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Top 10% Institutions and Economists in the Field of Econometric Time Series, as of April 2024

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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 8849 institutions with 68432 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 778 authors affiliated with 1605 institutions.
All authors classified in this field.

RankInstitutionScoreAuthorsAuthor shares
1Department of Economics, Duke University

Durham, North Carolina (USA)

2.86491.72
2Department of Economics, Princeton University

Princeton, New Jersey (USA)

4.2512.23
3Institut for Økonomi, Aarhus Universitet

Aarhus, Denmark

4.3611412.09
4Department of Economics, School of Arts and Sciences, Columbia University

New York City, New York (USA)

7.59541.06
5African Governance and Development Institute (AGDI)

Yaoundé, Cameroun

8.170.97
6Department of Economics, Boston University

Boston, Massachusetts (USA)

8.2701.77
7Cowles Foundation for Research in Economics, Yale University

New Haven, Connecticut (USA)

8.42160.52
8Monash Business School, Monash University

Melbourne, Australia

8.9219311.18
9Department of Economics, University of Southern California

Los Angeles, California (USA)

9.38711.08
10Department of Economics, University of California-San Diego (UCSD)

La Jolla, California (USA)

10.28541.89
---Center for Research in Econometric Analysis of Time Series (CREATES), Institut for Økonomi, Aarhus Universitet

Aarhus, Denmark

11.15439.47
11Singapore Management University

Singapore, Singapore

11.5384.4
12Department of Economics, Harvard University

Cambridge, Massachusetts (USA)

12.09720.85
---Department of Econometrics and Business Statistics, Monash Business School, Monash University

Melbourne, Australia

13.143810.33
13Department of Economics, University of Pennsylvania

Philadelphia, Pennsylvania (USA)

13.14511.49
---School of Economics, Singapore Management University

Singapore, Singapore

13.19324.38
14Stern School of Business, New York University (NYU)

New York City, New York (USA)

13.42562.01
15Økonomisk Institut, Københavns Universitet

København, Denmark

16.09814.57
16European Central Bank

Frankfurt am Main, Germany

16.442648.68
17Faculty of Economics, University of Cambridge

Cambridge, United Kingdom

17.9672.18
18Economics Department, University of Wisconsin-Madison

Madison, Wisconsin (USA)

19.75360.7
19Department of Economics and Related Studies, University of York

York, United Kingdom

20.68874.03
20Department of Economics, University of Washington

Seattle, Washington (USA)

21.38221.62
21Department of Economics, Oxford University

Oxford, United Kingdom

22.591783.39
22School of Economics, University of Nottingham

Nottingham, United Kingdom

24.091183.44
---Department of Economics, Business School, University of Auckland

Auckland, New Zealand

25.02200.3
23Business School, University of Auckland

Auckland, New Zealand

25.02250.3
24Economics Department, Michigan State University

East Lansing, Michigan (USA)

25.06581.2
---Finance Department, Stern School of Business, New York University (NYU)

New York City, New York (USA)

30.98190.54
25Department of Economics, University of Chicago

Chicago, Illinois (USA)

33.9810.66
26Federal Reserve Bank of Cleveland

Cleveland, Ohio (USA)

34.08873.18
27National Bureau of Economic Research (NBER)

Cambridge, Massachusetts (USA)

34.184780.56
28International Monetary Fund (IMF)

Washington, District of Columbia (USA)

35.295217.43
29Essex Business School, University of Essex

Colchester, United Kingdom

36.31312.41
30Centre de Recherche en Économie et Statistique (CREST)

Palaiseau, France

36.61003.02
31Federal Reserve Bank of St. Louis

St. Louis, Missouri (USA)

39.49611.33
32Federal Reserve Bank of Dallas

Dallas, Texas (USA)

39.91501.02
---Economic Research, Federal Reserve Bank of Cleveland

Cleveland, Ohio (USA)

40.71572.25
---Research Division, Federal Reserve Bank of St. Louis

St. Louis, Missouri (USA)

40.95541.31
33School of Business and Economics, Vrije Universiteit Amsterdam

Amsterdam, Netherlands

42.011307.02
34Centro de Estudios Monetarios y Financieros (CEMFI)

Madrid, Spain

43.29290.85
35Departamento de Economía, Universidad Carlos III de Madrid

Madrid, Spain

43.55621.88
36Economics Department, University of Strathclyde

Glasgow, United Kingdom

44.86340.98
37Barcelona School of Economics (BSE)

