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Top 10% Institutions and Economists in the Field of Econometric Time Series, as of August 2020

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This page is part of a larger set of rankings for research items, serials, authors and institutions made available on this site. A FAQ is available.

  • Only authors registered with the RePEc Author Service are considered.
  • Only works listed on RePEc and claimed as theirs by registered authors are counted.
  • A series of rankings by different criteria are aggregated. The average rank score is determined by taking a harmonic mean of the ranks in each criterion. For a list of criteria, see the general ranking page.
  • Authors with multiple affiliations are attributed to each institution according to the weights they have set to each in their profile, or by default according to a formula described here.
  • Authors affiliated with subentities of institutions listed in EDIRC are also counted in the latter.
  • Only institutions listed in EDIRC are counted.
  • Subentities of ranked institutions do not increment the rank count and have their rank listed in parentheses.
  • The scores of institutions in each field are determined by a weighted sum of all scores of authors affiliated with the respective institutions, where the authors have provided weights if they have multiple affiliations. The weights are determined, for each author, by the proportion of all working papers announced in NEP that have also been announced in this NEP report.
  • Please note that rankings can depend on the number of registered authors in the respective institutions. Register at the RePEc Author Service to be counted.
  • There are 8140 institutions with 59326 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 812 authors affiliated with 1502 institutions.
All authors classified in this field.

RankInstitutionScoreAuthorsAuthor shares
1Department of Economics, Princeton University

Princeton, New Jersey (USA)

3.5581.37
2Institut for Økonomi, Aarhus Universitet

Aarhus, Denmark

3.8311611.9
---Center for Research in Econometric Analysis of Time Series (CREATES), Institut for Økonomi, Aarhus Universitet

Aarhus, Denmark

5.434910.39
3Singapore Management University

Singapore, Singapore

5.89406.92
4Department of Economics, Duke University

Durham, North Carolina (USA)

6.64491.49
---School of Economics, Singapore Management University

Singapore, Singapore

7.86356.91
5Department of Economics, Boston University

Boston, Massachusetts (USA)

7.89621.78
6Monash Business School, Monash University

Melbourne, Australia

9.0416411.58
7Department of Economics, University of Southern California

Los Angeles, California (USA)

9.88501.12
8African Governance and Development Institute (AGDI)

Yaoundé, Cameroun

10.2280.95
9Department of Economics, Harvard University

Cambridge, Massachusetts (USA)

10.62710.9
10Stern School of Business, New York University (NYU)

New York City, New York (USA)

10.76532.09
11Department of Economics, University of California-San Diego (UCSD)

La Jolla, California (USA)

10.97501.84
---Department of Econometrics and Business Statistics, Monash Business School, Monash University

Melbourne, Australia

11.233711.45
12Department of Economics, School of Arts and Sciences, Columbia University

New York City, New York (USA)

12551.03
13Økonomisk Institut, Københavns Universitet

København, Denmark

12.49744.73
14Department of Economics, University of Pennsylvania

Philadelphia, Pennsylvania (USA)

14.58432.19
15Cowles Foundation for Research in Economics, Yale University

New Haven, Connecticut (USA)

14.87170.49
16Faculty of Economics, University of Cambridge

Cambridge, United Kingdom

18.71642.88
17European Central Bank

Frankfurt am Main, Germany

18.852368.82
18Department of Economics, Oxford University

Oxford, United Kingdom

20.251743.63
19Economics Department, University of Wisconsin-Madison

Madison, Wisconsin (USA)

21.51370.69
20Department of Economics and Related Studies, University of York

York, United Kingdom

21.52903.15
21Department of Economics, University of Washington

Seattle, Washington (USA)

22.15191.6
22School of Economics, University of Nottingham

Nottingham, United Kingdom

24.491122.88
23Economics Division, University of Southampton

Southampton, United Kingdom

26.14301.6
24Economics Department, Michigan State University

East Lansing, Michigan (USA)

26.22561.26
---Finance Department, Stern School of Business, New York University (NYU)

New York City, New York (USA)

28.93150.58
25Department of Economics, University of Chicago

Chicago, Illinois (USA)

