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Top 10% Institutions and Economists in the Field of Econometric Time Series, as of February 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 9229 institutions with 73076 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 786 authors affiliated with 1628 institutions.
All authors classified in this field.

RankInstitutionScoreAuthorsAuthor shares
1Institut for Økonomi, Aarhus Universitet

Aarhus, Denmark

2.7711612.4
2Department of Economics, Duke University

Durham, North Carolina (USA)

2.86532.02
3Department of Economics, Princeton University

Princeton, New Jersey (USA)

4.25482.15
4Monash Business School, Monash University

Melbourne, Australia

8.4920211.62
---Center for Research in Econometric Analysis of Time Series (CREATES), Institut for Økonomi, Aarhus Universitet

Aarhus, Denmark

8.52398.8
5Stern School of Business, New York University (NYU)

New York City, New York (USA)

8.74582.39
6Department of Economics, School of Arts and Sciences, Columbia University

New York City, New York (USA)

8.82561
7Department of Economics, University of Southern California

Los Angeles, California (USA)

9.34741.23
8Department of Economics, University of California-San Diego (UCSD)

La Jolla, California (USA)

9.7511.9
8Department of Economics, Boston University

Boston, Massachusetts (USA)

9.7713.24
10Cowles Foundation for Research in Economics, Yale University

New Haven, Connecticut (USA)

10.88190.52
11African Governance and Development Institute (AGDI)

Yaoundé, Cameroun

11.1160.95
12Department of Economics, Harvard University

Cambridge, Massachusetts (USA)

12.3720.86
---Department of Econometrics and Business Statistics, Monash Business School, Monash University

Melbourne, Australia

12.954010.52
13National Bureau of Economic Research (NBER)

Cambridge, Massachusetts (USA)

13.355230.81
14Singapore Management University

Singapore, Singapore

15.41404.56
15European Central Bank

Frankfurt am Main, Germany

16.212789.07
16Department of Economics, University of Pennsylvania

Philadelphia, Pennsylvania (USA)

17.16522.19
---School of Economics, Singapore Management University

Singapore, Singapore

17.38314.23
17Faculty of Economics, University of Cambridge

Cambridge, United Kingdom

18.33732.28
18Økonomisk Institut, Københavns Universitet

København, Denmark

18.72804.57
19Economics Department, University of Wisconsin-Madison

Madison, Wisconsin (USA)

19.08370.72
20Department of Economics and Related Studies, University of York

York, United Kingdom

21.36943.73
21School of Economics, University of Nottingham

Nottingham, United Kingdom

24.721193.42
22Department of Economics, Oxford University

Oxford, United Kingdom

25.371853.72
23Department of Economics, University of Washington

Seattle, Washington (USA)

26.23241.46
---Finance Department, Stern School of Business, New York University (NYU)

New York City, New York (USA)

28.17190.52
---Department of Economics, Business School, University of Auckland

Auckland, New Zealand

28.7200.3
24Business School, University of Auckland

Auckland, New Zealand

28.7260.3
25Department of Economics, University of Chicago

Chicago, Illinois (USA)

30.19841.11
26Department of Economics, Johns Hopkins University

Baltimore, Maryland (USA)

30.64330.89
27Economics Department, Michigan State University

East Lansing, Michigan (USA)

30.71541.12
28Essex Business School, University of Essex

Colchester, United Kingdom

31.65302.54
29School of Business and Economics, Vrije Universiteit Amsterdam

Amsterdam, Netherlands

32.591349.04
30Centre de Recherche en Économie et Statistique (CREST)

Palaiseau, France

32.741113.21
31Federal Reserve Bank of Dallas

Dallas, Texas (USA)

37.54460.98
32School of Economics, Faculty of Arts and Social Sciences, University of Sydney

Sydney, Australia

41.8814.08
33Economics Department, University of Strathclyde

Glasgow, United Kingdom

42.96321.01
34Federal Reserve Bank of St. Louis

St. Louis, Missouri (USA)

43.04601.25
35Department of Economics, University of North Carolina-Chapel-Hill

Chapel Hill, North Carolina (USA)

44.45231.34
36Economics Department, Massachusetts Institute of Technology (MIT)

Cambridge, Massachusetts (USA)

44.55620.59
---Research Division, Federal Reserve Bank of St. Louis

St. Louis, Missouri (USA)

44.56511.23
37Barcelona School of Economics (BSE)