Barcelona, Spain

45.351672.95
38Federal Reserve Board (Board of Governors of the Federal Reserve System)

Washington, District of Columbia (USA)

47.482164.04
39School of Economics, Faculty of Arts and Social Sciences, University of Sydney

Sydney, Australia

48.96672.99
40Department of Economics, University of North Carolina-Chapel-Hill

Chapel Hill, North Carolina (USA)

49.83231.26
41Department of Economics, Northwestern University

Evanston, Illinois (USA)

53.08430.39
42Louvain Institute of Data Analysis and Modelling in Economics and Statistics (LIDAM), Université Catholique de Louvain

Louvain-la-Neuve, Belgium

54.091332.82
43Department of Economics, Cornell University

Ithaca, New York (USA)

55.23481.09
44Università Commerciale Luigi Bocconi

Milano, Italy

55.481732.92
45Department of Economics, McGill University

Montréal, Canada

57.3351.5
---Economic Studies, Brookings Institution

Washington, District of Columbia (USA)

58.28140.15
46Brookings Institution

Washington, District of Columbia (USA)

58.28410.15
47Economics Department, Massachusetts Institute of Technology (MIT)

Cambridge, Massachusetts (USA)

60.43620.44
48Economics Department, Yale University

New Haven, Connecticut (USA)

61.48590.45
49Department of Economics, University of California-Berkeley

Berkeley, California (USA)

61.56650.61
---Afdeling Econometrie and Operations Research, School of Business and Economics, Vrije Universiteit Amsterdam

Amsterdam, Netherlands

62.98173.77
50Department of Economics, Boston College

Chestnut Hill, Massachusetts (USA)

66.32650.88
51Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam

Rotterdam, Netherlands

66.861192.99
52Tinbergen Instituut

Amsterdam, Netherlands

68.771233.33
53Dipartimento di Scienze Economiche, Alma Mater Studiorum - Università di Bologna

Bologna, Italy

69.231282.63
---Econometrisch Instituut, Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam

Rotterdam, Netherlands

70.77222.02
54School of Economics and Finance, Queen Mary University of London

London, United Kingdom

71.05682.09
55Faculteit Economie en Bedrijfskunde, Universiteit van Amsterdam

Amsterdam, Netherlands

71.28992.36
56Department of Economics, University College London (UCL)

London, United Kingdom

71.47701.13
57Department of Economics, New York University (NYU)

New York City, New York (USA)

74.32610.88
58Federal Reserve Bank of Atlanta

Atlanta, Georgia (USA)

75.11291.75
59Business School, King's College London

London, United Kingdom

77.25331.38
---Volatility Institute, Stern School of Business, New York University (NYU)

New York City, New York (USA)

77.7320.11
60Department of Economics, Indiana University

Bloomington, Indiana (USA)

80.45311.58
61Ekonomihögskolan, Lunds Universitet

Lund, Sweden

81.651211.88
---Nationalekonomiska Institutionen, Ekonomihögskolan, Lunds Universitet

Lund, Sweden

81.65721.88
---Granger Centre for Time Series Econometrics, School of Economics, University of Nottingham

Nottingham, United Kingdom

82.8371.56
62Federal Reserve Bank of Chicago

Chicago, Illinois (USA)

85.59590.68
63Economics Department, Queen's University

Kingston, Canada

86.71531.22
64Department of Economics, University of Warwick

Coventry, United Kingdom

88.59951.46
65Deutsche Bundesbank

Frankfurt, Germany

88.971773.39
---Amsterdam School of Economics, Faculteit Economie en Bedrijfskunde, Universiteit van Amsterdam

Amsterdam, Netherlands

89.45311.27
66Department of Economics, University of Toronto

Toronto, Canada

90.64771.22
67Department of Economics, University of Illinois at Urbana-Champaign

Urbana-Champaign, Illinois (USA)

91.85411.41
68DIW Berlin (Deutsches Institut für Wirtschaftsforschung)

Berlin, Germany

92.281360.66
---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

93.6481.24
69Department of Economics, Mathematics and Statistics, Birkbeck College

London, United Kingdom

93.9252.73
70Mitchell E. Daniels, Jr. School of Business, Purdue University

West Lafayette, Indiana (USA)