29.6770.61
26Essex Business School, University of Essex

Colchester, United Kingdom

34.48312.76
---Department of Economics, Business School, University of Auckland

Auckland, New Zealand

34.53190.27
27Business School, University of Auckland

Auckland, New Zealand

34.53240.27
28Economics Department, Queen's University

Kingston, Canada

35.16502.56
29Federal Reserve Board (Board of Governors of the Federal Reserve System)

Washington, District of Columbia (USA)

37.611944.46
30Centro de Estudios Monetarios y Financieros (CEMFI)

Madrid, Spain

37.72221.02
31Departamento de Economía, Universidad Carlos III de Madrid

Madrid, Spain

40.6602.21
32Federal Reserve Bank of Cleveland

Cleveland, Ohio (USA)

41.29543.23
33Centre de Recherche en Économie et Statistique (CREST)

Palaiseau, France

42.94902.08
34National Bureau of Economic Research (NBER)

Cambridge, Massachusetts (USA)

44.014330.5
35Department of Economics, University of North Carolina-Chapel-Hill

Chapel Hill, North Carolina (USA)

44.06211.47
36School of Business and Economics, Vrije Universiteit Amsterdam

Amsterdam, Netherlands

44.981043.92
37Economics Department, University of Strathclyde

Glasgow, United Kingdom

45.85291.11
38Federal Reserve Bank of Dallas

Dallas, Texas (USA)

46.86600.85
39Federal Reserve Bank of St. Louis

St. Louis, Missouri (USA)

48.74691.38
---Economic Research, Federal Reserve Bank of Cleveland

Cleveland, Ohio (USA)

49.49392.11
---Research Division, Federal Reserve Bank of St. Louis

St. Louis, Missouri (USA)

50.19591.36
40Department of Economics, Northwestern University

Evanston, Illinois (USA)

50.86400.34
41Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam

Rotterdam, Netherlands

54.321162.87
42School of Economics and Finance, Queen Mary University of London

London, United Kingdom

55.02522.32
43School of Economics, Faculty of Arts and Social Sciences, University of Sydney

Sydney, Australia

55.31601.48
44Department of Economics, Indiana University

Bloomington, Indiana (USA)

58.36271.13
45Economics Department, Yale University

New Haven, Connecticut (USA)

58.57530.47
46Department of Economics, Boston College

Chestnut Hill, Massachusetts (USA)

59.15611.04
47Department of Economics, University of California-Berkeley

Berkeley, California (USA)

59.44560.66
---Volatility Institute, Stern School of Business, New York University (NYU)

New York City, New York (USA)

60.6720.13
---Econometrisch Instituut, Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam

Rotterdam, Netherlands

60.68212.41
48Department of Economics, Cornell University

Ithaca, New York (USA)

60.81421.09
49Università Commerciale Luigi Bocconi

Milano, Italy

62.411701.8
50Department of Economics, McGill University

Montréal, Canada

62.86321.37
51Louvain Institute of data Analysis and Modelling in Economics and Statistics (LIDAM), Université Catholique de Louvain

Louvain-la-Neuve, Belgium

65.081141.45
52Economics Department, Massachusetts Institute of Technology (MIT)

Cambridge, Massachusetts (USA)

65.18550.17
53Tinbergen Instituut

Amsterdam, Netherlands

65.351223.17
54Department of Economics, University College London (UCL)

London, United Kingdom

65.62681.27
---Afdeling Econometrie and Operations Research, School of Business and Economics, Vrije Universiteit Amsterdam

Amsterdam, Netherlands

65.69153.02
55Barcelona Graduate School of Economics (Barcelona GSE)

Barcelona, Spain

66.641602.77
56Federal Reserve Bank of Atlanta

Atlanta, Georgia (USA)

67.43281.81
57Department of Economics, New York University (NYU)

New York City, New York (USA)

68.78551.02
---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

69.16561.25
58Dipartimento di Scienze Economiche, Alma Mater Studiorum - Università di Bologna

Bologna, Italy

69.531062.84
59Faculteit Economie en Bedrijfskunde, Universiteit van Amsterdam

Amsterdam, Netherlands

69.55882.2
---Bendheim Center for Finance, Department of Economics, Princeton University

Princeton, New Jersey (USA)

76.1560.51
---Economic Studies, Brookings Institution

Washington, District of Columbia (USA)

