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Top 10% Institutions and Economists in the Field of Econometric Time Series, as of August 2021

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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 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 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 8398 institutions with 62687 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 812 authors affiliated with 1531 institutions.
All authors classified in this field.

RankInstitutionScoreAuthorsAuthor shares
1Institut for Økonomi, Aarhus Universitet

Aarhus, Denmark

2.4111912.05
2Department of Economics, Duke University

Durham, North Carolina (USA)

2.99491.69
3Department of Economics, Princeton University

Princeton, New Jersey (USA)

5.19541.35
---Center for Research in Econometric Analysis of Time Series (CREATES), Institut for Økonomi, Aarhus Universitet

Aarhus, Denmark

6.74489.92
4Singapore Management University

Singapore, Singapore

8.05396.36
5Department of Economics, Boston University

Boston, Massachusetts (USA)

8.27651.79
6Monash Business School, Monash University

Melbourne, Australia

9.4216511.65
7Department of Economics, School of Arts and Sciences, Columbia University

New York City, New York (USA)

9.51541.03
---School of Economics, Singapore Management University

Singapore, Singapore

9.96366.35
8Department of Economics, University of Southern California

Los Angeles, California (USA)

10.03631.1
9African Governance and Development Institute (AGDI)

Yaoundé, Cameroun

10.7270.98
10Stern School of Business, New York University (NYU)

New York City, New York (USA)

11.57542.08
11Department of Economics, University of California-San Diego (UCSD)

La Jolla, California (USA)

12.12551.83
---Department of Econometrics and Business Statistics, Monash Business School, Monash University

Melbourne, Australia

13.353610.8
12Department of Economics, Harvard University

Cambridge, Massachusetts (USA)

13.93720.86
13Økonomisk Institut, Københavns Universitet

København, Denmark

14.3774.76
14Department of Economics, University of Pennsylvania

Philadelphia, Pennsylvania (USA)

14.39462.1
15Department of Economics, University of Washington

Seattle, Washington (USA)

16.51201.84
16Cowles Foundation for Research in Economics, Yale University

New Haven, Connecticut (USA)

17.1160.47
17Faculty of Economics, University of Cambridge

Cambridge, United Kingdom

17.73652.79
18European Central Bank

Frankfurt am Main, Germany

19.052448.97
19Economics Department, University of Wisconsin-Madison

Madison, Wisconsin (USA)

22.26370.68
20Department of Economics, Oxford University

Oxford, United Kingdom

22.281763.62
21School of Economics, University of Nottingham

Nottingham, United Kingdom

22.411324.46
22Economics Department, Michigan State University

East Lansing, Michigan (USA)

24.21611.27
23Department of Economics and Related Studies, University of York

York, United Kingdom

24.62883.71
24Economics Division, University of Southampton

Southampton, United Kingdom

27.54301.72
---Finance Department, Stern School of Business, New York University (NYU)

New York City, New York (USA)

27.97160.57
25Federal Reserve Bank of Cleveland

Cleveland, Ohio (USA)

33.82623.36
26Essex Business School, University of Essex

Colchester, United Kingdom

33.94292.77
27National Bureau of Economic Research (NBER)

Cambridge, Massachusetts (USA)

35.584500.58
---Department of Economics, Business School, University of Auckland

Auckland, New Zealand

36.44200.26
28Business School, University of Auckland

Auckland, New Zealand

36.44260.26
29Federal Reserve Board (Board of Governors of the Federal Reserve System)

Washington, District of Columbia (USA)

37.712024.78
30Department of Economics, University of Chicago

Chicago, Illinois (USA)

37.74760.54
31Centro de Estudios Monetarios y Financieros (CEMFI)

Madrid, Spain

39.64240.94
32School of Business and Economics, Vrije Universiteit Amsterdam

Amsterdam, Netherlands

40.491094.1
---Economic Research, Federal Reserve Bank of Cleveland

Cleveland, Ohio (USA)

40.78432.34
33Departamento de Economía, Universidad Carlos III de Madrid

Madrid, Spain

40.91632.19
34Centre de Recherche en Économie et Statistique (CREST)

Palaiseau, France

41.66953.21
35Barcelona School of Economics (BSE)

