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Top 10% Institutions and Economists in the Field of Econometric Time Series, as of July 2019

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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.
  • 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 7874 institutions with 56538 registered authors evaluated for all the rankings.

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The rankings

Top 10% institutions in the field of Econometric Time Series

For Econometric Time Series, these are 791 authors affiliated with 1446 institutions.
All authors classified in this field.

RankInstitutionScoreAuthorsAuthor shares
1Department of Economics, Princeton University

Princeton, New Jersey (USA)

2.66561.47
2Institut for Økonomi, Aarhus Universitet

Aarhus, Denmark

4.111312.12
3Department of Economics, Boston University

Boston, Massachusetts (USA)

5.79561.81
---Center for Research in Econometric Analysis of Time Series (CREATES), Institut for Økonomi, Aarhus Universitet

Aarhus, Denmark

6.094810.59
4Singapore Management University

Singapore, Singapore

6.61376.35
5Department of Economics, School of Arts and Sciences, Columbia University

New York City, New York (USA)

8.08491.19
---School of Economics, Singapore Management University

Singapore, Singapore

8.43326.34
6Department of Economics, Harvard University

Cambridge, Massachusetts (USA)

8.54780.94
7Monash Business School, Monash University

Melbourne, Australia

9.0115711.48
8Department of Economics, University of Southern California

Los Angeles, California (USA)

9.11481.25
9Department of Economics, Duke University

Durham, North Carolina (USA)

9.17451.46
10Økonomisk Institut, Københavns Universitet

København, Denmark

10.45724.8
11Department of Economics, University of California-San Diego (UCSD)

La Jolla, California (USA)

10.8492.32
---Department of Econometrics and Business Statistics, Monash Business School, Monash University

Melbourne, Australia

11.433311.34
12Stern School of Business, New York University (NYU)

New York City, New York (USA)

12.24522.22
13Cowles Foundation for Research in Economics, Yale University

New Haven, Connecticut (USA)

15.33170.5
14Department of Economics, University of Pennsylvania

Philadelphia, Pennsylvania (USA)

15.88371.2
15European Central Bank

Frankfurt am Main, Germany

18.262189.06
16Faculty of Economics, University of Cambridge

Cambridge, United Kingdom

19.2652.96
17Department of Economics, University of Washington

Seattle, Washington (USA)

19.64191.57
18Economics Department, University of Wisconsin-Madison

Madison, Wisconsin (USA)

21.18380.7
19School of Economics, University of Nottingham

Nottingham, United Kingdom

21.621065.05
20Department of Economics and Related Studies, University of York

York, United Kingdom

21.7913.23
21Economics Division, University of Southampton

Southampton, United Kingdom

24.72312.33
22Economics Department, Michigan State University

East Lansing, Michigan (USA)

25.71571.27
23Department of Economics, Oxford University

Oxford, United Kingdom

26.921743.8
24Department of Economics, University of Chicago

Chicago, Illinois (USA)

28.45670.62
---Finance Department, Stern School of Business, New York University (NYU)

New York City, New York (USA)

28.79130.64
25Economics Department, Queen's University

Kingston, Canada

34.36511.57
---Department of Economics, Business School, University of Auckland

Auckland, New Zealand

34.57180.27
26Business School, University of Auckland

Auckland, New Zealand

34.57230.27
27Essex Business School, University of Essex

Colchester, United Kingdom

36.2282.61
28Centro de Estudios Monetarios y Financieros (CEMFI)

Madrid, Spain

40.69230.75
29Federal Reserve Bank of New York

New York City, New York (USA)

42.18792.8
30Departamento de Economía, Universidad Carlos III de Madrid

Madrid, Spain

42.32552.17
---Economic Studies, Brookings Institution

Washington, District of Columbia (USA)

42.79110.18
31Brookings Institution

Washington, District of Columbia (USA)

42.79320.18
32Federal Reserve Board (Board of Governors of the Federal Reserve System)

Washington, District of Columbia (USA)

