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Top 10% Institutions and Economists in the Field of Econometric Time Series, as of August 2022

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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 8629 institutions with 65081 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 817 authors affiliated with 1546 institutions.
All authors classified in this field.

RankInstitutionScoreAuthorsAuthor shares
1Department of Economics, Duke University

Durham, North Carolina (USA)

3.11501.71
2Department of Economics, Princeton University

Princeton, New Jersey (USA)

3.88542.27
3Institut for Økonomi, Aarhus Universitet

Aarhus, Denmark

4.7411811.07
4Department of Economics, Boston University

Boston, Massachusetts (USA)

7.94681.79
5Department of Economics, School of Arts and Sciences, Columbia University

New York City, New York (USA)

8.06531.11
6Department of Economics, University of California-San Diego (UCSD)

La Jolla, California (USA)

8.35532.2
7Monash Business School, Monash University

Melbourne, Australia

8.519111.81
8Singapore Management University

Singapore, Singapore

8.9395.92
9African Governance and Development Institute (AGDI)

Yaoundé, Cameroun

9.7970.97
10Department of Economics, University of Southern California

Los Angeles, California (USA)

10.32661.09
---School of Economics, Singapore Management University

Singapore, Singapore

10.48345.92
11Department of Economics, Harvard University

Cambridge, Massachusetts (USA)

10.86710.9
---Center for Research in Econometric Analysis of Time Series (CREATES), Institut for Økonomi, Aarhus Universitet

Aarhus, Denmark

11.62478.88
12Department of Economics, University of Pennsylvania

Philadelphia, Pennsylvania (USA)

12.43471.6
13Stern School of Business, New York University (NYU)

New York City, New York (USA)

12.47522.07
---Department of Econometrics and Business Statistics, Monash Business School, Monash University

Melbourne, Australia

12.613810.93
14Department of Economics, University of Washington

Seattle, Washington (USA)

14.37221.96
15Økonomisk Institut, Københavns Universitet

København, Denmark

16.57794.56
16Cowles Foundation for Research in Economics, Yale University

New Haven, Connecticut (USA)

16.91160.49
17Faculty of Economics, University of Cambridge

Cambridge, United Kingdom

18.37642.35
18European Central Bank

Frankfurt am Main, Germany

18.822478.36
19Economics Department, University of Wisconsin-Madison

Madison, Wisconsin (USA)

19.73360.71
20School of Economics, University of Nottingham

Nottingham, United Kingdom

21.441314.53
21Department of Economics, Oxford University

Oxford, United Kingdom

22.551803.31
22Department of Economics and Related Studies, University of York

York, United Kingdom

24.8863.73
23Economics Department, Michigan State University

East Lansing, Michigan (USA)

25.42591.27
---Finance Department, Stern School of Business, New York University (NYU)

New York City, New York (USA)

29.7160.56
24Economics Division, University of Southampton

Southampton, United Kingdom

29.74322.39
25Essex Business School, University of Essex

Colchester, United Kingdom

32.57333.14
26Department of Economics, University of Chicago

Chicago, Illinois (USA)

33.05770.68
27National Bureau of Economic Research (NBER)

Cambridge, Massachusetts (USA)

34.764580.6
28Federal Reserve Bank of Cleveland

Cleveland, Ohio (USA)

35.69743.5
29Centre de Recherche en Économie et Statistique (CREST)

Palaiseau, France

37.55962.91
---Department of Economics, Business School, University of Auckland

Auckland, New Zealand

39.3200.26
30Business School, University of Auckland

Auckland, New Zealand

39.3240.26
31Centro de Estudios Monetarios y Financieros (CEMFI)

Madrid, Spain

40.86250.93
32School of Business and Economics, Vrije Universiteit Amsterdam

Amsterdam, Netherlands

41.051194.92
33Federal Reserve Board (Board of Governors of the Federal Reserve System)

Washington, District of Columbia (USA)

41.522124.79
34Departamento de Economía, Universidad Carlos III de Madrid

Madrid, Spain

41.87632.19
---Economic Research, Federal Reserve Bank of Cleveland

Cleveland, Ohio (USA)

42.68502.43
35Federal Reserve Bank of Dallas

Dallas, Texas (USA)

