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Top 10% Institutions and Economists in the Field of Econometric Time Series, as of August 2023

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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 8749 institutions with 66902 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 758 authors affiliated with 1535 institutions.
All authors classified in this field.

RankInstitutionScoreAuthorsAuthor shares
1Department of Economics, Princeton University

Princeton, New Jersey (USA)

3.66532.23
2Department of Economics, Duke University

Durham, North Carolina (USA)

5.43471.11
3Singapore Management University

Singapore, Singapore

6.1384.8
4Department of Economics, School of Arts and Sciences, Columbia University

New York City, New York (USA)

6.28551.07
5Department of Economics, Boston University

Boston, Massachusetts (USA)

7.19681.5
6African Governance and Development Institute (AGDI)

Yaoundé, Cameroun

7.6270.97
7Department of Economics, University of Southern California

Los Angeles, California (USA)

7.76701.08
---School of Economics, Singapore Management University

Singapore, Singapore

7.98344.79
8Monash Business School, Monash University

Melbourne, Australia

8.8919010.74
9Cowles Foundation for Research in Economics, Yale University

New Haven, Connecticut (USA)

9.27170.52
10Institut for Økonomi, Aarhus Universitet

Aarhus, Denmark

9.5811610.88
11Department of Economics, Harvard University

Cambridge, Massachusetts (USA)

11.53750.84
12Department of Economics, University of Pennsylvania

Philadelphia, Pennsylvania (USA)

11.93481.51
13Stern School of Business, New York University (NYU)

New York City, New York (USA)

12.13532.03
---Department of Econometrics and Business Statistics, Monash Business School, Monash University

Melbourne, Australia

12.77399.89
14Department of Economics, University of Washington

Seattle, Washington (USA)

13.99221.83
15Økonomisk Institut, Københavns Universitet

København, Denmark

14.86804.08
16Department of Economics, University of California-San Diego (UCSD)

La Jolla, California (USA)

15.72531.2
17Faculty of Economics, University of Cambridge

Cambridge, United Kingdom

16.21642.28
18European Central Bank

Frankfurt am Main, Germany

16.362578.42
19Economics Department, University of Wisconsin-Madison

Madison, Wisconsin (USA)

18.29360.68
---Center for Research in Econometric Analysis of Time Series (CREATES), Institut for Økonomi, Aarhus Universitet

Aarhus, Denmark

20.62448.65
20Department of Economics, Oxford University

Oxford, United Kingdom

20.81792.83
21Department of Economics and Related Studies, University of York

York, United Kingdom

21.77843.05
---Department of Economics, Business School, University of Auckland

Auckland, New Zealand

22.01200.3
22Business School, University of Auckland

Auckland, New Zealand

22.01240.3
23School of Economics, University of Nottingham

Nottingham, United Kingdom

23.481242.82
24Economics Department, Michigan State University

East Lansing, Michigan (USA)

24.61571.2
---Finance Department, Stern School of Business, New York University (NYU)

New York City, New York (USA)

30.84170.55
25Federal Reserve Bank of Cleveland

Cleveland, Ohio (USA)

33.51793.29
26National Bureau of Economic Research (NBER)

Cambridge, Massachusetts (USA)

35.684720.57
27Department of Economics, University of Chicago

Chicago, Illinois (USA)

35.72780.64
28Centre de Recherche en Économie et Statistique (CREST)

Palaiseau, France

38.2952.9
29Federal Reserve Bank of Dallas

Dallas, Texas (USA)

39.01501.02
---Economic Research, Federal Reserve Bank of Cleveland

Cleveland, Ohio (USA)

39.51542.3
30Federal Reserve Board (Board of Governors of the Federal Reserve System)

Washington, District of Columbia (USA)

39.972134.61
31Department of Economics, University of California-Berkeley

Berkeley, California (USA)

40.16610.77
32Departamento de Economía, Universidad Carlos III de Madrid

Madrid, Spain

41.19621.9
33Economics Department, University of Strathclyde

Glasgow, United Kingdom

41.43330.95
34Centro de Estudios Monetarios y Financieros (CEMFI)

Madrid, Spain

42.49260.86
35Barcelona School of Economics (BSE)

