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

What this page is about

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 7755 institutions with 55123 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 756 authors affiliated with 1397 institutions.
All authors classified in this field.

RankInstitutionScoreAuthorsAuthor shares
1Department of Economics, Princeton University

Princeton, New Jersey (USA)

2.12561.5
2Department of Economics, Boston University

Boston, Massachusetts (USA)

4.63561.92
3Institut for Økonomi, Aarhus Universitet

Aarhus, Denmark

4.7810811.93
4Department of Economics, School of Arts and Sciences, Columbia University

New York City, New York (USA)

6.27471.24
---Center for Research in Econometric Analysis of Time Series (CREATES), Institut for Økonomi, Aarhus Universitet

Aarhus, Denmark

6.364811.14
5Singapore Management University

Singapore, Singapore

7.31376.03
6Department of Economics, Duke University

Durham, North Carolina (USA)

8.22421.48
---School of Economics, Singapore Management University

Singapore, Singapore

8.95326.02
7Department of Economics, Harvard University

Cambridge, Massachusetts (USA)

8.98780.91
8Monash Business School, Monash University

Melbourne, Australia

9.2115410.45
9Stern School of Business, New York University (NYU)

New York City, New York (USA)

9.65522.23
10Department of Economics, University of Southern California

Los Angeles, California (USA)

10.38521.12
---Department of Econometrics and Business Statistics, Monash Business School, Monash University

Melbourne, Australia

11.693110.37
11Department of Economics, University of California-San Diego (UCSD)

La Jolla, California (USA)

14.02481.64
12Department of Economics, University of Pennsylvania

Philadelphia, Pennsylvania (USA)

14.7341.17
13Cowles Foundation for Research in Economics, Yale University

New Haven, Connecticut (USA)

15.76180.45
14Department of Economics, University of Washington

Seattle, Washington (USA)

16.84191.6
15Økonomisk Institut, Københavns Universitet

København, Denmark

16.95714.84
16European Central Bank

Frankfurt am Main, Germany

17.62108.72
17Department of Economics and Related Studies, University of York

York, United Kingdom

20.39903.31
18Faculty of Economics, University of Cambridge

Cambridge, United Kingdom

20.49682.46
19Essex Business School, University of Essex

Colchester, United Kingdom

21.07282.68
20Economics Department, University of Wisconsin-Madison

Madison, Wisconsin (USA)

22.18370.64
21School of Economics, University of Nottingham

Nottingham, United Kingdom

22.491024.81
22Economics Division, University of Southampton

Southampton, United Kingdom

23.42342.36
---Finance Department, Stern School of Business, New York University (NYU)

New York City, New York (USA)

25.94130.64
23Department of Economics, Oxford University

Oxford, United Kingdom

28.051733.57
24Department of Economics, University of Chicago

Chicago, Illinois (USA)

33.37570.58
---Department of Economics, Business School, University of Auckland

Auckland, New Zealand

34.15180.25
25Business School, University of Auckland

Auckland, New Zealand

34.15240.25
26Economics Department, Michigan State University

East Lansing, Michigan (USA)

34.66571.2
---Economic Studies, Brookings Institution

Washington, District of Columbia (USA)

36.57110.2
27Brookings Institution

Washington, District of Columbia (USA)

36.57330.2
28Tinbergen Instituut

Amsterdam, Netherlands

41.631273.57
29Federal Reserve Board (Board of Governors of the Federal Reserve System)

Washington, District of Columbia (USA)

44.071793.71
30Federal Reserve Bank of New York

New York City, New York (USA)

44.11762.9
31Federal Reserve Bank of Cleveland

Cleveland, Ohio (USA)

44.28472.71
32Federal Reserve Bank of St. Louis

St. Louis, Missouri (USA)

45.11661.51
33Department of Economics, Northwestern University

Evanston, Illinois (USA)

45.64410.37
34Department of Economics, University of North Carolina-Chapel-Hill

Chapel Hill, North Carolina (USA)

45.78191.01
35Centre de Recherche en Économie et Statistique (CREST)

France

45.87892.14
36National Bureau of Economic Research (NBER)

Cambridge, Massachusetts (USA)

46.033940.45
37Economics Department, Queen's University

Kingston, Canada

46.29511.4
38Department of Agricultural and Resource Economics, University of Maryland

College Park, Maryland (USA)

46.57271
---Research Division, Federal Reserve Bank of St. Louis

St. Louis, Missouri (USA)