42.861814.05
33Department of Economics, University of North Carolina-Chapel-Hill

Chapel Hill, North Carolina (USA)

43.31191.12
34Federal Reserve Bank of Cleveland

Cleveland, Ohio (USA)

43.91502.82
35National Bureau of Economic Research (NBER)

Cambridge, Massachusetts (USA)

45.874200.47
36Centre de Recherche en Économie et Statistique (CREST)

France

46.64902.17
37Federal Reserve Bank of Dallas

Dallas, Texas (USA)

48.44580.85
38Economics Department, University of Strathclyde

Glasgow, United Kingdom

49.32301.7
39Department of Economics, Northwestern University

Evanston, Illinois (USA)

49.4410.36
40Department of Economics, Boston College

Chestnut Hill, Massachusetts (USA)

50.18521.43
41Federal Reserve Bank of St. Louis

St. Louis, Missouri (USA)

50.83661.45
---Economic Research, Federal Reserve Bank of Cleveland

Cleveland, Ohio (USA)

51.76361.71
---Research Division, Federal Reserve Bank of St. Louis

St. Louis, Missouri (USA)

52.08551.43
42Department of Economics, New York University (NYU)

New York City, New York (USA)

53.64510.89
43School of Economics and Finance, Queen Mary University of London

London, United Kingdom

56.7432.25
44School of Business and Economics, Vrije Universiteit Amsterdam

Amsterdam, Netherlands

58.08982.9
45Economics Department, Yale University

New Haven, Connecticut (USA)

59.29480.47
46Department of Economics, University of California-Berkeley

Berkeley, California (USA)

60.77570.71
47Department of Economics, Indiana University

Bloomington, Indiana (USA)

61.2281
---Volatility Institute, Stern School of Business, New York University (NYU)

New York City, New York (USA)

62.1930.2
48Economics Department, Massachusetts Institute of Technology (MIT)

Cambridge, Massachusetts (USA)

62.69540.18
49Università Commerciale Luigi Bocconi

Milano, Italy

62.881671.81
50Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam

Rotterdam, Netherlands

62.951193.12
51Department of Economics, Cornell University

Ithaca, New York (USA)

63401
52Department of Economics, McGill University

Montréal, Canada

63.16351.34
53Federal Reserve Bank of Atlanta

Atlanta, Georgia (USA)

63.75282.08
54Department of Economics, University College London (UCL)

London, United Kingdom

63.91731.32
---Bendheim Center for Finance, Department of Economics, Princeton University

Princeton, New Jersey (USA)

64.3460.53
55Barcelona Graduate School of Economics (Barcelona GSE)

Barcelona, Spain

65.391672.91
---Econometrisch Instituut, Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam

Rotterdam, Netherlands

67.02232.59
56Tinbergen Instituut

Amsterdam, Netherlands

67.21253.07
57École des Sciences Économiques de Louvain, Université Catholique de Louvain

Louvain-la-Neuve, Belgium

68.951191.6
---Granger Centre for Time Series Econometrics, School of Economics, University of Nottingham

Nottingham, United Kingdom

70.7663.4
58Faculteit Economie en Bedrijfskunde, Universiteit van Amsterdam

Amsterdam, Netherlands

74.04852.18
---Center for Operations Research and Econometrics (CORE), École des Sciences Économiques de Louvain, Université Catholique de Louvain

Louvain-la-Neuve, Belgium

74.32581.21
---Research and Statistics Group, Federal Reserve Bank of New York

New York City, New York (USA)

74.75581.63
59Federal Reserve Bank of Chicago

Chicago, Illinois (USA)

74.93600.86
60Anderson Graduate School of Management, University of California-Los Angeles (UCLA)

Los Angeles, California (USA)

75.43300.57
61Department of Economics, University of Toronto

Toronto, Canada

81.23581.22
62Department of Economics, Ohio State University

Columbus, Ohio (USA)

83.95402
---Afdeling Econometrie and Operations Research, School of Business and Economics, Vrije Universiteit Amsterdam

Amsterdam, Netherlands

84.38132.09
63Department of Economics, Mathematics and Statistics, Birkbeck College

