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Top 10% Institutions and Economists in the Field of Econometric Time Series, as of December 2025

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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 9199 institutions with 72750 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 811 authors affiliated with 1633 institutions.
All authors classified in this field.

RankInstitutionScoreAuthorsAuthor shares
1Institut for Økonomi, Aarhus Universitet

Aarhus, Denmark

2.811612.55
2Department of Economics, Duke University

Durham, North Carolina (USA)

3.25522.04
3Department of Economics, Princeton University

Princeton, New Jersey (USA)

3.63482.42
---Center for Research in Econometric Analysis of Time Series (CREATES), Institut for Økonomi, Aarhus Universitet

Aarhus, Denmark

8.11398.88
4Department of Economics, School of Arts and Sciences, Columbia University

New York City, New York (USA)

8.12551.04
5Monash Business School, Monash University

Melbourne, Australia

9.0120211.53
6Department of Economics, University of Southern California

Los Angeles, California (USA)

9.02721.28
6Department of Economics, Boston University

Boston, Massachusetts (USA)

9.02713.25
8Department of Economics, University of California-San Diego (UCSD)

La Jolla, California (USA)

10.02511.91
9Stern School of Business, New York University (NYU)

New York City, New York (USA)

10.06572.35
10African Governance and Development Institute (AGDI)

Yaoundé, Cameroun

11.2360.95
11Cowles Foundation for Research in Economics, Yale University

New Haven, Connecticut (USA)

11.61180.53
12Department of Economics, Harvard University

Cambridge, Massachusetts (USA)

12.31720.86
---Department of Econometrics and Business Statistics, Monash Business School, Monash University

Melbourne, Australia

13.484010.44
13National Bureau of Economic Research (NBER)

Cambridge, Massachusetts (USA)

14.685110.76
14Singapore Management University

Singapore, Singapore

15.55404.56
15Department of Economics, University of Pennsylvania

Philadelphia, Pennsylvania (USA)

15.78522.2
16European Central Bank

Frankfurt am Main, Germany

15.922768.78
---School of Economics, Singapore Management University

Singapore, Singapore

17.32314.23
17Økonomisk Institut, Københavns Universitet

København, Denmark

19.05804.57
18Economics Department, University of Wisconsin-Madison

Madison, Wisconsin (USA)

19.06370.72
19Faculty of Economics, University of Cambridge

Cambridge, United Kingdom

19.22722.24
20Department of Economics and Related Studies, University of York

York, United Kingdom

21.39943.68
21Department of Economics, Oxford University

Oxford, United Kingdom

22.351853.81
22Department of Economics, University of Washington

Seattle, Washington (USA)

24.54241.61
23School of Economics, University of Nottingham

Nottingham, United Kingdom

24.811203.42
---Department of Economics, Business School, University of Auckland

Auckland, New Zealand

28.79200.3
24Business School, University of Auckland

Auckland, New Zealand

28.79260.3
---Finance Department, Stern School of Business, New York University (NYU)

New York City, New York (USA)

29.7190.51
25Economics Department, Michigan State University

East Lansing, Michigan (USA)

31.06541.12
26Department of Economics, Johns Hopkins University

Baltimore, Maryland (USA)

31.56340.88
27Essex Business School, University of Essex

Colchester, United Kingdom

32.02292.54
28Centre de Recherche en Économie et Statistique (CREST)

Palaiseau, France

32.611113.21
29School of Business and Economics, Vrije Universiteit Amsterdam

Amsterdam, Netherlands

33.441359.04
30Federal Reserve Bank of Dallas

Dallas, Texas (USA)

35.54581.02
31Department of Economics, University of Chicago

Chicago, Illinois (USA)

36.17830.85
32Barcelona School of Economics (BSE)

Barcelona, Spain

40.51854
33School of Economics, Faculty of Arts and Social Sciences, University of Sydney

Sydney, Australia

41.04814.23
34Economics Department, University of Strathclyde

Glasgow, United Kingdom

42.1320.95
35Federal Reserve Bank of St. Louis

St. Louis, Missouri (USA)

42.79601.24
---Research Division, Federal Reserve Bank of St. Louis

St. Louis, Missouri (USA)

44.37511.22
36Departamento de Economía, Universidad Carlos III de Madrid

Madrid, Spain

45.34591.86
37Department of Economics, University of North Carolina-Chapel-Hill

Chapel Hill, North Carolina (USA)

