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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 more than 5 or 25% have appeared in a report, authors are considered to be working within that field. 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.
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A Abadir, Karim Maher Altay, Erdinc Arellano, Manuel Abramov, Vyacheslav M. Anatolyev, Stanislav Armstrong, J. Scott Agbeyegbe, Temisan D. Andersen, Torben G. Arteche, Josu Aggarwal, Raj Anderson, Heather M. Asai, Manabu Ahking, Francis W Andrews, Donald W. K. Athanasopoulos, George Ait-Sahalia, Yacine Antell, Jan Wilhelm Audrino, Francesco Altavilla, Carlo Apel, Mikael
B Babbel, David Frederick Beaumont, Paul M. Bragoudakis, Zacharias G. Baele, Lieven Bec, Frédérique Brandouy, Olivier Bagliano, Fabio C. Belaire-Franch, Jorge Brännäs, Kurt Baharumshah, Ahmad Zubaidi Bellone, Benoit Broto, Carmen Bai, Jushan Benati, Luca Brownlees, Christian Timothy Bailey, Ralph W. Bernanke, Ben S. Brubakk, Leif Baillie, Richard T. Bessec, Marie Brüggemann, Ralf Balasubramanyan, Lakshmi Bhardwaj, Geetesh Brunetti, Celso Balcombe, Kelvin George Binder, Michael Bruno, Giancarlo Baltagi, Badi H. Blake, Andrew Peter Bruno, Giovanni S.F. Banbura, Marta Boero, Gianna Bruti-Liberati, Nicola Banerjee, Anurag Narayan Boivin, Jean Bujosa, Marcos Barigozzi, Matteo Bollerslev, Tim Bulla, Jan Barkoulas, John Bond, Derek Bun, Maurice Barndorff-Nielsen, Ole E. Bond, Stephen Roy Burridge, Peter Basher, Syed A. Bos, Charles S. Busch, Thomas Baum, Christopher F Boswijk, H. Peter Busetti, Fabio Bauwens, Luc Boudt, Kris
C Caceres, Carlos Chapman, David Christopoulos, Dimitris Caggiano, Giovanni Charemza, Wojciech W. Ciccarelli, Matteo Caiado, Jorge Charfeddine, Lanouar Cifter, Atilla Calzolari, Giorgio Chatterjee, Somnath Clark, Todd Camarero, Mariam Chauvet, Marcelle Clavel, Jose G. Candelon, Bertrand Chen, Pu Clements, Adam Capasso, Marco Chen, Shiu-Sheng Clements, Michael Peter Caporin, Massimiliano Cheng, Xu Coakley, Jerry Carnero, M. Angeles Chevillon, Guillaume Cohen, Richard Howard Carrasco, Marine Chiang, Thomas C. Conrad, Christian Carrion-i-Silvestre, Josep Lluís Chiriac, Roxana Corazza, Marco Carvalho, Marcelo Choi, Chi-Young Corradi, Valentina Castle, Jennifer L. Chong, Terence Tai Leung Costantini, Mauro Cattaneo, Matias Damian Choong, Chee-Keong Cotter, John Cavaliere, Giuseppe Chortareas, Georgios E. Cover, James Peery Centoni, Marco Chourdakis, Kyriakos Crato, Nuno Cerqueti, Roy Choy, Keen Meng ? Croushore, Dean Chambers, Marcus J. Choy, Keen Meng Crowley, Patrick Matthew Chan, Felix Christiano, Lawrence Cubadda, Gianluca Chang, Yoosoon Christoffersen, Peter F. Cuche, Nicolas Alexis
D Dahl, Christian Møller de Silva, Ashton Dowd, Kevin Dalla, Violetta Dezhbakhsh, Hashem Doz, Catherine Daraio, Cinzia Diebold, Francis X. Drine, Imed Da Silva, Sergio Di Giorgio, Giorgio Drost, Feike C. del Barrio Castro, Tomás Di Iorio, Francesca Dua, Pami De Luca, Giovanni Diongue, Abdou Ka Dueker, Michael J. Demers, Frederick Dios, Rafaela Dufour, Jean-Marie Demetrescu, Matei Doh, Taeyoung Dufourt, Frédéric Deng, Ai Dolado, Juan J. Dufrénot, Gilles Deo, Rohit S. Dolar, Veronika Dungey, Mardi De Pooter, Michiel Doornik, Jurgen A. Deschamps, Philippe J. Doppelhofer, Gernot