London, United Kingdom

91.05281.78
64Department of Economics, Emory University

Atlanta, Georgia (USA)

91.77241.75
---Amsterdam School of Economics, Faculteit Economie en Bedrijfskunde, Universiteit van Amsterdam

Amsterdam, Netherlands

93.31281.41
65Crawford School of Public Policy, Australian National University

Canberra, Australia

94.721540.79
66Department of Economics, Pennsylvania State University

State College, Pennsylvania (USA)

95340.64
67Departamento de Estadistica, Universidad Carlos III de Madrid

Madrid, Spain

95.9695.14
68Institute of Labor Economics (IZA)

Bonn, Germany

97.788720.57
69Department of Economics, University of Warwick

Coventry, United Kingdom

101.23821.87
70School of Economics, Faculty of Arts and Social Sciences, University of Sydney

Sydney, Australia

102.32641.47
71Department of Economics, University of California-Riverside

Riverside, California (USA)

102.39261.26
72Center for Applied Statistics and Econometrics (CASE), Humboldt-Universität Berlin

Berlin, Germany

102.87210.89
73DIW Berlin (Deutsches Institut für Wirtschaftsforschung)

Berlin, Germany

103.821451.09
---Centre for Applied Macroeconomic Analysis (CAMA), Crawford School of Public Policy, Australian National University

Canberra, Australia

104.5660.76
---Economic Research Department, Federal Reserve Bank of Atlanta

Atlanta, Georgia (USA)

104.84231.83
74College of Economics, Sogang University

Seoul, South Korea

106.94221
---Department of Finance, College of Management, Asia University

Wufeng, Taiwan

108.970.41
75College of Management, Asia University

Wufeng, Taiwan

108.9190.41
76Department of Economics, University of California-Los Angeles (UCLA)

Los Angeles, California (USA)

109.5550.67
77Istituto Einaudi per l'Economia e la Finanza (EIEF)

Roma, Italy

110.18230.59
78Bank of Canada

Ottawa, Canada

110.571504.73
79School of Business and Economics, Maastricht University

Maastricht, Netherlands

110.62914.47
80Department of Economics, Korea University

Seoul, South Korea

113.21251.04
81Department of Agricultural and Resource Economics, University of Maryland

College Park, Maryland (USA)

113.22260.5
82Ekonomihögskolan, Lunds Universitet

Lund, Sweden

113.371111.71
---Nationalekonomiska Institutionen, Ekonomihögskolan, Lunds Universitet

Lund, Sweden

113.37701.71
---Departament d'Economia i Empresa, Universitat Pompeu Fabra, Barcelona Graduate School of Economics (Barcelona GSE)

Barcelona, Spain

113.88962.02
83Business School, University of Technology Sydney

Sydney, Australia

115.6891.72
84Department of Economics, Johns Hopkins University

Baltimore, Maryland (USA)

115.9180.6
85Dipartimento di Scienze Economiche, Alma Mater Studiorum - Università di Bologna

Bologna, Italy

117.131051.79
86Deutsche Bundesbank

Frankfurt, Germany

117.371563.3
87Facoltà di Economia, Università degli Studi di Roma "Tor Vergata"

Roma, Italy

118.151012.62
88Department of Economics, Rutgers University-New Brunswick

New Brunswick, New Jersey (USA)

118.23370.63
89Rady School of Management, University of California-San Diego (UCSD)

La Jolla, California (USA)

118.29110.4
90Economics Department, Georgetown University

Washington, District of Columbia (USA)

118.81480.66
91Department of Economics, University of Texas-Dallas

Dallas, Texas (USA)

119.98100.75
92Centre for Economic Policy Research (CEPR)

London, United Kingdom

121.583090.33
93Warwick Business School, University of Warwick

Coventry, United Kingdom

122.96282.51
94London School of Economics (LSE)

London, United Kingdom

123.712951.7
---Dipartimento di Economia e Finanza, Facoltà di Economia, Università degli Studi di Roma "Tor Vergata"