43.46670.91
36Barcelona School of Economics (BSE)

Barcelona, Spain

44.571662.91
37Economics Department, University of Strathclyde

Glasgow, United Kingdom

44.65341.02
38Department of Economics, Northwestern University

Evanston, Illinois (USA)

49.17450.43
39Federal Reserve Bank of St. Louis

St. Louis, Missouri (USA)

49.29581.39
---Research Division, Federal Reserve Bank of St. Louis

St. Louis, Missouri (USA)

50.67511.37
40Department of Economics, University of North Carolina-Chapel-Hill

Chapel Hill, North Carolina (USA)

50.91221.28
41School of Economics, Faculty of Arts and Social Sciences, University of Sydney

Sydney, Australia

51.3652.96
42Louvain Institute of Data Analysis and Modelling in Economics and Statistics (LIDAM), Université Catholique de Louvain

Louvain-la-Neuve, Belgium

53.011342.99
43Department of Economics, Indiana University

Bloomington, Indiana (USA)

58.23301.97
---Economic Studies, Brookings Institution

Washington, District of Columbia (USA)

58.48130.17
44Brookings Institution

Washington, District of Columbia (USA)

58.48380.17
45Università Commerciale Luigi Bocconi

Milano, Italy

58.891651.85
46Department of Economics, Cornell University

Ithaca, New York (USA)

59.54461.11
47Economics Department, Yale University

New Haven, Connecticut (USA)

59.56590.47
48Department of Economics, McGill University

Montréal, Canada

59.85331.38
49Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam

Rotterdam, Netherlands

59.91112.47
50International Monetary Fund (IMF)

Washington, District of Columbia (USA)

60.484846.29
---Afdeling Econometrie and Operations Research, School of Business and Economics, Vrije Universiteit Amsterdam

Amsterdam, Netherlands

61.58162.66
51Department of Economics, University of California-Berkeley

Berkeley, California (USA)

62.86630.63
52Department of Economics, Boston College

Chestnut Hill, Massachusetts (USA)

65.26630.89
53Tinbergen Instituut

Amsterdam, Netherlands

65.481243.35
54Business School, University of Exeter

Exeter, United Kingdom

66.42491.16
55Business School, King's College London

London, United Kingdom

67.38291.83
---Volatility Institute, Stern School of Business, New York University (NYU)

New York City, New York (USA)

67.8520.12
56Faculteit Economie en Bedrijfskunde, Universiteit van Amsterdam

Amsterdam, Netherlands

68.69992.65
---Econometrisch Instituut, Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam

Rotterdam, Netherlands

68.96192
57Economics Department, Massachusetts Institute of Technology (MIT)

Cambridge, Massachusetts (USA)

69.89640.44
58School of Economics and Finance, Queen Mary University of London

London, United Kingdom

70.87612.07
59Department of Economics, New York University (NYU)

New York City, New York (USA)

71.15590.89
60Dipartimento di Scienze Economiche, Alma Mater Studiorum - Università di Bologna

Bologna, Italy

71.521222.89
61Federal Reserve Bank of Atlanta

Atlanta, Georgia (USA)

75.77271.72
62Department of Economics, University of Warwick

Coventry, United Kingdom

77.79901.64
63Department of Economics, University College London (UCL)

London, United Kingdom

79.38660.96
---Granger Centre for Time Series Econometrics, School of Economics, University of Nottingham

Nottingham, United Kingdom

82.8581.66
64Economics Department, Queen's University

Kingston, Canada

85.25501.25
---Department of Economics, Business School, University of Exeter

Exeter, United Kingdom

87.6370.78
---Amsterdam School of Economics, Faculteit Economie en Bedrijfskunde, Universiteit van Amsterdam

Amsterdam, Netherlands

87.85321.26
65Federal Reserve Bank of Chicago

Chicago, Illinois (USA)

88.15600.7
66Ekonomihögskolan, Lunds Universitet

Lund, Sweden

88.251131.17
---Nationalekonomiska Institutionen, Ekonomihögskolan, Lunds Universitet

Lund, Sweden

88.25671.17
67Department of Economics, University of Toronto

Toronto, Canada

88.88721.23
68Department of Economics, Mathematics and Statistics, Birkbeck College