46.28231.28
38Centro de Estudios Monetarios y Financieros (CEMFI)

Madrid, Spain

48.17300.89
39Economics Department, Massachusetts Institute of Technology (MIT)

Cambridge, Massachusetts (USA)

51.31620.51
40Department of Economics, Northwestern University

Evanston, Illinois (USA)

53.39500.38
41School of Economics and Management, University of Chinese Academy of Sciences

Beijing, China

53.5341
42Università Commerciale Luigi Bocconi

Milano, Italy

54.141853.21
43Louvain Institute of Data Analysis and Modelling in Economics and Statistics (LIDAM), Université Catholique de Louvain

Louvain-la-Neuve, Belgium

54.421352.88
44Department of Economics, McGill University

Montréal, Canada

55.39361.52
45Federal Reserve Board (Board of Governors of the Federal Reserve System)

Washington, District of Columbia (USA)

56.22114
46International Monetary Fund (IMF)

Washington, District of Columbia (USA)

56.645417.98
47Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam

Rotterdam, Netherlands

58.521224.9
48Federal Reserve Bank of Cleveland

Cleveland, Ohio (USA)

58.66883.61
---Volatility Institute, Stern School of Business, New York University (NYU)

New York City, New York (USA)

60.9120.13
---Econometrisch Instituut, Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam

Rotterdam, Netherlands

63.45223.88
49Department of Economics, University of California-Berkeley

Berkeley, California (USA)

63.5630.6
---Afdeling Econometrie and Operations Research, School of Business and Economics, Vrije Universiteit Amsterdam

Amsterdam, Netherlands

63.78163.73
50Economics Department, Yale University

New Haven, Connecticut (USA)

64.58690.45
51Faculty of Business Administration, University of Macau

Macau, Macao

67.63211.25
52School of Economics and Finance, Queen Mary University of London

London, United Kingdom

67.81712.12
53Faculteit Economie en Bedrijfskunde, Universiteit van Amsterdam

Amsterdam, Netherlands

69.11062.75
54Department of Economics, University College London (UCL)

London, United Kingdom

70.74671.12
55Dipartimento di Scienze Economiche, Alma Mater Studiorum - Università di Bologna

Bologna, Italy

71.121263.07
56Department of Economics, Boston College

Chestnut Hill, Massachusetts (USA)

72.72710.95
---Economic Research, Federal Reserve Bank of Cleveland

Cleveland, Ohio (USA)

74.1562.01
57Ekonomihögskolan, Lunds Universitet

Lund, Sweden

74.421171.91
---Nationalekonomiska Institutionen, Ekonomihögskolan, Lunds Universitet

Lund, Sweden

74.42681.91
58Business School, King's College London

London, United Kingdom

74.59411.63
59Brookings Institution

Washington, District of Columbia (USA)

74.78390.12
60Federal Reserve Bank of Atlanta

Atlanta, Georgia (USA)

74.98291.72
61Department of Economics, University of Illinois at Urbana-Champaign

Urbana-Champaign, Illinois (USA)

75.3451.7
---Economic Studies, Brookings Institution

Washington, District of Columbia (USA)

76.2120.12
---Granger Centre for Time Series Econometrics, School of Economics, University of Nottingham

Nottingham, United Kingdom

83.7361.56
---Amsterdam School of Economics, Faculteit Economie en Bedrijfskunde, Universiteit van Amsterdam

Amsterdam, Netherlands

86.65301.3
62Mitch Daniels School of Business, Purdue University

West Lafayette, Indiana (USA)

86.97552.42
63Federal Reserve Bank of Chicago

Chicago, Illinois (USA)

88.38560.54
64Department of Economics, University of Warwick

Coventry, United Kingdom

88.81901.48
---Bendheim Center for Finance, Department of Economics, Princeton University

Princeton, New Jersey (USA)

89.2270.42
---Department of Economics, Mitch Daniels School of Business, Purdue University

West Lafayette, Indiana (USA)

91.94462.39
65School of Business and Economics, Maastricht University

Maastricht, Netherlands

93.11043.6
66Department of Economics, Ohio State University

Columbus, Ohio (USA)

93.49423
67Department of Economics, Washington University in St. Louis

St. Louis, Missouri (USA)

94.12321.58
---Departament d'Economia i Empresa, Universitat Pompeu Fabra, Barcelona School of Economics (BSE)

Barcelona, Spain

95.641032.15
68Athens University of Economics and Business (AUEB)