Roma, Italy

124.8582.6
95Krannert School of Management, Purdue University

West Lafayette, Indiana (USA)

125.74322.26
---Department of Economics, Krannert School of Management, Purdue University

West Lafayette, Indiana (USA)

125.74292.26
96Fakultät für Wirtschaftswissenschaften, Universität Wien

Wien, Austria

126.06552.04
---Department of Finance, Kellogg Graduate School of Management, Northwestern University

Evanston, Illinois (USA)

126.2170.2
97Kellogg Graduate School of Management, Northwestern University

Evanston, Illinois (USA)

126.2460.2
---Department of Economics, W.P. Carey School of Business, Arizona State University

Tempe, Arizona (USA)

127.31431.3
98W.P. Carey School of Business, Arizona State University

Tempe, Arizona (USA)

127.31541.3
99Department of Economics, University of Connecticut

Storrs, Connecticut (USA)

127.45461.71
100Sveriges Riksbank

Stockholm, Sweden

129.08402.02
101Department of Economics, Vanderbilt University

Nashville, Tennessee (USA)

129.66410.47
102Dipartimento di Economia "Marco Biagi", Università degli Studi di Modena e Reggio Emilia

Modena, Italy

129.71470.41
---Vakgroep Kwantitatieve Economie, School of Business and Economics, Maastricht University

Maastricht, Netherlands

130.52103.91
103Solvay Brussels School of Economics and Management, Université Libre de Bruxelles

Bruxelles, Belgium

130.741582.26
104Economics Department, University of Essex

Colchester, United Kingdom

132.66421.25
---Economics Discipline Group, Business School, University of Technology Sydney

Sydney, Australia

133.74401.39
105International Monetary Fund (IMF)

Washington, District of Columbia (USA)

137.054253.29
106Joint Research Centre, European Commission

Ispra, Italy

137.47742.55
107Department of Economics, Washington University in St. Louis

St. Louis, Missouri (USA)

137.68260.61
108Adam Smith Business School, University of Glasgow

Glasgow, United Kingdom

138.57562.19
---Department of Economics, Adam Smith Business School, University of Glasgow

Glasgow, United Kingdom

138.57462.19
109Politiikan ja Talouden Tutkimuksen Laitos, Valtiotieteellinen tiedekunta, Helsingin Yliopisto

Helsinki, Finland

139.13251.95
110Athens University of Economics and Business (AUEB)

Athens, Greece

139.19782.94
111Department of Economics, University of Birmingham

Birmingham, United Kingdom

139.61331.73
112École d'Économie d'Aix-Marseille, Aix-Marseille Université

Aix-en-Provence/Marseille, France

142.471092.59
113Scuola di Economia e Management, Università degli Studi di Firenze

Firenze, Italy

146.91792.26
114Department of Economics, University of Houston

Houston, Texas (USA)

147.59221
---European Centre for Advanced Research in Economics and Statistics (ECARES), Solvay Brussels School of Economics and Management, Université Libre de Bruxelles

Bruxelles, Belgium

147.82632.21
115Dipartimento di Economia, Università Ca' Foscari Venezia

Venezia, Italy

148.3721.56
116School of Economics, Finance and Management, University of Bristol

Bristol, United Kingdom

148.54560.69
117Fachbereich Wirtschaftswissenschaft, Freie Universität Berlin

Berlin, Germany

148.62410.86
118Economics Department, Brown University

Providence, Rhode Island (USA)

151.87550.69
119Institute for Fiscal Studies (IFS)

London, United Kingdom

153.06680.2
120Fachbereich Wirtschaftswissenschaft, Goethe Universität Frankfurt am Main

Frankfurt am Main, Germany

153.16671.73
---Dipartimento di Statistica, Informatica, Applicazioni "G. Parenti", Scuola di Economia e Management, Università degli Studi di Firenze

Firenze, Italy

153.27152.02
121Faculty of Business and Economics, University of Melbourne

Melbourne, Australia

154.011033.12
---Department of Statistics and Operations Research, Fakultät für Wirtschaftswissenschaften, Universität Wien

