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

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

  • Only authors registered with the RePEc Author Service are considered.
  • Only works listed on RePEc and claimed as theirs by registered authors are counted.
  • A series of rankings by different criteria are aggregated. The average rank score is determined by taking a harmonic mean of the ranks in each criterion. For a list of criteria, see the general ranking page.
  • Authors with multiple affiliations are attributed to each institution according to the weights ("shares") they have set to each in their profile, or by default according to a formula described here.
  • Authors affiliated with subentities of institutions listed in EDIRC are also counted in the latter.
  • Only institutions listed in EDIRC are counted.
  • Subentities of ranked institutions do not increment the rank count and have their rank listed in parentheses.
  • The scores of institutions in each field are determined by a weighted sum of all scores of authors affiliated with the respective institutions, where the authors have provided weights ("shares") if they have multiple affiliations. The weights are determined, for each author, by the proportion of all working papers announced in NEP that have also been announced in this NEP report.
  • To be classified, an author needs to have five or more working papers announced in the NEP report for this field. For authors whose first paper is less that 10 years old, having 25% of the papers in the NEP report is sufficient.
  • There are no such restrictions for institutions, it is thus possible that more institutions than authors are classified.
  • Please note that rankings can depend on the number of registered authors in the respective institutions. Register at the RePEc Author Service to be counted.
  • There are 9062 institutions with 71402 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 780 authors affiliated with 1618 institutions.
All authors classified in this field.

RankInstitutionScoreAuthorsAuthor shares
1Institut for Økonomi, Aarhus Universitet

Aarhus, Denmark

2.711512.54
2Department of Economics, Duke University

Durham, North Carolina (USA)

3501.74
3Department of Economics, Princeton University

Princeton, New Jersey (USA)

4.12522.38
4Faculty of Economics, University of Cambridge

Cambridge, United Kingdom

6.74722.26
5Department of Economics, School of Arts and Sciences, Columbia University

New York City, New York (USA)

8.14551.04
---Center for Research in Econometric Analysis of Time Series (CREATES), Institut for Økonomi, Aarhus Universitet

Aarhus, Denmark

8.15409.2
6African Governance and Development Institute (AGDI)

Yaoundé, Cameroun

8.2860.95
7Monash Business School, Monash University

Melbourne, Australia

8.5319811.38
8Department of Economics, Boston University

Boston, Massachusetts (USA)

8.54702.69
9Department of Economics, University of California-San Diego (UCSD)

La Jolla, California (USA)

10.24531.89
10Cowles Foundation for Research in Economics, Yale University

New Haven, Connecticut (USA)

10.56170.52
11Department of Economics, Harvard University

Cambridge, Massachusetts (USA)

12.74730.84
---Department of Econometrics and Business Statistics, Monash Business School, Monash University

Melbourne, Australia

13.524010.28
12Department of Economics, University of Pennsylvania

Philadelphia, Pennsylvania (USA)

14.11542.36
13Singapore Management University

Singapore, Singapore

15.23394.29
14Stern School of Business, New York University (NYU)

New York City, New York (USA)

16.05581.94
15European Central Bank

Frankfurt am Main, Germany

16.252728.43
---School of Economics, Singapore Management University

Singapore, Singapore

16.7314.25
16Økonomisk Institut, Københavns Universitet

København, Denmark

16.85784.57
17Department of Economics, University of Southern California

Los Angeles, California (USA)

20.13711.18
18Economics Department, University of Wisconsin-Madison

Madison, Wisconsin (USA)

20.36360.7
19Department of Economics, Oxford University

Oxford, United Kingdom

20.591824.06
20Department of Economics and Related Studies, University of York

York, United Kingdom

21.35903.65
21Department of Economics, University of Washington

Seattle, Washington (USA)