E Edgerton, David L Engsted, Tom Escribano, Alvaro Prof. Eickmeier, Sandra Eo, Yunjong Essaadi, Essahbi Elkhoury, Marwan Ergashev, Bakhodir Evans, Martin Elliott, Graham Ericsson, Neil R. Everaert, Gerdie Engel, James Andrew Erlandsson, Ulf G. Everts, Martin P. Engle, Robert F. Escanciano, Juan Carlos
F Fachin, Stefano Fève, Patrick Francq, Christian Farhat, Abdeljelil Fiorentini, Gabriele Franses, Philip Hans Feng, Hui Fischer, Christoph Fraser, Iain Feng, Yuanhua Fitzgerald, Terry J Fredj, Jawadi Fernandes, Marcelo Fleming, Michael J. Fuertes, Ana-Maria Fernandez-Serrano, Jose L. Fornari, Fabio Ferrara, Laurent Forni, Mario
G Gadea, María Dolores Giulietti, Monica Gourieroux, Christian S. Galagedera, Don U. A. Goh, Chuan Gradojevic, Nikola Galbraith, John W. Gómez, Manuel Grammig, Joachim Gallo, Giampiero M. Goncalves, Silvia Granger, Clive W. J. Galvão, Ana Beatriz Gonçalves da Silva, Afonso Greenslade, Jennifer Victoria Gau, Yin-Feng Gonzalez, Andres Groen, Jan J. J. Ghosh, Aurobindo Gonzalez, Steven Guerre, Emmanuel Ghysels, Eric Gonzalez-Martel, Christian Guillén, Osmani Teixeira de Carvalho Giacomini, Raffaella Gonzalo, Jesus Guo, Hui Giannone, Domenico Gooijer, Jan G. De Gutierrez, Luciano Giles, David E. A. Gordon, Stephen Giorgianni, Lorenzo Gospodinov, Nikolay
H Haas, Markus Harrison, Richard John Hill, Jonathan B. Habibullah, Muzafar Shah Hartmann, Daniel Hillebrand, Eric Hafner, Christian Matthias Harvey, Andrew C. Hinich, Melvin J. Hahn, Jinyong Hashimzade, Nigar Hodgson, Douglas James Haldrup, Niels Hassan, M. Kabir Hoover, Kevin D. Hall, Alastair Hautsch, Nikolaus Hsiao, Cheng Haller, Stefanie Alexandra Hayakawa, Kazuhiko Hsiao, Chih-Ying Hallin, Marc Heaton, Chris Hubrich, Kirstin Hamilton, James Hecq, Alain Hueng, C. James Hammersland, Roger Heinen, Andreas Hurn, Stan Han, Chirok Hendry, David F. Hurvich, Clifford M. Hansen, Lars Peter Henry, Ólan Thomas Hvozdyk, Lyudmyla Hansen, Peter Reinhard Heri, Kuswanto Hylleberg, Svend Harding, Don Hernandez, Cesareo Hyndman, Rob J Härdle, Wolfgang Karl Herzel, Stefano
J Jacobson, Tor Jeyasreedharan, Nagaratnam Juárez, Miguel A. Jacquier, Antoine Jithendranathan, Thadavillil Jumah, Adusei Jansson, Michael Johansen, Soren Jung, Hosung ? Jasiak, Joann Johnson, Paul Jung, Robert C. Jensen, Mark J. Jönsson, Kristian P Jüngel, Ansgar Jeong, Jinook Jore, Anne Sofie
K Kaizoji, Taisei Kholodilin, Konstantin Arkadievich Koop, Gary Kalnina, Ilze Kilian, Lutz Koopman, Siem Jan Kalogeropoulos, Konstantinos ? Kilin, Fiodar Kourtellos, Andros Kao, Chihwa Kim, Chang-Jin Koustas, Zisimos Kapetanios, George Kim, Jae Hoon Krätzig, Markus Karaman Örsal, Deniz Dilan Kim, Jaebeom Kristensen, Dennis Karanasos, Menelaos Kim, Kihyung Kriwoluzky, Alexander Karlsson, Sune Kim, Tae-Hwan Krolzig, Hans-Martin Karoglou, Michail ? Kisinbay, Turgut Kruiniger, Hugo Kascha, Christian Jonathan Kiviet, Jan F. Kruse, Robinson Kaufmann, Robert K. Kleibergen, Frank Kuersteiner, Guido M. Keen, Benjamin D Kliesen, Kevin L. Kunst, Robert M. Khalaf, Lynda Kohn, Robert J.
