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Authors in Econometric Time Series

This list attempts to categories authors by fields. The procedure is to look at all their papers announced in a NEP report. If 5 or more have appeared in a report, authors are considered to be working within that field. For authors whose first paper is less than 10 years old, having 25% of the papers announced in NEP be announced in this report is sufficient. Note that a paper may appear in several reports.

Below are authors identified to be in the following field: NEP-ETS (Econometric Time Series). See the top institutions and authors in this field. ? signals authors with whom we have lost contact and are seeking a current email address.

A | B | C | D | E | F | G | H | I | J | K | L | M | N | O | P | Q | R | S | T | U | V | W | X | Y | Z

A
Abakah, Emmanuel Joel Aikins Andersen, Torben G. Armillotta, Mirko
Addo, Peter Martey Anderson, Heather M. Armstrong, J. Scott †
Adusah-Poku, Frank Andreasen, Martin Aruoba, S. Boragan
Aguiar-Conraria, Luis Andree, Bo Pieter Johannes Asafo, Shuffield Seyram
Ait-Sahalia, Yacine Andrews, Donald W. K. Asai, Manabu
Alessi, Lucia Angelini, Francesco Athanasopoulos, George
Allen, David Edmund Angelini, Giovanni Atoi, Ngozi Victor
Al-Sadoon, Majid M. Ankargren, Sebastian Audrino, Francesco
Amado, Cristina Archakov, Ilya Avarucci, Marco
Amisano, Gianni Ardia, David
Anatolyev, Stanislav Arellano, Manuel
B
Babii, Andrii Bauwens, Luc Borup, Daniel ?
Bacchiocchi, Emanuele Bec, Frederique Bos, Charles S.
Baharumshah, Ahmad Zubaidi Beck, Elliot Boswijk, H. Peter
Bai, Jushan Behera, Sarthak Subidit Boussaha, Nadia ?
Bai, Yu Bekiros, Stelios Brannas, Kurt
Ballinari, Daniele Bensalma, Ahmed Braun, Robin
Baltagi, Badi H. Beyeler, Simon Breitung, Joerg
Banbura, Marta Bille, Anna Gloria Brenna, Federica
Banerjee, Anindya Billio, Monica Brownlees, Christian T.
Barbaglia, Luca Binning, Andrew Brueggemann, Ralf
Barigozzi, Matteo Blasques, Francisco A. A. Bruns, Martin
Barndorff-Nielsen, Ole E. † Blazsek, Szabolcs Bucci, Andrea
Barunik, Jozef Blunier, Jason ? Buczynski, Mateusz
Basher, Syed Abul Boeckelmann, Lukas Bun, Maurice
Baum, Christopher F Boivin, Jean Buncic, Daniel
Baumeister, Christiane Bollerslev, Tim Busetti, Fabio
C
Cabana Garceran del Vall, Elisa Cerqueti, Roy Christiano, Lawrence J.
Caggiano, Giovanni Cerrato, Mario Christoffersen, Peter F. †
Caiado, Jorge Challet, Damien Chronopoulos, Ilias
Callot, Laurent A. F. Chambers, Marcus J. Chrysikou, Katerina
Calzolari, Giorgio Chan, Felix Chudik, Alexander
Camacho, Maximo Chan, Joshua C.C. Cipollini, Fabrizio
Camarero, Mariam Chang, Chia-Lin Clark, Todd
Canarella, Giorgio Chang, Yoosoon Clements, Adam
Candelon, Bertrand Chauvet, Marcelle Clements, Michael Peter
Canepa, Alessandra Chen, Chaoyi Clinet, Simon ?
Canova, Fabio ? Chen, Jia Conrad, Christian
Capasso, Marco Chen, Pu Cornwall, Gary Joseph
Capolongo, Angela Chen, Xiaohong Corona, Francisco
Caporale, Guglielmo Maria Chevillon, Guillaume Corradi, Valentina
Caporin, Massimiliano Chiarella, Carl † Corsello, Francesco
Carnero, M. Angeles Chigira, Hiroaki ? Corsi, Fulvio
Carr, Peter P. † Chikhi, Mohamed Costantini, Mauro
Carrasco, Marine Chiu, Ching-Wai (Jeremy) Cotter, John
Carriero, Andrea Chlebus, Marcin Crato, Nuno
Carrion-i-Silvestre, Josep Cho, Jin Seo Croushore, Dean
Casarin, Roberto Choi, Chi-Young Crump, Richard K.