77.93120.11
60Brookings Institution

Washington, District of Columbia (USA)

77.93360.11
---Granger Centre for Time Series Econometrics, School of Economics, University of Nottingham

Nottingham, United Kingdom

82.5841.55
61Department of Economics, University of Toronto

Toronto, Canada

85.25651.22
62Federal Reserve Bank of Chicago

Chicago, Illinois (USA)

86.71590.8
63Department of Economics, Ohio State University

Columbus, Ohio (USA)

88.02382
---Amsterdam School of Economics, Faculteit Economie en Bedrijfskunde, Universiteit van Amsterdam

Amsterdam, Netherlands

89.25261.43
64Ekonomihögskolan, Lunds Universitet

Lund, Sweden

90.891131.68
---Nationalekonomiska Institutionen, Ekonomihögskolan, Lunds Universitet

Lund, Sweden

90.89701.68
65Department of Economics, University of Warwick

Coventry, United Kingdom

92.18861.71
66Department of Economics, Mathematics and Statistics, Birkbeck College

London, United Kingdom

92.57282.3
67Departamento de Estadistica, Universidad Carlos III de Madrid

Madrid, Spain

93.2395.13
---Department of Finance, College of Management, Asia University

Wufeng, Taiwan

93.6570.41
68College of Management, Asia University

Wufeng, Taiwan

93.65190.41
69Anderson Graduate School of Management, University of California-Los Angeles (UCLA)

Los Angeles, California (USA)

95.09300.48
70Center for Applied Statistics and Econometrics (CASE), Humboldt-Universität Berlin

Berlin, Germany

96.46220.88
71Department of Economics, Emory University

Atlanta, Georgia (USA)

96.7261.87
72Institute of Labor Economics (IZA)

Bonn, Germany

101.739260.58
73Bank of Canada

Ottawa, Canada

105.161614.7
74Department of Economics, Korea University

Seoul, South Korea

106.03261.35
75Department of Economics, Pennsylvania State University

State College, Pennsylvania (USA)

106.67330.58
---Department of Economics, W.P. Carey School of Business, Arizona State University

Tempe, Arizona (USA)

107.6441.5
76W.P. Carey School of Business, Arizona State University

Tempe, Arizona (USA)

107.6521.5
77DIW Berlin (Deutsches Institut für Wirtschaftsforschung)

Berlin, Germany

109.131500.81
78Krannert School of Management, Purdue University

West Lafayette, Indiana (USA)

110.26312.32
---Department of Economics, Krannert School of Management, Purdue University

West Lafayette, Indiana (USA)

110.26272.32
79Centre for Economic Policy Research (CEPR)

London, United Kingdom

110.413290.36
80Istituto Einaudi per l'Economia e la Finanza (EIEF)

Roma, Italy

110.79230.59
---Economic Research Department, Federal Reserve Bank of Atlanta

Atlanta, Georgia (USA)

112.54221.55
81Department of Economics, University of Texas-Dallas

Dallas, Texas (USA)

112.57110.75
82College of Economics, Sogang University

Seoul, South Korea

113.54200.98
83Department of Economics, Rutgers University-New Brunswick

New Brunswick, New Jersey (USA)

113.91390.67
84Department of Economics, University of California-Riverside

Riverside, California (USA)

114.39261.09
---Departament d'Economia i Empresa, Universitat Pompeu Fabra, Barcelona Graduate School of Economics (Barcelona GSE)

Barcelona, Spain

116.45921.91
85Department of Economics, Johns Hopkins University

Baltimore, Maryland (USA)

116.62210.58
86Rady School of Management, University of California-San Diego (UCSD)

La Jolla, California (USA)

116.97120.4
87Business School, University of Technology Sydney

Sydney, Australia

118.13891.7
88International Monetary Fund (IMF)

Washington, District of Columbia (USA)

118.674443.53
89School of Business and Economics, Maastricht University

Maastricht, Netherlands

118.82913.97
90Department of Economics, University of Connecticut

Storrs, Connecticut (USA)

119.6481.72
91Facoltà di Economia, Università degli Studi di Roma "Tor Vergata"

