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Top 10% Institutions and Economists in the Field of Econometric Time Series, as of December 2024

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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 9003 institutions with 70077 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 788 authors affiliated with 1619 institutions.
All authors classified in this field.

RankInstitutionScoreAuthorsAuthor shares
1Department of Economics, Duke University

Durham, North Carolina (USA)

2.68491.74
2Institut for Økonomi, Aarhus Universitet

Aarhus, Denmark

2.7611312.01
3Department of Economics, Princeton University

Princeton, New Jersey (USA)

4.83522.22
4Faculty of Economics, University of Cambridge

Cambridge, United Kingdom

7.22702.26
5Department of Economics, School of Arts and Sciences, Columbia University

New York City, New York (USA)

7.63541.05
6Department of Economics, Boston University

Boston, Massachusetts (USA)

8.06691.69
7African Governance and Development Institute (AGDI)

Yaoundé, Cameroun

8.1360.95
---Center for Research in Econometric Analysis of Time Series (CREATES), Institut for Økonomi, Aarhus Universitet

Aarhus, Denmark

8.14409.21
8Monash Business School, Monash University

Melbourne, Australia

9.8319711.11
9Department of Economics, University of California-San Diego (UCSD)

La Jolla, California (USA)

10.15531.89
10Cowles Foundation for Research in Economics, Yale University

New Haven, Connecticut (USA)

11.12170.52
11Department of Economics, Harvard University

Cambridge, Massachusetts (USA)

12.94720.85
12Stern School of Business, New York University (NYU)

New York City, New York (USA)

13.64582.01
---Department of Econometrics and Business Statistics, Monash Business School, Monash University

Melbourne, Australia

13.873910.26
13Department of Economics, University of Pennsylvania

Philadelphia, Pennsylvania (USA)

14.05531.36
14Singapore Management University

Singapore, Singapore

14.88394.28
---School of Economics, Singapore Management University

Singapore, Singapore

16.36324.25
15Økonomisk Institut, Københavns Universitet

København, Denmark

16.95784.57
16European Central Bank

Frankfurt am Main, Germany

17.232678.4
17Department of Economics, University of Southern California

Los Angeles, California (USA)

19.89681.26
18Economics Department, University of Wisconsin-Madison

Madison, Wisconsin (USA)

20.62360.7
19Department of Economics, Oxford University

Oxford, United Kingdom

21.581783.94
20Department of Economics and Related Studies, University of York

York, United Kingdom

21.95863.72
21Department of Economics, University of Washington

Seattle, Washington (USA)

22.38231.62
22School of Economics, University of Nottingham

Nottingham, United Kingdom

23.621203.44
---Department of Economics, Business School, University of Auckland

Auckland, New Zealand

27.42210.3
23Business School, University of Auckland

Auckland, New Zealand

27.42260.3
24Economics Department, Michigan State University

East Lansing, Michigan (USA)

28.56561.06
---Finance Department, Stern School of Business, New York University (NYU)

New York City, New York (USA)

31.14190.54
25Federal Reserve Bank of Cleveland

Cleveland, Ohio (USA)

33.15873.32
26International Monetary Fund (IMF)

Washington, District of Columbia (USA)

33.355277.45
27Essex Business School, University of Essex

Colchester, United Kingdom

33.79322.45
28Centre de Recherche en Économie et Statistique (CREST)

Palaiseau, France

33.971043.14
29National Bureau of Economic Research (NBER)

Cambridge, Massachusetts (USA)

34.464780.56
30Department of Economics, University of Chicago

Chicago, Illinois (USA)

35.78840.36
31Federal Reserve Bank of Dallas

Dallas, Texas (USA)

36.86551.4
---Economic Research, Federal Reserve Bank of Cleveland

Cleveland, Ohio (USA)

40.27572.28
32School of Business and Economics, Vrije Universiteit Amsterdam

Amsterdam, Netherlands

41.191326.11
33School of Economics, Faculty of Arts and Social Sciences, University of Sydney

Sydney, Australia

41.98803.55
34Federal Reserve Bank of St. Louis

St. Louis, Missouri (USA)

42.25601.26
35Barcelona School of Economics (BSE)

Barcelona, Spain

42.661672.97
36Economics Department, University of Strathclyde

Glasgow, United Kingdom

42.84340.95
---Research Division, Federal Reserve Bank of St. Louis

St. Louis, Missouri (USA)