Casini, Alessandro Choi, In Cubadda, Gianluca
Cassim, Lucius Chong, Terence Tai Leung Cubillos-Rocha, Juan Sebastian
Castelnuovo, Efrem Chortareas, Georgios Cuestas, Juan Carlos
Castle, Jennifer L. Christensen, Bent Jesper
Cavaliere, Giuseppe Christensen, Kim
D
D'Agostino, Antonello Demircan, Hamza Dolado, Juan J.
Dahl, Christian Møller Demos, Antonis Doornik, Jurgen A.
Da Silva, Sergio Deo, Rohit S. Doz, Catherine
Daviet, Remi de Peretti, Christian Dueker, Michael J. †
De Gaetano, Davide Desboulets, Loann ? Dufays, Arnaud
del Barrio Castro, Tomas Deschamps, Philippe J. Dufour, Jean-Marie
Della Marra, Fabio ? Dhaene, Geert Dufrenot, Gilles
Delle Monache, Davide Diebold, Francis X. Dungey, Mardi †
Del Negro, Marco Di Iorio, Francesca Duque Garcia, Carlos Alberto
Demetrescu, Matei Diongue, Abdou Ka
E
Eckert, Florian Eklund, Jana Escanciano, Juan Carlos
Eichenbaum, Martin Elliott, Graham Escribano, Alvaro
Eickmeier, Sandra Engle, Robert F. III Espasa, Antoni
Eisenstat, Eric Eo, Yunjong Evans, Martin
Eklund, Bruno Ericsson, Neil R. Everaert, Gerdie
F
Fachin, Stefano † Fernandes, Marcelo Franchi, Massimo
Fanelli, Luca Fernandez-Villaverde, Jesus Francq, Christian
Fang, Puyi Ferrara, Laurent Franses, Philip Hans
Fang, Zheng Ferreira, Leonardo N. Freyaldenhoven, Simon
Faryna, Oleksandr Ferroni, Filippo Friedrich, Marina
Faust, Jon Feve, Patrick Fries, Sebastien
Favero, Carlo Fiorentini, Gabriele Fry-McKibbin, Renee A.
Feldkircher, Martin Forbes, Catherine Scipione Fuleky, Peter
Feng, Yuanhua Forni, Mario Funovits, Bernd
Fengler, Matthias R. Foroni, Claudia
G
Gadea, Maria Dolores Ghysels, Eric Gospodinov, Nikolay
Galagedera, Don U. A. Giacomini, Raffaella Gourieroux, Christian S.
Galbraith, John W. Giannerini, Simone Granger, Clive W. J. †
Galeano, Pedro Giannone, Domenico Grassi, Stefano
Galesi, Alessandro Gil-Alana, Luis Alberiko Grivas, Charisios
Gallo, Giampiero M. Giles, David E. A. Groen, Jan J. J.
Galvao, Ana Beatriz Giovannelli, Alessandro Guay, Alain
Gambetti, Luca Giraitis, Liudas Guerin, Pierre
Gandali Alikhani, Nadiya Giulietti, Monica Guerron, Pablo A.
Ganics, Gergely Goetz, Thomas B Guggenberger, Patrik
Gao, Jiti Goncalves, Silvia Guidolin, Massimo
Garcia, Rene Gonzalez, Andres Guillen, Osmani Teixeira de Carvalho
Garratt, Anthony Gonzalez, Steven Guo, Hui
Geraci, Marco Valerio Gonzalez-Rivera, Gloria Gupta, Rangan
Ghouse, Ghulam Gonzalo, Jesus
H
Hadri, Kaddour Harvey, David I. Hmida, Salma
Haerdle, Wolfgang Karl Hatemi-J, Abdulnasser Ho, Paul
Hafner, Christian Matthias Hautsch, Nikolaus Hong, Yongmiao
Halbleib, Roxana Hauzenberger, Niko Horvath, Lajos
Haldrup, Niels Hayakawa, Kazuhiko Hotta, Luiz K.