London, United Kingdom

89.94262.18
69DIW Berlin (Deutsches Institut für Wirtschaftsforschung)

Berlin, Germany

91.661441.53
70Department of Economics, Emory University

Atlanta, Georgia (USA)

91.8311.98
71Department of Economics, Johns Hopkins University

Baltimore, Maryland (USA)

91.92310.56
72Center for Applied Statistics and Econometrics (CASE), Humboldt-Universität Berlin

Berlin, Germany

92.88241.92
---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

93.08531.27
73Department of Economics, Ohio State University

Columbus, Ohio (USA)

93.35412
---Departament d'Economia i Empresa, Universitat Pompeu Fabra, Barcelona School of Economics (BSE)

Barcelona, Spain

95.26961.88
74Anderson Graduate School of Management, University of California-Los Angeles (UCLA)

Los Angeles, California (USA)

97.76320.44
75Krannert School of Management, Purdue University

West Lafayette, Indiana (USA)

99.82323.36
---Department of Economics, Krannert School of Management, Purdue University

West Lafayette, Indiana (USA)

99.82293.36
76Departamento de Estadistica, Universidad Carlos III de Madrid

Madrid, Spain

100.47104.96
---Bendheim Center for Finance, Department of Economics, Princeton University

Princeton, New Jersey (USA)

102.6860.41
77Athens University of Economics and Business (AUEB)

Athens, Greece

105.23893.1
78Department of Economics, Korea University

Seoul, South Korea

107.44281.33
79Business School, University of Technology Sydney

Sydney, Australia

108.4912.09
80Institute of Labor Economics (IZA)

Bonn, Germany

111.399520.58
81Facoltà di Economia, Università degli Studi di Roma "Tor Vergata"

Roma, Italy

111.781063.47
82Wirtschafts- und Sozialwissenschaftliche Fakultät, Universität zu Köln

Köln, Germany

112.64491.6
83Fakultät für Wirtschaftswissenschaften, Universität Wien

Wien, Austria

113.36612.35
84Bank of England

London, United Kingdom

117.072052.96
85Department of Economics, University of Connecticut

Storrs, Connecticut (USA)

117.28491.75
86Dipartimento di Economia, Università Ca' Foscari Venezia

Venezia, Italy

118.78931.85
87Rady School of Management, University of California-San Diego (UCSD)

La Jolla, California (USA)

119.57130.4
---Department of Economics, W.P. Carey School of Business, Arizona State University

Tempe, Arizona (USA)

120.16431.5
88W.P. Carey School of Business, Arizona State University

Tempe, Arizona (USA)

120.16511.5
89Département de Sciences Économiques, Université de Montréal

Montréal, Canada

120.33301.31
90Department of Economics, Rutgers University-New Brunswick

New Brunswick, New Jersey (USA)

120.49390.72
91Department of Economics, Pennsylvania State University

State College, Pennsylvania (USA)

122.32340.58
92Department of Economics, University of California-Los Angeles (UCLA)

Los Angeles, California (USA)

122.83540.62
93Deutsche Bundesbank

Frankfurt, Germany

123.461692.76
94Istituto Einaudi per l'Economia e la Finanza (EIEF)

Roma, Italy

123.6300.61
95Department of Economics, University of California-Riverside

Riverside, California (USA)

123.66271.1
---Economic Research Department, Federal Reserve Bank of Atlanta

Atlanta, Georgia (USA)

124.86211.47
96Department of Economics, University of Texas-Dallas

Dallas, Texas (USA)

125.76111.01
97School of Business and Economics, Maastricht University

Maastricht, Netherlands

127.83964.96
98Sveriges Riksbank

Stockholm, Sweden

130.92382.63
99Department of Economics, Vanderbilt University

Nashville, Tennessee (USA)

131.52410.45
100Department of Agricultural and Resource Economics, University of Maryland

College Park, Maryland (USA)

132.41270.5
101Fachbereich Wirtschaftswissenschaft, Freie Universität Berlin

Berlin, Germany

134.95430.96
102Department of Economics, University of Houston

Houston, Texas (USA)

135.86251.24
103Department of Economics and Finance, Brunel University

Uxbridge, United Kingdom

136.53202.02
104Dipartimento di Economia "Marco Biagi", Università degli Studi di Modena e Reggio Emilia