Barcelona, Spain

44.371652.93
36Economics Department, University of Strathclyde

Glasgow, United Kingdom

44.96301.27
37Federal Reserve Bank of Dallas

Dallas, Texas (USA)

45.25620.86
38Department of Economics, University of North Carolina-Chapel-Hill

Chapel Hill, North Carolina (USA)

46.29201.3
39Federal Reserve Bank of St. Louis

St. Louis, Missouri (USA)

47.38581.38
---Research Division, Federal Reserve Bank of St. Louis

St. Louis, Missouri (USA)

48.95521.37
40School of Economics, Faculty of Arts and Social Sciences, University of Sydney

Sydney, Australia

50.58672.9
41Department of Economics, Northwestern University

Evanston, Illinois (USA)

51.18400.35
42Louvain Institute of Data Analysis and Modelling in Economics and Statistics (LIDAM), Université Catholique de Louvain

Louvain-la-Neuve, Belgium

52.211342.65
43Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam

Rotterdam, Netherlands

54.881163
44Department of Economics, Cornell University

Ithaca, New York (USA)

57.11431.09
45Department of Economics, Indiana University

Bloomington, Indiana (USA)

60.79291.23
---Afdeling Econometrie and Operations Research, School of Business and Economics, Vrije Universiteit Amsterdam

Amsterdam, Netherlands

61.23152.86
46Università Commerciale Luigi Bocconi

Milano, Italy

61.641701.79
47Department of Economics, University of California-Berkeley

Berkeley, California (USA)

61.99570.64
---Econometrisch Instituut, Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam

Rotterdam, Netherlands

62.21212.53
48Department of Economics, McGill University

Montréal, Canada

62.29341.34
49Tinbergen Instituut

Amsterdam, Netherlands

63.971253.24
---Volatility Institute, Stern School of Business, New York University (NYU)

New York City, New York (USA)

64.720.12
50Economics Department, Yale University

New Haven, Connecticut (USA)

65.88570.45
51School of Economics and Finance, Queen Mary University of London

London, United Kingdom

66621.97
52Department of Economics, Boston College

Chestnut Hill, Massachusetts (USA)

67.63570.97
53Business School, University of Exeter

Exeter, United Kingdom

68.04481.27
54Business School, King's College London

London, United Kingdom

68.37231.66
55Faculteit Economie en Bedrijfskunde, Universiteit van Amsterdam

Amsterdam, Netherlands

69.56912.35
56Federal Reserve Bank of Atlanta

Atlanta, Georgia (USA)

71.39291.72
57Department of Economics, New York University (NYU)

New York City, New York (USA)

73.07600.88
58Economics Department, Queen's University

Kingston, Canada

73.88491.27
59Economics Department, Massachusetts Institute of Technology (MIT)

Cambridge, Massachusetts (USA)

74.03610.16
---Bendheim Center for Finance, Department of Economics, Princeton University

Princeton, New Jersey (USA)

76.4360.51
60Department of Economics, University College London (UCL)

London, United Kingdom

79.54670.92
---Economic Studies, Brookings Institution

Washington, District of Columbia (USA)

80.57120.11
61Brookings Institution

Washington, District of Columbia (USA)

80.57380.11
---Granger Centre for Time Series Econometrics, School of Economics, University of Nottingham

Nottingham, United Kingdom

80.6681.65
62Department of Economics, University of Toronto

Toronto, Canada

87.31691.22
63Federal Reserve Bank of Chicago

Chicago, Illinois (USA)

88.12570.77
64Ekonomihögskolan, Lunds Universitet

Lund, Sweden

88.311121.48
---Nationalekonomiska Institutionen, Ekonomihögskolan, Lunds Universitet

Lund, Sweden

88.31671.48
---Amsterdam School of Economics, Faculteit Economie en Bedrijfskunde, Universiteit van Amsterdam

Amsterdam, Netherlands

89.46281.26
65Department of Economics, Ohio State University

Columbus, Ohio (USA)

91.13412
66Dipartimento di Scienze Economiche, Alma Mater Studiorum - Università di Bologna

Bologna, Italy

91.761122.62
---Departament d'Economia i Empresa, Universitat Pompeu Fabra, Barcelona School of Economics (BSE)

Barcelona, Spain

92.12971.93
67Department of Economics, Emory University

Atlanta, Georgia (USA)

