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Top 10% Institutions and Economists in the Field of Econometric Time Series, as of January 2026

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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 9218 institutions with 72918 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 791 authors affiliated with 1624 institutions.
All authors classified in this field.

RankInstitutionScoreAuthorsAuthor shares
1Department of Economics, Duke University

Durham, North Carolina (USA)

2.64532.04
2Institut for Økonomi, Aarhus Universitet

Aarhus, Denmark

2.7811612.41
3Department of Economics, Princeton University

Princeton, New Jersey (USA)

4.59482.15
4Department of Economics, School of Arts and Sciences, Columbia University

New York City, New York (USA)

8.04561.04
---Center for Research in Econometric Analysis of Time Series (CREATES), Institut for Økonomi, Aarhus Universitet

Aarhus, Denmark

8.57398.8
5Monash Business School, Monash University

Melbourne, Australia

8.720211.55
6Department of Economics, Boston University

Boston, Massachusetts (USA)

8.74713.24
7Department of Economics, University of Southern California

Los Angeles, California (USA)

9.27721.28
8Stern School of Business, New York University (NYU)

New York City, New York (USA)

10.07572.35
9Department of Economics, University of California-San Diego (UCSD)

La Jolla, California (USA)

10.18511.91
10Cowles Foundation for Research in Economics, Yale University

New Haven, Connecticut (USA)

11.12180.52
11African Governance and Development Institute (AGDI)

Yaoundé, Cameroun

11.3860.95
12Department of Economics, Harvard University

Cambridge, Massachusetts (USA)

11.96720.86
---Department of Econometrics and Business Statistics, Monash Business School, Monash University

Melbourne, Australia

13.524010.44
13National Bureau of Economic Research (NBER)

Cambridge, Massachusetts (USA)

14.265170.78
14Singapore Management University

Singapore, Singapore

14.63404.56
15European Central Bank

Frankfurt am Main, Germany

16.092778.83
16Department of Economics, University of Pennsylvania

Philadelphia, Pennsylvania (USA)

16.64522.19
---School of Economics, Singapore Management University

Singapore, Singapore

16.67314.23
17Økonomisk Institut, Københavns Universitet

København, Denmark

18.43804.57
18Faculty of Economics, University of Cambridge

Cambridge, United Kingdom

18.44732.26
19Economics Department, University of Wisconsin-Madison

Madison, Wisconsin (USA)

20.88370.68
20Department of Economics and Related Studies, University of York

York, United Kingdom

21.2933.68
21School of Economics, University of Nottingham

Nottingham, United Kingdom

24.41193.42
22Department of Economics, Oxford University

Oxford, United Kingdom

24.851843.75
23Department of Economics, University of Washington

Seattle, Washington (USA)

25.05241.51
---Department of Economics, Business School, University of Auckland

Auckland, New Zealand

27.19200.3
24Business School, University of Auckland

Auckland, New Zealand

27.19260.3
---Finance Department, Stern School of Business, New York University (NYU)

New York City, New York (USA)

29.54190.51
25Essex Business School, University of Essex

Colchester, United Kingdom

30.7292.56
26Department of Economics, University of Chicago

Chicago, Illinois (USA)

30.76841.11
27Economics Department, Michigan State University

East Lansing, Michigan (USA)

30.82541.12
28Department of Economics, Johns Hopkins University

Baltimore, Maryland (USA)

31.6330.89
29Centre de Recherche en Économie et Statistique (CREST)

Palaiseau, France

31.941113.21
30School of Business and Economics, Vrije Universiteit Amsterdam

Amsterdam, Netherlands

34.881358.88
31Federal Reserve Bank of Dallas

Dallas, Texas (USA)

37.97461.03
32School of Economics, Faculty of Arts and Social Sciences, University of Sydney

Sydney, Australia

41.3814.33
33Economics Department, University of Strathclyde

Glasgow, United Kingdom

41.82320.98
34Department of Economics, University of North Carolina-Chapel-Hill

Chapel Hill, North Carolina (USA)

41.98231.34
35Federal Reserve Bank of St. Louis

St. Louis, Missouri (USA)

43.04601.25
---Research Division, Federal Reserve Bank of St. Louis

St. Louis, Missouri (USA)

44.48511.23
36Barcelona School of Economics (BSE)

Barcelona, Spain

45.331833.65
37Departamento de Economía, Universidad Carlos III de Madrid

Madrid, Spain

46.96591.79
38Economics Department, Massachusetts Institute of Technology (MIT)