22.64231.62
22School of Economics, University of Nottingham

Nottingham, United Kingdom

23.761183.43
---Department of Economics, Business School, University of Auckland

Auckland, New Zealand

27.31210.3
23Business School, University of Auckland

Auckland, New Zealand

27.31270.3
24Economics Department, Michigan State University

East Lansing, Michigan (USA)

30.6551.05
25Centre de Recherche en Économie et Statistique (CREST)

Palaiseau, France

30.691093.13
26International Monetary Fund (IMF)

Washington, District of Columbia (USA)

32.095377.56
27Federal Reserve Bank of Dallas

Dallas, Texas (USA)

33.36561.42
28Essex Business School, University of Essex

Colchester, United Kingdom

34.04292.45
29National Bureau of Economic Research (NBER)

Cambridge, Massachusetts (USA)

34.264840.55
---Finance Department, Stern School of Business, New York University (NYU)

New York City, New York (USA)

34.43190.47
30Department of Economics, University of Chicago

Chicago, Illinois (USA)

35.26840.35
31Barcelona School of Economics (BSE)

Barcelona, Spain

38.41794
32School of Business and Economics, Vrije Universiteit Amsterdam

Amsterdam, Netherlands

39.881337.09
33Federal Reserve Bank of St. Louis

St. Louis, Missouri (USA)

40.92621.25
34School of Economics, Faculty of Arts and Social Sciences, University of Sydney

Sydney, Australia

41.16823.8
35Economics Department, University of Strathclyde

Glasgow, United Kingdom

41.67330.95
---Research Division, Federal Reserve Bank of St. Louis

St. Louis, Missouri (USA)

42.41531.23
36Centro de Estudios Monetarios y Financieros (CEMFI)

Madrid, Spain

44.24291.38
37Department of Economics, Johns Hopkins University

Baltimore, Maryland (USA)

46.68330.67
38Department of Economics, University of North Carolina-Chapel-Hill

Chapel Hill, North Carolina (USA)

48.32231.28
39Departamento de Economía, Universidad Carlos III de Madrid

Madrid, Spain

48.89601.62
40Università Commerciale Luigi Bocconi

Milano, Italy

49.011862.91
41Faculty of Business Administration, University of Macau

Macau, Macao

51.11392.97
42Department of Economics, Northwestern University

Evanston, Illinois (USA)

53.12480.38
43Louvain Institute of Data Analysis and Modelling in Economics and Statistics (LIDAM), Université Catholique de Louvain

Louvain-la-Neuve, Belgium

54.111373.79
44School of Economics and Management, University of Chinese Academy of Sciences

Beijing, China

55.1241
45Department of Economics, McGill University

Montréal, Canada

58.07361.5
46Economics Department, Massachusetts Institute of Technology (MIT)

Cambridge, Massachusetts (USA)

58.43630.47
47Federal Reserve Bank of Cleveland

Cleveland, Ohio (USA)

59.27873.58
48Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam

Rotterdam, Netherlands

60.061234.57
49Department of Economics, Boston College

Chestnut Hill, Massachusetts (USA)

62.22710.94
50Economics Department, Yale University

New Haven, Connecticut (USA)

62.39660.45
51Federal Reserve Board (Board of Governors of the Federal Reserve System)

Washington, District of Columbia (USA)

63.372123.58
52Department of Economics, University of California-Berkeley

Berkeley, California (USA)

63.84650.6
---Econometrisch Instituut, Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam

Rotterdam, Netherlands

64.38223.54
---Afdeling Econometrie and Operations Research, School of Business and Economics, Vrije Universiteit Amsterdam

Amsterdam, Netherlands

66.53163.6
53Dipartimento di Scienze Economiche, Alma Mater Studiorum - Università di Bologna

Bologna, Italy

66.881273.1
54Faculteit Economie en Bedrijfskunde, Universiteit van Amsterdam

Amsterdam, Netherlands

67.451022.72
55School of Economics and Finance, Queen Mary University of London

London, United Kingdom

68.75712.12
---Economic Studies, Brookings Institution

Washington, District of Columbia (USA)