43.55521.24
37Centro de Estudios Monetarios y Financieros (CEMFI)

Madrid, Spain

44.89291.34
38Department of Economics, University of North Carolina-Chapel-Hill

Chapel Hill, North Carolina (USA)

48.73231.28
39Università Commerciale Luigi Bocconi

Milano, Italy

50.21832.92
40Departamento de Economía, Universidad Carlos III de Madrid

Madrid, Spain

52621.59
41School of Economics and Management, University of Chinese Academy of Sciences

Beijing, China

54.0541
42Louvain Institute of Data Analysis and Modelling in Economics and Statistics (LIDAM), Université Catholique de Louvain

Louvain-la-Neuve, Belgium

54.111342.79
43Department of Economics, Northwestern University

Evanston, Illinois (USA)

54.13480.38
44Economics Department, Massachusetts Institute of Technology (MIT)

Cambridge, Massachusetts (USA)

56.84630.47
45Department of Economics, McGill University

Montréal, Canada

59.32341.5
46Department of Economics, Boston College

Chestnut Hill, Massachusetts (USA)

62.51700.96
47Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam

Rotterdam, Netherlands

62.721213
48Department of Economics, University of California-Berkeley

Berkeley, California (USA)

63.37640.61
49Federal Reserve Board (Board of Governors of the Federal Reserve System)

Washington, District of Columbia (USA)

63.892133.6
50Economics Department, Yale University

New Haven, Connecticut (USA)

65.8640.45
---Afdeling Econometrie and Operations Research, School of Business and Economics, Vrije Universiteit Amsterdam

Amsterdam, Netherlands

66.08163.6
---Econometrisch Instituut, Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam

Rotterdam, Netherlands

66.18222.02
---Economic Studies, Brookings Institution

Washington, District of Columbia (USA)

68.05110.13
51Brookings Institution

Washington, District of Columbia (USA)

68.05390.13
52Dipartimento di Scienze Economiche, Alma Mater Studiorum - Università di Bologna

Bologna, Italy

69.141313.1
53Faculty of Business Administration, University of Macau

Macau, Macao

69.21151.26
54School of Economics and Finance, Queen Mary University of London

London, United Kingdom

69.31692.12
55Faculteit Economie en Bedrijfskunde, Universiteit van Amsterdam

Amsterdam, Netherlands

69.47982.35
56Tinbergen Instituut

Amsterdam, Netherlands

71.621243.11
57Department of Economics, University College London (UCL)

London, United Kingdom

71.67681.13
58Federal Reserve Bank of Atlanta

Atlanta, Georgia (USA)

74.78271.76
59Ekonomihögskolan, Lunds Universitet

Lund, Sweden

75.831201.91
---Nationalekonomiska Institutionen, Ekonomihögskolan, Lunds Universitet

Lund, Sweden

75.83711.91
60Business School, King's College London

London, United Kingdom

76.83371.63
---Volatility Institute, Stern School of Business, New York University (NYU)

New York City, New York (USA)

78.0420.1
61Department of Economics, Indiana University

Bloomington, Indiana (USA)

78.45321.58
62Department of Economics, University of Illinois at Urbana-Champaign

Urbana-Champaign, Illinois (USA)

78.49461.68
63Department of Economics, New York University (NYU)

New York City, New York (USA)

82.46610.87
---Granger Centre for Time Series Econometrics, School of Economics, University of Nottingham

Nottingham, United Kingdom

82.4771.56
---Amsterdam School of Economics, Faculteit Economie en Bedrijfskunde, Universiteit van Amsterdam

Amsterdam, Netherlands

86.55291.27
64Department of Economics, University of Warwick

Coventry, United Kingdom

88.56901.46
---Departament d'Economia i Empresa, Universitat Pompeu Fabra, Barcelona School of Economics (BSE)

Barcelona, Spain

88.75951.97
65Department of Economics, Johns Hopkins University

Baltimore, Maryland (USA)

91.84290.38
66Federal Reserve Bank of Chicago

Chicago, Illinois (USA)

92.09580.56
67Mitchell E. Daniels, Jr. School of Business, Purdue University

West Lafayette, Indiana (USA)

92.15422.4
68DIW Berlin (Deutsches Institut für Wirtschaftsforschung)