Barcelona, Spain

44.891652.33
36Department of Economics, University of North Carolina-Chapel-Hill

Chapel Hill, North Carolina (USA)

46.63221.26
37School of Economics, Faculty of Arts and Social Sciences, University of Sydney

Sydney, Australia

49.12683.04
38Federal Reserve Bank of St. Louis

St. Louis, Missouri (USA)

50601.25
39Louvain Institute of Data Analysis and Modelling in Economics and Statistics (LIDAM), Université Catholique de Louvain

Louvain-la-Neuve, Belgium

50.651312.81
---Research Division, Federal Reserve Bank of St. Louis

St. Louis, Missouri (USA)

51.35531.23
40Department of Economics, Indiana University

Bloomington, Indiana (USA)

51.37311.95
41Department of Economics, Cornell University

Ithaca, New York (USA)

51.78481.09
42Department of Economics, Northwestern University

Evanston, Illinois (USA)

51.91430.39
---Economic Studies, Brookings Institution

Washington, District of Columbia (USA)

53.3130.15
43Brookings Institution

Washington, District of Columbia (USA)

53.3370.15
44Università Commerciale Luigi Bocconi

Milano, Italy

53.571642.65
45International Monetary Fund (IMF)

Washington, District of Columbia (USA)

53.715067.32
46Department of Economics, McGill University

Montréal, Canada

54.69351.35
47Economics Department, Yale University

New Haven, Connecticut (USA)

59.63600.45
48Department of Economics, Boston College

Chestnut Hill, Massachusetts (USA)

60.85620.87
49Economics Department, Massachusetts Institute of Technology (MIT)

Cambridge, Massachusetts (USA)

61.8630.48
50Business School, University of Exeter

Exeter, United Kingdom

63.53521.06
51Dipartimento di Scienze Economiche, Alma Mater Studiorum - Università di Bologna

Bologna, Italy

66.761242.56
51Faculteit Economie en Bedrijfskunde, Universiteit van Amsterdam

Amsterdam, Netherlands

66.761042.35
53Federal Reserve Bank of Atlanta

Atlanta, Georgia (USA)

67.06301.73
54School of Economics and Finance, Queen Mary University of London

London, United Kingdom

67.22672.1
55Business School, King's College London

London, United Kingdom

68.66331.38
56Department of Economics, University College London (UCL)

London, United Kingdom

69.41691.13
57Department of Economics, New York University (NYU)

New York City, New York (USA)

71.16570.88
---Volatility Institute, Stern School of Business, New York University (NYU)

New York City, New York (USA)

72.8220.11
58Ekonomihögskolan, Lunds Universitet

Lund, Sweden

79.61191.09
---Nationalekonomiska Institutionen, Ekonomihögskolan, Lunds Universitet

Lund, Sweden

79.6731.09
59Economics Department, Queen's University

Kingston, Canada

80.56481.25
60Department of Economics, University of Warwick

Coventry, United Kingdom

81.14941.49
61Federal Reserve Bank of Chicago

Chicago, Illinois (USA)

83.31600.67
62Department of Economics, University of Toronto

Toronto, Canada

83.36761.22
---Amsterdam School of Economics, Faculteit Economie en Bedrijfskunde, Universiteit van Amsterdam

Amsterdam, Netherlands

83.44341.27
63Tinbergen Instituut

Amsterdam, Netherlands

83.631243.03
64Department of Economics, Ohio State University

Columbus, Ohio (USA)

84.8402
---Granger Centre for Time Series Econometrics, School of Economics, University of Nottingham

Nottingham, United Kingdom

85.2770.94
65Departamento de Estadistica, Universidad Carlos III de Madrid

Madrid, Spain

85.91104.92
66Department of Economics, Mathematics and Statistics, Birkbeck College

London, United Kingdom

86.3263.01
---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

87.73501.18
67Department of Economics, Emory University

Atlanta, Georgia (USA)

88.31311.97
68Department of Economics, Johns Hopkins University

Baltimore, Maryland (USA)

89.16310.55
69Facoltà di Economia, Università degli Studi di Roma "Tor Vergata"

Roma, Italy

91.561143.62
70DIW Berlin (Deutsches Institut für Wirtschaftsforschung)