46.58551.49
39Department of Economics, New York University (NYU)

New York City, New York (USA)

46.7490.98
40Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam

Rotterdam, Netherlands

48.861174.73
41Departamento de Economía, Universidad Carlos III de Madrid

Madrid, Spain

49.81561.82
42Department of Economics, Indiana University

Bloomington, Indiana (USA)

50.26291.25
43Department of Economics, Boston College

Chestnut Hill, Massachusetts (USA)

50.96531.65
---Econometrisch Instituut, Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam

Rotterdam, Netherlands

52.14234.11
44Economics Department, University of Strathclyde

Glasgow, United Kingdom

52.67301.64
---Economic Research, Federal Reserve Bank of Cleveland

Cleveland, Ohio (USA)

52.79341.59
---Volatility Institute, Stern School of Business, New York University (NYU)

New York City, New York (USA)

53.1530.2
45Barcelona Graduate School of Economics (Barcelona GSE)

Barcelona, Spain

54.061642.97
46Economics Department, University of Michigan

Ann Arbor, Michigan (USA)

56.44630.44
47Economics Department, Yale University

New Haven, Connecticut (USA)

57.96480.47
---Bendheim Center for Finance, Department of Economics, Princeton University

Princeton, New Jersey (USA)

58.1260.54
48School of Business and Economics, Vrije Universiteit Amsterdam

Amsterdam, Netherlands

58.59963.4
49School of Economics and Finance, Queen Mary University of London

London, United Kingdom

59.45442.16
50Economics Department, Massachusetts Institute of Technology (MIT)

Cambridge, Massachusetts (USA)

59.78480.17
51Department of Economics, McGill University

Montréal, Canada

60.68351.31
52Faculteit Economie en Bedrijfskunde, Universiteit van Amsterdam

Amsterdam, Netherlands

63.81842.93
53Università Commerciale Luigi Bocconi

Milano, Italy

65.751671.73
54École des Sciences Économiques de Louvain, Université Catholique de Louvain

Louvain-la-Neuve, Belgium

66.351161.48
55Department of Economics, University College London (UCL)

London, United Kingdom

68.49721.23
56Centro de Estudios Monetarios y Financieros (CEMFI)

Madrid, Spain

69.53200.61
---Center for Operations Research and Econometrics (CORE), École des Sciences Économiques de Louvain, Université Catholique de Louvain

Louvain-la-Neuve, Belgium

70.63581.21
---Granger Centre for Time Series Econometrics, School of Economics, University of Nottingham

Nottingham, United Kingdom

72.0163.21
57Federal Reserve Bank of Atlanta

Atlanta, Georgia (USA)

72.03281.75
---Research and Statistics Group, Federal Reserve Bank of New York

New York City, New York (USA)

74.41571.95
58Department of Economics, University of California-Berkeley

Berkeley, California (USA)

78.11540.55
---Amsterdam School of Economics, Faculteit Economie en Bedrijfskunde, Universiteit van Amsterdam

Amsterdam, Netherlands

79.74272.35
59Anderson Graduate School of Management, University of California-Los Angeles (UCLA)

Los Angeles, California (USA)

83.13290.53
60Crawford School of Public Policy, Australian National University

Canberra, Australia

85.571490.84
61Department of Economics, Mathematics and Statistics, Birkbeck College

London, United Kingdom

85.6291.79
62Department of Economics, Ohio State University

Columbus, Ohio (USA)

90.01391.86
63School of Economics, Faculty of Arts and Social Sciences, University of Sydney

Sydney, Australia

90.53641.56
---Centre for Applied Macroeconomic Analysis (CAMA), Crawford School of Public Policy, Australian National University

Canberra, Australia

90.85640.82
---Afdeling Econometrie and Operations Research, School of Business and Economics, Vrije Universiteit Amsterdam

Amsterdam, Netherlands

91.85132.3
64Department of Economics, Korea University

Seoul, South Korea

92.03251.29
65Department of Economics, University of Warwick

Coventry, United Kingdom

93.03831.77
66Department of Economics, University of Toronto

Toronto, Canada

93.42571.1
67Center for Applied Statistics and Econometrics (CASE), Humboldt-Universität Berlin

Berlin, Germany

93.75220.83
68Bank of Canada

Ottawa, Canada

97.841435.39
69Department of Economics, Pennsylvania State University

State College, Pennsylvania (USA)