Cambridge, Massachusetts (USA)

47.7620.53
39Centro de Estudios Monetarios y Financieros (CEMFI)

Madrid, Spain

49.47300.86
---Economics Group, Nuffield College, Department of Economics, Oxford University

Oxford, United Kingdom

50.3280.6
40Department of Economics, Northwestern University

Evanston, Illinois (USA)

52.15510.41
41School of Economics and Management, University of Chinese Academy of Sciences

Beijing, China

52.5941
42Louvain Institute of Data Analysis and Modelling in Economics and Statistics (LIDAM), Université Catholique de Louvain

Louvain-la-Neuve, Belgium

53.071343.04
43International Monetary Fund (IMF)

Washington, District of Columbia (USA)

56.35418.03
44Department of Economics, McGill University

Montréal, Canada

56.55361.48
45Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam

Rotterdam, Netherlands

56.561224.98
46Università Commerciale Luigi Bocconi

Milano, Italy

57.591843.1
47Federal Reserve Board (Board of Governors of the Federal Reserve System)

Washington, District of Columbia (USA)

58.352093.91
---Econometrisch Instituut, Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam

Rotterdam, Netherlands

59.66223.98
48Federal Reserve Bank of Cleveland

Cleveland, Ohio (USA)

60.4883.61
---Volatility Institute, Stern School of Business, New York University (NYU)

New York City, New York (USA)

60.6820.13
49Department of Economics, University of California-Berkeley

Berkeley, California (USA)

63.98630.58
---Afdeling Econometrie and Operations Research, School of Business and Economics, Vrije Universiteit Amsterdam

Amsterdam, Netherlands

66.1163.66
50Faculteit Economie en Bedrijfskunde, Universiteit van Amsterdam

Amsterdam, Netherlands

66.161062.91
51Economics Department, Yale University

New Haven, Connecticut (USA)

66.98690.44
52Faculty of Business Administration, University of Macau

Macau, Macao

68.1201.24
53School of Economics and Finance, Queen Mary University of London

London, United Kingdom

69.16722.13
54Department of Economics, Boston College

Chestnut Hill, Massachusetts (USA)

69.89720.97
55Department of Economics, University College London (UCL)

London, United Kingdom

70.21671.2
56Dipartimento di Scienze Economiche, Alma Mater Studiorum - Università di Bologna

Bologna, Italy

72.631253.04
57Brookings Institution

Washington, District of Columbia (USA)

74.82380.12
58Business School, King's College London

London, United Kingdom

75.87421.63
---Economic Studies, Brookings Institution

Washington, District of Columbia (USA)

76.27120.12
59Ekonomihögskolan, Lunds Universitet

Lund, Sweden

76.371161.91
---Nationalekonomiska Institutionen, Ekonomihögskolan, Lunds Universitet

Lund, Sweden

76.37671.91
---Economic Research, Federal Reserve Bank of Cleveland

Cleveland, Ohio (USA)

76.76562.01
60Department of Economics, University of Illinois at Urbana-Champaign

Urbana-Champaign, Illinois (USA)

77.21451.69
61Federal Reserve Bank of Atlanta

Atlanta, Georgia (USA)

78.6301.67
---Granger Centre for Time Series Econometrics, School of Economics, University of Nottingham

Nottingham, United Kingdom

84.461.56
62Department of Economics, University of Warwick

Coventry, United Kingdom

85.77911.48
63Mitch Daniels School of Business, Purdue University

West Lafayette, Indiana (USA)

87.52552.43
---Amsterdam School of Economics, Faculteit Economie en Bedrijfskunde, Universiteit van Amsterdam

Amsterdam, Netherlands

87.96301.33
64Federal Reserve Bank of Chicago

Chicago, Illinois (USA)

89.57550.54
65Department of Economics, Washington University in St. Louis

St. Louis, Missouri (USA)

91.99321.58
---Department of Economics, Mitch Daniels School of Business, Purdue University

West Lafayette, Indiana (USA)

92.22462.41
66Department of Economics, Ohio State University

Columbus, Ohio (USA)

93.81403.07
67Department of Economics, University of Toronto

Toronto, Canada

94.05751.22
---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

94.66491.23
68Rady School of Management, University of California-San Diego (UCSD)

La Jolla, California (USA)

96.83110.53
69Athens University of Economics and Business (AUEB)