Roma, Italy

120.031033.61
92Deutsche Bundesbank

Frankfurt, Germany

120.661593.18
93Solvay Brussels School of Economics and Management, Université Libre de Bruxelles

Bruxelles, Belgium

121.371632.57
---Department of Finance, Kellogg Graduate School of Management, Northwestern University

Evanston, Illinois (USA)

122.71170.21
94Kellogg Graduate School of Management, Northwestern University

Evanston, Illinois (USA)

122.71490.21
95Department of Agricultural and Resource Economics, University of Maryland

College Park, Maryland (USA)

122.78280.5
96Department of Economics, University of California-Los Angeles (UCLA)

Los Angeles, California (USA)

123.55520.65
---Dipartimento di Economia e Finanza, Facoltà di Economia, Università degli Studi di Roma "Tor Vergata"

Roma, Italy

124.65583.59
97Athens University of Economics and Business (AUEB)

Athens, Greece

124.89832.96
98Department of Economics, Vanderbilt University

Nashville, Tennessee (USA)

124.97400.47
99Fakultät für Wirtschaftswissenschaften, Universität Wien

Wien, Austria

125.86582.01
100Sveriges Riksbank

Stockholm, Sweden

125.97382.02
101Dipartimento di Economia "Marco Biagi", Università degli Studi di Modena e Reggio Emilia

Modena, Italy

127.37480.55
102Joint Research Centre, European Commission

Ispra, Italy

128.67773.29
103Dipartimento di Economia, Università Ca' Foscari Venezia

Venezia, Italy

128.96751.4
104Politiikan ja Talouden Tutkimuksen Laitos, Valtiotieteellinen tiedekunta, Helsingin Yliopisto

Helsinki, Finland

129.59292.29
105Economics Department, University of Essex

Colchester, United Kingdom

132.19451.4
106École d'Économie d'Aix-Marseille, Aix-Marseille Université

Aix-en-Provence/Marseille, France

134.251082.56
---European Centre for Advanced Research in Economics and Statistics (ECARES), Solvay Brussels School of Economics and Management, Université Libre de Bruxelles

Bruxelles, Belgium

136.82662.52
107Institut für Ökonometrie und OR, Rheinische Friedrich-Wilhelms-Universität Bonn

Bonn, Germany

137.0110.62
108Business School, Deakin University

Melbourne, Australia

138.4761.85
---Economics Discipline Group, Business School, University of Technology Sydney

Sydney, Australia

139.79411.37
---Vakgroep Kwantitatieve Economie, School of Business and Economics, Maastricht University

Maastricht, Netherlands

140.9293.64
109Department of Economics and Finance, Brunel University

Uxbridge, United Kingdom

140.94171.65
110Warwick Business School, University of Warwick

Coventry, United Kingdom

142.67262.13
111Economics Department, Georgetown University

Washington, District of Columbia (USA)

143.7470.59
112Department of Economics, Washington University in St. Louis

St. Louis, Missouri (USA)

144.41290.6
113Adam Smith Business School, University of Glasgow

Glasgow, United Kingdom

144.48652.16
---Department of Economics, Adam Smith Business School, University of Glasgow

Glasgow, United Kingdom

144.48502.16
114Department of Economics, University of Notre Dame

South Bend, Indiana (USA)

145.09470.61
115Department of Economics, University of Birmingham

Birmingham, United Kingdom

145.57391.71
116Department of Economics, University of Houston

Houston, Texas (USA)

146.65241.01
117Fachbereich Wirtschaftswissenschaft, Freie Universität Berlin

Berlin, Germany

150.1420.63
118Faculty of Business and Economics, University of Melbourne

Melbourne, Australia

150.8973.18
119Management School, Lancaster University

Lancaster, United Kingdom

152.38673.52
120Scuola di Economia e Management, Università degli Studi di Firenze

Firenze, Italy

152.4792.21
---Abteilung Volkswirtschaftslehre, Fachbereich Wirtschaftswissenschaft, Freie Universität Berlin

Berlin, Germany

153.14200.46
121Federal Reserve Bank of New York

New York City, New York (USA)

153.36811.57
---Department of Statistics and Operations Research, Fakultät für Wirtschaftswissenschaften, Universität Wien