92.67311.94
---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

93.08510.97
68Center for Applied Statistics and Econometrics (CASE), Humboldt-Universität Berlin

Berlin, Germany

93.21241.42
---Department of Economics, Business School, University of Exeter

Exeter, United Kingdom

93.63350.89
69Department of Economics, Mathematics and Statistics, Birkbeck College

London, United Kingdom

95.11282.27
70Departamento de Estadistica, Universidad Carlos III de Madrid

Madrid, Spain

98.48104.94
---Department of Finance, College of Management, Asia University

Wufeng, Taiwan

99.5570.4
71College of Management, Asia University

Wufeng, Taiwan

99.55190.4
72Wirtschafts- und Sozialwissenschaftliche Fakultät, Universität zu Köln

Köln, Germany

100.95491.88
73Department of Economics, University of Warwick

Coventry, United Kingdom

101.55881.61
74Facoltà di Economia, Università degli Studi di Roma "Tor Vergata"

Roma, Italy

101.661063.25
75DIW Berlin (Deutsches Institut für Wirtschaftsforschung)

Berlin, Germany

102.351501.33
76Athens University of Economics and Business (AUEB)

Athens, Greece

104.75903.06
77Krannert School of Management, Purdue University

West Lafayette, Indiana (USA)

105.13302.35
---Department of Economics, Krannert School of Management, Purdue University

West Lafayette, Indiana (USA)

105.13262.35
78Business School, University of Technology Sydney

Sydney, Australia

106.52922.01
79Institute of Labor Economics (IZA)

Bonn, Germany

107.859470.57
80Anderson Graduate School of Management, University of California-Los Angeles (UCLA)

Los Angeles, California (USA)

109.2290.44
---Dipartimento di Economia e Finanza, Facoltà di Economia, Università degli Studi di Roma "Tor Vergata"

Roma, Italy

109.22613.21
81International Monetary Fund (IMF)

Washington, District of Columbia (USA)

110.174604.17
82Department of Economics, Korea University

Seoul, South Korea

110.81271.3
83Joint Research Centre, European Commission

Ispra, Italy

112.38803.71
---Department of Economics, W.P. Carey School of Business, Arizona State University

Tempe, Arizona (USA)

112.51441.5
84W.P. Carey School of Business, Arizona State University

Tempe, Arizona (USA)

112.51521.5
85Department of Economics, Pennsylvania State University

State College, Pennsylvania (USA)

113.97330.58
86Bank of England

London, United Kingdom

115.422063.57
87Department of Economics, Rutgers University-New Brunswick

New Brunswick, New Jersey (USA)

115.7390.7
88Istituto Einaudi per l'Economia e la Finanza (EIEF)

Roma, Italy

116.01260.59
89Department of Economics, University of Connecticut

Storrs, Connecticut (USA)

116.03501.72
90School of Business and Economics, Maastricht University

Maastricht, Netherlands

116.73924.04
---Economic Research Department, Federal Reserve Bank of Atlanta

Atlanta, Georgia (USA)

118.11231.47
91Department of Economics, University of California-Riverside

Riverside, California (USA)

118.39271.12
92Deutsche Bundesbank

Frankfurt, Germany

118.771683.11
93Rady School of Management, University of California-San Diego (UCSD)

La Jolla, California (USA)

119.42120.4
94Dipartimento di Economia, Università Ca' Foscari Venezia

Venezia, Italy

120.11801.87
95Department of Economics, Johns Hopkins University

Baltimore, Maryland (USA)

121.23210.59
96Department of Economics, University of Texas-Dallas

Dallas, Texas (USA)

121.48110.68
97Sveriges Riksbank

Stockholm, Sweden

123.52392.56
98Fakultät für Wirtschaftswissenschaften, Universität Wien

Wien, Austria

126.33581.99
99Department of Economics, Vanderbilt University

Nashville, Tennessee (USA)

129.34410.46
100College of Economics, Sogang University

Seoul, South Korea

129.48210.78
101Department of Agricultural and Resource Economics, University of Maryland

College Park, Maryland (USA)

129.97290.5
---Department of Finance, Kellogg Graduate School of Management, Northwestern University

Evanston, Illinois (USA)

132.76200.2
102Kellogg Graduate School of Management, Northwestern University

Evanston, Illinois (USA)