98.5330.6
70Departamento de Estadistica, Universidad Carlos III de Madrid

Madrid, Spain

99.0874.11
71Federal Reserve Bank of Chicago

Chicago, Illinois (USA)

100.21590.65
72College of Economics, Sogang University

Seoul, South Korea

100.5230.97
73Department of Economics, University of California-Riverside

Riverside, California (USA)

101.06261.19
74DIW Berlin (Deutsches Institut für Wirtschaftsforschung)

Berlin, Germany

103.711490.79
75Department of Economics, University of Texas-Dallas

Dallas, Texas (USA)

104.31100.83
76Dipartimento di Scienze Economiche, Alma Mater Studiorum - Università di Bologna

Bologna, Italy

107.411071.81
77Ekonomihögskolan, Lunds Universitet

Lund, Sweden

107.921061.64
---Nationalekonomiska Institutionen, Ekonomihögskolan, Lunds Universitet

Lund, Sweden

107.92681.64
78Department of Economics, Vanderbilt University

Nashville, Tennessee (USA)

108.6380.53
79Department of Economics, Emory University

Atlanta, Georgia (USA)

108.75231.02
79Deutsche Bundesbank

Frankfurt, Germany

108.751093.3
---Departament d'Economia i Empresa, Universitat Pompeu Fabra, Barcelona Graduate School of Economics (Barcelona GSE)

Barcelona, Spain

109.43941.96
---Department of Finance, College of Management, Asia University

Wufeng, Taiwan

110.1470.36
81College of Management, Asia University

Wufeng, Taiwan

110.14180.36
82Department of Economics, Johns Hopkins University

Baltimore, Maryland (USA)

111.82150.59
83Economics Department, Georgetown University

Washington, District of Columbia (USA)

112.56470.66
84Business School, University of Technology Sydney

Sydney, Australia

112.91901.9
85Warwick Business School, University of Warwick

Coventry, United Kingdom

113.41282.47
---Economic Research Department, Federal Reserve Bank of Atlanta

Atlanta, Georgia (USA)

114.09231.51
86Economics Department, University of Essex

Colchester, United Kingdom

115.67421.5
87Facoltà di Economia, Università degli Studi di Roma "Tor Vergata"

Roma, Italy

117.451002.52
88Istituto Einaudi per l'Economia e la Finanza (EIEF)

Roma, Italy

118.65230.51
89Department of Economics, University of Connecticut

Storrs, Connecticut (USA)

120.46461.79
---Department of Finance, Kellogg Graduate School of Management, Northwestern University

Evanston, Illinois (USA)

120.48160.2
90Kellogg Graduate School of Management, Northwestern University

Evanston, Illinois (USA)

120.48450.2
91Department of Economics, University of Birmingham

Birmingham, United Kingdom

121.62341.6
92Krannert School of Management, Purdue University

West Lafayette, Indiana (USA)

121.67332.2
---Department of Economics, Krannert School of Management, Purdue University

West Lafayette, Indiana (USA)

121.67302.2
93Fakultät für Wirtschaftswissenschaften, Universität Wien

Wien, Austria

122.6561.76
94Politiikan ja Talouden Tutkimuksen Laitos, Valtiotieteellinen tiedekunta, Helsingin Yliopisto

Helsinki, Finland

123.34241.97
---Dipartimento di Economia e Finanza, Facoltà di Economia, Università degli Studi di Roma "Tor Vergata"

Roma, Italy

123.39582.5
95London School of Economics (LSE)

London, United Kingdom

123.782921.83
96Athens University of Economics and Business (AUEB)

Athens, Greece

123.88763.01
97School of Business and Economics, Maastricht University

Maastricht, Netherlands

123.98842.58
---Economics Discipline Group, Business School, University of Technology Sydney

Sydney, Australia

125.86401.55
98Department of Economics, Rutgers University-New Brunswick

New Brunswick, New Jersey (USA)

130.07370.53
---European Centre for Advanced Research in Economics and Statistics (ECARES), Solvay Brussels School of Economics and Management, Université Libre de Bruxelles

Bruxelles, Belgium

131.23642.45
99Solvay Brussels School of Economics and Management, Université Libre de Bruxelles

Bruxelles, Belgium

131.231612.45
100Department of Economics, Washington University in St. Louis

St. Louis, Missouri (USA)

131.6260.6
101International Monetary Fund (IMF)

Washington, District of Columbia (USA)

132.54183.22
102Dipartimento di Economia "Marco Biagi", Università degli Studi di Modena e Reggio Emilia