Berlin, Germany

92.511370.63
69Departamento de Estadistica, Universidad Carlos III de Madrid

Madrid, Spain

92.6494.92
70Deutsche Bundesbank

Frankfurt, Germany

92.951773.34
71Economics Department, Queen's University

Kingston, Canada

94.78521.2
72Athens University of Economics and Business (AUEB)

Athens, Greece

95.2923.07
73School of Business and Economics, Maastricht University

Maastricht, Netherlands

95.29994.14
---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

96.09501.21
74Department of Economics, Ohio State University

Columbus, Ohio (USA)

96.88402
---Department of Economics, Mitchell E. Daniels, Jr. School of Business, Purdue University

West Lafayette, Indiana (USA)

97.32362.37
75Facoltà di Economia, Università degli Studi di Roma "Tor Vergata"

Roma, Italy

98.451173.56
76Department of Economics, Mathematics and Statistics, Birkbeck College

London, United Kingdom

99.59252.66
77Department of Economics, University of Toronto

Toronto, Canada

100.61761.2
78Business School, University of Exeter

Exeter, United Kingdom

102.01541.57
---Bendheim Center for Finance, Department of Economics, Princeton University

Princeton, New Jersey (USA)

105.4770.37
79Department of Economics, Emory University

Atlanta, Georgia (USA)

105.5321.89
80Business School, University of Technology Sydney

Sydney, Australia

105.53902.23
81Department of Economics, University of Connecticut

Storrs, Connecticut (USA)

108.62481.72
82Wirtschafts- und Sozialwissenschaftliche Fakultät, Universität zu Köln

Köln, Germany

111.23471.56
83Dipartimento di Economia, Università Ca' Foscari Venezia

Venezia, Italy

112.4931.83
84Rady School of Management, University of California-San Diego (UCSD)

La Jolla, California (USA)

112.96120.41
---Economic Research Department, Federal Reserve Bank of Atlanta

Atlanta, Georgia (USA)

114.22201.54
85Anderson Graduate School of Management, University of California-Los Angeles (UCLA)

Los Angeles, California (USA)

114.36340.43
86Department of Economics, Korea University

Seoul, South Korea

115.97301.28
---Vakgroep Kwantitatieve Economie, School of Business and Economics, Maastricht University

Maastricht, Netherlands

117.65122.79
87Fakultät für Wirtschaftswissenschaften, Universität Wien

Wien, Austria

117.75641.73
88École d'Économie d'Aix-Marseille, Aix-Marseille Université

Aix-en-Provence/Marseille, France

122.031262.62
---Abteilung Volkswirtschaftslehre, Fachbereich Wirtschaftswissenschaft, Freie Universität Berlin

Berlin, Germany

122.05210.43
89Fachbereich Wirtschaftswissenschaft, Freie Universität Berlin

Berlin, Germany

122.05460.43
90Crawford School of Public Policy, Australian National University

Canberra, Australia

122.361820.87
91Department of Economics, Vanderbilt University

Nashville, Tennessee (USA)

122.43420.46
92Department of Economics, University of Texas-Dallas

Dallas, Texas (USA)

122.72121.21
93Department of Economics, University of California-Riverside

Riverside, California (USA)

123.62341.4
94Department of Economics, Rutgers University-New Brunswick

New Brunswick, New Jersey (USA)

124.21440.67
95Department of Economics, Pennsylvania State University

State College, Pennsylvania (USA)

125.71330.58
96Department of Economics and Finance, Brunel University London

Uxbridge, United Kingdom

129.7221.5
---Department of Finance, Kellogg Graduate School of Management, Northwestern University

Evanston, Illinois (USA)

131.17170.19
97Kellogg Graduate School of Management, Northwestern University

Evanston, Illinois (USA)

131.17510.19
98Politiikan ja Talouden Tutkimuksen Laitos, Valtiotieteellinen tiedekunta, Helsingin Yliopisto

Helsinki, Finland

131.82332.4
99Wirtschaftswissenschaftliche Fakutält, Universität Zürich

Zürich, Switzerland

133.371821.92
---Centre for Applied Macroeconomic Analysis (CAMA), Crawford School of Public Policy, Australian National University

Canberra, Australia

134.19800.84
100School of Economics and Management, Tsinghua University

Beijing, China

134.37261.47
101Département de Sciences Économiques, Université de Montréal

Montréal, Canada

134.87301.27
---Institut für Volkswirtschaftslehre, Wirtschaftswissenschaftliche Fakutält, Universität Zürich