132.76530.2
103Dipartimento di Economia "Marco Biagi", Università degli Studi di Modena e Reggio Emilia

Modena, Italy

133.98490.54
104Politiikan ja Talouden Tutkimuksen Laitos, Valtiotieteellinen tiedekunta, Helsingin Yliopisto

Helsinki, Finland

134.87312.4
---Vakgroep Kwantitatieve Economie, School of Business and Economics, Maastricht University

Maastricht, Netherlands

135.3113.73
105Economics Department, University of Essex

Colchester, United Kingdom

136.11451.61
106Solvay Brussels School of Economics and Management, Université Libre de Bruxelles

Bruxelles, Belgium

136.561652.05
107Department of Economics, University of California-Los Angeles (UCLA)

Los Angeles, California (USA)

141.19550.62
108Department of Economics and Finance, Brunel University

Uxbridge, United Kingdom

141.36201.8
109Centre for Economic Policy Research (CEPR)

London, United Kingdom

141.913390.31
110Toulouse School of Economics (TSE)

Toulouse, France

142.441571.28
---Seminar für Wirtschafts- und Sozialgeschichte, Wirtschafts- und Sozialwissenschaftliche Fakultät, Universität zu Köln

Köln, Germany

144.6620.62
111École d'Économie d'Aix-Marseille, Aix-Marseille Université

Aix-en-Provence/Marseille, France

144.961092.49
---Economics Discipline Group, Business School, University of Technology Sydney

Sydney, Australia

144.99421.19
112Wirtschaftswissenschaftliche Fakutät, Universität Zürich

Zürich, Switzerland

146.851561.69
---Institut für Volkswirtschaftslehre, Wirtschaftswissenschaftliche Fakutät, Universität Zürich

Zürich, Switzerland

146.85891.69
113Department of Economics, University of Notre Dame

South Bend, Indiana (USA)

147.55460.58
114Banca d'Italia

Roma, Italy

148.632673.64
115Fachbereich Wirtschaftswissenschaft, Freie Universität Berlin

Berlin, Germany

150.26410.7
---European Centre for Advanced Research in Economics and Statistics (ECARES), Solvay Brussels School of Economics and Management, Université Libre de Bruxelles

Bruxelles, Belgium

150.43652.01
116Economics Department, Georgetown University

Washington, District of Columbia (USA)

151.03460.58
---Abteilung Volkswirtschaftslehre, Fachbereich Wirtschaftswissenschaft, Freie Universität Berlin

Berlin, Germany

154.41190.45
117Department of Economics, University of Birmingham

Birmingham, United Kingdom

154.48471.67
---Department of Statistics and Operations Research, Fakultät für Wirtschaftswissenschaften, Universität Wien

Wien, Austria

154.7571.62
118Management School, Lancaster University

Lancaster, United Kingdom

156.07683.57
119Federal Reserve Bank of New York

New York City, New York (USA)

157.6871.75
120Fachbereich Wirtschaftswissenschaft, Goethe Universität Frankfurt am Main

Frankfurt am Main, Germany

157.64681.39
121Department of Economics, Washington University in St. Louis

St. Louis, Missouri (USA)

157.87290.56
122Scuola di Economia e Management, Università degli Studi di Firenze

Firenze, Italy

158.22842.08
123Department of Economics, University of Maryland

College Park, Maryland (USA)

158.55471.62
124Smeal College of Business Administration, Pennsylvania State University

State College, Pennsylvania (USA)

158.65100.9
125Adam Smith Business School, University of Glasgow

Glasgow, United Kingdom

158.75682.16
---Department of Economics, Adam Smith Business School, University of Glasgow

Glasgow, United Kingdom

158.75532.16
126School of Business and Economics, Universidade Nova de Lisboa

Lisboa, Portugal

159.01510.75
127Faculty of Business and Economics, University of Melbourne

Melbourne, Australia

159.251023.2
128BI Handelshøyskolen

Oslo, Norway

159.56561.08
129Banco de España

Madrid, Spain

160.711202.93
---Dipartimento di Economia "Ettore Bocconi", Università Commerciale Luigi Bocconi

Milano, Italy

162.9320.28
130Department of Economics, University of Houston

Houston, Texas (USA)