Athens, Greece

96.33983.06
69Rady School of Management, University of California-San Diego (UCSD)

La Jolla, California (USA)

96.6110.53
70Department of Economics, University of Toronto

Toronto, Canada

96.93741.2
---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

97.23491.21
71Department of Economics, New York University (NYU)

New York City, New York (USA)

98.49581.51
72DIW Berlin (Deutsches Institut für Wirtschaftsforschung)

Berlin, Germany

99.221410.63
73Facoltà di Economia, Università degli Studi di Roma "Tor Vergata"

Roma, Italy

100.391173.6
74Department of Economics, Mathematics and Statistics, Birkbeck College

London, United Kingdom

100.56252.65
75Department of Economics, University of Connecticut

Storrs, Connecticut (USA)

101.13481.72
76Departamento de Estadistica, Universidad Carlos III de Madrid

Madrid, Spain

103.1594.74
77Dipartimento di Economia, Università Ca' Foscari Venezia

Venezia, Italy

104.98911.64
78Department of Economics, Emory University

Atlanta, Georgia (USA)

105.18301.93
79Economics Department, Queen's University

Kingston, Canada

107.45521.2
80Business School, University of Technology Sydney

Sydney, Australia

107.76912.24
81Wirtschafts- und Sozialwissenschaftliche Fakultät, Universität zu Köln

Köln, Germany

110.99481.61
---Economic Research Department, Federal Reserve Bank of Atlanta

Atlanta, Georgia (USA)

113.8211.51
82Department of Economics, Vanderbilt University

Nashville, Tennessee (USA)

115.04410.47
---Vakgroep Kwantitatieve Economie, School of Business and Economics, Maastricht University

Maastricht, Netherlands

115.33122.74
83School of Economics and Management, Tsinghua University

Beijing, China

117.64271.59
84Department of Economics, Korea University

Seoul, South Korea

118.69301.27
85Crawford School of Public Policy, Australian National University

Canberra, Australia

119.021890.9
86Wirtschaftswissenschaftliche Fakutält, Universität Zürich

Zürich, Switzerland

120.771882.19
87Department of Economics, Pennsylvania State University

State College, Pennsylvania (USA)

121.2340.58
88Department of Economics, Rutgers University-New Brunswick

New Brunswick, New Jersey (USA)

121.44440.67
89Deutsche Bundesbank

Frankfurt, Germany

122.011782.98
---Institut für Volkswirtschaftslehre, Wirtschaftswissenschaftliche Fakutält, Universität Zürich

Zürich, Switzerland

122.351111.94
90Fakultät für Wirtschaftswissenschaften, Universität Wien

Wien, Austria

122.41681.72
91École d'Économie d'Aix-Marseille, Aix-Marseille Université

Aix-en-Provence/Marseille, France

124.061272.59
92Department of Economics, University of Texas-Dallas

Dallas, Texas (USA)

125.68151.06
93Business School, University of Exeter

Exeter, United Kingdom

127.75591.57
---Department of Finance, Kellogg Graduate School of Management, Northwestern University

Evanston, Illinois (USA)

127.93170.19
94Kellogg Graduate School of Management, Northwestern University

Evanston, Illinois (USA)

127.93530.19
95Department of Economics, University of California-Riverside

Riverside, California (USA)

128.05361.42
96Tinbergen Instituut

Amsterdam, Netherlands

129.21292.88
97Département de Sciences Économiques, Université de Montréal

Montréal, Canada

130.81311.18
---Centre for Applied Macroeconomic Analysis (CAMA), Crawford School of Public Policy, Australian National University

Canberra, Australia

131.18870.87
---Abteilung Volkswirtschaftslehre, Fachbereich Wirtschaftswissenschaft, Freie Universität Berlin

Berlin, Germany

133.05210.44
98Department of Economics, Indiana University

Bloomington, Indiana (USA)

133.05331.25
97Fachbereich Wirtschaftswissenschaft, Freie Universität Berlin

Berlin, Germany

133.05470.44
100Politiikan ja Talouden Tutkimuksen Laitos, Valtiotieteellinen tiedekunta, Helsingin Yliopisto

Helsinki, Finland

133.21321.9
101Istituto Einaudi per l'Economia e la Finanza (EIEF)

Roma, Italy

135.46370.56
102Sveriges Riksbank

Stockholm, Sweden

138.26362.59
103Department of Economics and Finance, Brunel University London

Uxbridge, United Kingdom

139.6221.43
104Department of Economics, University of Notre Dame

South Bend, Indiana (USA)