Barcelona, Spain

45.541833.65
38Departamento de Economía, Universidad Carlos III de Madrid

Madrid, Spain

48.4601.79
39Centro de Estudios Monetarios y Financieros (CEMFI)

Madrid, Spain

48.46300.87
---Economics Group, Nuffield College, Department of Economics, Oxford University

Oxford, United Kingdom

50.28280.6
40Department of Economics, Northwestern University

Evanston, Illinois (USA)

52.58510.41
41School of Economics and Management, University of Chinese Academy of Sciences

Beijing, China

53.1441
42Louvain Institute of Data Analysis and Modelling in Economics and Statistics (LIDAM), Université Catholique de Louvain

Louvain-la-Neuve, Belgium

54.621353.05
43Department of Economics, McGill University

Montréal, Canada

56.3361.48
---Volatility Institute, Stern School of Business, New York University (NYU)

New York City, New York (USA)

56.6520.14
44Università Commerciale Luigi Bocconi

Milano, Italy

57.091853.09
45Federal Reserve Board (Board of Governors of the Federal Reserve System)

Washington, District of Columbia (USA)

57.792083.94
46Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam

Rotterdam, Netherlands

57.91224.71
47Department of Economics, University of Warwick

Coventry, United Kingdom

58.54911.8
48Federal Reserve Bank of Cleveland

Cleveland, Ohio (USA)

58.98883.62
---Afdeling Econometrie and Operations Research, School of Business and Economics, Vrije Universiteit Amsterdam

Amsterdam, Netherlands

61.34153.83
---Econometrisch Instituut, Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam

Rotterdam, Netherlands

61.64223.71
49International Monetary Fund (IMF)

Washington, District of Columbia (USA)

62.385417.65
50Department of Economics, University of California-Berkeley

Berkeley, California (USA)

64.68630.58
51Faculteit Economie en Bedrijfskunde, Universiteit van Amsterdam

Amsterdam, Netherlands

65.051062.88
52School of Economics and Finance, Queen Mary University of London

London, United Kingdom

69.44722.13
53Faculty of Business Administration, University of Macau

Macau, Macao

69.47201.24
54Economics Department, Yale University

New Haven, Connecticut (USA)

70.16690.24
55Department of Economics, Boston College

Chestnut Hill, Massachusetts (USA)

70.42720.97
56Department of Economics, University College London (UCL)

London, United Kingdom

70.52671.2
57Dipartimento di Scienze Economiche, Alma Mater Studiorum - Università di Bologna

Bologna, Italy

74.251253.01
58Brookings Institution

Washington, District of Columbia (USA)

74.52380.12
---Economic Research, Federal Reserve Bank of Cleveland

Cleveland, Ohio (USA)

75.66562.01
---Economic Studies, Brookings Institution

Washington, District of Columbia (USA)

75.99120.12
59Department of Economics, University of Illinois at Urbana-Champaign

Urbana-Champaign, Illinois (USA)

78.02451.69
60Business School, King's College London

London, United Kingdom

78.03421.63
61Federal Reserve Bank of Atlanta

Atlanta, Georgia (USA)

78.95301.67
62Ekonomihögskolan, Lunds Universitet

Lund, Sweden

81.711161.87
---Nationalekonomiska Institutionen, Ekonomihögskolan, Lunds Universitet

Lund, Sweden

81.71671.87
---Amsterdam School of Economics, Faculteit Economie en Bedrijfskunde, Universiteit van Amsterdam

Amsterdam, Netherlands

84.87301.29
---Granger Centre for Time Series Econometrics, School of Economics, University of Nottingham

Nottingham, United Kingdom

86.9661.56
63Mitch Daniels School of Business, Purdue University

West Lafayette, Indiana (USA)

87.12552.43
64Federal Reserve Bank of Chicago

Chicago, Illinois (USA)

88.92550.54
---Department of Economics, Mitch Daniels School of Business, Purdue University

West Lafayette, Indiana (USA)

91.74462.41
65Department of Economics, Ohio State University

Columbus, Ohio (USA)

92.54403.07
---Bendheim Center for Finance, Department of Economics, Princeton University

Princeton, New Jersey (USA)

93.9370.41
---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

94.58491.26
66Department of Economics, University of Toronto

Toronto, Canada

95751.22
67Rady School of Management, University of California-San Diego (UCSD)