165.08250.84
131Warwick Business School, University of Warwick

Coventry, United Kingdom

168.17261.95
---Dipartimento di Statistica, Informatica, Applicazioni "G. Parenti", Scuola di Economia e Management, Università degli Studi di Firenze

Firenze, Italy

171.16171.78
132Institute for Fiscal Studies (IFS)

London, United Kingdom

173.99700.2
133Graduate School of Business, Columbia University

New York City, New York (USA)

176.91490.16
---Institutt for samfunnsøkonomi, BI Handelshøyskolen

Oslo, Norway

177.57250.68
134School of Economics and Management, Universiteit van Tilburg

Tilburg, Netherlands

179.391381.4
---Abteilung Empirische Wirtschaftsforschung und International Wirtschaftspolitik, Fachbereich Wirtschaftswissenschaft, Goethe Universität Frankfurt am Main

Frankfurt am Main, Germany

180.09101
135Management School, University of Liverpool

Liverpool, United Kingdom

180.5352.17
136Department of Economics, Maxwell School, Syracuse University

Syracuse, New York (USA)

181.17230.54
---CentER Graduate School for Economics and Business, School of Economics and Management, Universiteit van Tilburg

Tilburg, Netherlands

181.61971.36
---Innocenzo Gasparini Institute for Economic Research (IGIER), Università Commerciale Luigi Bocconi

Milano, Italy

183.3500.28
137Crawford School of Public Policy, Australian National University

Canberra, Australia

183.41720.69
138Department of Economics, University of Illinois at Urbana-Champaign

Urbana-Champaign, Illinois (USA)

184.33380.94
139Centro Ricerche Nord Sud (CRENoS)

Cagliari, Italy

185.63460.92
140Département de Sciences Économiques, Université de Montréal

Montréal, Canada

186270.85
141Gordon Lang School of Business and Economics, University of Guelph

Guelph, Canada

190.67441.51
---Department of Economics and Finance, Gordon Lang School of Business and Economics, University of Guelph

Guelph, Canada

190.67381.51
142Bank of Canada

Ottawa, Canada

193.031734.29
---Department of Economics, Faculty of Business and Economics, University of Melbourne

Melbourne, Australia

195.02472.77
143ESSEC Business School

Cergy-Pontoise, France

195.48342.14
144Handelshögskolan, Örebro Universitet

Örebro, Sweden

196.96221.83
---Finance Division, Sauder School of Business, University of British Columbia

Vancouver, Canada

198.5461
145Sauder School of Business, University of British Columbia

Vancouver, Canada

198.54241
146Department of Economics, Virginia Polytechnic Institute and State University (Virginia Tech)

Blacksburg, Virginia (USA)

199.04151.4
147Graduate School of Economics/Faculty of Economics, Hitotsubashi University

Tokyo, Japan

200.01311.84
148Economics Department, Williams College

Williamstown, Massachusetts (USA)

200.61310.3
---Finance and Economics Department, Graduate School of Business, Columbia University

New York City, New York (USA)

201.01270.12
---ICMA Centre for Financial Markets, Henley Business School, University of Reading

Reading, United Kingdom

204.51140.28
149Henley Business School, University of Reading

Reading, United Kingdom

204.51320.28
---Economics Group, Nuffield College, Department of Economics, Oxford University

Oxford, United Kingdom

205.58250.27
150Faculty of Business and Economics, Macquarie University

Sydney, Australia

207.05421.73
151School of Economics, University of Manchester

Manchester, United Kingdom

208.41490.83
152Department of Economics, University of Oregon

Eugene, Oregon (USA)

208.44250.49
---Department of Economics, London Business School (LBS)

London, United Kingdom

208.47150.48
153London Business School (LBS)

London, United Kingdom

208.47330.48

The rankings

Top 10% authors in the field of Econometric Time Series

For Econometric Time Series, these are 812 authors affiliated with 1531 institutions.
All authors classified in this field.