Berlin, Germany

92.321400.98
71Mitchell E. Daniels, Jr. School of Business, Purdue University

West Lafayette, Indiana (USA)

93.55342.46
---Department of Economics, Mitchell E. Daniels, Jr. School of Business, Purdue University

West Lafayette, Indiana (USA)

93.55302.46
---Departament d'Economia i Empresa, Universitat Pompeu Fabra, Barcelona School of Economics (BSE)

Barcelona, Spain

94.77951.31
72School of Business and Economics, Maastricht University

Maastricht, Netherlands

95.02985.04
---Bendheim Center for Finance, Department of Economics, Princeton University

Princeton, New Jersey (USA)

95.2170.38
73Business School, University of Technology Sydney

Sydney, Australia

95.27912.24
---Department of Economics, Business School, University of Exeter

Exeter, United Kingdom

97.54390.69
74Fakultät für Wirtschaftswissenschaften, Universität Wien

Wien, Austria

101.66632.54
75Institute of Labor Economics (IZA)

Bonn, Germany

102.169730.57
76Department of Economics, University of Connecticut

Storrs, Connecticut (USA)

103.87491.72
77Wirtschafts- und Sozialwissenschaftliche Fakultät, Universität zu Köln

Köln, Germany

105.81481.48
78Anderson Graduate School of Management, University of California-Los Angeles (UCLA)

Los Angeles, California (USA)

105.98330.43
79Dipartimento di Economia, Università Ca' Foscari Venezia

Venezia, Italy

107.82921.85
80School of Business and Economics, Vrije Universiteit Amsterdam

Amsterdam, Netherlands

109.921224.28
81Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam

Rotterdam, Netherlands

109.971152.69
82École d'Économie d'Aix-Marseille, Aix-Marseille Université

Aix-en-Provence/Marseille, France

110.71232.63
---Economic Research Department, Federal Reserve Bank of Atlanta

Atlanta, Georgia (USA)

111221.49
83Department of Economics, University of Texas-Dallas

Dallas, Texas (USA)

112.76100.88
84Department of Economics, Korea University

Seoul, South Korea

113.24281
85Department of Economics, Pennsylvania State University

State College, Pennsylvania (USA)

113.46330.58
86Deutsche Bundesbank

Frankfurt, Germany

113.591732.66
---Vakgroep Kwantitatieve Economie, School of Business and Economics, Maastricht University

Maastricht, Netherlands

116.25123.71
87Istituto Einaudi per l'Economia e la Finanza (EIEF)

Roma, Italy

116.34320.6
88Department of Economics, Vanderbilt University

Nashville, Tennessee (USA)

116.77410.46
---Econometrisch Instituut, Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam

Rotterdam, Netherlands

118.53191.72
89Département de Sciences Économiques, Université de Montréal

Montréal, Canada

119.39311.24
90Department of Agricultural and Resource Economics, University of Maryland

College Park, Maryland (USA)

120.35260.5
91Bank of England

London, United Kingdom

121.282072.61
92Sveriges Riksbank

Stockholm, Sweden

121.82362.58
93Politiikan ja Talouden Tutkimuksen Laitos, Valtiotieteellinen tiedekunta, Helsingin Yliopisto

Helsinki, Finland

123.88342.42
94Department of Economics, University of Notre Dame

South Bend, Indiana (USA)

124.28570.6
---Department of Statistics and Operations Research, Fakultät für Wirtschaftswissenschaften, Universität Wien

Wien, Austria

124.2982.13
---Department of Finance, Kellogg Graduate School of Management, Northwestern University

Evanston, Illinois (USA)

127.86180.2
95Kellogg Graduate School of Management, Northwestern University

Evanston, Illinois (USA)

127.86530.2
---Economics Discipline Group, Business School, University of Technology Sydney

Sydney, Australia

128.18401.18
96Economics Department, University of Essex

Colchester, United Kingdom

128.79461.39
97Dipartimento di Economia "Marco Biagi", Università degli Studi di Modena e Reggio Emilia

Modena, Italy

130.05470.65
98Wirtschaftswissenschaftliche Fakutält, Universität Zürich

Zürich, Switzerland

130.241691.67
---Institut für Volkswirtschaftslehre, Wirtschaftswissenschaftliche Fakutält, Universität Zürich