94.04372.49
71Department of Economics, Ohio State University

Columbus, Ohio (USA)

94.63412
---Departament d'Economia i Empresa, Universitat Pompeu Fabra, Barcelona School of Economics (BSE)

Barcelona, Spain

94.92971.95
72Department of Economics, Johns Hopkins University

Baltimore, Maryland (USA)

95.31290.38
73Center for Applied Statistics and Econometrics (CASE), Humboldt-Universität Berlin

Berlin, Germany

95.83231.91
74Facoltà di Economia, Università degli Studi di Roma "Tor Vergata"

Roma, Italy

95.851153.55
75Athens University of Economics and Business (AUEB)

Athens, Greece

97.4913.13
76Departamento de Estadistica, Universidad Carlos III de Madrid

Madrid, Spain

98.3194.77
---Department of Economics, Mitchell E. Daniels, Jr. School of Business, Purdue University

West Lafayette, Indiana (USA)

99.3322.47
---Bendheim Center for Finance, Department of Economics, Princeton University

Princeton, New Jersey (USA)

100.5670.38
77Faculty of Business Administration, University of Macau

Macau, Macao

102.96130.63
78Business School, University of Exeter

Exeter, United Kingdom

104.05531.53
79Business School, University of Technology Sydney

Sydney, Australia

104.75922.22
80Department of Economics, Emory University

Atlanta, Georgia (USA)

106.36311.89
81School of Business and Economics, Maastricht University

Maastricht, Netherlands

106.75974.09
82Wirtschafts- und Sozialwissenschaftliche Fakultät, Universität zu Köln

Köln, Germany

111.91461.6
83Institute of Labor Economics (IZA)

Bonn, Germany

112.719770.57
84Department of Economics, University of Connecticut

Storrs, Connecticut (USA)

112.72491.72
85Anderson Graduate School of Management, University of California-Los Angeles (UCLA)

Los Angeles, California (USA)

112.98320.43
86Department of Economics, Korea University

Seoul, South Korea

113.47281.28
87Dipartimento di Economia, Università Ca' Foscari Venezia

Venezia, Italy

115.78911.83
---Economic Research Department, Federal Reserve Bank of Atlanta

Atlanta, Georgia (USA)

115.84221.54
88Department of Economics, Pennsylvania State University

State College, Pennsylvania (USA)

119.73320.58
89Fakultät für Wirtschaftswissenschaften, Universität Wien

Wien, Austria

119.83632.42
90Department of Economics, University of Texas-Dallas

Dallas, Texas (USA)

120.1121.21
91École d'Économie d'Aix-Marseille, Aix-Marseille Université

Aix-en-Provence/Marseille, France

120.941262.59
92Department of Economics, Rutgers University-New Brunswick

New Brunswick, New Jersey (USA)

125.68450.67
93Crawford School of Public Policy, Australian National University

Canberra, Australia

127.021780.86
94Department of Economics, Vanderbilt University

Nashville, Tennessee (USA)

127.12410.46
95Department of Economics and Finance, Brunel University London

Uxbridge, United Kingdom

127.29221.53
96Department of Economics, University of California-Riverside

Riverside, California (USA)

127.5281.09
---Abteilung Volkswirtschaftslehre, Fachbereich Wirtschaftswissenschaft, Freie Universität Berlin

Berlin, Germany

129.32210.44
97Fachbereich Wirtschaftswissenschaft, Freie Universität Berlin

Berlin, Germany

129.32450.44
98Istituto Einaudi per l'Economia e la Finanza (EIEF)

Roma, Italy

129.42310.56
99Department of Economics, University of Notre Dame

South Bend, Indiana (USA)

131590.6
---Department of Finance, Kellogg Graduate School of Management, Northwestern University

Evanston, Illinois (USA)

131.39190.19
100Kellogg Graduate School of Management, Northwestern University

Evanston, Illinois (USA)

131.39540.19
101Politiikan ja Talouden Tutkimuksen Laitos, Valtiotieteellinen tiedekunta, Helsingin Yliopisto

Helsinki, Finland

131.82342.42
102Department of Agricultural and Resource Economics, University of Maryland

College Park, Maryland (USA)

132.41270.5
103Sveriges Riksbank

Stockholm, Sweden

132.86362.57
104Wirtschaftswissenschaftliche Fakutält, Universität Zürich

Zürich, Switzerland

133.711741.93
---Vakgroep Kwantitatieve Economie, School of Business and Economics, Maastricht University