La Jolla, California (USA)

98.18110.52
68Department of Economics, Mathematics and Statistics, Birkbeck College

London, United Kingdom

98.3252.7
69Athens University of Economics and Business (AUEB)

Athens, Greece

98.56963.01
70DIW Berlin (Deutsches Institut für Wirtschaftsforschung)

Berlin, Germany

100.071400.63
71Departamento de Estadistica, Universidad Carlos III de Madrid

Madrid, Spain

102.1194.74
72Facoltà di Economia, Università degli Studi di Roma "Tor Vergata"

Roma, Italy

103.071173.57
73Department of Economics, New York University (NYU)

New York City, New York (USA)

103.44580.85
74Department of Economics, University of Connecticut

Storrs, Connecticut (USA)

103.59481.72
75Department of Economics, Emory University

Atlanta, Georgia (USA)

105.08301.93
76Economics Department, Queen's University

Kingston, Canada

106.81521.2
77Business School, University of Technology Sydney

Sydney, Australia

108.35912.23
---Departament d'Economia i Empresa, Universitat Pompeu Fabra, Barcelona School of Economics (BSE)

Barcelona, Spain

109.111011.81
78School of Business and Economics, Maastricht University

Maastricht, Netherlands

109.761053.92
79Dipartimento di Economia, Università Ca' Foscari Venezia

Venezia, Italy

112.02911.58
80Wirtschafts- und Sozialwissenschaftliche Fakultät, Universität zu Köln

Köln, Germany

112.51471.61
81Crawford School of Public Policy, Australian National University

Canberra, Australia

114.741880.94
82Department of Economics, Rutgers University-New Brunswick

New Brunswick, New Jersey (USA)

115.36450.68
83Fakultät für Wirtschaftswissenschaften, Universität Wien

Wien, Austria

116.99691.93
---Economic Research Department, Federal Reserve Bank of Atlanta

Atlanta, Georgia (USA)

118.23221.46
84School of Economics and Management, Tsinghua University

Beijing, China

120.26271.59
85Department of Economics, Pennsylvania State University

State College, Pennsylvania (USA)

120.81340.58
86Wirtschaftswissenschaftliche Fakutält, Universität Zürich

Zürich, Switzerland

122.31892.19
87Department of Economics, Korea University

Seoul, South Korea

122.47311.26
88Department of Economics, Vanderbilt University

Nashville, Tennessee (USA)

122.61410.45
89Kellogg Graduate School of Management, Northwestern University

Evanston, Illinois (USA)

123.66530.44
---Institut für Volkswirtschaftslehre, Wirtschaftswissenschaftliche Fakutält, Universität Zürich

Zürich, Switzerland

123.751121.94
90Department of Economics, University of Texas-Dallas

Dallas, Texas (USA)

125.93151.06
---Centre for Applied Macroeconomic Analysis (CAMA), Crawford School of Public Policy, Australian National University

Canberra, Australia

126.2870.91
91Deutsche Bundesbank

Frankfurt, Germany

127.211792.95
92École d'Économie d'Aix-Marseille, Aix-Marseille Université

Aix-en-Provence/Marseille, France

127.421262.58
93Department of Economics, University of California-Riverside

Riverside, California (USA)

127.56361.42
94Toulouse School of Economics (TSE)

Toulouse, France

127.951651.38
---Department of Finance, Kellogg Graduate School of Management, Northwestern University

Evanston, Illinois (USA)

130.59170.19
95Politiikan ja Talouden Tutkimuksen Laitos, Valtiotieteellinen tiedekunta, Helsingin Yliopisto

Helsinki, Finland

131.66321.91
---Vakgroep Kwantitatieve Economie, School of Business and Economics, Maastricht University

Maastricht, Netherlands

131.78122.63
96Business School, University of Exeter

Exeter, United Kingdom

131.8591.54
97Fachbereich Wirtschaftswissenschaft, Freie Universität Berlin

Berlin, Germany

133.73490.46
---Abteilung Volkswirtschaftslehre, Fachbereich Wirtschaftswissenschaft, Freie Universität Berlin

Berlin, Germany

135.37220.43
---Department of Statistics and Operations Research, Fakultät für Wirtschaftswissenschaften, Universität Wien

Wien, Austria

135.5271.6
98Istituto Einaudi per l'Economia e la Finanza (EIEF)