Modena, Italy

132.89460.37
103Scuola di Economia e Management, Università degli Studi di Firenze

Firenze, Italy

134.18772.29
104Sveriges Riksbank

Stockholm, Sweden

134.39401.85
105École d'Économie d'Aix-Marseille, Aix-Marseille Université

Aix-en-Provence/Marseille, France

134.551062.51
106Department of Economics, University of Notre Dame

South Bend, Indiana (USA)

137.97420.6
107Rady School of Management, University of California-San Diego (UCSD)

La Jolla, California (USA)

139.01110.28
108Management School, Lancaster University

Lancaster, United Kingdom

139.42632.44
109Department of Economics, University of Houston

Houston, Texas (USA)

139.45210.9
110Fachbereich Wirtschaftswissenschaft, Freie Universität Berlin

Berlin, Germany

140.75370.66
111Toulouse School of Economics (TSE)

Toulouse, France

140.991610.94
---Dipartimento di Statistica, Informatica, Applicazioni "G. Parenti", Scuola di Economia e Management, Università degli Studi di Firenze

Firenze, Italy

142.35152.08
---Department of Statistics and Operations Research, Fakultät für Wirtschaftswissenschaften, Universität Wien

Wien, Austria

143.0971.46
---Vakgroep Kwantitatieve Economie, School of Business and Economics, Maastricht University

Maastricht, Netherlands

148.9761.96
---Abteilung Volkswirtschaftslehre, Fachbereich Wirtschaftswissenschaft, Freie Universität Berlin

Berlin, Germany

149.05170.41
112Smeal College of Business Administration, Pennsylvania State University

State College, Pennsylvania (USA)

149.7390.83
113Institut für Ökonometrie und OR, Rheinische Friedrich-Wilhelms-Universität Bonn

Bonn, Germany

151.0710.54
114Dipartimento di Economia, Università Ca' Foscari Venezia

Venezia, Italy

151.19731.51
115Joint Research Centre, European Commission

Ispra, Italy

151.21741.83
116Department of Economics, Maxwell School, Syracuse University

Syracuse, New York (USA)

151.9180.41
117Faculty of Business and Economics, University of Melbourne

Melbourne, Australia

153.83992.77
---ICMA Centre for Financial Markets, Henley Business School, University of Reading

Reading, United Kingdom

154.23120.33
118Henley Business School, University of Reading

Reading, United Kingdom

154.23260.33
119Department of Economics, University of California-Los Angeles (UCLA)

Los Angeles, California (USA)

154.87570.56
120Business School, Deakin University

Melbourne, Australia

156.91781.72
121School of Economics, Finance and Management, University of Bristol

Bristol, United Kingdom

157.81570.55
---Dipartimento di Economia "Ettore Bocconi", Università Commerciale Luigi Bocconi

Milano, Italy

160.35330.27
122Bank of England

London, United Kingdom

161.671973.58
123Department of Economics, University of Illinois at Urbana-Champaign

Urbana-Champaign, Illinois (USA)

162.26481.7
124Department of Economics and Finance, Brunel University

Uxbridge, United Kingdom

163.55171.48
125Economics Department, Brown University

Providence, Rhode Island (USA)

164.47540.3
126Département de Sciences Économiques, Université de Montréal

Montréal, Canada

164.5330.92
127Wirtschaftswissenschaftliche Fakutät, Universität Zürich

Zürich, Switzerland

165.051491.62
---Institut für Volkswirtschaftslehre, Wirtschaftswissenschaftliche Fakutät, Universität Zürich

Zürich, Switzerland

165.05921.62
128School of Economics and Management, Wuhan University

Hubei, China

166.01160.65
129DeGroote School of Business, McMaster University

Hamilton, Canada

170.4982.15
---Innocenzo Gasparini Institute for Economic Research (IGIER), Università Commerciale Luigi Bocconi

Milano, Italy

171.56490.28
130Rimini Centre for Economic Analysis (RCEA)

Waterloo, Canada

171.74470.87
131Handelshögskolan, Örebro Universitet

Örebro, Sweden

174.9140.86
132Olin School of Business, Washington University in St. Louis

St. Louis, Missouri (USA)

176.58200.33
133School of Business and Economics, Universidade Nova de Lisboa

Lisboa, Portugal

176.84500.79
134School of Economics, University of Manchester

Manchester, United Kingdom

177.94500.8
135Institute for Fiscal Studies (IFS)