140.8610.46
105Scuola di Economia e Management, Università degli Studi di Firenze

Firenze, Italy

141.67892.46
---Department of Statistics and Operations Research, Fakultät für Wirtschaftswissenschaften, Universität Wien

Wien, Austria

142.1871.41
---Dipartimento di Economia e Finanza, Facoltà di Economia, Università degli Studi di Roma "Tor Vergata"

Roma, Italy

142.51662.8
106Adam Smith Business School, University of Glasgow

Glasgow, United Kingdom

142.58752
---Department of Economics, Adam Smith Business School, University of Glasgow

Glasgow, United Kingdom

142.58572
107Toulouse School of Economics (TSE)

Toulouse, France

144.281631.28
108Department of Economics, University of Houston

Houston, Texas (USA)

145.52281.21
---Economics Discipline Group, Business School, University of Technology Sydney

Sydney, Australia

145.58391.18
109Solvay Brussels School of Economics and Management, Université Libre de Bruxelles

Bruxelles, Belgium

145.71702.02
110Federal Reserve Bank of New York

New York City, New York (USA)

145.77981.49
111Economics Department, University of Essex

Colchester, United Kingdom

146.08491.46
112College of Economics, Sogang University

Seoul, South Korea

146.25230.75
113Dipartimento di Economia "Marco Biagi", Università degli Studi di Modena e Reggio Emilia

Modena, Italy

147.11470.4
---Department of Economics, W.P. Carey School of Business, Arizona State University

Tempe, Arizona (USA)

149.21401.29
114W.P. Carey School of Business, Arizona State University

Tempe, Arizona (USA)

149.21511.29
---Dipartimento di Economia "Ettore Bocconi", Università Commerciale Luigi Bocconi

Milano, Italy

151.12330.76
---Finance Division, Sauder School of Business, University of British Columbia

Vancouver, Canada

151.2961
115Sauder School of Business, University of British Columbia

Vancouver, Canada

151.29261
---Seminar für Wirtschafts- und Sozialgeschichte, Wirtschafts- und Sozialwissenschaftliche Fakultät, Universität zu Köln

Köln, Germany

153.1220.55
116Anderson Graduate School of Management, University of California-Los Angeles (UCLA)

Los Angeles, California (USA)

153.35350.39
117Business School, Macquarie University

Sydney, Australia

153.6461.7
118Banca d'Italia

Roma, Italy

155.263753.7
119Economics Department, Georgetown University

Washington, District of Columbia (USA)

155.75500.7
120Department of Economics, University of Maryland

College Park, Maryland (USA)

155.88471.64
121London School of Economics (LSE)

London, United Kingdom

157.63551.29
122Faculty of Business and Economics, University of Melbourne

Melbourne, Australia

158.611003.29
123Fachbereich Wirtschaftswissenschaft, Goethe Universität Frankfurt am Main

Frankfurt am Main, Germany

159.57761.19
---European Centre for Advanced Research in Economics and Statistics (ECARES), Solvay Brussels School of Economics and Management, Université Libre de Bruxelles

Bruxelles, Belgium

160.08641.99
124Gordon Lang School of Business and Economics, University of Guelph

Guelph, Canada

160.36481.81
---Department of Economics and Finance, Gordon Lang School of Business and Economics, University of Guelph

Guelph, Canada

160.36401.81
125Management School, University of Liverpool

Liverpool, United Kingdom

161.88392.41
---Dipartimento di Statistica, Informatica, Applicazioni "G. Parenti", Scuola di Economia e Management, Università degli Studi di Firenze

Firenze, Italy

162.67191.88
126Centre for Economic Policy Research (CEPR)

London, United Kingdom

163.643910.29
127Hoover Institution on War Revolution & Peace

Stanford, California (USA)

165.98190.07
128School of Business and Economics, Universidade Nova de Lisboa

Lisboa, Portugal

166.25550.69
129Banco de España

Madrid, Spain

168.281512.94
130Smeal College of Business Administration, Pennsylvania State University

State College, Pennsylvania (USA)

168.46110.9
---Innocenzo Gasparini Institute for Economic Research (IGIER), Università Commerciale Luigi Bocconi

Milano, Italy

168.9480.25
131Institute for Fiscal Studies (IFS)