70.46120.12
56Brookings Institution

Washington, District of Columbia (USA)

70.46390.12
57Department of Economics, University College London (UCL)

London, United Kingdom

72.51691.12
58Federal Reserve Bank of Atlanta

Atlanta, Georgia (USA)

73.62271.74
59Ekonomihögskolan, Lunds Universitet

Lund, Sweden

73.881201.91
---Nationalekonomiska Institutionen, Ekonomihögskolan, Lunds Universitet

Lund, Sweden

73.88701.91
---Economic Research, Federal Reserve Bank of Cleveland

Cleveland, Ohio (USA)

74.95561.99
60Business School, King's College London

London, United Kingdom

75.96371.62
61Department of Economics, University of Illinois at Urbana-Champaign

Urbana-Champaign, Illinois (USA)

78.19461.65
---Volatility Institute, Stern School of Business, New York University (NYU)

New York City, New York (USA)

78.4120.1
62Department of Economics, New York University (NYU)

New York City, New York (USA)

80.39610.87
---Granger Centre for Time Series Econometrics, School of Economics, University of Nottingham

Nottingham, United Kingdom

83.0561.56
---Departament d'Economia i Empresa, Universitat Pompeu Fabra, Barcelona School of Economics (BSE)

Barcelona, Spain

83.171042.3
63Department of Economics, University of Warwick

Coventry, United Kingdom

85.45881.48
---Amsterdam School of Economics, Faculteit Economie en Bedrijfskunde, Universiteit van Amsterdam

Amsterdam, Netherlands

85.79291.27
64DIW Berlin (Deutsches Institut für Wirtschaftsforschung)

Berlin, Germany

89.41380.64
65School of Business and Economics, Maastricht University

Maastricht, Netherlands

90.141014.13
66Mitch Daniels School of Business, Purdue University

West Lafayette, Indiana (USA)

90.59502.4
67Departamento de Estadistica, Universidad Carlos III de Madrid

Madrid, Spain

92.0494.94
68Federal Reserve Bank of Chicago

Chicago, Illinois (USA)

92.31570.54
---Bendheim Center for Finance, Department of Economics, Princeton University

Princeton, New Jersey (USA)

93.170.42
69Department of Economics, Washington University in St. Louis

St. Louis, Missouri (USA)

94.29311.58
---Department of Economics, Mitch Daniels School of Business, Purdue University

West Lafayette, Indiana (USA)

95.45432.37
70Facoltà di Economia, Università degli Studi di Roma "Tor Vergata"

Roma, Italy

95.551163.55
71Economics Department, Queen's University

Kingston, Canada

95.8521.2
72Athens University of Economics and Business (AUEB)

Athens, Greece

96.25953.06
73Department of Economics, Ohio State University

Columbus, Ohio (USA)

96.9402
---Center for Operations Research and Econometrics (CORE), Louvain Institute of Data Analysis and Modelling in Economics and Statistics (LIDAM), Université Catholique de Louvain

Louvain-la-Neuve, Belgium

97.79501.21
74Department of Economics, Mathematics and Statistics, Birkbeck College

London, United Kingdom

98.1252.65
75Department of Economics, University of Toronto

Toronto, Canada

99.2751.2
76Department of Economics, Indiana University

Bloomington, Indiana (USA)

100.94331.43
77Deutsche Bundesbank

Frankfurt, Germany

101.481793.19
78Business School, University of Exeter

Exeter, United Kingdom

101.81561.57
79Department of Economics, University of Connecticut

Storrs, Connecticut (USA)

103.77481.77
80Department of Economics, Emory University

Atlanta, Georgia (USA)

104.2321.92
81Business School, University of Technology Sydney

Sydney, Australia

105.37922.23
82Wirtschafts- und Sozialwissenschaftliche Fakultät, Universität zu Köln

Köln, Germany

109.29461.56
---Vakgroep Kwantitatieve Economie, School of Business and Economics, Maastricht University