Hall, Stephen George Hecq, Alain Hsiao, Cheng
Hallin, Marc Hendry, David F. Hsiao, Cody Yu-Ling
Hamilton, James Hengge, Martina Huber, Florian
Han, Chirok Herbst, Edward Hubrich, Kirstin
Hansen, Lars Peter Hillebrand, Eric Huh, Hyeon-seung
Hansen, Peter Reinhard Hinich, Melvin J. † Hurn, Stan
Hardy, Nicolas Hizmeri, Rodrigo Hurvich, Clifford M.
Hartl, Tobias Hjalmarsson, Erik Hyndman, Rob J
Harvey, Andrew C. Hlouskova, Jaroslava
I
Iacone, Fabrizio Ilu, Ahmad Ibraheem Issler, Joao Victor
Iglesias, Emma M. Inoue, Atsushi
J
Jacob, Ray Ikechukwu Jensen, Mark J. Johansen, Soren
Jacobs, Jan Jin, Sainan Jorda, Oscar
Jacquier, Antoine Jin, Weifeng Jucknewitz, Roland
Jansson, Michael Jochmann, Markus Juodis, Arturas
Jarocinski, Marek Jochmans, Koen Juselius, Katarina
Jasiak, Joann Joensson, Kristian
K
Kamolthip, Sarun Khismatullina, Marina Kohns, David Eric
Kanaya, Shin Kholodilin, Konstantin Arkadievich Koop, Gary
Kanjamapornkul, Kabin ? Kiew Ling, Pui Koopman, Siem Jan
Kao, Chihwa Kilian, Lutz Korobilis, Dimitris
Kapetanios, George Kim, Chang-Jin Kourtellos, Andros
Karanasos, Menelaos Kim, Hyeongwoo Krehlik, Tomas
Karavias, Yiannis Kim, Jae Hoon Kristensen, Dennis
Karlsson, Sune Kim, Tae-Hwan Kristoufek, Ladislav
Kascha, Christian Jonathan King, Maxwell Leslie Kronenberg, Philipp
Kastner, Gregor Kiviet, Jan F. Kruiniger, Hugo
Katsouris, Christis Kleibergen, Frank Kruse, Robinson
Kaufmann, Sylvia Kobayashi, Masahito Kunihama, Tsuyoshi
Keilbar, Georg Kocenda, Evzen Kunst, Robert M.
Kejriwal, Mohitosh Kociecki, Andrzej Kurozumi, Eiji
Khalaf, Lynda Kock, Anders Bredahl
L
Labhard, Vincent Li, Chenxing Lovcha, Yuliya
Lahiri, Kajal Li, Dake Lu, Ye
Lanne, Markku Li, Degui Lucas, Andre
Lasak, Katarzyna Li, Mengheng Lucchetti, Riccardo (Jack)
Laurent, Sebastien Li, Yushu Luciani, Matteo
Laurini, Marcio Liew, Venus Khim-Sen Luetkepohl, Helmut
Ledoit, Olivier Lima, Luiz Renato Luger, Richard
Lee, Kevin Charles Lin, Yicong Lunde, Asger
Lee, Tae Hwy Linde, Jesper Lunsford, Kurt Graden
Leiva-Leon, Danilo Ling, Shiqing Lupi, Claudio
Lenza, Michele Linton, Oliver Bruce Lusompa, Amaze
Leon-Gonzalez, Roberto Lippi, Marco Ly, Racine
Leschinski, Christian Loaiza Maya, Ruben Albeiro Lyhagen, Johan
Lettau, Martin Lombardi, Marco Jacopo
Leybourne, Stephen Lopez, Claude
M
MacKinnon, James Maynard, Alex S. Miller, J. Isaac
Maharaj, Elizabeth Ann Mayoral, Laura Miller, Stephen M.
Maheu, John M. McAleer, Michael † Milunovich, George
Maih, Junior McCabe, Brendan Minford, A. Patrick L.
Majoni, Blessings McCausland, William Miranda-Agrippino, Silvia
Marcellino, Massimiliano McCracken, Michael Mitchell, James
Marcet, Albert McElroy, Tucker Sprague Mittnik, Stefan
Marczak, Martyna McIntyre, Stuart Montanes, Antonio
Margaritella, Luca Meddahi, Nour Monti, Francesca
Mark, Nelson C. Medeiros, Marcelo C. Moon, Hyungsik Roger
Marsh, Patrick Medel, Carlos A. Morana, Claudio
Martin, Gael Margaret Meenagh, David Morita, Rubens
Masih, Abul Mansur M. Meitz, Mika Morley, James
Matheson, Troy D Mertens, Elmar Mumtaz, Haroon
Mattera, Raffaele Mesters, Geert Musti, Babagana Mala
Matthes, Christian Michankow, Jakub Myohl, Christian
Maung, Kenwin Mignon, Valerie
Mavroeidis, Sophocles Milas, Costas
N
Naderi, Esmaeil Neely, Christopher J. Nielsen, Bent
Nagakura, Daisuke Nelson, Charles R. Nielsen, Morten
Nakajima, Jouchi Netsunajev, Aleksei Nocciola, Luca
Narayan, Paresh Kumar Ng, Serena Noel, Antoine L.