Roma, Italy

135.88360.56
99Département de Sciences Économiques, Université de Montréal

Montréal, Canada

136.43321.24
100Tinbergen Instituut

Amsterdam, Netherlands

137.41292.44
101Federal Reserve Bank of New York

New York City, New York (USA)

138.061011.63
102Department of Economics, University of Notre Dame

South Bend, Indiana (USA)

138.31620.47
103Smeal College of Business Administration, Pennsylvania State University

State College, Pennsylvania (USA)

138.38111
104Sveriges Riksbank

Stockholm, Sweden

140.53372.57
105Economics Department, University of Essex

Colchester, United Kingdom

140.85541.44
106Solvay Brussels School of Economics and Management, Université Libre de Bruxelles

Bruxelles, Belgium

141.731712.01
107Department of Economics and Finance, Brunel University London

Uxbridge, United Kingdom

142.3221.43
108Department of Economics, Indiana University

Bloomington, Indiana (USA)

142.7331.27
109Department of Economics, University of Houston

Houston, Texas (USA)

143.46281.21
110Dipartimento di Economia "Marco Biagi", Università degli Studi di Modena e Reggio Emilia

Modena, Italy

143.56460.4
111Scuola di Economia e Management, Università degli Studi di Firenze

Firenze, Italy

143.9912.45
112Adam Smith Business School, University of Glasgow

Glasgow, United Kingdom

143.94751.98
---Department of Economics, Adam Smith Business School, University of Glasgow

Glasgow, United Kingdom

143.94571.98
---Economics Discipline Group, Business School, University of Technology Sydney

Sydney, Australia

144.13391.18
113College of Economics, Sogang University

Seoul, South Korea

145.76230.75
---Dipartimento di Economia e Finanza, Facoltà di Economia, Università degli Studi di Roma "Tor Vergata"

Roma, Italy

145.81662.78
---Department of Economics, W.P. Carey School of Business, Arizona State University

Tempe, Arizona (USA)

146.74401.29
114W.P. Carey School of Business, Arizona State University

Tempe, Arizona (USA)

146.74511.29
---Finance Division, Sauder School of Business, University of British Columbia

Vancouver, Canada

150.9361
115Sauder School of Business, University of British Columbia

Vancouver, Canada

150.93261
---Dipartimento di Economia "Ettore Bocconi", Università Commerciale Luigi Bocconi

Milano, Italy

152.62330.66
116Banca d'Italia

Roma, Italy

153.293773.84
117Economics Department, Georgetown University

Washington, District of Columbia (USA)

153.54510.7
118Faculty of Business and Economics, University of Melbourne

Melbourne, Australia

154.271003.29
119Department of Economics, University of Maryland

College Park, Maryland (USA)

155.21461.64
120Business School, Macquarie University

Sydney, Australia

155.42461.67
---Seminar für Wirtschafts- und Sozialgeschichte, Wirtschafts- und Sozialwissenschaftliche Fakultät, Universität zu Köln

Köln, Germany

156.120.55
---European Centre for Advanced Research in Economics and Statistics (ECARES), Solvay Brussels School of Economics and Management, Université Libre de Bruxelles

Bruxelles, Belgium

156.36641.98
121London School of Economics (LSE)

London, United Kingdom

157.963581.25
122Hoover Institution on War Revolution & Peace

Stanford, California (USA)

158.95190.07
---Economic Research Department, Federal Reserve Bank of Dallas

Dallas, Texas (USA)

159.72290.59
123Management School, University of Liverpool

Liverpool, United Kingdom

161.38392.4
124Fachbereich Wirtschaftswissenschaft, Goethe Universität Frankfurt am Main

Frankfurt am Main, Germany

162.85751.19
125Banco de España

Madrid, Spain

163.661552.94
126School of Business and Economics, Universidade Nova de Lisboa

Lisboa, Portugal

164.79570.68
127Gordon Lang School of Business and Economics, University of Guelph

Guelph, Canada

166.65481.78
---Department of Economics and Finance, Gordon Lang School of Business and Economics, University of Guelph

Guelph, Canada

166.65401.78
---Dipartimento di Statistica, Informatica, Applicazioni "G. Parenti", Scuola di Economia e Management, Università degli Studi di Firenze

Firenze, Italy

166.68191.87
128Centre for Economic Policy Research (CEPR)