Zürich, Switzerland

130.24961.67
99College of Economics, Sogang University

Seoul, South Korea

131.19230.75
---Dipartimento di Economia e Finanza, Facoltà di Economia, Università degli Studi di Roma "Tor Vergata"

Roma, Italy

132.11672.85
100Crawford School of Public Policy, Australian National University

Canberra, Australia

132.931780.83
---Centre for Applied Macroeconomic Analysis (CAMA), Crawford School of Public Policy, Australian National University

Canberra, Australia

132.93790.83
---Abteilung Volkswirtschaftslehre, Fachbereich Wirtschaftswissenschaft, Freie Universität Berlin

Berlin, Germany

133.7200.45
101Fachbereich Wirtschaftswissenschaft, Freie Universität Berlin

Berlin, Germany

133.7430.45
102Department of Economics, University of Houston

Houston, Texas (USA)

134.53231.21
103Fachbereich Wirtschaftswissenschaft, Goethe Universität Frankfurt am Main

Frankfurt am Main, Germany

135.97711.18
---Seminar für Wirtschafts- und Sozialgeschichte, Wirtschafts- und Sozialwissenschaftliche Fakultät, Universität zu Köln

Köln, Germany

137.9930.55
---Department of Economics, W.P. Carey School of Business, Arizona State University

Tempe, Arizona (USA)

138.37391.3
104W.P. Carey School of Business, Arizona State University

Tempe, Arizona (USA)

138.37471.3
105Adam Smith Business School, University of Glasgow

Glasgow, United Kingdom

139.17731.85
---Department of Economics, Adam Smith Business School, University of Glasgow

Glasgow, United Kingdom

139.17561.85
---Dipartimento di Economia "Ettore Bocconi", Università Commerciale Luigi Bocconi

Milano, Italy

139.75320.29
106Banca d'Italia

Roma, Italy

140.973063.73
107Department of Economics, University of Maryland

College Park, Maryland (USA)

141.77501.66
108Department of Economics, University of Birmingham

Birmingham, United Kingdom

141.81541.62
109Economics Department, Georgetown University

Washington, District of Columbia (USA)

142.13490.58
110Department of Economics, University of California-Los Angeles (UCLA)

Los Angeles, California (USA)

144.61540.58
111Handelshögskolan, Örebro Universitet

Örebro, Sweden

146.01242
112Toulouse School of Economics (TSE)

Toulouse, France

146.241551.23
---European Centre for Advanced Research in Economics and Statistics (ECARES), Solvay Brussels School of Economics and Management, Université Libre de Bruxelles

Bruxelles, Belgium

146.93682.01
113Solvay Brussels School of Economics and Management, Université Libre de Bruxelles

Bruxelles, Belgium

146.931762.01
---Finance Division, Sauder School of Business, University of British Columbia

Vancouver, Canada

147.5861
114Sauder School of Business, University of British Columbia

Vancouver, Canada

147.58251
115BI Handelshøyskolen

Oslo, Norway

151.09551.06
116Department of Economics, Washington University in St. Louis

St. Louis, Missouri (USA)

151.48320.58
117Faculty of Business and Economics, University of Melbourne

Melbourne, Australia

155.311003.05
---Abteilung Empirische Wirtschaftsforschung und International Wirtschaftspolitik, Fachbereich Wirtschaftswissenschaft, Goethe Universität Frankfurt am Main

Frankfurt am Main, Germany

155.4181
118Centre for Economic Policy Research (CEPR)

London, United Kingdom

155.673650.28
119Department of Economics, University of Illinois at Urbana-Champaign

Urbana-Champaign, Illinois (USA)

156.5390.89
120Athens University of Economics and Business (AUEB)

Athens, Greece

157.9902.54
121Smeal College of Business Administration, Pennsylvania State University

State College, Pennsylvania (USA)

159.27100.9
122School of Business and Economics, Universidade Nova de Lisboa

Lisboa, Portugal

160.32580.57
123Dipartimento di Statistica, Informatica, Applicazioni "G. Parenti", Università degli Studi di Firenze

Firenze, Italy

161.42181.78
---Innocenzo Gasparini Institute for Economic Research (IGIER), Università Commerciale Luigi Bocconi