Maastricht, Netherlands

112.04122.79
83Tinbergen Instituut

Amsterdam, Netherlands

112.571262.8
---Economic Research Department, Federal Reserve Bank of Atlanta

Atlanta, Georgia (USA)

113.22201.53
84Rady School of Management, University of California-San Diego (UCSD)

La Jolla, California (USA)

113.37120.41
85Dipartimento di Economia, Università Ca' Foscari Venezia

Venezia, Italy

116.24911.49
86Department of Economics, Korea University

Seoul, South Korea

117.12301.28
87Fakultät für Wirtschaftswissenschaften, Universität Wien

Wien, Austria

117.38651.72
88Department of Economics, Vanderbilt University

Nashville, Tennessee (USA)

118.35420.46
---Abteilung Volkswirtschaftslehre, Fachbereich Wirtschaftswissenschaft, Freie Universität Berlin

Berlin, Germany

120.2210.44
89Fachbereich Wirtschaftswissenschaft, Freie Universität Berlin

Berlin, Germany

120.2460.44
90École d'Économie d'Aix-Marseille, Aix-Marseille Université

Aix-en-Provence/Marseille, France

120.641252.6
91Crawford School of Public Policy, Australian National University

Canberra, Australia

121.551850.88
92Department of Economics, Rutgers University-New Brunswick

New Brunswick, New Jersey (USA)

122.39450.67
93Department of Economics, Pennsylvania State University

State College, Pennsylvania (USA)

124.72340.58
94Department of Economics, University of California-Riverside

Riverside, California (USA)

125.62341.4
95Department of Economics, University of Texas-Dallas

Dallas, Texas (USA)

125.75141.19
96Department of Economics and Finance, Brunel University London

Uxbridge, United Kingdom

128.44221.46
97Politiikan ja Talouden Tutkimuksen Laitos, Valtiotieteellinen tiedekunta, Helsingin Yliopisto

Helsinki, Finland

130.22321.9
98Département de Sciences Économiques, Université de Montréal

Montréal, Canada

132.29311.27
99School of Economics and Management, Tsinghua University

Beijing, China

132.41271.47
---Department of Finance, Kellogg Graduate School of Management, Northwestern University

Evanston, Illinois (USA)

133.53190.19
100Kellogg Graduate School of Management, Northwestern University

Evanston, Illinois (USA)

133.53540.19
---Centre for Applied Macroeconomic Analysis (CAMA), Crawford School of Public Policy, Australian National University

Canberra, Australia

134.18820.85
101Wirtschaftswissenschaftliche Fakutält, Universität Zürich

Zürich, Switzerland

134.391851.92
102Istituto Einaudi per l'Economia e la Finanza (EIEF)

Roma, Italy

135.07320.56
---Dipartimento di Economia e Finanza, Facoltà di Economia, Università degli Studi di Roma "Tor Vergata"

Roma, Italy

135.58662.76
---Institut für Volkswirtschaftslehre, Wirtschaftswissenschaftliche Fakutält, Universität Zürich

Zürich, Switzerland

135.961101.67
103Sveriges Riksbank

Stockholm, Sweden

136.03372.57
---Department of Statistics and Operations Research, Fakultät für Wirtschaftswissenschaften, Universität Wien

Wien, Austria

137.9771.4
---Dipartimento di Economia "Ettore Bocconi", Università Commerciale Luigi Bocconi

Milano, Italy

139.33340.33
---Economics Discipline Group, Business School, University of Technology Sydney

Sydney, Australia

141.65401.18
---Department of Economics, Business School, University of Exeter

Exeter, United Kingdom

141.7431.2
104Economics Department, University of Essex

Colchester, United Kingdom

142.53511.46
105Adam Smith Business School, University of Glasgow

Glasgow, United Kingdom

142.57741.98
---Department of Economics, Adam Smith Business School, University of Glasgow

Glasgow, United Kingdom

142.57561.98
106Department of Economics, University of Houston

Houston, Texas (USA)