Wien, Austria

154.0171.67
122School of Business and Economics, Universidade Nova de Lisboa

Lisboa, Portugal

156.46500.88
---Finance Division, Sauder School of Business, University of British Columbia

Vancouver, Canada

158.6551
123Sauder School of Business, University of British Columbia

Vancouver, Canada

158.65231
124Business School, Deakin University

Melbourne, Australia

158.79801.86
124Department of Economics, Virginia Polytechnic Institute and State University (Virginia Tech)

Blacksburg, Virginia (USA)

158.79121.41
126Wirtschaftswissenschaftliche Fakutät, Universität Zürich

Zürich, Switzerland

159.341551.68
---Institut für Volkswirtschaftslehre, Wirtschaftswissenschaftliche Fakutät, Universität Zürich

Zürich, Switzerland

159.34941.68
127Department of Economics, University of Notre Dame

South Bend, Indiana (USA)

161.36410.56
---Abteilung Volkswirtschaftslehre, Fachbereich Wirtschaftswissenschaft, Freie Universität Berlin

Berlin, Germany

161.46190.44
128Institut für Ökonometrie und OR, Rheinische Friedrich-Wilhelms-Universität Bonn

Bonn, Germany

161.7210.56
129Management School, Lancaster University

Lancaster, United Kingdom

163.16632.92
130Department of Economics, University of Maryland

College Park, Maryland (USA)

163.68451.58
131Smeal College of Business Administration, Pennsylvania State University

State College, Pennsylvania (USA)

165.4290.83
132Toulouse School of Economics (TSE)

Toulouse, France

165.911600.81
133Cass Business School, City University

London, United Kingdom

166.98380.73
---Department of Economics, London Business School (LBS)

London, United Kingdom

167.22130.57
134London Business School (LBS)

London, United Kingdom

167.22300.57
135Department of Economics, Maxwell School, Syracuse University

Syracuse, New York (USA)

167.31180.41
---Dipartimento di Economia "Ettore Bocconi", Università Commerciale Luigi Bocconi

Milano, Italy

167.84330.28
136Department of Economics and Finance, Brunel University

Uxbridge, United Kingdom

168.52161.56
137Department of Economics, University of Illinois at Urbana-Champaign

Urbana-Champaign, Illinois (USA)

168.59471.7
138Département de Sciences Économiques, Université de Montréal

Montréal, Canada

169.21320.95
---ICMA Centre for Financial Markets, Henley Business School, University of Reading

Reading, United Kingdom

176.03120.32
139Henley Business School, University of Reading

Reading, United Kingdom

176.03280.32
140Bank of England

London, United Kingdom

176.132013.46
141Banco de España

Madrid, Spain

179.851123.13
---Innocenzo Gasparini Institute for Economic Research (IGIER), Università Commerciale Luigi Bocconi

Milano, Italy

179.98490.3
142William E. Simon Graduate School of Business Administration, University of Rochester

Rochester, New York (USA)

180.96110.2
143Banca d'Italia

Roma, Italy

182.362513.22
144Olin School of Business, Washington University in St. Louis

St. Louis, Missouri (USA)

184.55200.34

The rankings

Top 10% authors in the field of Econometric Time Series

For Econometric Time Series, these are 791 authors affiliated with 1446 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

1.7
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)