Wien, Austria

154.0171.63
122School of Business and Economics, Universidade Nova de Lisboa

Lisboa, Portugal

155.45510.78
123Bank of England

London, United Kingdom

157.322053.89
124Wirtschaftswissenschaftliche Fakutät, Universität Zürich

Zürich, Switzerland

157.331551.63
---Institut für Volkswirtschaftslehre, Wirtschaftswissenschaftliche Fakutät, Universität Zürich

Zürich, Switzerland

157.33911.63
125Fachbereich Wirtschaftswissenschaft, Goethe Universität Frankfurt am Main

Frankfurt am Main, Germany

158.28651.18
126Banca d'Italia

Roma, Italy

160.062583.97
127Toulouse School of Economics (TSE)

Toulouse, France

160.241580.8
128Department of Economics, University of Maryland

College Park, Maryland (USA)

161.05461.64
---Dipartimento di Statistica, Informatica, Applicazioni "G. Parenti", Scuola di Economia e Management, Università degli Studi di Firenze

Firenze, Italy

161.17162
---Dipartimento di Economia "Ettore Bocconi", Università Commerciale Luigi Bocconi

Milano, Italy

162.21320.28
129Management School, University of Liverpool

Liverpool, United Kingdom

169.67342.17
130Department of Economics, Virginia Polytechnic Institute and State University (Virginia Tech)

Blacksburg, Virginia (USA)

170.73131.43
131Graduate School of Business, Columbia University

New York City, New York (USA)

171.58480.16
132Crawford School of Public Policy, Australian National University

Canberra, Australia

172.361590.69
---Abteilung Empirische Wirtschaftsforschung und International Wirtschaftspolitik, Fachbereich Wirtschaftswissenschaft, Goethe Universität Frankfurt am Main

Frankfurt am Main, Germany

172.9491
133Department of Economics, Maxwell School, Syracuse University

Syracuse, New York (USA)

176.14210.54
134Smeal College of Business Administration, Pennsylvania State University

State College, Pennsylvania (USA)

178.92100.83
135Institute for Fiscal Studies (IFS)

London, United Kingdom

179.24690.17
136Département de Sciences Économiques, Université de Montréal

Montréal, Canada

179.34270.87
---Innocenzo Gasparini Institute for Economic Research (IGIER), Università Commerciale Luigi Bocconi

Milano, Italy

179.81500.29
---ICMA Centre for Financial Markets, Henley Business School, University of Reading

Reading, United Kingdom

182.08130.29
137Henley Business School, University of Reading

Reading, United Kingdom

182.08320.29
138Business School, University of Exeter

Exeter, United Kingdom

182.76450.75
---Department of Economics, Faculty of Business and Economics, University of Melbourne

Melbourne, Australia

183.3462.75
139Gordon Lang School of Business and Economics, University of Guelph

Guelph, Canada

184.16471.51
---Department of Economics and Finance, Gordon Lang School of Business and Economics, University of Guelph

Guelph, Canada

184.16411.51
---Department of Economics, London Business School (LBS)

London, United Kingdom

184.81140.55
140London Business School (LBS)

London, United Kingdom

184.81320.55
141Graduate School of Economics/Faculty of Economics, Hitotsubashi University

Tokyo, Japan

185.72291.86
---Finance Division, Sauder School of Business, University of British Columbia

Vancouver, Canada

187.861
142Sauder School of Business, University of British Columbia

Vancouver, Canada

187.8231
143Rimini Centre for Economic Analysis (RCEA)

Waterloo, Canada

188.03420.78
144Banco de España

Madrid, Spain

189.011172.63
145Department of Economics, University of Illinois at Urbana-Champaign

Urbana-Champaign, Illinois (USA)

190.36431.01
---Economics Group, Nuffield College, Department of Economics, Oxford University

Oxford, United Kingdom

191.73260.46
146ESSEC Business School

Cergy-Pontoise, France

193.35342.14
147William E. Simon Graduate School of Business Administration, University of Rochester

Rochester, New York (USA)

193.69110.2
148BI Handelshøyskolen

Oslo, Norway

194.74510.89
---Finance and Economics Department, Graduate School of Business, Columbia University

New York City, New York (USA)

195.05270.13
149London School of Economics (LSE)