Maastricht, Netherlands

134.36112.74
---Institut für Volkswirtschaftslehre, Wirtschaftswissenschaftliche Fakutält, Universität Zürich

Zürich, Switzerland

136.31971.68
---Department of Statistics and Operations Research, Fakultät für Wirtschaftswissenschaften, Universität Wien

Wien, Austria

136.7582.12
---Economics Discipline Group, Business School, University of Technology Sydney

Sydney, Australia

136.83401.18
105Dipartimento di Economia "Marco Biagi", Università degli Studi di Modena e Reggio Emilia

Modena, Italy

137.14480.4
106Département de Sciences Économiques, Université de Montréal

Montréal, Canada

137.24301.18
---Dipartimento di Economia e Finanza, Facoltà di Economia, Università degli Studi di Roma "Tor Vergata"

Roma, Italy

137.52672.78
107Economics Department, University of Essex

Colchester, United Kingdom

138.32491.44
108Department of Economics, University of Houston

Houston, Texas (USA)

139.64231.21
---Department of Economics, W.P. Carey School of Business, Arizona State University

Tempe, Arizona (USA)

141.45391.3
109W.P. Carey School of Business, Arizona State University

Tempe, Arizona (USA)

141.45491.3
---Centre for Applied Macroeconomic Analysis (CAMA), Crawford School of Public Policy, Australian National University

Canberra, Australia

141.64790.83
110College of Economics, Sogang University

Seoul, South Korea

142230.75
111Banca d'Italia

Roma, Italy

145.363133.52
112Fachbereich Wirtschaftswissenschaft, Goethe Universität Frankfurt am Main

Frankfurt am Main, Germany

146.04731.17
113School of Economics and Management, Tsinghua University

Beijing, China

146.55261.45
114Solvay Brussels School of Economics and Management, Université Libre de Bruxelles

Bruxelles, Belgium

147.991742.04
115Rady School of Management, University of California-San Diego (UCSD)

La Jolla, California (USA)

149.21120.28
116Economics Department, Georgetown University

Washington, District of Columbia (USA)

149.24500.75
---Department of Economics, Business School, University of Exeter

Exeter, United Kingdom

150.92401.15
117Department of Economics, University of Maryland

College Park, Maryland (USA)

151.11501.66
118Adam Smith Business School, University of Glasgow

Glasgow, United Kingdom

151.6731.95
---Department of Economics, Adam Smith Business School, University of Glasgow

Glasgow, United Kingdom

151.6551.95
---Seminar für Wirtschafts- und Sozialgeschichte, Wirtschafts- und Sozialwissenschaftliche Fakultät, Universität zu Köln

Köln, Germany

152.2230.55
---Dipartimento di Economia "Ettore Bocconi", Università Commerciale Luigi Bocconi

Milano, Italy

152.32320.26
119Faculty of Business and Economics, University of Melbourne

Melbourne, Australia

152.42993.32
120Toulouse School of Economics (TSE)

Toulouse, France

155.181541.24
121Centre for Economic Policy Research (CEPR)

London, United Kingdom

156.583710.29
122Department of Economics, University of California-Los Angeles (UCLA)

Los Angeles, California (USA)

161.1540.58
123Gordon Lang School of Business and Economics, University of Guelph

Guelph, Canada

161.26471.79
---Department of Economics and Finance, Gordon Lang School of Business and Economics, University of Guelph

Guelph, Canada

161.26401.79
124Dipartimento di Statistica, Informatica, Applicazioni "G. Parenti", Università degli Studi di Firenze

Firenze, Italy

161.78191.77
---European Centre for Advanced Research in Economics and Statistics (ECARES), Solvay Brussels School of Economics and Management, Université Libre de Bruxelles

Bruxelles, Belgium

162.82672.01
125Management School, University of Liverpool

Liverpool, United Kingdom

163.5382.38
126Culverhouse College of Business, University of Alabama-Tuscaloosa

Tuscaloosa, Alabama (USA)

164.49271.15
127Banco de España

Madrid, Spain

166.021252.84
---Abteilung Empirische Wirtschaftsforschung und International Wirtschaftspolitik, Fachbereich Wirtschaftswissenschaft, Goethe Universität Frankfurt am Main