London, United Kingdom

169.074000.29
---Innocenzo Gasparini Institute for Economic Research (IGIER), Università Commerciale Luigi Bocconi

Milano, Italy

170.73480.25
129Culverhouse College of Business, University of Alabama-Tuscaloosa

Tuscaloosa, Alabama (USA)

173.32321.15
130Institute for Fiscal Studies (IFS)

London, United Kingdom

173.78810.2
131Department of Economics, Virginia Polytechnic Institute and State University (Virginia Tech)

Blacksburg, Virginia (USA)

175.57171.45
132Bank of England

London, United Kingdom

176.992193.14
133Graduate School of Business, Columbia University

New York City, New York (USA)

179.56600.15
---Abteilung Empirische Wirtschaftsforschung und International Wirtschaftspolitik, Fachbereich Wirtschaftswissenschaft, Goethe Universität Frankfurt am Main

Frankfurt am Main, Germany

182.9281
---Department of Economics, Faculty of Business and Economics, University of Melbourne

Melbourne, Australia

183.17472.86
134Business School, Queensland University of Technology

Brisbane, Australia

188.09341.64
135BI Handelshøyskolen

Oslo, Norway

188.27560.74
136Department of Economics, Maxwell School, Syracuse University

Syracuse, New York (USA)

188.94250.39
137School of Economics, Universitat de Barcelona

Barcelona, Spain

193.071471.8
138Facultat de Ciències Econòmiques i Empresarials, Universitat de les Illes Balears

Palma de Mallorca, Spain

202522.22
---Departament d'Economia Aplicada, Facultat de Ciències Econòmiques i Empresarials, Universitat de les Illes Balears

Palma de Mallorca, Spain

202332.22
---Department of Economics, Business School, University of Exeter

Exeter, United Kingdom

202.69441.16
139School of Economics and Management, Universiteit van Tilburg

Tilburg, Netherlands

204.061411.65
140Bank of Canada

Ottawa, Canada

204.151754.7
---Finance and Economics Department, Graduate School of Business, Columbia University

New York City, New York (USA)

204.78260.13
141Management School, Lancaster University

Lancaster, United Kingdom

204.85693.42
142Warwick Business School, University of Warwick

Coventry, United Kingdom

205.79301.79
143Department of Economics, University of Birmingham

Birmingham, United Kingdom

207.03561.04
144ESSEC Business School

Cergy-Pontoise, France

207.18402.13
145Department of Economics, Washington University in St. Louis

St. Louis, Missouri (USA)

207.85321.08
146Department of Economics, York University

Toronto, Canada

208.95421.34
---Department of Finance, Questrom School of Business, Boston University

Boston, Massachusetts (USA)

209.250.75
147Questrom School of Business, Boston University

Boston, Massachusetts (USA)

209.2250.75
148Economics Division, University of Southampton

Southampton, United Kingdom

209.28332.25
149College of Business and Economics, Yonsei University

Seoul, South Korea

211.17331.43
---School of Economics, College of Business and Economics, Yonsei University

Seoul, South Korea

211.17311.43
---CentER Graduate School for Economics and Business, School of Economics and Management, Universiteit van Tilburg

Tilburg, Netherlands

211.76931.32
150Faculty of Economics, University of Tokyo

Tokyo, Japan

213.51421.02
---Institutt for Samfunnsøkonomi, BI Handelshøyskolen

Oslo, Norway

215.12240.43
---ICMA Centre for Financial Markets, Henley Business School, University of Reading

Reading, United Kingdom

215.44140.41
151Henley Business School, University of Reading

Reading, United Kingdom

215.44320.41
152DeGroote School of Business, McMaster University

Hamilton, Canada

215.7282.15
153Economics Department, Williams College

Williamstown, Massachusetts (USA)

219.09320.28
154Graduate School of Economics/Faculty of Economics, Hitotsubashi University

Tokyo, Japan

219.25311.5
155Department of Economics, School of Social Sciences, University of Manchester

Manchester, United Kingdom

219.81600.78
156Bank for International Settlements (BIS)

Basel, Switzerland

220.761060.45
157School of Economics, University of Queensland

Brisbane, Australia

221.09971.28
158Department of Economics, University of Pittsburgh

Pittsburgh, Pennsylvania (USA)

224.06551.54
---Department of Economics, London Business School (LBS)

London, United Kingdom

224.69120.4
159London Business School (LBS)

London, United Kingdom

224.69320.4
160Anderson Graduate School of Management, University of California-Los Angeles (UCLA)

Los Angeles, California (USA)

227.05350.25
161LeBow College of Business, Drexel University

Philadelphia, Pennsylvania (USA)

228.2331.02
162EPGE Escola Brasileira de Economia e Finanças, Fundação Getúlio Vargas (FGV)

Rio de Janeiro, Brazil

228.29571.22

The rankings

Top 10% authors in the field of Econometric Time Series

For Econometric Time Series, these are 786 authors affiliated with 1628 institutions.
All authors classified in this field.