Athens, Greece

98.22973.04
---Bendheim Center for Finance, Department of Economics, Princeton University

Princeton, New Jersey (USA)

98.5770.41
70Department of Economics, New York University (NYU)

New York City, New York (USA)

99.3581.51
71DIW Berlin (Deutsches Institut für Wirtschaftsforschung)

Berlin, Germany

100.441400.63
72School of Business and Economics, Maastricht University

Maastricht, Netherlands

100.841043.96
73Department of Economics, Mathematics and Statistics, Birkbeck College

London, United Kingdom

101.01252.65
74Departamento de Estadistica, Universidad Carlos III de Madrid

Madrid, Spain

101.2994.75
75Facoltà di Economia, Università degli Studi di Roma "Tor Vergata"

Roma, Italy

102.331173.57
76Department of Economics, University of Connecticut

Storrs, Connecticut (USA)

102.84481.72
77Department of Economics, Emory University

Atlanta, Georgia (USA)

105301.93
78Economics Department, Queen's University

Kingston, Canada

105.74521.21
79Business School, University of Technology Sydney

Sydney, Australia

108.06912.23
---Departament d'Economia i Empresa, Universitat Pompeu Fabra, Barcelona School of Economics (BSE)

Barcelona, Spain

109.581021.81
80Wirtschafts- und Sozialwissenschaftliche Fakultät, Universität zu Köln

Köln, Germany

113.07481.61
81Dipartimento di Economia, Università Ca' Foscari Venezia

Venezia, Italy

113.42911.59
---Economic Research Department, Federal Reserve Bank of Atlanta

Atlanta, Georgia (USA)

118.51221.46
82Department of Economics, Korea University

Seoul, South Korea

118.53311.27
---Vakgroep Kwantitatieve Economie, School of Business and Economics, Maastricht University

Maastricht, Netherlands

119.68122.68
83Department of Economics, Rutgers University-New Brunswick

New Brunswick, New Jersey (USA)

120.7440.67
84Department of Economics, Vanderbilt University

Nashville, Tennessee (USA)

121.18410.45
85Fakultät für Wirtschaftswissenschaften, Universität Wien

Wien, Austria

121.28691.74
86Department of Economics, Pennsylvania State University

State College, Pennsylvania (USA)

121.82340.58
87School of Economics and Management, Tsinghua University

Beijing, China

122.55271.59
88Deutsche Bundesbank

Frankfurt, Germany

122.811783.03
89École d'Économie d'Aix-Marseille, Aix-Marseille Université

Aix-en-Provence/Marseille, France

122.911262.6
90Crawford School of Public Policy, Australian National University

Canberra, Australia

123.651880.87
91Wirtschaftswissenschaftliche Fakutält, Universität Zürich

Zürich, Switzerland

124.051892.19
---Institut für Volkswirtschaftslehre, Wirtschaftswissenschaftliche Fakutält, Universität Zürich

Zürich, Switzerland

125.541121.94
92Department of Economics, University of Texas-Dallas

Dallas, Texas (USA)

127.31151.06
93Department of Economics, University of California-Riverside

Riverside, California (USA)

127.42361.42
94Department of Economics, Indiana University

Bloomington, Indiana (USA)

127.71331.32
95Business School, University of Exeter

Exeter, United Kingdom

129.57591.56
---Department of Finance, Kellogg Graduate School of Management, Northwestern University

Evanston, Illinois (USA)

131.42170.19
96Kellogg Graduate School of Management, Northwestern University

Evanston, Illinois (USA)

131.42530.19
---Abteilung Volkswirtschaftslehre, Fachbereich Wirtschaftswissenschaft, Freie Universität Berlin

Berlin, Germany

134.25210.43
97Fachbereich Wirtschaftswissenschaft, Freie Universität Berlin

Berlin, Germany

134.25480.43
98Tinbergen Instituut

Amsterdam, Netherlands

134.341292.83
99Istituto Einaudi per l'Economia e la Finanza (EIEF)

Roma, Italy

134.36370.56
---Centre for Applied Macroeconomic Analysis (CAMA), Crawford School of Public Policy, Australian National University

Canberra, Australia

135.47870.85
100Politiikan ja Talouden Tutkimuksen Laitos, Valtiotieteellinen tiedekunta, Helsingin Yliopisto