London, United Kingdom

178.3680.17
136College of Business and Economics, University of Guelph

Guelph, Canada

179.35461.57
---Department of Economics and Finance, College of Business and Economics, University of Guelph

Guelph, Canada

179.35401.57
137Management School, University of Liverpool

Liverpool, United Kingdom

179.8301.68
138Banco de España

Madrid, Spain

181.54922.92
139Cass Business School, City University

London, United Kingdom

181.55390.62

The rankings

Top 10% authors in the field of Econometric Time Series

For Econometric Time Series, these are 756 authors affiliated with 1397 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

1.82
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)

2.24
3Pierre Perron

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

4.02
4Clive W. J. Granger †

4.63
5Tim Bollerslev

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

6.23
6M Hashem Pesaran

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

9.37
7Mark W. Watson

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

9.41
8Jushan Bai

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

11.66
9Charles R. Nelson

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

13.68
10Soren Johansen

Økonomisk Institut, Københavns Universitet, København, Denmark

14.5
11Robert Taylor

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

15.3
12Francis X. Diebold

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

16.11
13James H. Stock

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

16.57
14Timo 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

17.07
15Donald W. K. Andrews

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

17.32
16Yongcheol Shin

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

18.82
17Thomas J. Sargent

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

18.94
18Graham Elliott

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

19.47
19Serena Ng

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

20.14
20Helmut Lütkepohl

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

22.39
21David F. Hendry

Department of Economics, Oxford University, Oxford, United Kingdom

23.41
22Lars Peter Hansen

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

23.47
23George Tauchen

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

23.68
24Pentti Saikkonen

23.85
25Andrew C. Harvey

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

24.22
26Torben G. Andersen

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

27.3
27Kenneth D. West

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

27.37
28Neil Shephard

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

28.32
29Joon Y. Park

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

28.53
30Stephen Leybourne

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

28.62
31Gary Koop

Economics Department, University of Strathclyde, Glasgow, United Kingdom

29.9
32Halbert White †

31.33
33Adrian 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

32.82
34Allan Timmermann

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

33.03
35James Hamilton

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

33.05
36Todd Clark

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

34.81
37Yacine Ait-Sahalia

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

37.37
38Siem Jan Koopman

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

37.82
39Chang-Jin Kim

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

41.02
40Lawrence J. Christiano

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

43.15
41Lutz Kilian

Economics Department, University of Michigan, Ann Arbor, Michigan (USA)

44.11
42Luc Bauwens

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

46.9
43Peter Reinhard Hansen

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

48.76
44David I. Harvey

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

48.86
45Massimiliano 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

49.36
46Andrew Patton

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

51.07
47Christian S. Gourieroux

Department of Economics, University of Toronto, Toronto, Canada

51.5
48Jun Yu

School of Economics, Singapore Management University, Singapore, Singapore

54.06
49Michael McAleer

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

54.2
50Lucrezia Reichlin

54.32
51Morten Ørregaard Nielsen

Economics Department, Queen's University, Kingston, Canada

55.71
52Ole E. Barndorff-Nielsen

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

56.38
53Joakim Westerlund

Nationalekonomiska Institutionen, Ekonomihögskolan, Lunds Universitet, Lund, Sweden

56.95
54Michael McCracken

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

58.2
55Timothy Vogelsang

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

59.3
56Donggyu Sul

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

60.37
57Zhijie Xiao

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

61.07
58In Choi

College of Economics, Sogang University, Seoul, South Korea

61.08
59Atsushi Inoue

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

61.89
60Jean-Michel Zakoian

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

62.77
61Marcus J. Chambers

Economics Department, University of Essex, Colchester, United Kingdom

64.88
62Jean-Marie Dufour

Department of Economics, McGill University, Montréal, Canada

67.61
63Asger Lunde

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

70.82
64Marco Lippi

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

71.19
65Frank Schorfheide

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

71.43
66Eric Ghysels

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

73
67Cheng Hsiao

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

73.05
68Giuseppe Cavaliere

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

77.27
69Christopher F Baum

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

77.83
70Badi H. Baltagi

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

79.45
71Hyungsik Roger Moon

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

80.65
72Mario Forni

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

81
73Jean-Pierre Urbain †

81.06
74Jörg Breitung

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

81.35
75Domenico Giannone

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

81.8

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IDEAS is a RePEc service hosted by the Research Division of the Federal Reserve Bank of St. Louis . RePEc uses bibliographic data supplied by the respective publishers.