London, United Kingdom

172.4810.2
132Culverhouse College of Business, University of Alabama-Tuscaloosa

Tuscaloosa, Alabama (USA)

172.87331.14
133Bank of England

London, United Kingdom

176.012173.14
---Economic Research Department, Federal Reserve Bank of Dallas

Dallas, Texas (USA)

176.86340.55
---Abteilung Empirische Wirtschaftsforschung und International Wirtschaftspolitik, Fachbereich Wirtschaftswissenschaft, Goethe Universität Frankfurt am Main

Frankfurt am Main, Germany

179.7181
134Department of Economics, Virginia Polytechnic Institute and State University (Virginia Tech)

Blacksburg, Virginia (USA)

182.97171.45
135Graduate School of Business, Columbia University

New York City, New York (USA)

185.67600.15
136Business School, Queensland University of Technology

Brisbane, Australia

187.25351.61
---Department of Economics, Faculty of Business and Economics, University of Melbourne

Melbourne, Australia

187.98472.86
137Department of Economics, Maxwell School, Syracuse University

Syracuse, New York (USA)

191.82250.39
138BI Handelshøyskolen

Oslo, Norway

193.12560.73
---ICMA Centre for Financial Markets, Henley Business School, University of Reading

Reading, United Kingdom

195.54140.44
139Henley Business School, University of Reading

Reading, United Kingdom

195.54320.44
---Department of Economics, Business School, University of Exeter

Exeter, United Kingdom

196.95441.2
140Facultat de Ciències Econòmiques i Empresarials, Universitat de les Illes Balears

Palma de Mallorca, Spain

198.12502.25
---Departament d'Economia Aplicada, Facultat de Ciències Econòmiques i Empresarials, Universitat de les Illes Balears

Palma de Mallorca, Spain

198.12322.25
141Bank of Canada

Ottawa, Canada

198.751764.7
142Department of Economics, University of Oregon

Eugene, Oregon (USA)

200.3250.49
143Warwick Business School, University of Warwick

Coventry, United Kingdom

201.12301.89
144School of Economics and Management, Universiteit van Tilburg

Tilburg, Netherlands

205.451421.66
145College of Business and Economics, Yonsei University

Seoul, South Korea

206.83331.44
---School of Economics, College of Business and Economics, Yonsei University

Seoul, South Korea

206.83311.44
146Management School, Lancaster University

Lancaster, United Kingdom

206.88683.42
147Department of Economics, University of Birmingham

Birmingham, United Kingdom

208.72561.04
148Economics Division, University of Southampton

Southampton, United Kingdom

209.24332.25
---Department of Economics, London Business School (LBS)

London, United Kingdom

210.24120.44
149London Business School (LBS)

London, United Kingdom

210.24330.44
150ESSEC Business School

Cergy-Pontoise, France

211.85402.13
---Finance and Economics Department, Graduate School of Business, Columbia University

New York City, New York (USA)

213.09260.12
---CentER Graduate School for Economics and Business, School of Economics and Management, Universiteit van Tilburg

Tilburg, Netherlands

213.47941.33
151Faculty of Economics, University of Tokyo

Tokyo, Japan

213.64411.03
152DeGroote School of Business, McMaster University

Hamilton, Canada

214.7182.16
153Institut ekonomických studií, Univerzita Karlova v Praze

Praha, Czech Republic

214.831302.28
154Economics Department, Williams College

Williamstown, Massachusetts (USA)

217310.28
155Graduate School of Economics/Faculty of Economics, Hitotsubashi University

Tokyo, Japan

219.01311.52
---Institutt for Samfunnsøkonomi, BI Handelshøyskolen

Oslo, Norway

219.84240.43
156Department of Economics, School of Social Sciences, University of Manchester

Manchester, United Kingdom

221.15610.79
157Department of Economics, York University

Toronto, Canada

221.35421.31
158Department of Economics, University of Pittsburgh

Pittsburgh, Pennsylvania (USA)

223.05551.54
---Economics Group, Nuffield College, Department of Economics, Oxford University

Oxford, United Kingdom

223.68270.27
159LeBow College of Business, Drexel University

Philadelphia, Pennsylvania (USA)

227.3331.01
160EPGE Escola Brasileira de Economia e Finanças, Fundação Getúlio Vargas (FGV)

Rio de Janeiro, Brazil

227.8571.22
161School of Economics, University of Queensland

Brisbane, Australia

233.27991.22
162Centro Ricerche Nord Sud (CRENoS)

Cagliari, Italy

233.52690.84
163Department of Economics, University of California-Santa Barbara (UCSB)

Santa Barbara, California (USA)

233.97350.31

The rankings

Top 10% authors in the field of Econometric Time Series

For Econometric Time Series, these are 811 authors affiliated with 1633 institutions.
All authors classified in this field.