Helsinki, Finland

138.18321.9
101Département de Sciences Économiques, Université de Montréal

Montréal, Canada

138.89311.24
102Sveriges Riksbank

Stockholm, Sweden

139.48372.57
103Federal Reserve Bank of New York

New York City, New York (USA)

139.721011.64
104Department of Economics, University of Notre Dame

South Bend, Indiana (USA)

140.35620.47
---Department of Statistics and Operations Research, Fakultät für Wirtschaftswissenschaften, Universität Wien

Wien, Austria

142.0171.41
105Adam Smith Business School, University of Glasgow

Glasgow, United Kingdom

142.62751.98
---Department of Economics, Adam Smith Business School, University of Glasgow

Glasgow, United Kingdom

142.62571.98
---Economics Discipline Group, Business School, University of Technology Sydney

Sydney, Australia

143.81391.18
106Department of Economics and Finance, Brunel University London

Uxbridge, United Kingdom

143.98221.43
107Economics Department, University of Essex

Colchester, United Kingdom

144.08491.44
108Toulouse School of Economics (TSE)

Toulouse, France

144.541631.28
---Dipartimento di Economia e Finanza, Facoltà di Economia, Università degli Studi di Roma "Tor Vergata"

Roma, Italy

145.08662.78
---Finance Division, Sauder School of Business, University of British Columbia

Vancouver, Canada

145.2561
109Sauder School of Business, University of British Columbia

Vancouver, Canada

145.25261
110Scuola di Economia e Management, Università degli Studi di Firenze

Firenze, Italy

145.33902.44
111College of Economics, Sogang University

Seoul, South Korea

146.12230.75
---Department of Economics, W.P. Carey School of Business, Arizona State University

Tempe, Arizona (USA)

146.58401.29
112W.P. Carey School of Business, Arizona State University

Tempe, Arizona (USA)

146.58511.29
113Department of Economics, University of Houston

Houston, Texas (USA)

147.17281.21
114Solvay Brussels School of Economics and Management, Université Libre de Bruxelles

Bruxelles, Belgium

147.651712.01
115Dipartimento di Economia "Marco Biagi", Università degli Studi di Modena e Reggio Emilia

Modena, Italy

148.97470.4
116Anderson Graduate School of Management, University of California-Los Angeles (UCLA)

Los Angeles, California (USA)

150.36350.39
117Banca d'Italia

Roma, Italy

152.683753.84
118Faculty of Business and Economics, University of Melbourne

Melbourne, Australia

153.231003.32
---Dipartimento di Economia "Ettore Bocconi", Università Commerciale Luigi Bocconi

Milano, Italy

153.89330.66
119Economics Department, Georgetown University

Washington, District of Columbia (USA)

154.76510.7
120London School of Economics (LSE)

London, United Kingdom

155.313571.29
---Seminar für Wirtschafts- und Sozialgeschichte, Wirtschafts- und Sozialwissenschaftliche Fakultät, Universität zu Köln

Köln, Germany

155.9220.55
121Department of Economics, University of Maryland

College Park, Maryland (USA)

156.04471.64
122Business School, Macquarie University

Sydney, Australia

157.19461.7
123Fachbereich Wirtschaftswissenschaft, Goethe Universität Frankfurt am Main

Frankfurt am Main, Germany

160.28751.19
124Hoover Institution on War Revolution & Peace

Stanford, California (USA)

160.64190.07
---European Centre for Advanced Research in Economics and Statistics (ECARES), Solvay Brussels School of Economics and Management, Université Libre de Bruxelles

Bruxelles, Belgium

162.16641.98
125Gordon Lang School of Business and Economics, University of Guelph

Guelph, Canada

162.39481.81
---Department of Economics and Finance, Gordon Lang School of Business and Economics, University of Guelph

Guelph, Canada

162.39401.81
126Management School, University of Liverpool

Liverpool, United Kingdom

162.89392.4
127Banco de España

Madrid, Spain

164.481552.96
128School of Business and Economics, Universidade Nova de Lisboa

Lisboa, Portugal

165.84570.69
---Dipartimento di Statistica, Informatica, Applicazioni "G. Parenti", Scuola di Economia e Management, Università degli Studi di Firenze

Firenze, Italy

167.74191.87
129Centre for Economic Policy Research (CEPR)

London, United Kingdom

169.583970.29
---Economic Research Department, Federal Reserve Bank of Dallas

Dallas, Texas (USA)

169.67290.57
130Smeal College of Business Administration, Pennsylvania State University