2.7
3Pierre Perron

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

4.28
4Clive W. J. Granger †

4.77
5Tim Bollerslev

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

7.52
6M Hashem Pesaran

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

7.67
7Soren Johansen

Økonomisk Institut, Københavns Universitet, København, Denmark

9.28
8Jushan Bai

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

12.63
9Mark W. Watson

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

12.76
10Charles R. Nelson

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

13.53
11Donald W. K. Andrews

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

16.1
12Robert Taylor

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

17.03
13James H. Stock

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

17.35
14Francis X. Diebold

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

17.64
15Lars Peter Hansen

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

17.97
16Timo Teräsvirta

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

18.93
17Yongcheol Shin

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

19.41
18David F. Hendry

Department of Economics, Oxford University, Oxford, United Kingdom

21.55
19Serena Ng

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

22.03
20Thomas J. Sargent

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

22.16
21Andrew C. Harvey

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

23.49
22Kenneth D. West

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

23.98
23Helmut Lütkepohl

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

24.68
24Graham Elliott

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

25.27
25George Tauchen

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

25.48
26Stephen Leybourne

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

26.62
27Neil Shephard

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

26.78
28Gary Koop

Economics Department, University of Strathclyde, Glasgow, United Kingdom

27.01
29James Hamilton

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

27.43
30Torben G. Andersen

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

27.94
31Pentti Saikkonen

27.99
32Joon Y. Park

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

28.74
33Allan Timmermann

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

30.57
34Halbert White †

33.34
35Todd Clark

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

34.63
36Adrian Rodney Pagan

School of Economics, Faculty of Arts and Social Sciences, University of Sydney, Sydney, Australia
Centre for Applied Macroeconomic Analysis (CAMA), Crawford School of Public Policy, Australian National University, Canberra, Australia

35.37
37Manuel Arellano

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

37.29
38Morten Ørregaard Nielsen

Economics Department, Queen's University, Kingston, Canada

38.51
39Yacine Ait-Sahalia

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

39.06
40Peter Reinhard Hansen

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

44.01
41Christian S. Gourieroux

Department of Economics, University of Toronto, Toronto, Canada

45.12
42Lawrence J. Christiano

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

46.69
43Chang-Jin Kim

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

48.68
44Lutz Kilian

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

48.69
45Luc Bauwens

Center for Operations Research and Econometrics (CORE), École des Sciences Économiques de Louvain, Université Catholique de Louvain, Louvain-la-Neuve, Belgium

49.35
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

50.81
47David I. Harvey

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

51.08
48Andrew Patton

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

51.43
49Michael McAleer

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

52.24
50Ole E. Barndorff-Nielsen

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

55.18
51Siem Jan Koopman

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

56.21
52Joakim Westerlund

Nationalekonomiska Institutionen, Ekonomihögskolan, Lunds Universitet, Lund, Sweden

56.47
53Jun Yu

School of Economics, Singapore Management University, Singapore, Singapore

56.58
54Lucrezia Reichlin

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

57.02
55Michael McCracken

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

57.69
56Jean-Michel Zakoian

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

63.64
57James MacKinnon

Economics Department, Queen's University, Kingston, Canada

64.33
58Christopher F Baum

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

64.67
59In Choi

College of Economics, Sogang University, Seoul, South Korea

64.9
60Marco Lippi

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

65.06
61Cheng Hsiao

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

65.4
62Donggyu Sul

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

65.81
63Frank Schorfheide

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

66.28
64Timothy Vogelsang

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

68.87
65Asger Lunde

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

69.41
66Jean-Marie Dufour

Department of Economics, McGill University, Montréal, Canada

69.54
67Eric Ghysels

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

70.02
68Norman Rasmus Swanson

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

70.51
69Marcus J. Chambers

Economics Department, University of Essex, Colchester, United Kingdom

72.13
70Atsushi Inoue

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

72.16
71Zhijie Xiao

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

73.04
72Hyungsik Roger Moon

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

75.46
73Mario Forni

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

77.6
74Domenico Giannone

Research and Statistics Group, Federal Reserve Bank of New York, New York City, New York (USA)

79.19
75Giuseppe Cavaliere

Dipartimento di Scienze Economiche, Alma Mater Studiorum - Università di Bologna, Bologna, Italy

79.82
76Badi H. Baltagi

Department of Economics, Maxwell School, Syracuse University, Syracuse, New York (USA)

79.82
77Oliver Bruce Linton

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

81.72
78Jörg Breitung

Institut für Ökonometrie und OR, Rheinische Friedrich-Wilhelms-Universität Bonn, Bonn, Germany

81.81
79Luis Alberiko Gil-Alana

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

83.13

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