RankAuthorScore
1Peter C. B. Phillips

School of Economics, Singapore Management University, Singapore, Singapore

1.63
2Clive W. J. Granger †

4
3Tim Bollerslev

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

4.24
4Robert F. Engle III

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

4.49
5Pierre Perron

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

5.05
6Mohammad Hashem Pesaran

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

5.73
7Mark W. Watson

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

8.95
8Francis X. Diebold

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

12.35
9Robert Taylor

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

12.88
10Jushan Bai

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

13.47
11Soren Johansen

Økonomisk Institut, Københavns Universitet, København, Denmark

13.76
12Yongmiao Hong

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

13.82
13Helmut Luetkepohl

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

15.45
14Serena Ng

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

15.93
15Charles R. Nelson

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

17.69
16Donald W. K. Andrews

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

17.86
17Kenneth D. West

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

18.34
18Yongcheol Shin

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

18.53
19Gary Koop

Economics Department, University of Strathclyde, Glasgow, United Kingdom

18.56
20Timo Terasvirta

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

19.79
21Andrew C. Harvey

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

21.14
22James Hamilton

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

21.68
23George Kapetanios

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

24.31
24James H. Stock

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

24.55
25Torben G. Andersen

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

24.85
26David F. Hendry

Department of Economics, Oxford University, Oxford, United Kingdom

24.91
27Lars Peter Hansen

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

25.12
28Neil Shephard

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

26.17
29George Tauchen

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

26.22
30Adrian Rodney Pagan

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

27.48
31Todd Clark

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

27.94
32Pentti Juhani Saikkonen

28.07
33Stephen Leybourne

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

29.11
34Lutz Kilian

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

30.52
35Graham Elliott

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

31.59
36Allan Timmermann

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

32.09
37Joakim Westerlund

Nationalekonomiska Institutionen, Ekonomihögskolan, Lunds Universitet, Lund, Sweden

32.55
38Halbert White †

33.01
39Andrew Patton

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

33.57
40Massimiliano 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

33.59
41Thomas J. Sargent

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

34.73
42Morten Nielsen

Institut for Økonomi, Aarhus Universitet, Aarhus, Denmark

35.81
43Peter Reinhard Hansen

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

39.32
44Siem Jan Koopman

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

43.88
45Jun Yu

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

44.94
46David I. Harvey

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

46.93
47Manuel Arellano

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

47.86
48Ole E. Barndorff-Nielsen †

49.3
49Luis Alberiko Gil-Alana

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

49.48
50Lajos Horvath

49.49
51Michael McCracken

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

50.23
52Christian S. Gourieroux

Department of Economics, University of Toronto, Toronto, Canada

52.26
53Luc 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

52.41
54Michael McAleer †

53.08
55Chang-Jin Kim

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

54.18
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

56.83
57Jean-Michel Zakoian

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

59.77
58Lawrence J. Christiano

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

60.2
59Atsushi Inoue

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

60.92
60Rob J Hyndman

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

61.55
61Asger Lunde

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

61.81
62Frank Schorfheide

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

62.54
63Oliver Bruce Linton

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

63.37
64Cheng Hsiao

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

64.75
65Christian Francq

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

65.49
66Jonathan H. Wright

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

66.23
67Yacine Ait-Sahalia

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

67.76
68Chihwa Kao

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

69.15
69Joerg Breitung

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

70.74
70Lucrezia Reichlin

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

73.26
71Donggyu Sul

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

73.75
72Norman Rasmus Swanson

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

74.68
73Marco Lippi

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

74.8
74Jean-Marie Dufour

Department of Economics, McGill University, Montréal, Canada

75.53
75Zhijie Xiao

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

76.64
76Joshua C.C. Chan

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

77.84
77Marcus J. Chambers

Economics Department, University of Essex, Colchester, United Kingdom

78.72
78Domenico Giannone

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

79.77
79Timothy Vogelsang

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

80.39
80James MacKinnon

Economics Department, Queen's University, Kingston, Canada

81.67
81Yixiao Sun

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

83.01

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