London, United Kingdom

195.952971.16
150Olin School of Business, Washington University in St. Louis

St. Louis, Missouri (USA)

197230.34

The rankings

Top 10% authors in the field of Econometric Time Series

For Econometric Time Series, these are 812 authors affiliated with 1502 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

1.78
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)

2.59
3Clive W. J. Granger †

4.41
4Pierre Perron

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

5.06
5Tim Bollerslev

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

5.45
6M Hashem Pesaran

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

7.88
7Soren Johansen

Økonomisk Institut, Københavns Universitet, København, Denmark

11.4
8Mark W. Watson

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

11.45
9Francis X. Diebold

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

14.7
10Donald W. K. Andrews

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

15.65
11Jushan Bai

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

16.71
12Robert Taylor

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

17.22
13Charles R. Nelson

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

17.87
14Timo 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

17.97
15Lars Peter Hansen

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

18.13
16Yongcheol Shin

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

19.69
17James H. Stock

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

19.95
18Andrew C. Harvey

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

20.14
19David F. Hendry

Department of Economics, Oxford University, Oxford, United Kingdom

20.61
20Kenneth D. West

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

23.17
21Helmut Lutkepohl

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

24.21
22Gary Koop

Economics Department, University of Strathclyde, Glasgow, United Kingdom

24.21
23Joon Y. Park

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

24.33
24James Hamilton

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

24.35
25Neil Shephard

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

24.85
26Serena Ng

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

25.42
27George Tauchen

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

25.53
28Torben G. Andersen

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

26.55
29Pentti Saikkonen

26.97
30Stephen Leybourne

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

27.22
31Graham Elliott

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

28.81
32Thomas J. Sargent

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

29.4
33Allan Timmermann

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

31.6
34Halbert White †

32.19
35Todd Clark

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

33.93
36Manuel Arellano

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

34.48
37Adrian Rodney Pagan

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

35.25
38Morten Orregaard Nielsen

Economics Department, Queen's University, Kingston, Canada

37.75
39Peter Reinhard Hansen

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

42.48
40Joakim Westerlund

Nationalekonomiska Institutionen, Ekonomihögskolan, Lunds Universitet, Lund, Sweden

43.34
41Michael McAleer

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

44.15
42Christian S. Gourieroux

Department of Economics, University of Toronto, Toronto, Canada

46.3
43Lutz Kilian

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

47.82
44David I. Harvey

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

49.09
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

49.42
46Chang-Jin Kim

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

49.45
47Luc 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

49.6
48Andrew Patton

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

49.71
49Yacine Ait-Sahalia

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

49.82
50Lawrence J. Christiano

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

51.42
51Siem Jan Koopman

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

53.68
52Ole E. Barndorff-Nielsen

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

54.19
53Jun Yu

School of Economics, Singapore Management University, Singapore, Singapore

55.66
54Michael McCracken

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

56.04
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

59.04
56James MacKinnon

Economics Department, Queen's University, Kingston, Canada

60.92
57Jean-Michel Zakoian

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

63.32
58Donggyu Sul

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

64.76
59Lucrezia Reichlin

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

65.45
60Marco Lippi

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

66.56
61Asger Lunde

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

66.84
62Frank Schorfheide

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

68.05
63Cheng Hsiao

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

68.59
64Jorg Breitung

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

68.61
65In Choi

College of Economics, Sogang University, Seoul, South Korea

68.91
66Timothy Vogelsang

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

69.82
67Norman Rasmus Swanson

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

70.57
68Atsushi Inoue

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

70.62
69Marcus J. Chambers

Economics Department, University of Essex, Colchester, United Kingdom

70.68
70Zhijie Xiao

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

73.37
71Giuseppe Cavaliere

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

74.67
72Christopher F Baum

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

75.75
73Jean-Marie Dufour

Department of Economics, McGill University, Montréal, Canada

75.98
74Yixiao Sun

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

78.81
75Mario Forni

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

81.26
76Eric Ghysels

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

83.02
77Oliver Bruce Linton

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

83.26
78Chihwa Kao

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

84.45
79Christian Francq

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

85.28
80Domenico Giannone

Centre for Economic Policy Research (CEPR), London, United Kingdom

86.3
81Hyungsik Roger Moon

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

86.37

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