L Labhard, Vincent Lestano, Lestano Lobato, Ignacio N. Lanne, Markku Lewis, Kurt F. Lombardi, Marco Jacopo Lasak, Katarzyna Leybourne, Stephen Londoño, Jaime Alberto Lawford, Steve Libanio, Gilberto Lopez, Claude Lee, Jim Liew, Venus Khim-Sen Lucas, André Lee, Kevin Lima, Eduardo José Araújo Lucchetti, Riccardo "Jack" Lee, Sanghoon Lima, Luiz Renato Luger, Richard Lee, Yoon-Jin Lin, Shu Lunde, Asger Lee, Young Hoon Linton, Oliver Bruce Lütkepohl, Helmut Leeb, Hannes Lippi, Marco Lux, Thomas Leon, Costas Litterman, Robert Lyhagen, Johan León Díaz, John Jairo Liu, Chun Leon-Gonzalez, Roberto Liu, Ruipeng
M Maheu, John M. Mayoral, Laura Mink, Mark Makarova, Svetlana Mayoral, Silvia Mitchell, James Malliaris, Anastasios G. McAleer, Michael Mohr, Matthias Mammen, Enno McCauley, Joseph L. Mohsin, Mohammed Manera, Matteo McCausland, William Moneta, Alessio Marçal, Emerson Fernandes McCracken, Michael Montañes, Antonio Marcellino, Massimiliano Medeiros, Marcelo C. Montero, Miquel Mariano, Roberto S. Meitz, Mika Moon, Hyungsik Roger Mark, Nelson C. Mele, Antonio Moreira, Marcelo J. Marmol, Francesc Mendes, Rui Vilela Moreno, Manuel Marrocu, Emanuela Mertens, Elmar Morozov, Sergei Martin, Gael Margaret Mestre, Ricardo Moulines, Eric Masoliver, Jaume Mignon, Valérie Mungo, Julius Matheson, Troy D Miller, J. Isaac Mutl, Jan Maynard, Alex S. Milunovich, George Mynbaev, Kairat T.
N Nagakura, Daisuke Ng, Serena Nielsen, Morten Ørregaard Nakajima, Jouchi Nguyen, Anh Quynh Nikolopoulos, Konstantinos Nerlove, Marc Nguyen-Thanh, Long Nolte, Ingmar Nessen, Marianne Nielsen, Bent
O Odejar, Maria Ana ? Orme, Chris D Otrok, Christopher Ogaki, Masao Ornelas, Jose Renato Haas Ouliaris, Sam Omori, Yasuhiro Osbat, Chiara Oxley, Les Omtzigt, Pieter Osborn, Denise Ozun, Alper Oomen, Roel C.A. Österholm, Pär Ozyildirim, Ataman Ooms, Marius Otero, Jesus Orbe, Jesus Otranto, Edoardo
P Pagan, Adrian Rodney Peguin-Feissolle, Anne Pitarakis, Jean-Yves Pajares, Javier Pelagatti, Matteo Maria Planas, Christophe Papaoikonomou, Dimitrios Pelletier, Denis Plantier, L. Christopher Papell, David H. Perelló, Josep Platen, Eckhard Parmler, Johan Perman, Roger Podivinsky, Jan M. Paruolo, Paolo Perron, Benoit Pons, Gabriel Pascalau, Razvan C. Perron, Pierre Pötscher, Benedikt M Patton, Andrew Pesaran, M Hashem Potter, Simon Pauwels, Laurent L. Pesavento, Elena Pourpourides, Panayiotis M. Paya, Ivan Phillips, Peter C. B. Premaratne, Gamini Pearson, Neil Pick, Andreas Price, Simon Glover Pedersen, Michael Piger, Jeremy M. Proietti, Tommaso Pedreira, Carlos Eduardo Pina, Joaquim Pires Prono, Todd Andrew
R Radchenko, Stanislav I. Robinson, Peter M. Rossi, Barbara Ramasamy, Bala Robles Fernandez, M. Dolores Rossi, Peter E. Ramirez, Miguel D. Rodrigues, Anthony P. Rothe, Christoph Rangel, Jose Gonzalo Rodrigues, Paulo M. M. Rothman, Philip Rasche, Robert H. Rodriguez, Alejandro Federico Sr. Rünstler, Gerhard Reichlin, Lucrezia Rolph, Douglas Ruocco, Anna Resta, Marina Rombouts, Jeroen Vk Rust, John Robertson, John Campbell Rossi, Alessandro