142.71271.21
107Solvay Brussels School of Economics and Management, Université Libre de Bruxelles

Bruxelles, Belgium

1431752.05
108Dipartimento di Economia "Marco Biagi", Università degli Studi di Modena e Reggio Emilia

Modena, Italy

144.53470.4
109College of Economics, Sogang University

Seoul, South Korea

146.82230.75
110Banca d'Italia

Roma, Italy

147.013613.74
111Fachbereich Wirtschaftswissenschaft, Goethe Universität Frankfurt am Main

Frankfurt am Main, Germany

147.67771.19
---Seminar für Wirtschafts- und Sozialgeschichte, Wirtschafts- und Sozialwissenschaftliche Fakultät, Universität zu Köln

Köln, Germany

147.920.55
---Department of Economics, W.P. Carey School of Business, Arizona State University

Tempe, Arizona (USA)

147.91401.3
112W.P. Carey School of Business, Arizona State University

Tempe, Arizona (USA)

147.91501.3
113Toulouse School of Economics (TSE)

Toulouse, France

148.011551.28
114Anderson Graduate School of Management, University of California-Los Angeles (UCLA)

Los Angeles, California (USA)

148.59360.4
115Faculty of Business and Economics, University of Melbourne

Melbourne, Australia

152.18993.24
116Federal Reserve Bank of New York

New York City, New York (USA)

152.27971.47
117Economics Department, Georgetown University

Washington, District of Columbia (USA)

153.25510.75
---European Centre for Advanced Research in Economics and Statistics (ECARES), Solvay Brussels School of Economics and Management, Université Libre de Bruxelles

Bruxelles, Belgium

156.64652.02
118Management School, University of Liverpool

Liverpool, United Kingdom

156.71392.42
119Dipartimento di Statistica, Informatica, Applicazioni "G. Parenti", Università degli Studi di Firenze

Firenze, Italy

158.39191.78
120Centre for Economic Policy Research (CEPR)

London, United Kingdom

158.723830.29
---Innocenzo Gasparini Institute for Economic Research (IGIER), Università Commerciale Luigi Bocconi

Milano, Italy

159.49500.29
121Business School, Macquarie University

Sydney, Australia

159.74481.69
122Gordon Lang School of Business and Economics, University of Guelph

Guelph, Canada

159.83471.79
---Department of Economics and Finance, Gordon Lang School of Business and Economics, University of Guelph

Guelph, Canada

159.83401.79
123Department of Economics, University of Notre Dame

South Bend, Indiana (USA)

166.09580.32
124Culverhouse College of Business, University of Alabama-Tuscaloosa

Tuscaloosa, Alabama (USA)

166.75311.14
---Abteilung Empirische Wirtschaftsforschung und International Wirtschaftspolitik, Fachbereich Wirtschaftswissenschaft, Goethe Universität Frankfurt am Main

Frankfurt am Main, Germany

167.9781
125Banco de España

Madrid, Spain

168.981462.65
126Department of Economics, Virginia Polytechnic Institute and State University (Virginia Tech)

Blacksburg, Virginia (USA)

169.02181.45
127Department of Economics, University of Maryland

College Park, Maryland (USA)

169.16491.58
128Smeal College of Business Administration, Pennsylvania State University

State College, Pennsylvania (USA)

171.24110.9
129Bank of England

London, United Kingdom

172.542152.46
---Economic Research Department, Federal Reserve Bank of Dallas

Dallas, Texas (USA)

175.24330.55
130Department of Economics, Maxwell School, Syracuse University

Syracuse, New York (USA)

177.81260.39
131Institute for Fiscal Studies (IFS)

London, United Kingdom

178.41780.2
132London School of Economics (LSE)

London, United Kingdom

180.783491.26
---Department of Economics, Faculty of Business and Economics, University of Melbourne

Melbourne, Australia

182.29472.81
---ICMA Centre for Financial Markets, Henley Business School, University of Reading