RankAuthorScore
1Peter C. B. Phillips

School of Economics, Singapore Management University, Singapore, Singapore

1.64
2Robert F. Engle III

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

3.73
3Clive W. J. Granger †

4.08
4Tim Bollerslev

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

4.99
5Pierre Perron

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

5.08
6Mohammad Hashem Pesaran

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

6.45
7Mark W. Watson

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

8.91
8Francis X. Diebold

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

12.18
9Robert Taylor

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

12.51
10Soren Johansen

Økonomisk Institut, Københavns Universitet, København, Denmark

13.5
11Jushan Bai

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

13.59
12Yongmiao Hong

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

14.43
13Helmut Luetkepohl

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

15.01
14Kenneth D. West

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

16.54
15Serena Ng

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

17.4
16Donald W. K. Andrews

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

18.3
17Gary Koop

Economics Department, University of Strathclyde, Glasgow, United Kingdom

18.57
18Timo Terasvirta

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

18.69
19Yongcheol Shin

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

18.89
20Charles R. Nelson

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

19.71
21Andrew C. Harvey

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

20.6
22James Hamilton

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

21.99
23George Kapetanios

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

23.67
24Neil Shephard

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

24.5
25James H. Stock

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

24.79
26Lars Peter Hansen

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

24.86
27Torben G. Andersen

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

25.08
28David F. Hendry

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

25.19
29Pentti Juhani Saikkonen

25.61
30George Tauchen

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

25.83
31Adrian Rodney Pagan

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

27.59
32Todd Clark

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

27.84
33Stephen Leybourne

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

28.5
34Halbert White †

28.94
35Allan Timmermann

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

33.09
36Graham Elliott

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

33.11
37Lutz Kilian

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

33.13
38Thomas J. Sargent

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

33.69
39Massimiliano Marcellino

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

35.22
40Andrew Patton

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

36.12
41Morten Nielsen

Institut for Økonomi, Aarhus Universitet, Aarhus, Denmark

36.51
42Joakim Westerlund

Nationalekonomiska Institutionen, Ekonomihögskolan, Lunds Universitet, Lund, Sweden

36.88
43Peter Reinhard Hansen

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

38.73
44Siem Jan Koopman

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

41.59
45Jun Yu

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

43.22
46Luis Alberiko Gil-Alana

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

46.28
47David I. Harvey

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

47.22
48Manuel Arellano

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

47.66
49Lajos Horvath

47.9
50Michael McAleer †

48.4
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

48.81
52Ole E. Barndorff-Nielsen †

49.73
53Christian S. Gourieroux

Department of Economics, University of Toronto, Toronto, Canada

50.65
54Michael McCracken

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

50.69
55Chang-Jin Kim

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

55.42
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

56.64
57Jean-Michel Zakoian

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

58.92
58Oliver Bruce Linton

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

59.07
59Lawrence J. Christiano

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

60.35
60Asger Lunde

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

63.24
61Jonathan H. Wright

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

64.29
62Frank Schorfheide

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

64.57
63Rob J Hyndman

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

64.7
64Atsushi Inoue

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

65.41
65Cheng Hsiao

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

66.1
66Christian Francq

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

66.4
67Zhijie Xiao

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

67.6
68Norman Rasmus Swanson

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

68.13
69Chihwa Kao

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

68.32
70Yacine Ait-Sahalia

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

71.27
71Joerg Breitung

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

72.39
72Donggyu Sul

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

72.53
73Jean-Marie Dufour

Department of Economics, McGill University, Montréal, Canada

73.09
74Marcus J. Chambers

Economics Department, University of Essex, Colchester, United Kingdom

73.87
75Marco Lippi

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

74.04
76Joshua C.C. Chan

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

75.27
77Dick van Dijk

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

75.9
78Timothy Vogelsang

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

78.47

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