Milano, Italy

161.48490.21
124Graduate School of Business, Columbia University

New York City, New York (USA)

162.11540.17
125Faculty of Business and Economics, Macquarie University

Sydney, Australia

164.56431.66
126Banco de España

Madrid, Spain

167.221162.71
---Institutt for Samfunnsøkonomi, BI Handelshøyskolen

Oslo, Norway

168.42230.65
127Institute for Fiscal Studies (IFS)

London, United Kingdom

169.13750.19
128Department of Economics, Maxwell School, Syracuse University

Syracuse, New York (USA)

170.6260.53
---Economic Research Department, Federal Reserve Bank of Dallas

Dallas, Texas (USA)

174.37280.52
129ESSEC Business School

Cergy-Pontoise, France

179.32342.16
130School of Economics and Management, Universiteit van Tilburg

Tilburg, Netherlands

179.511411.39
131Facultat de Ciències Econòmiques i Empresarials, Universitat de les Illes Balears

Palma de Mallorca, Spain

181.25363.7
---Departament d'Economia Aplicada, Facultat de Ciències Econòmiques i Empresarials, Universitat de les Illes Balears

Palma de Mallorca, Spain

181.25253.7
132Centro Ricerche Nord Sud (CRENoS)

Cagliari, Italy

181.35480.9
---Department of Economics, Faculty of Business and Economics, University of Melbourne

Melbourne, Australia

182.05462.85
---CentER Graduate School for Economics and Business, School of Economics and Management, Universiteit van Tilburg

Tilburg, Netherlands

182.28961.36
133Business School, Queensland University of Technology

Brisbane, Australia

186.3351.48
134Economics Department, Williams College

Williamstown, Massachusetts (USA)

188.59320.28
135Essex Business School, University of Essex

Colchester, United Kingdom

188.99311.59
136Department of Economics, University of California-Riverside

Riverside, California (USA)

189.47270.87
137Department of Economics, University of Oregon

Eugene, Oregon (USA)

189.69270.49
138Faculty of Economics, University of Tokyo

Tokyo, Japan

190.99401.03
139Federal Reserve Bank of New York

New York City, New York (USA)

191.23881.2
---Economics Group, Nuffield College, Department of Economics, Oxford University

Oxford, United Kingdom

191.4270.27
140School of Economics and Management, Tsinghua University

Beijing, China

194.68231.05
141Economics Division, University of Southampton

Southampton, United Kingdom

196.18332.23
---Department of Economics, Faculty of Business and Economics, Macquarie University

Sydney, Australia

196.89291.37
142Department of Economics and Finance, Brunel University

Uxbridge, United Kingdom

196.95200.84
143DeGroote School of Business, McMaster University

Hamilton, Canada

197.6782.15
144Management School, Lancaster University

Lancaster, United Kingdom

197.78673.48
---Department of Economics, London Business School (LBS)

London, United Kingdom

198.12140.4
145London Business School (LBS)

London, United Kingdom

198.12310.4
---ICMA Centre for Financial Markets, Henley Business School, University of Reading

Reading, United Kingdom

198.21120.26
146Henley Business School, University of Reading

Reading, United Kingdom

198.21310.26
147Graduate School of Economics/Faculty of Economics, Hitotsubashi University

Tokyo, Japan

198.85301.47
148Division of Economics, Seoul National University

Seoul, South Korea

200.28250.83
149Management School, University of Liverpool

Liverpool, United Kingdom

201.01361.67
---Finance and Economics Department, Graduate School of Business, Columbia University

New York City, New York (USA)

202.39260.12
150School of Economics, University of Manchester

Manchester, United Kingdom

202.67550.78
151Bank of Canada

Ottawa, Canada

204.131792.78
152College of Business and Economics, Yonsei University

Seoul, South Korea

204.87271.38
---School of Economics, College of Business and Economics, Yonsei University

Seoul, South Korea

204.87261.38
153Warwick Business School, University of Warwick

Coventry, United Kingdom

205.65271.64

The rankings

Top 10% authors in the field of Econometric Time Series

For Econometric Time Series, these are 758 authors affiliated with 1535 institutions.
All authors classified in this field.