Nason, James M. Nguyen, Hoang Noriega, Antonio E.
Nawaz, Nasreen Nibbering, Didier Nyholm, Juho Tuomas
O
Odendahl, Florens Onatski, Alexei Otero, Jesus
Ogaki, Masao Onorante, Luca Otranto, Edoardo
Ogbonna, Ahamuefula Ephraim Ooms, Marius Owyang, Michael T.
Okui, Ryo Ord, John Keith Oxley, Les
Omay, Tolga Osborn, Denise
Omori, Yasuhiro Osterholm, Par
P
Paap, Richard Perone, Gaetano Platen, Eckhard
Paccagnini, Alessia Perron, Benoit Podolskij, Mark
Pagan, Adrian Rodney Perron, Pierre Poetscher, Benedikt M.
Panagiotidis, Theodore Pesaran, Mohammad Hashem Polivka, Jeannine
Papailias, Fotis Pesavento, Elena Pollock, David Stephen
Papell, David H. Petrella, Ivan Poncela, Pilar
Park, Joon Y. Petrova, Katerina Poon, Aubrey
Parla, Fabio Pettenuzzo, Davide Portier, Franck
Parsaeian, Shahnaz Pfarrhofer, Michael Poskitt, Donald Stephen
Paruolo, Paolo Phillips, Peter C. B. Potiron, Yoann
Patton, Andrew Phiri, Andrew Potter, Simon
Paya, Ivan Pierdzioch, Christian Price, Simon Glover
Pedersen, Rasmus Piersanti, Fabio Massimo Primiceri, Giorgio E.
Pelagatti, Matteo Maria Pigato, Paolo Profumo, Fabio
Pelger, Markus Piger, Jeremy M. Proietti, Tommaso
Pelletier, Denis Pincheira, Pablo Matias Prono, Todd Andrew
Pena, Daniel Pinter, Gabor Psaradakis, Zacharias
Perez Quiros, Gabriel Pitarakis, Jean-Yves
Q
Qu, Zhongjun Quoreshi, Shahiduzzaman
R
Radchenko, Stanislav I. Reichlin, Lucrezia Rossi, Barbara
Rahbek, Anders Renault, Eric Michel Rossi, Eduardo
Rao, B. Bhaskara † Rho, Seunghwa Rossini, Luca
Rasche, Robert H. † Ricco, Giovanni Rothfelder, Mario Philipp
Rault, Christophe Roa Rozo, Julian Royer, Julien
Ravazzolo, Francesco Rodrigues, Artur Brasil Fialho Rua, Antonio
Read, Matthew Rodrigues, Paulo M. M. Rubio-Ramirez, Juan F
Reed, W. Robert Rodriguez, Gabriel Ruiz, Esther
Rehman, Atiq Rombouts, Jeroen Vk
S
Saikkonen, Pentti Juhani ? Shahbaz, Muhammad Smith, Simon C.
Salisu, Afees Adebare Shang, Han Lin Snyder, Ralph David
Sancibrian, Victor Sharifvaghefi, Mahrad Soccorsi, Stefano
Sandoval Paucar, Giovanny Shephard, Neil Sola, Martin
Sanso, Andreu Sheppard, Kevin Keith Solberger, Martin
Santagiustina, Carlo Romano Marcello Alessandro Shi, Shuping Song, Yong
Sarafidis, Vasilis Shi, Zhentao Sorensen, Michael
Sargent, Thomas J. Shibaev, Sergei S. ? Sosvilla-Rivero, Simon
Sarno, Lucio Shimizu, Kenichi Souza, Leonardo Rocha
Sbrana, Giacomo Shimotsu, Katsumi Spagnolo, Fabio
Scaillet, Olivier Shin, Minchul Spagnolo, Nicola
Scalas, Enrico Shin, Yongcheol Stalla-Bourdillon, Arthur
Scharth, Marcel Shintani, Mototsugu Startz, Richard
Schaumburg, Ernst Shukur, Ghazi † Staszewska-Bystrova, Anna
Schlicht, Ekkehart Sibbertsen, Philipp Stengos, Thanasis
Schorfheide, Frank Siliverstovs, Boriss Stevanovic, Dalibor
Schreiber, Sven Silva Lopes, Artur C. B. da Stock, James H.