Reading, United Kingdom

190.77140.44
133Henley Business School, University of Reading

Reading, United Kingdom

190.77330.44
134Bank of Canada

Ottawa, Canada

194.031763.5
135Business School, Queensland University of Technology

Brisbane, Australia

195.01351.48
136BI Handelshøyskolen

Oslo, Norway

195.55530.71
137Bangko Sentral Ng Pilipinas

Manilla, Philippines

195.8240.29
138Graduate School of Business, Columbia University

New York City, New York (USA)

196.63600.14
139ESSEC Business School

Cergy-Pontoise, France

198.01392.11
140Department of Economics, University of Oregon

Eugene, Oregon (USA)

198.08260.49
---Department of Economics, London Business School (LBS)

London, United Kingdom

199.31130.44
141London Business School (LBS)

London, United Kingdom

199.31340.44
142Facultat de Ciències Econòmiques i Empresarials, Universitat de les Illes Balears

Palma de Mallorca, Spain

199.41382.25
---Departament d'Economia Aplicada, Facultat de Ciències Econòmiques i Empresarials, Universitat de les Illes Balears

Palma de Mallorca, Spain

199.41272.25
143School of Business and Economics, Universidade Nova de Lisboa

Lisboa, Portugal

201.75560.59
144Warwick Business School, University of Warwick

Coventry, United Kingdom

201.77301.89
145Department of Economics, York University

Toronto, Canada

202.68421.31
146Department of Economics, University of Birmingham

Birmingham, United Kingdom

204.72551.05
147Department of Economics, University of Pittsburgh

Pittsburgh, Pennsylvania (USA)

204.76561.56
148School of Economics and Management, Universiteit van Tilburg

Tilburg, Netherlands

207.671441.41
149Faculty of Economics, University of Tokyo

Tokyo, Japan

209.06401.03
150Centro Ricerche Nord Sud (CRENoS)

Cagliari, Italy

209.63700.85
151Economics Division, University of Southampton

Southampton, United Kingdom

209.78332.25
---Department of Economics, Business School, Macquarie University

Sydney, Australia

210.1331.27
152DeGroote School of Business, McMaster University

Hamilton, Canada

210.3882.16
153Management School, Lancaster University

Lancaster, United Kingdom

210.68683.39
---CentER Graduate School for Economics and Business, School of Economics and Management, Universiteit van Tilburg

Tilburg, Netherlands

212.17991.35
154College of Business and Economics, Yonsei University

Seoul, South Korea

212.66321.4
---School of Economics, College of Business and Economics, Yonsei University

Seoul, South Korea

212.66301.4
---Economics Group, Nuffield College, Department of Economics, Oxford University

Oxford, United Kingdom

214.09260.27
155Department of Economics, School of Social Sciences, University of Manchester

Manchester, United Kingdom

215.46590.79
156Economics Department, Williams College

Williamstown, Massachusetts (USA)

216.27300.28
157Handelshögskolan, Örebro Universitet

Örebro, Sweden

217.25261.2
---Institutt for Samfunnsøkonomi, BI Handelshøyskolen

Oslo, Norway

220.13210.42
158Institut ekonomických studií, Univerzita Karlova v Praze

Praha, Czech Republic

220.161302.28
159Graduate School of Economics/Faculty of Economics, Hitotsubashi University

Tokyo, Japan

222.32311.5
---Finance Division, Sauder School of Business, University of British Columbia

Vancouver, Canada

223.4460.66
160Sauder School of Business, University of British Columbia

Vancouver, Canada

223.44250.66
---Finance and Economics Department, Graduate School of Business, Columbia University

New York City, New York (USA)

225.14270.12
161Department of Economics, University of California-Santa Barbara (UCSB)

Santa Barbara, California (USA)

227.13360.31

The rankings

Top 10% authors in the field of Econometric Time Series

For Econometric Time Series, these are 780 authors affiliated with 1618 institutions.
All authors classified in this field.