Modena, Italy

138.77470.66
105Politiikan ja Talouden Tutkimuksen Laitos, Valtiotieteellinen tiedekunta, Helsingin Yliopisto

Helsinki, Finland

140.13322.4
---Abteilung Volkswirtschaftslehre, Fachbereich Wirtschaftswissenschaft, Freie Universität Berlin

Berlin, Germany

140.32190.46
---Department of Finance, Kellogg Graduate School of Management, Northwestern University

Evanston, Illinois (USA)

141.13190.2
106Kellogg Graduate School of Management, Northwestern University

Evanston, Illinois (USA)

141.13530.2
107Banca d'Italia

Roma, Italy

141.372783.71
---Economics Discipline Group, Business School, University of Technology Sydney

Sydney, Australia

141.5401.19
108Department of Economics, University of Notre Dame

South Bend, Indiana (USA)

142.52500.6
109École d'Économie d'Aix-Marseille, Aix-Marseille Université

Aix-en-Provence/Marseille, France

142.931112.51
110College of Economics, Sogang University

Seoul, South Korea

143.19230.78
111Centre for Economic Policy Research (CEPR)

London, United Kingdom

144.343590.32
112Solvay Brussels School of Economics and Management, Université Libre de Bruxelles

Bruxelles, Belgium

144.771692.05
---Seminar für Wirtschafts- und Sozialgeschichte, Wirtschafts- und Sozialwissenschaftliche Fakultät, Universität zu Köln

Köln, Germany

146.830.6
113Economics Department, University of Essex

Colchester, United Kingdom

146.96461.61
---Department of Statistics and Operations Research, Fakultät für Wirtschaftswissenschaften, Universität Wien

Wien, Austria

146.9871.63
114Wirtschaftswissenschaftliche Fakutät, Universität Zürich

Zürich, Switzerland

148.081621.69
---Institut für Volkswirtschaftslehre, Wirtschaftswissenschaftliche Fakutät, Universität Zürich

Zürich, Switzerland

148.08901.69
115Adam Smith Business School, University of Glasgow

Glasgow, United Kingdom

148.09712.47
---Dipartimento di Economia e Finanza, Facoltà di Economia, Università degli Studi di Roma "Tor Vergata"

Roma, Italy

149.26592.76
116Department of Economics, University of Birmingham

Birmingham, United Kingdom

149.97521.6
---Department of Economics, Adam Smith Business School, University of Glasgow

Glasgow, United Kingdom

151.81532.19
117Management School, Lancaster University

Lancaster, United Kingdom

151.92663.6
118Fachbereich Wirtschaftswissenschaft, Goethe Universität Frankfurt am Main

Frankfurt am Main, Germany

152.17681.14
119Banco de España

Madrid, Spain

152.821183.58
---Vakgroep Kwantitatieve Economie, School of Business and Economics, Maastricht University

Maastricht, Netherlands

153.75123.65
120BI Handelshøyskolen

Oslo, Norway

154.18561.06
121Economics Department, Georgetown University

Washington, District of Columbia (USA)

154.9470.46
122Toulouse School of Economics (TSE)

Toulouse, France

155.731561.26
123Scuola di Economia e Management, Università degli Studi di Firenze

Firenze, Italy

156.77852.21
124Faculty of Business and Economics, University of Melbourne

Melbourne, Australia

158.241013.21
---European Centre for Advanced Research in Economics and Statistics (ECARES), Solvay Brussels School of Economics and Management, Université Libre de Bruxelles

Bruxelles, Belgium

159.21642.01
---Dipartimento di Economia "Ettore Bocconi", Università Commerciale Luigi Bocconi

Milano, Italy

160.03320.28
125Department of Economics, University of Maryland

College Park, Maryland (USA)

161.02451.65
126Federal Reserve Bank of New York

New York City, New York (USA)

162.84861.79
127School of Business and Economics, Universidade Nova de Lisboa

Lisboa, Portugal

165.73570.72
---Abteilung Empirische Wirtschaftsforschung und International Wirtschaftspolitik, Fachbereich Wirtschaftswissenschaft, Goethe Universität Frankfurt am Main

Frankfurt am Main, Germany

166.2291
128Smeal College of Business Administration, Pennsylvania State University