State College, Pennsylvania (USA)

171.38110.9
---Innocenzo Gasparini Institute for Economic Research (IGIER), Università Commerciale Luigi Bocconi

Milano, Italy

171.93480.25
131Culverhouse College of Business, University of Alabama-Tuscaloosa

Tuscaloosa, Alabama (USA)

173.49321.15
132Institute for Fiscal Studies (IFS)

London, United Kingdom

174.35810.2
133Bank of England

London, United Kingdom

175.832193.14
---Abteilung Empirische Wirtschaftsforschung und International Wirtschaftspolitik, Fachbereich Wirtschaftswissenschaft, Goethe Universität Frankfurt am Main

Frankfurt am Main, Germany

177.8681
134Graduate School of Business, Columbia University

New York City, New York (USA)

179.18600.15
---Department of Economics, Faculty of Business and Economics, University of Melbourne

Melbourne, Australia

180.77472.9
135Department of Economics, Virginia Polytechnic Institute and State University (Virginia Tech)

Blacksburg, Virginia (USA)

183.93171.45
136Business School, Queensland University of Technology

Brisbane, Australia

188.49341.61
137Department of Economics, Maxwell School, Syracuse University

Syracuse, New York (USA)

189.69250.39
138BI Handelshøyskolen

Oslo, Norway

192.07560.74
139Facultat de Ciències Econòmiques i Empresarials, Universitat de les Illes Balears

Palma de Mallorca, Spain

194.53522.25
---Departament d'Economia Aplicada, Facultat de Ciències Econòmiques i Empresarials, Universitat de les Illes Balears

Palma de Mallorca, Spain

194.53332.25
140Bank of Canada

Ottawa, Canada

195.331764.7
---Department of Economics, Business School, University of Exeter

Exeter, United Kingdom

197.56441.19
141Department of Economics, University of Oregon

Eugene, Oregon (USA)

199.4250.49
142School of Economics and Management, Universiteit van Tilburg

Tilburg, Netherlands

203.671421.65
---Finance and Economics Department, Graduate School of Business, Columbia University

New York City, New York (USA)

206.64260.13
143Department of Economics, University of Birmingham

Birmingham, United Kingdom

206.97561.04
144Department of Economics, York University

Toronto, Canada

207.29421.34
145Management School, Lancaster University

Lancaster, United Kingdom

207.8693.42
146Economics Division, University of Southampton

Southampton, United Kingdom

207.89332.25
147ESSEC Business School

Cergy-Pontoise, France

208.59402.13
148College of Business and Economics, Yonsei University

Seoul, South Korea

209.31331.43
---School of Economics, College of Business and Economics, Yonsei University

Seoul, South Korea

209.31311.43
149Warwick Business School, University of Warwick

Coventry, United Kingdom

210.04301.79
---CentER Graduate School for Economics and Business, School of Economics and Management, Universiteit van Tilburg

Tilburg, Netherlands

211.97931.32
150Faculty of Economics, University of Tokyo

Tokyo, Japan

213.08411.02
---Department of Finance, Questrom School of Business, Boston University

Boston, Massachusetts (USA)

213.850.75
151Questrom School of Business, Boston University

Boston, Massachusetts (USA)

213.8250.75
---ICMA Centre for Financial Markets, Henley Business School, University of Reading

Reading, United Kingdom

214.25140.41
152Henley Business School, University of Reading

Reading, United Kingdom

214.25320.41
153DeGroote School of Business, McMaster University

Hamilton, Canada

215.1182.16
---Institutt for Samfunnsøkonomi, BI Handelshøyskolen

Oslo, Norway

217.62240.43
154Economics Department, Williams College

Williamstown, Massachusetts (USA)

219.58310.28
155Department of Economics, School of Social Sciences, University of Manchester

Manchester, United Kingdom

220.38600.79
156Graduate School of Economics/Faculty of Economics, Hitotsubashi University

Tokyo, Japan

220.98311.47
157Department of Economics, University of Pittsburgh

Pittsburgh, Pennsylvania (USA)

222.74551.54
---Department of Economics, London Business School (LBS)

London, United Kingdom

223.48120.41
158London Business School (LBS)

London, United Kingdom

223.48320.41
159EPGE Escola Brasileira de Economia e Finanças, Fundação Getúlio Vargas (FGV)

Rio de Janeiro, Brazil

227.66571.22
160LeBow College of Business, Drexel University

Philadelphia, Pennsylvania (USA)

228.4331.02
161Institut ekonomických studií, Univerzita Karlova v Praze

Praha, Czech Republic

232.181302.28
162School of Economics, University of Queensland

Brisbane, Australia

232.34961.22

The rankings

Top 10% authors in the field of Econometric Time Series

For Econometric Time Series, these are 791 authors affiliated with 1624 institutions.
All authors classified in this field.