RankAuthorScore
1Peter C. B. Phillips

Cowles Foundation for Research in Economics, Yale University, New Haven, Connecticut (USA)
School of Economics, Singapore Management University, Singapore, Singapore

1.79
2Robert 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)

2.85
3Clive W. J. Granger †

4.38
4Pierre Perron

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

4.86
5Tim Bollerslev

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

5.88
6M Hashem Pesaran

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

8.3
7Mark W. Watson

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

11.02
8Soren Johansen

Økonomisk Institut, Københavns Universitet, København, Denmark

11.57
9Jushan Bai

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

13.48
10Robert Taylor

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

13.94
11Francis X. Diebold

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

15.18
12Charles R. Nelson

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

17.39
13Andrew C. Harvey

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

18.34
14Timo Terasvirta

Center for Research in Econometric Analysis of Time Series (CREATES), Institut for Økonomi, Aarhus Universitet, Aarhus, Denmark
Center for Applied Statistics and Econometrics (CASE), Humboldt-Universität Berlin, Berlin, Germany

18.38
15Donald W. K. Andrews

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

18.9
16Helmut Luetkepohl

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

21.59
17Yongcheol Shin

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

22.16
18Serena Ng

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

22.2
19David F. Hendry

Department of Economics, Oxford University, Oxford, United Kingdom

23.1
20Kenneth D. West

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

23.41
21James H. Stock

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

24.07
22Joon Y. Park

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

24.36
23George Tauchen

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

24.48
24Gary Koop

Economics Department, University of Strathclyde, Glasgow, United Kingdom

25.03
25Neil Shephard

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

25.07
26Stephen Leybourne

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

25.36
27Pentti Saikkonen

25.83
28Lars Peter Hansen

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

25.98
29James Hamilton

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

26.78
30George Kapetanios

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

28.63
31Torben G. Andersen

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

29.18
32Graham Elliott

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

30.26
33Thomas J. Sargent

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

31.05
34Todd Clark

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

31.44
35Allan Timmermann

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

32.7
36Halbert White †

33
37Manuel Arellano

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

34.95
38Adrian Rodney Pagan

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

35.13
39Morten Nielsen

Institut for Økonomi, Aarhus Universitet, Aarhus, Denmark

36.46
40Joakim Westerlund

Nationalekonomiska Institutionen, Ekonomihögskolan, Lunds Universitet, Lund, Sweden

39.71
41Peter Reinhard Hansen

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

41.01
42David I. Harvey

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

44.55
43Andrew Patton

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

46.07
44Michael McAleer

Department of Finance, College of Management, Asia University, Wufeng, Taiwan

47.53
45Siem Jan Koopman

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

47.98
46Massimiliano 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

48.24
47Christian S. Gourieroux

Department of Economics, University of Toronto, Toronto, Canada

49.05
48Sebastian Kripfganz

Department of Economics, Business School, University of Exeter, Exeter, United Kingdom

49.83
49Lutz Kilian

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

49.97
50Chang-Jin Kim

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

50.82
51Yacine Ait-Sahalia

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

52.06
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

52.19
53Michael McCracken

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

52.99
54Jun Yu

School of Economics, Singapore Management University, Singapore, Singapore

54.19
55Ole E. Barndorff-Nielsen

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

54.81
56Lawrence J. Christiano

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

55.02
57Luis Alberiko Gil-Alana

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

63.56
58James MacKinnon

Economics Department, Queen's University, Kingston, Canada

64.32
59Jean-Michel Zakoian

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

64.39
60Asger Lunde

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

65.42
61Cheng Hsiao

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

66.08
62Timothy Vogelsang

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

66.91
63Lajos Horvath

67.57
64Marco Lippi

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

67.91
65Frank Schorfheide

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

68.46
66Marcus J. Chambers

Economics Department, University of Essex, Colchester, United Kingdom

69.07
67Donggyu Sul

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

69.51
68Joerg Breitung

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

70.73
69Jean-Marie Dufour

Department of Economics, McGill University, Montréal, Canada

72.44
70Giuseppe Cavaliere

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

72.86
71Oliver Bruce Linton

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

72.97
72Atsushi Inoue

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

73.12
73Norman Rasmus Swanson

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

73.35
74Lucrezia Reichlin

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

73.51
75In Choi

College of Economics, Sogang University, Seoul, South Korea

78.18
76Chihwa Kao

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

78.76
77Zhijie Xiao

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

79.19
78Yixiao Sun

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

81.86
79Christian Francq

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

82.45
80Mario Forni

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

83.77
81Christopher F Baum

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

84.01

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