Zürich, Switzerland

134.971061.67
102Istituto Einaudi per l'Economia e la Finanza (EIEF)

Roma, Italy

135.45310.56
103Sveriges Riksbank

Stockholm, Sweden

136.08362.57
---Department of Statistics and Operations Research, Fakultät für Wirtschaftswissenschaften, Universität Wien

Wien, Austria

136.4971.42
104Economics Department, University of Essex

Colchester, United Kingdom

138.45521.44
---Dipartimento di Economia e Finanza, Facoltà di Economia, Università degli Studi di Roma "Tor Vergata"

Roma, Italy

139.86672.78
---Dipartimento di Economia "Ettore Bocconi", Università Commerciale Luigi Bocconi

Milano, Italy

140.02350.33
105Adam Smith Business School, University of Glasgow

Glasgow, United Kingdom

140.79741.99
---Department of Economics, Adam Smith Business School, University of Glasgow

Glasgow, United Kingdom

140.79561.99
---Economics Discipline Group, Business School, University of Technology Sydney

Sydney, Australia

141.11401.18
---Department of Economics, Business School, University of Exeter

Exeter, United Kingdom

141.6411.2
106Fachbereich Wirtschaftswissenschaft, Goethe Universität Frankfurt am Main

Frankfurt am Main, Germany

143.92751.2
107Department of Economics, University of Houston

Houston, Texas (USA)

144.56271.21
108Solvay Brussels School of Economics and Management, Université Libre de Bruxelles

Bruxelles, Belgium

145.561722.05
---Department of Economics, W.P. Carey School of Business, Arizona State University

Tempe, Arizona (USA)

146.35401.3
109W.P. Carey School of Business, Arizona State University

Tempe, Arizona (USA)

146.35501.3
110Dipartimento di Economia "Marco Biagi", Università degli Studi di Modena e Reggio Emilia

Modena, Italy

146.63480.4
111Banca d'Italia

Roma, Italy

147.253213.42
112College of Economics, Sogang University

Seoul, South Korea

148.9230.75
---Seminar für Wirtschafts- und Sozialgeschichte, Wirtschafts- und Sozialwissenschaftliche Fakultät, Universität zu Köln

Köln, Germany

150.5830.55
113Toulouse School of Economics (TSE)

Toulouse, France

151.071571.29
114Economics Department, Georgetown University

Washington, District of Columbia (USA)

151.24500.75
115Federal Reserve Bank of New York

New York City, New York (USA)

151.77981.51
116Faculty of Business and Economics, University of Melbourne

Melbourne, Australia

152.6983.26
117Dipartimento di Statistica, Informatica, Applicazioni "G. Parenti", Università degli Studi di Firenze

Firenze, Italy

156.94191.78
---European Centre for Advanced Research in Economics and Statistics (ECARES), Solvay Brussels School of Economics and Management, Université Libre de Bruxelles

Bruxelles, Belgium

158.82632.02
118Business School, Macquarie University

Sydney, Australia

160.08461.69
119Management School, University of Liverpool

Liverpool, United Kingdom

160.11392.43
120Gordon Lang School of Business and Economics, University of Guelph

Guelph, Canada

160.16471.79
---Department of Economics and Finance, Gordon Lang School of Business and Economics, University of Guelph

Guelph, Canada

160.16401.79
---Innocenzo Gasparini Institute for Economic Research (IGIER), Università Commerciale Luigi Bocconi

Milano, Italy

161.58510.29
121Department of Economics, University of California-Los Angeles (UCLA)

Los Angeles, California (USA)

161.59570.58
122Centre for Economic Policy Research (CEPR)

London, United Kingdom

163.673780.29
---Abteilung Empirische Wirtschaftsforschung und International Wirtschaftspolitik, Fachbereich Wirtschaftswissenschaft, Goethe Universität Frankfurt am Main

Frankfurt am Main, Germany

166.3681
123Culverhouse College of Business, University of Alabama-Tuscaloosa

Tuscaloosa, Alabama (USA)

166.46291.14
124Department of Economics, University of Maryland

College Park, Maryland (USA)

166.61501.58
125Department of Economics, University of Notre Dame

South Bend, Indiana (USA)

168.07570.32
126Department of Economics, Washington University in St. Louis

St. Louis, Missouri (USA)

169.09300.58
127Smeal College of Business Administration, Pennsylvania State University