RankAuthorScore
1Peter C. B. Phillips

School of Economics, Singapore Management University, Singapore, Singapore

1.65
2Clive W. J. Granger †

3.71
3Robert F. Engle III

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

3.85
4Pierre Perron

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

4.73
5Tim Bollerslev

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

5.85
6Mohammad Hashem Pesaran

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

7.8
7Mark W. Watson

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

10.74
8Jushan Bai

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

12.34
9Soren Johansen

Økonomisk Institut, Københavns Universitet, København, Denmark

13.14
10Francis X. Diebold

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

14.31
11Donald W. K. Andrews

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

15.31
12Charles R. Nelson

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

15.97
13Andrew C. Harvey

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

18.78
14Serena Ng

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

18.88
15Helmut Luetkepohl

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

19.82
16Gary Koop

Economics Department, University of Strathclyde, Glasgow, United Kingdom

20.21
17Yongcheol Shin

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

20.28
18Joon Y. Park

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

21.06
19Kenneth D. West

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

21.89
20David F. Hendry

Department of Economics, Oxford University, Oxford, United Kingdom

22.26
21Stephen Leybourne

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

22.57
22Neil Shephard

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

22.69
23Pentti Saikkonen

22.95
24Lars Peter Hansen

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

23.29
25George Kapetanios

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

24.5
26James H. Stock

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

24.56
27James Hamilton

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

25.48
28Torben G. Andersen

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

28.09
29Todd Clark

Economic Research, Federal Reserve Bank of Cleveland, Cleveland, Ohio (USA)

29.47
30Thomas J. Sargent

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

30.44
31Halbert White †

30.94
32Graham Elliott

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

31.79
33Adrian Rodney Pagan

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

31.8
34Andrew Patton

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

35.57
35Joakim Westerlund

Nationalekonomiska Institutionen, Ekonomihögskolan, Lunds Universitet, Lund, Sweden

35.66
36Morten Nielsen

Institut for Økonomi, Aarhus Universitet, Aarhus, Denmark

38.49
37Massimiliano Marcellino

Dipartimento di Economia "Ettore Bocconi", Università Commerciale Luigi Bocconi, Milano, Italy
Innocenzo Gasparini Institute for Economic Research (IGIER), Università Commerciale Luigi Bocconi, Milano, Italy

39.23
38Peter Reinhard Hansen

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

39.25
39David I. Harvey

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

39.7
40Lutz Kilian

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

39.79
41Manuel Arellano

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

39.8
42Jun Yu

School of Economics, Singapore Management University, Singapore, Singapore

45.52
43Christian S. Gourieroux

Department of Economics, University of Toronto, Toronto, Canada

46.37
44Michael McCracken

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

47.71
45Ole E. Barndorff-Nielsen †

48.91
46Luc 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

49.28
47Chang-Jin Kim

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

49.96
48Lajos Horvath

50.7
49Giuseppe Cavaliere

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

50.73
50Michael McAleer †

53.51
51Lawrence J. Christiano

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

55.69
52Luis Alberiko Gil-Alana

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

57.02
53Jean-Michel Zakoian

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

58.18
54Asger Lunde

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

58.37
55Cheng Hsiao

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

60.27
56Oliver Bruce Linton

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

61.77
57Timothy Vogelsang

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

62.9
58Frank Schorfheide

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

63.19
59Yacine Ait-Sahalia

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

63.91
60Marcus J. Chambers

Economics Department, University of Essex, Colchester, United Kingdom

65.47
61James MacKinnon

Economics Department, Queen's University, Kingston, Canada

65.99
62Atsushi Inoue

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

66.16
63Donggyu Sul

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

66.62
64Marco Lippi

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

67.48
65Jonathan H. Wright

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

67.88
66Joerg Breitung

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

69.73
67Chihwa Kao

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

69.87
68Zhijie Xiao

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

70.11
69Christian Francq

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

71.49
70Jean-Marie Dufour

Department of Economics, McGill University, Montréal, Canada

72.08
71Lucrezia Reichlin

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

74.59
72Domenico Giannone

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

76.27
73Christopher F Baum

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

77.07
74Rob J Hyndman

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

79.45
75In Choi

College of Economics, Sogang University, Seoul, South Korea

80.21

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