Frankfurt am Main, Germany

166.6181
---Innocenzo Gasparini Institute for Economic Research (IGIER), Università Commerciale Luigi Bocconi

Milano, Italy

166.97480.29
128Federal Reserve Bank of New York

New York City, New York (USA)

167.4981.39
129Smeal College of Business Administration, Pennsylvania State University

State College, Pennsylvania (USA)

168.01100.9
130Department of Economics, Washington University in St. Louis

St. Louis, Missouri (USA)

168.86330.58
131Business School, Macquarie University

Sydney, Australia

172.13441.67
132Bank of England

London, United Kingdom

172.172112.47
133Department of Economics, Maxwell School, Syracuse University

Syracuse, New York (USA)

178.63270.48
134Institute for Fiscal Studies (IFS)

London, United Kingdom

179.15780.2
135Department of Economics, Virginia Polytechnic Institute and State University (Virginia Tech)

Blacksburg, Virginia (USA)

179.61161.45
---Economic Research Department, Federal Reserve Bank of Dallas

Dallas, Texas (USA)

179.91290.55
136Warwick Business School, University of Warwick

Coventry, United Kingdom

181.09281.92
137BI Handelshøyskolen

Oslo, Norway

183.27550.74
138London School of Economics (LSE)

London, United Kingdom

185.553461.1
---Department of Economics, Faculty of Business and Economics, University of Melbourne

Melbourne, Australia

191.32462.85
139Bank of Canada

Ottawa, Canada

191.381833.51
140ESSEC Business School

Cergy-Pontoise, France

191.57362.11
141Graduate School of Business, Columbia University

New York City, New York (USA)

192.28560.14
142Centro Ricerche Nord Sud (CRENoS)

Cagliari, Italy

192.6530.89
143Department of Economics, University of Oregon

Eugene, Oregon (USA)

195.12270.49
144Department of Economics, University of Birmingham

Birmingham, United Kingdom

196.91531.05
145Management School, Lancaster University

Lancaster, United Kingdom

198.38653.56
146School of Business and Economics, Universidade Nova de Lisboa

Lisboa, Portugal

198.9570.6
147Economics Department, Williams College

Williamstown, Massachusetts (USA)

199.09310.28
---ICMA Centre for Financial Markets, Henley Business School, University of Reading

Reading, United Kingdom

199.98130.43
148Henley Business School, University of Reading

Reading, United Kingdom

199.98320.43
149School of Economics and Management, Universiteit van Tilburg

Tilburg, Netherlands

201.661431.36
150Business School, Queensland University of Technology

Brisbane, Australia

201.79351.48
---Department of Economics, London Business School (LBS)

London, United Kingdom

202.88120.4
151London Business School (LBS)

London, United Kingdom

202.88300.4
152Facultat de Ciències Econòmiques i Empresarials, Universitat de les Illes Balears

Palma de Mallorca, Spain

203.51382.62
---Departament d'Economia Aplicada, Facultat de Ciències Econòmiques i Empresarials, Universitat de les Illes Balears

Palma de Mallorca, Spain

203.51272.62
---CentER Graduate School for Economics and Business, School of Economics and Management, Universiteit van Tilburg

Tilburg, Netherlands

204.26991.32
153Faculty of Economics, University of Tokyo

Tokyo, Japan

206.74411.03
---Economics Group, Nuffield College, Department of Economics, Oxford University

Oxford, United Kingdom

206.86270.27
154Department of Economics, School of Social Sciences, University of Manchester

Manchester, United Kingdom

208.91570.79
155College of Business and Economics, Yonsei University

Seoul, South Korea

212.58291.37
---School of Economics, College of Business and Economics, Yonsei University

Seoul, South Korea

212.58271.37
156Department of Economics, University of Pittsburgh

Pittsburgh, Pennsylvania (USA)

213.34502.06
157Economics Division, University of Southampton

Southampton, United Kingdom

214.45332.23
---Institutt for Samfunnsøkonomi, BI Handelshøyskolen

Oslo, Norway

214.78210.42
158DeGroote School of Business, McMaster University

Hamilton, Canada

215.2382.16
159Graduate School of Economics/Faculty of Economics, Hitotsubashi University

Tokyo, Japan

215.43301.46
---Finance Division, Sauder School of Business, University of British Columbia

Vancouver, Canada

219.360.66
160Sauder School of Business, University of British Columbia

Vancouver, Canada

219.3260.66

The rankings

Top 10% authors in the field of Econometric Time Series

For Econometric Time Series, these are 778 authors affiliated with 1605 institutions.
All authors classified in this field.