State College, Pennsylvania (USA)

169.6100.9
128Department of Economics, Virginia Polytechnic Institute and State University (Virginia Tech)

Blacksburg, Virginia (USA)

171.42181.45
129Bank of England

London, United Kingdom

172.412132.47
130Banco de España

Madrid, Spain

175.591282.49
131Institute for Fiscal Studies (IFS)

London, United Kingdom

178.17790.2
132Department of Economics, Maxwell School, Syracuse University

Syracuse, New York (USA)

179.62260.39
133London School of Economics (LSE)

London, United Kingdom

180.063491.27
---Department of Economics, Faculty of Business and Economics, University of Melbourne

Melbourne, Australia

181.89472.84
---Economic Research Department, Federal Reserve Bank of Dallas

Dallas, Texas (USA)

184.61320.54
---ICMA Centre for Financial Markets, Henley Business School, University of Reading

Reading, United Kingdom

190.43140.44
134Henley Business School, University of Reading

Reading, United Kingdom

190.43320.44
135Bangko Sentral Ng Pilipinas

Manilla, Philippines

192.55200.32
136Business School, Queensland University of Technology

Brisbane, Australia

194.54341.49
137Graduate School of Business, Columbia University

New York City, New York (USA)

195.59590.14
138Economics Department, Williams College

Williamstown, Massachusetts (USA)

195.85310.28
139Bank of Canada

Ottawa, Canada

197.031773.45
140Department of Economics, University of Oregon

Eugene, Oregon (USA)

197.07260.49
141BI Handelshøyskolen

Oslo, Norway

197.28530.72
142School of Business and Economics, Universidade Nova de Lisboa

Lisboa, Portugal

197.85550.6
143ESSEC Business School

Cergy-Pontoise, France

198.35392.11
144Department of Economics, University of Birmingham

Birmingham, United Kingdom

200.67551.05
145Facultat de Ciències Econòmiques i Empresarials, Universitat de les Illes Balears

Palma de Mallorca, Spain

201.34382.21
---Departament d'Economia Aplicada, Facultat de Ciències Econòmiques i Empresarials, Universitat de les Illes Balears

Palma de Mallorca, Spain

201.34272.21
146Warwick Business School, University of Warwick

Coventry, United Kingdom

204.45301.8
---Department of Economics, London Business School (LBS)

London, United Kingdom

204.9130.44
147London Business School (LBS)

London, United Kingdom

204.9310.44
148Centro Ricerche Nord Sud (CRENoS)

Cagliari, Italy

205.18680.87
149Department of Economics, University of Pittsburgh

Pittsburgh, Pennsylvania (USA)

205.95551.73
150Department of Economics, York University

Toronto, Canada

206.89421.31
151School of Economics and Management, Universiteit van Tilburg

Tilburg, Netherlands

207.051411.41
152DeGroote School of Business, McMaster University

Hamilton, Canada

208.5982.16
---Department of Economics, Business School, Macquarie University

Sydney, Australia

209.54321.27
153College of Business and Economics, Yonsei University

Seoul, South Korea

210.47301.4
---School of Economics, College of Business and Economics, Yonsei University

Seoul, South Korea

210.47281.4
154Management School, Lancaster University

Lancaster, United Kingdom

211.2673.38
---CentER Graduate School for Economics and Business, School of Economics and Management, Universiteit van Tilburg

Tilburg, Netherlands

211.47961.35
155Faculty of Economics, University of Tokyo

Tokyo, Japan

211.59401.03
156Handelshögskolan, Örebro Universitet

Örebro, Sweden

211.6261.21
157Institut ekonomických studií, Univerzita Karlova v Praze

Praha, Czech Republic

213.451312.43
---Economics Group, Nuffield College, Department of Economics, Oxford University

Oxford, United Kingdom

213.5260.27
158Department of Economics, School of Social Sciences, University of Manchester

Manchester, United Kingdom

214.31590.79
159Economics Division, University of Southampton

Southampton, United Kingdom

216.65322.19
---Finance Division, Sauder School of Business, University of British Columbia

Vancouver, Canada

219.0360.66
160Sauder School of Business, University of British Columbia

Vancouver, Canada

219.03250.66
161Graduate School of Economics/Faculty of Economics, Hitotsubashi University

Tokyo, Japan

219.21291.51

The rankings

Top 10% authors in the field of Econometric Time Series

For Econometric Time Series, these are 788 authors affiliated with 1619 institutions.
All authors classified in this field.

