

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

29.53
32Stephen Leybourne

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

30.84
33Pentti Juhani Saikkonen

30.94
34Graham Elliott

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

31.52
35Lutz Kilian

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

32.6
36Halbert White †

34.05
37Allan Timmermann

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

34.2
38Joakim Westerlund

Nationalekonomiska Institutionen, Ekonomihögskolan, Lunds Universitet, Lund, Sweden

34.26
39Andrew Patton

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

35.88
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

36.56
41Thomas J. Sargent

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

37.94
42Morten Nielsen

Institut for Økonomi, Aarhus Universitet, Aarhus, Denmark

38.57
43Peter Reinhard Hansen

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

41.83
44Jun Yu

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

46.42
45Siem Jan Koopman

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

47.96
46David I. Harvey

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

50.12
47Manuel Arellano

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

50.68
48Luis Alberiko Gil-Alana

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

51.83
49Michael McCracken

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

52.36
50Lajos Horvath

55.39
51Ole E. Barndorff-Nielsen †

55.54
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

55.95
53Chang-Jin Kim

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

56.84
54Christian S. Gourieroux

Department of Economics, University of Toronto, Toronto, Canada

57.79
55Michael McAleer †

58.73
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

59.16
57Lawrence J. Christiano

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

60.71
58Jean-Michel Zakoian

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

61.69
59Atsushi Inoue

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

63.86
60Frank Schorfheide

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

65.74
61Rob J Hyndman

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

67.43
62Asger Lunde

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

67.98
63Cheng Hsiao

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

68.22
64Oliver Bruce Linton

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

69.36
65Christian Francq

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

70.47
66Jonathan H. Wright

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

70.78
67Chihwa Kao

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

74.51
68Yacine Ait-Sahalia

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

77.22
69Joerg Breitung

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

77.33
70Norman Rasmus Swanson

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

77.57
71Lucrezia Reichlin

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

78.31
72Donggyu Sul

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

79.45
73James MacKinnon

Economics Department, Queen's University, Kingston, Canada

79.48
74Marco Lippi

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

79.81
75Zhijie Xiao

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

79.87
76Marcus J. Chambers

Economics Department, University of Essex, Colchester, United Kingdom

80.56
77Jean-Marie Dufour

Department of Economics, McGill University, Montréal, Canada

81.24
78Joshua C.C. Chan

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

84.54
79Domenico Giannone

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

85.06
80Timothy Vogelsang

Economics Department, Michigan State University, East Lansing, Michigan (USA)

85.94

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