State College, Pennsylvania (USA)

169.93100.9
129Warwick Business School, University of Warwick

Coventry, United Kingdom

170271.99
---Institutt for Samfunnsøkonomi, BI Handelshøyskolen

Oslo, Norway

171.57240.65
---Dipartimento di Statistica, Informatica, Applicazioni "G. Parenti", Scuola di Economia e Management, Università degli Studi di Firenze

Firenze, Italy

172.58171.8
130Department of Economics, University of Illinois at Urbana-Champaign

Urbana-Champaign, Illinois (USA)

173.02390.9
131School of Economics and Management, Universiteit van Tilburg

Tilburg, Netherlands

173.751391.48
132Department of Economics, Washington University in St. Louis

St. Louis, Missouri (USA)

175.35330.56
---CentER Graduate School for Economics and Business, School of Economics and Management, Universiteit van Tilburg

Tilburg, Netherlands

176.42991.44
133Management School, University of Liverpool

Liverpool, United Kingdom

177.79352.21
134Department of Economics, Maxwell School, Syracuse University

Syracuse, New York (USA)

178.25250.54
---Innocenzo Gasparini Institute for Economic Research (IGIER), Università Commerciale Luigi Bocconi

Milano, Italy

179.4480.3
135Graduate School of Business, Columbia University

New York City, New York (USA)

183.13510.16
136Crawford School of Public Policy, Australian National University

Canberra, Australia

183.221760.68
137Gordon Lang School of Business and Economics, University of Guelph

Guelph, Canada

184.47461.6
---Department of Economics and Finance, Gordon Lang School of Business and Economics, University of Guelph

Guelph, Canada

184.47391.6
138Institute for Fiscal Studies (IFS)

London, United Kingdom

184.73730.2
139Centro Ricerche Nord Sud (CRENoS)

Cagliari, Italy

189.75480.95
140Faculty of Business and Economics, Macquarie University

Sydney, Australia

189.91431.8
141Bank of Canada

Ottawa, Canada

190.331774.03
---ICMA Centre for Financial Markets, Henley Business School, University of Reading

Reading, United Kingdom

190.57120.28
142Henley Business School, University of Reading

Reading, United Kingdom

190.57300.28
---Economic Research Department, Federal Reserve Bank of Dallas

Dallas, Texas (USA)

191.33410.5
143Handelshögskolan, Örebro Universitet

Örebro, Sweden

192.2231.9
---Department of Economics, London Business School (LBS)

London, United Kingdom

193.23150.45
144London Business School (LBS)

London, United Kingdom

193.23330.45
145School of Economics, University of Manchester

Manchester, United Kingdom

196.66520.86
146ESSEC Business School

Cergy-Pontoise, France

196.85352.14
147Department of Economics, Virginia Polytechnic Institute and State University (Virginia Tech)

Blacksburg, Virginia (USA)

198.84141.4
148Poole College of Management, North Carolina State University

Raleigh, North Carolina (USA)

199.19230.86
---Department of Economics, Poole College of Management, North Carolina State University

Raleigh, North Carolina (USA)

199.19220.86
149Department of Economics, University of California-Santa Barbara (UCSB)

Santa Barbara, California (USA)

200.52320.35
---Department of Economics, Faculty of Business and Economics, University of Melbourne

Melbourne, Australia

200.81472.76
150Business School, Queensland University of Technology

Brisbane, Australia

203.91371.5
151London School of Economics (LSE)

London, United Kingdom

204.293270.98
151Department of Economics, University of Oregon

Eugene, Oregon (USA)

204.29260.51
---Centre for Applied Macroeconomic Analysis (CAMA), Crawford School of Public Policy, Australian National University

Canberra, Australia

208.75760.65
153Facultat de Ciències Econòmiques i Empresarials, Universitat de les Illes Balears

Palma de Mallorca, Spain

208.76343.01
---Departament d'Economia Aplicada, Facultat de Ciències Econòmiques i Empresarials, Universitat de les Illes Balears

Palma de Mallorca, Spain

208.76233.01
---Finance and Economics Department, Graduate School of Business, Columbia University

New York City, New York (USA)