S Salabasis, Mickael Sheppard, Kevin Smith, Jeremy Salas, Jorge Shimotsu, Katsumi Smith, Richard J. Sanso, Andreu Shintani, Mototsugu Snell, Andy Sargent, Thomas J. Shrestha, Min B. Snyder, Ralph David Sarkissian, Sergei Sibbertsen, Philipp Sosvilla-Rivero, Simon Sartore, Domenico Sigouin, Christian Souza, Leonardo Rocha Savva, Christos Savvas Siliverstovs, Boriss Sowell, Fallaw Broadus Sayginsoy, Ozgen ? Silva, Ricardo Gonçalves Spagnolo, Fabio Scaillet, Olivier Silva Lopes, Artur C. B. da St-Amant, Pierre Scalas, Enrico Silvapulle, Param Starica, Catalin Schanne, Norbert Silvennoinen, Annastiina Startz, Richard Schleicher, Christoph Simin, Timothy T. Steigerwald, Douglas Gardiner Schlicht, Ekkehart Simonato, Jean-Guy Stock, James H. Schumacher, Christian Sims, Christopher Strachan, Rodney W. Segers, Rene Sinclair, Tara M. Strasser, Georg Sentana, Enrique Siriopoulos, Costas P. Strazicich, Mark C Seo, Myung Hwan Sitzia, Bruno Strikholm, Birgit Seymen, Atilim Skalin, Joakim ? Suardi, Sandy Shamiri, Ahmed Ali Smallwood, Aaron Dean Sul, Donggyu Sharma, Abhijit Smeekes, Stephan Summers, Peter Shephard, Neil Smith, Anthony A. Sun, Yixiao Shepherd, David Smith, Christie Swanson, Norman Rasmus
T Taamouti, Abderrahim Theodoridis, Konstantinos Trueck, Stefan Tallman, Ellis W. Thomakos, Dimitrios D. Tsay, Wen-Jen Tamarit, Cecilio Tillmann, Peter Tschernig, Rolf Tauchen, George Timmermann, Allan Tse, Y. K. Tay, Anthony S Tkacz, Greg Tsiaplias, Sarantis Taylor, Robert Trenkler, Carsten Turner, Paul M. Teräsvirta, Timo Trojani, Fabio
V Vahey, Shaun P. Vandrovych, Vitaliy Vigfusson, Robert John Vahid, Farshid van Gestel, Tony Villani, Mattias Valderrama, Diego van Zon, Adriaan Visser, Marcel P. Valdesogo Robles, Alfonso Veiga, Helena Voev, Valeri Valle e Azevedo, João Velasco, Carlos Vogelsang, Timothy Valls Pereira, Pedro L. Velucchi, Margherita Voss, Graham M van den Akker, Ramon Venetis, Ioannis A. Vostroknutova, Ekaterina van Dijk, Dick Ventosa-Santaulària, Daniel Vrontos, Ioannis van Dijk, Herman K. Veraart, Almut E. D. Vuorenmaa, Tommi A.
W Wada, Tatsuma Welz, Peter Wild, Phillip Wagner, Martin Werker, Bas J.M. Windmeijer, Frank Wagner, Niklas F Weron, Rafal Wohar, Mark E. Wallis, Kenneth Frank West, Kenneth D. Wright, Stephen Hurst Wan, Alan White, Halbert Wu, Ming-Chya Warne, Anders Whiteman, Charles H.
Z Zadrozny, Peter A. Zha, Tao Zhu, Zhenhua Zakoian, Jean-Michel Zhang, Xibin Ziegler, Christina Elisabeth Zaman, Asad Zhou, Hao Zivot, Eric Zellner, Arnold Zhu, Jie Zou, Guohua ?
This page was last updated on 2008-11-21.
IDEAS at the Department of Economics , College of Liberal Arts and Sciences , University of Connecticut using RePEc data on a server sponsored by the Society for Economic Dynamics .