RankAuthorScore
1Peter C. B. Phillips

School of Economics, Singapore Management University, Singapore, Singapore

1.73
2Clive W. J. Granger †

4.23
3Robert F. Engle III

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

4.23
4Tim Bollerslev

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

5.07
5Pierre Perron

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

5.46
6Mohammad Hashem Pesaran

Faculty of Economics, University of Cambridge, Cambridge, United Kingdom
Department of Economics, University of Southern California, Los Angeles, California (USA)

7.58
7Mark W. Watson

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

10.58
8Yongmiao Hong

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

12.65
9Jushan Bai

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

12.66
10Robert Taylor

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

13.61
11Francis X. Diebold

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

14.11
12Soren Johansen

Økonomisk Institut, Københavns Universitet, København, Denmark

14.4
13Helmut Luetkepohl

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

16.89
14Charles R. Nelson

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

17.28
15Donald W. K. Andrews

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

17.98
16Serena Ng

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

18.85
17Yongcheol Shin

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

19.78
18Andrew C. Harvey

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

20.15
19Timo Terasvirta

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

20.19
20Gary Koop

Economics Department, University of Strathclyde, Glasgow, United Kingdom

20.62
21Kenneth D. West

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

22.44
22James Hamilton

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

24.18
23David F. Hendry

Department of Economics, Oxford University, Oxford, United Kingdom

25.48
24Lars Peter Hansen

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

25.81
25Neil Shephard

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

26.25
26George Tauchen

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

26.31
27Pentti Juhani Saikkonen

26.54
28Stephen Leybourne

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

26.69
29James H. Stock

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

27.08
30George Kapetanios

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

27.5
31Torben G. Andersen

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

27.59
32Adrian Rodney Pagan

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

29.01
33Todd Clark

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

31.13
34Halbert White †

33.44
35Andrew Patton

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

33.84
36Graham Elliott

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

34.88
37Lutz Kilian

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

36
38Thomas J. Sargent

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

36.64
39Joakim Westerlund

Nationalekonomiska Institutionen, Ekonomihögskolan, Lunds Universitet, Lund, Sweden

36.7
40Allan Timmermann

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

37.93
41Massimiliano 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

38.78
42Morten Nielsen

Institut for Økonomi, Aarhus Universitet, Aarhus, Denmark

39.08
43Peter Reinhard Hansen

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

41.8
44David I. Harvey

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

44.42
45Manuel Arellano

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

44.43
46Jun Yu

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

47.52
47Siem Jan Koopman

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

48.22
48Joon Y. Park

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

51
49Lajos Horvath

51.79
50Ole E. Barndorff-Nielsen †

52.49
51Michael McCracken

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

53.16
52Luc Bauwens

Center for Operations Research and Econometrics (CORE), Louvain Institute of Data Analysis and Modelling in Economics and Statistics (LIDAM), Université Catholique de Louvain, Louvain-la-Neuve, Belgium

54.92
53Chang-Jin Kim

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

54.96
54Luis Alberiko Gil-Alana

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

56.62
55Christian S. Gourieroux

Department of Economics, University of Toronto, Toronto, Canada

58.92
56Giuseppe Cavaliere

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

59.48
57Jean-Michel Zakoian

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

59.78
58Michael McAleer †

61.02
59Lawrence J. Christiano

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

61.19
60Cheng Hsiao

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

65.95
61Asger Lunde

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

66.1
62Jonathan H. Wright

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

67.29
63Atsushi Inoue

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

69.68
64Frank Schorfheide

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

71.55
65Chihwa Kao

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

72.69
66Yacine Ait-Sahalia

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

72.83
67Oliver Bruce Linton

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

73.47
68Marcus J. Chambers

Economics Department, University of Essex, Colchester, United Kingdom

74.49
69Donggyu Sul

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

75.25
70Christian Francq

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

75.37
71James MacKinnon

Economics Department, Queen's University, Kingston, Canada

76.31
72Zhijie Xiao

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

76.37
73Joerg Breitung

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

76.78
74Marco Lippi

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

78.31
75Lucrezia Reichlin

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

78.58
76Rob J Hyndman

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

79.24
77Norman Rasmus Swanson

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

79.62
78Yixiao Sun

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

83.99

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