209.8260.13
154Division of Economics, Seoul National University

Seoul, South Korea

209.99260.86

The rankings

Top 10% authors in the field of Econometric Time Series

For Econometric Time Series, these are 817 authors affiliated with 1546 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

1.87
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)

3.03
3Clive W. J. Granger †

3.82
4Pierre Perron

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

5.24
5Tim Bollerslev

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

6.66
6M Hashem Pesaran

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

8.82
7Mark W. Watson

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

9.09
8Robert Taylor

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

12.69
9Soren Johansen

Økonomisk Institut, Københavns Universitet, København, Denmark

13.74
10Jushan Bai

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

14.81
11Francis X. Diebold

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

14.86
12Charles R. Nelson

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

15.35
13Donald W. K. Andrews

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

17.25
14Serena Ng

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

18.62
15Timo Terasvirta

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

19.4
16Helmut Luetkepohl

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

20.55
17Andrew C. Harvey

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

20.85
18Kenneth D. West

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

21.37
19James H. Stock

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

21.7
20Lars Peter Hansen

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

22.23
21Yongcheol Shin

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

23.25
22David F. Hendry

Department of Economics, Oxford University, Oxford, United Kingdom

23.52
23George Kapetanios

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

23.63
24Gary Koop

Economics Department, University of Strathclyde, Glasgow, United Kingdom

24.06
25James Hamilton

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

25.44
26Neil Shephard

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

25.52
27George Tauchen

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

26.01
28Stephen Leybourne

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

26.31
29Joon Y. Park

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

26.33
30Pentti Saikkonen

28.33
31Torben G. Andersen

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

31.58
32Allan Timmermann

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

31.71
33Graham Elliott

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

31.88
34Thomas J. Sargent

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

32.22
35Todd Clark

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

34.44
36Adrian Rodney Pagan

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

34.93
37Halbert White †

37.6
38Manuel Arellano

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

38.88
39Morten Nielsen

Institut for Økonomi, Aarhus Universitet, Aarhus, Denmark

39.65
40Joakim Westerlund

Nationalekonomiska Institutionen, Ekonomihögskolan, Lunds Universitet, Lund, Sweden

40.28
41David I. Harvey

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

43.64
42Andrew Patton

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

44.05
43Peter Reinhard Hansen

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

44.77
44Siem Jan Koopman

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

46
45Chang-Jin Kim

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

46.94
46Massimiliano Marcellino

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

46.96
47Lutz Kilian

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

48.64
48Christian S. Gourieroux

Department of Economics, University of Toronto, Toronto, Canada

49.25
49Sebastian Kripfganz

Department of Economics, Business School, University of Exeter, Exeter, United Kingdom

49.89
50Michael McAleer †

50.05
51Lawrence J. Christiano

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

52.59
52Jun Yu

School of Economics, Singapore Management University, Singapore, Singapore

52.68
53Ole E. Barndorff-Nielsen †

53.94
54Luc 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

54.51
55Luis Alberiko Gil-Alana

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

55.08
56Michael McCracken

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

56.07
57Jean-Michel Zakoian

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

59.2
58Giuseppe Cavaliere

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

60.02
59Frank Schorfheide

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

62.78
60Lajos Horvath

64.83
61Cheng Hsiao

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

66.92
62Yacine Ait-Sahalia

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

68.39
63Asger Lunde

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

68.67
64Oliver Bruce Linton

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

69.11
65Timothy Vogelsang

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

69.41
66Lucrezia Reichlin

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

70.86
67James MacKinnon

Economics Department, Queen's University, Kingston, Canada

71.08
68Marco Lippi

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

72.07
69Jonathan H. Wright

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

72.72
70Joerg Breitung

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

72.76
71Atsushi Inoue

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

74.33
72Donggyu Sul

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

75.05
73Jean-Marie Dufour

Department of Economics, McGill University, Montréal, Canada

75.95
74Zhijie Xiao

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

76.36
75Norman Rasmus Swanson

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

76.38
76Christian Francq

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

76.47
77Marcus J. Chambers

Economics Department, University of Essex, Colchester, United Kingdom

77.43
78Domenico Giannone

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

78.73
79Chihwa Kao

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

79.15
80Christopher F Baum

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

83.63
81Hyungsik Roger Moon

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

86.52

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