RankAuthorScore
1Peter C. B. Phillips

School of Economics, Singapore Management University, Singapore, Singapore

1.59
2Clive W. J. Granger †

3.99
3Robert F. Engle III

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

4.09
4Tim Bollerslev

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

4.31
5Pierre Perron

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

4.99
6Mohammad Hashem Pesaran

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

6.39
7Mark W. Watson

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

9.24
8Robert Taylor

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

11.68
9Francis X. Diebold

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

12.08
10Jushan Bai

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

12.85
11Soren Johansen

Økonomisk Institut, Københavns Universitet, København, Denmark

13.21
12Yongmiao Hong

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

13.65
13Helmut Luetkepohl

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

15.13
14Serena Ng

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

16.21
15Charles R. Nelson

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

17.97
16Gary Koop

Economics Department, University of Strathclyde, Glasgow, United Kingdom

17.97
17Yongcheol Shin

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

18.89
18Donald W. K. Andrews

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

19.42
19Timo Terasvirta

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

19.89
20Kenneth D. West

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

20.46
21Andrew C. Harvey

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

20.87
22James Hamilton

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

21.72
23George Kapetanios

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

23.53
24Neil Shephard

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

23.76
25James H. Stock

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

24.02
26Lars Peter Hansen

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

24.58
27Torben G. Andersen

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

25.06
28David F. Hendry

Economics Group, Nuffield College, Department of Economics, Oxford University, Oxford, United Kingdom

25.51
29George Tauchen

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

25.61
30Adrian Rodney Pagan

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

27.69
31Pentti Juhani Saikkonen

28.77
32Todd Clark

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

29.11
33Halbert White †

29.24
34Stephen Leybourne

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

29.47
35Allan Timmermann

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

32.73
36Thomas J. Sargent

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

33.15
37Joakim Westerlund

Nationalekonomiska Institutionen, Ekonomihögskolan, Lunds Universitet, Lund, Sweden

33.27
38Lutz Kilian

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

33.41
39Graham Elliott

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

33.42
40Andrew Patton

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

34.53
41Massimiliano 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

36.68
42Morten Nielsen

Institut for Økonomi, Aarhus Universitet, Aarhus, Denmark

37.42
43Peter Reinhard Hansen

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

37.69
44Jun Yu

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

42.89
45Siem Jan Koopman

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

44.16
46David I. Harvey

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

46.53
47Manuel Arellano

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

47.67
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

47.82
49Lajos Horvath

48.2
50Michael McAleer †

48.25
51Luc 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

48.96
52Christian S. Gourieroux

Department of Economics, University of Toronto, Toronto, Canada

50.44
53Michael McCracken

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

50.52
54Ole E. Barndorff-Nielsen †

51.07
55Chang-Jin Kim

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

53.2
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

55.64
57Oliver Bruce Linton

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

57.34
58Jean-Michel Zakoian

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

58.43
59Lawrence J. Christiano

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

58.57
60Asger Lunde

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

63.59
61Frank Schorfheide

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

64.42
62Atsushi Inoue

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

64.47
63Rob J Hyndman

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

64.6
64Jonathan H. Wright

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

65.08
65Christian Francq

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

65.19
66Cheng Hsiao

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

65.2
67Chihwa Kao

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

68.98
68Zhijie Xiao

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

69.33
69Joerg Breitung

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

72.19
70Norman Rasmus Swanson

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

72.64
71Donggyu Sul

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

73.4
72Jean-Marie Dufour

Department of Economics, McGill University, Montréal, Canada

73.8
73Marco Lippi

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

73.97
74Yacine Ait-Sahalia

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

74.63
75Joshua C.C. Chan

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

74.89
76Dick van Dijk

Econometrisch Instituut, Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam, Rotterdam, Netherlands

76.11
77Marcus J. Chambers

Economics Department, University of Essex, Colchester, United Kingdom

76.19
78Lucrezia Reichlin

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

77.26
79Timothy Vogelsang

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

78.17

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