Schuette, Erik Christian Montes Silvennoinen, Annastiina Storti, Giuseppe
Schumacher, Christian Sinclair, Tara M. Strachan, Rodney W.
Seleznev, Sergei ? Skrobotov, Anton Su, Liangjun
Sensier, Marianne Slepaczuk, Robert Sucarrat, Genaro
Sentana, Enrique Smalter Hall, Aaron Sul, Donggyu
Seo, Myung Hwan Smeekes, Stephan Sun, Yixiao
Seo, Won-Ki Smith, Jeremy Sutton, Maxwell
Seong, Dakyung Smith, L. Vanessa Swanson, Norman Rasmus
Shabalina, Ekaterina Smith, Ronald Patrick
T
Taamouti, Abderrahim Taylor, Robert Trapani, Lorenzo
Tabor, Morten Nyboe Telg, Sean Trenkler, Carsten
Tahir, Abdullah Tenorio, Juan Troster, Victor
Takahashi, Makoto Terasvirta, Timo Trucios, Carlos
Talagala, Priyanga Dilini Theodoridis, Konstantinos Tschernig, Rolf
Tamarit, Cecilio Thomakos, Dimitrios D. Tsionas, Mike †
Tan, Le To Minh Thornton, Daniel L † Tsvetkova, Anna Nikolaevna
Tao, Yubo Timmermann, Allan Tuzcuoglu, Kerem
Tauchen, George Tkacz, Greg Tzavalis, Elias
U
Ullah, Aman Urbain, Jean-Pierre † Urga, Giovanni
V
Vac, Nomfundo Portia Vasilopoulos, Kostas Vigfusson, Robert John
Vacha, Lukas Vasnev, Andrey L. Villani, Mattias
Vahey, Shaun P. Vavra, Marian Violante, Francesco
Vahid, Farshid Veiga, Helena Voev, Valeri
Valls Pereira, Pedro L. Velasco, Carlos Vogelsang, Timothy
van Brummelen, Janneke Venditti, Fabrizio Vravosinos, Orestis
van Dijk, Dick Venetis, Ioannis A.
van Dijk, Herman K. Ventosa-Santaularia, Daniel
W
Wada, Tatsuma Weber, Enzo Winker, Peter
Waggoner, Daniel F. Wehrli, Alexander Wintenberger, Olivier
Wagner, Martin Wei, Wei Wirjanto, Tony S.
Wang, Bingling ? Wenger, Kai ? Wohar, Mark E.
Wang, Hou Weron, Rafal Wolf, Christian K.
Wang, Linqi West, Kenneth D. Wolf, Michael
Wang, Qiying Westerlund, Joakim Wong, Benjamin
Wang, Shixuan White, Halbert † Wong, Wing-Keung
Wang, Weining Whitehouse, Emily J. Wozniak, Michal Jerzy
Wang, Xuexin Wickens, Michael R. Wozniak, Tomasz
Wang, Yiru Wilfling, Bernd Wright, Jonathan H.
Warne, Anders Wilms, Ines Wycherley, Sam
Watson, Mark W. Windmeijer, Frank
X
Xiao, Zhijie Xu, Dinghai Xu, Yongdeng
Y
Yabu, Tomoyoshi Yang, Yukai Yazgan, Ege
Yamagata, Takashi Yao, Wenying Yu, Jun
Yamamoto, Yohei Yaya, Olaoluwa Simon Yu, Xuewen
Z
Zaffaroni, Paolo Zhang, Binyi Zhou, Wei-Xing
Zakoian, Jean-Michel Zhang, Ren Zhu, Ke
Zanelli, Edoardo Zhang, Xibin Zito, John
Zanetti Chini, Emilio Zhenzhen, Zhu Zoerner, Thomas O.
Zha, Tao Zhou, Hao
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