RankAuthorScore
1Peter C. B. Phillips

School of Economics, Singapore Management University, Singapore, Singapore

1.76
2Clive W. J. Granger †

4.19
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)

4.49
4Tim Bollerslev

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

4.83
5Pierre Perron

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

5.39
6Mohammad Hashem Pesaran

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

6.8
7Mark W. Watson

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

10.16
8Jushan Bai

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

13.27
9Soren Johansen

Økonomisk Institut, Københavns Universitet, København, Denmark

13.92
10Robert Taylor

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

14.05
11Francis X. Diebold

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

14.11
12Yongmiao Hong

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

15.49
13Donald W. K. Andrews

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

15.88
14Helmut Luetkepohl

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

15.95
15Charles R. Nelson

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

17.48
16Serena Ng

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

19.31
17Yongcheol Shin

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

19.47
18Gary Koop

Economics Department, University of Strathclyde, Glasgow, United Kingdom

19.94
19Andrew C. Harvey

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

20.91
20Timo Terasvirta

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

21.17
21Kenneth D. West

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

22.49
22James Hamilton

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

24.09
23David F. Hendry

Department of Economics, Oxford University, Oxford, United Kingdom

25.35
24Lars Peter Hansen

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

25.76
25George Tauchen

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

25.8
26Neil Shephard

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

25.92
27George Kapetanios

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

27.26
28James H. Stock

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

27.57
29Pentti Juhani Saikkonen

27.73
30Torben G. Andersen

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

28.2
31Adrian Rodney Pagan

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

28.81
32Stephen Leybourne

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

30.41
33Todd Clark

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

31.92
34Halbert White †

33.55
35Thomas J. Sargent

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

33.92
36Lutz Kilian

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

34.14
37Andrew Patton

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

34.74
38Graham Elliott

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

35.7
39Joakim Westerlund

Nationalekonomiska Institutionen, Ekonomihögskolan, Lunds Universitet, Lund, Sweden

36.5
40Massimiliano Marcellino

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

37.26
41Allan Timmermann

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

37.31
42Morten Nielsen

Institut for Økonomi, Aarhus Universitet, Aarhus, Denmark

38.01
43Peter Reinhard Hansen

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

42.69
44Manuel Arellano

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

44.18
45Jun Yu

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

47.94
46David I. Harvey

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

48.83
47Siem Jan Koopman

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

49.17
48Michael McCracken

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

52.6
49Ole E. Barndorff-Nielsen †

53.65
50Lajos Horvath

55.51
51Chang-Jin Kim

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

55.84
52Christian S. Gourieroux

Department of Economics, University of Toronto, Toronto, Canada

56.87
53Luc Bauwens

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

57.28
54Jean-Michel Zakoian

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

58.06
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

58.07
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

58.23
57Lawrence J. Christiano

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

60.71
58Michael McAleer †

61.34
59Oliver Bruce Linton

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

63.26
60Asger Lunde

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

66.68
61Atsushi Inoue

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

67.2
62Cheng Hsiao

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

68.14
63Frank Schorfheide

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

69.34
64Jonathan H. Wright

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

69.5
65Rob J Hyndman

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

70.06
66Christian Francq

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

70.5
67Chihwa Kao

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

71.06
68Zhijie Xiao

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

73.82
69Marcus J. Chambers

Economics Department, University of Essex, Colchester, United Kingdom

73.97
70Yacine Ait-Sahalia

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

74.74
71Joerg Breitung

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

74.8
72Joon Y. Park

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

75.82
73Lucrezia Reichlin

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

76.01
74James MacKinnon

Economics Department, Queen's University, Kingston, Canada

77.41
75Donggyu Sul

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

77.65
76Norman Rasmus Swanson

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

78.35
77Marco Lippi

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

78.76
78Domenico Giannone

International Monetary Fund (IMF), Washington, District of Columbia (USA)

82.3

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