RankAuthorScore
1Peter C. B. Phillips

School of Economics, Singapore Management University, Singapore, Singapore

1.59
2Clive W. J. Granger †

3.79
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)

4.36
4Pierre Perron

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

5.35
5Tim Bollerslev

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

5.65
6Mohammad Hashem Pesaran

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

8.28
7Mark W. Watson

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

10.26
8Jushan Bai

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

13.3
9Yongmiao Hong

Department of Economics, Cornell University, Ithaca, New York (USA)

13.48
10Soren Johansen

Økonomisk Institut, Københavns Universitet, København, Denmark

13.8
11Robert Taylor

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

14.23
12Francis X. Diebold

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

14.64
13Donald W. K. Andrews

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

14.81
14Charles R. Nelson

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

16.26
15Helmut Luetkepohl

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

18.12
16Timo Terasvirta

Center for Applied Statistics and Econometrics (CASE), Humboldt-Universität Berlin, Berlin, Germany
Center for Research in Econometric Analysis of Time Series (CREATES), Institut for Økonomi, Aarhus Universitet, Aarhus, Denmark

19.24
17Andrew C. Harvey

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

19.64
18Serena Ng

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

19.7
19Yongcheol Shin

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

20.63
20Kenneth D. West

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

22.69
21Gary Koop

Economics Department, University of Strathclyde, Glasgow, United Kingdom

23.42
22Lars Peter Hansen

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

23.65
23James Hamilton

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

23.81
24David F. Hendry

Department of Economics, Oxford University, Oxford, United Kingdom

24.72
25James H. Stock

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

25.54
26Neil Shephard

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

26.02
27George Tauchen

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

26.21
28Stephen Leybourne

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

26.87
29Pentti Juhani Saikkonen

27.35
30Torben G. Andersen

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

27.88
31George Kapetanios

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

28.22
32Thomas J. Sargent

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

30.31
33Todd Clark

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

30.51
34Adrian Rodney Pagan

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

30.6
35Halbert White †

32.31
36Graham Elliott

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

34.66
37Andrew Patton

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

36.93
38Allan Timmermann

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

37.44
39Joakim Westerlund

Nationalekonomiska Institutionen, Ekonomihögskolan, Lunds Universitet, Lund, Sweden

38.78
40Lutz Kilian

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

40.45
41Manuel Arellano

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

41.26
42Morten Nielsen

Institut for Økonomi, Aarhus Universitet, Aarhus, Denmark

41.45
43Massimiliano 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

42.31
44Peter Reinhard Hansen

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

43.69
45David I. Harvey

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

44.66
46Siem Jan Koopman

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

47.36
47Jun Yu

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

48.45
48Ole E. Barndorff-Nielsen †

50.53
49Christian S. Gourieroux

Department of Economics, University of Toronto, Toronto, Canada

51.13
50Joon Y. Park

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

52.96
51Chang-Jin Kim

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

53.3
52Luc 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

53.59
53Michael McCracken

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

55.13
54Lajos Horvath

56.69
55Lawrence J. Christiano

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

58.06
56Michael McAleer †

58.82
57Giuseppe Cavaliere

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

59.8
58Luis Alberiko Gil-Alana

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

59.88
59Jean-Michel Zakoian

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

63.07
60Asger Lunde

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

66.34
61Cheng Hsiao

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

67.54
62Yacine Ait-Sahalia

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

68.59
63Timothy Vogelsang

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

69.02
64James MacKinnon

Economics Department, Queen's University, Kingston, Canada

69.97
65Frank Schorfheide

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

70.5
66Jonathan H. Wright

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

70.53
67Christian Francq

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

71.92
68Atsushi Inoue

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

71.97
69Oliver Bruce Linton

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

72.53
70Marcus J. Chambers

Economics Department, University of Essex, Colchester, United Kingdom

73.32
71Donggyu Sul

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

74.86
72Chihwa Kao

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

76.54
73Lucrezia Reichlin

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

76.91
74Joerg Breitung

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

77.08
75Marco Lippi

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

77.42
76Zhijie Xiao

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

78.39
77Rob J Hyndman

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

79.59

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