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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 Bec, Frederique Boswijk, H. Peter
Bacchiocchi, Emanuele Beck, Elliot Boussaha, Nadia ?
Baharumshah, Ahmad Zubaidi Behera, Sarthak Subidit Brannas, Kurt
Bai, Jushan Bekiros, Stelios Braun, Robin
Bai, Yu Bensalma, Ahmed Breitung, Joerg
Baltagi, Badi H. Beyeler, Simon Brenna, Federica
Banbura, Marta Bille, Anna Gloria Brownlees, Christian T.
Banerjee, Anindya Billio, Monica Brueggemann, Ralf
Barbaglia, Luca Blasques, Francisco A. A. Bruns, Martin
Barigozzi, Matteo Blazsek, Szabolcs Bucci, Andrea
Barndorff-Nielsen, Ole E. † Blunier, Jason Buczynski, Mateusz
Barunik, Jozef Boeckelmann, Lukas Bun, Maurice
Basher, Syed Abul Boivin, Jean Buncic, Daniel
Baum, Christopher F Bollerslev, Tim Busetti, Fabio
Baumeister, Christiane Borup, Daniel ?
Bauwens, Luc Bos, Charles S.
C
Cabana Garceran del Vall, Elisa Cerqueti, Roy Christensen, Kim
Caggiano, Giovanni Cerrato, Mario Christiano, Lawrence J.
Caiado, Jorge Challet, Damien Christoffersen, Peter F. †
Callot, Laurent A. F. Chambers, Marcus J. Chronopoulos, Ilias
Calzolari, Giorgio Chan, Felix Chrysikou, Katerina
Camacho, Maximo Chan, Joshua C.C. Chudik, Alexander
Camarero, Mariam Chang, Chia-Lin Cipollini, Fabrizio
Canarella, Giorgio Chang, Yoosoon Clark, Todd
Candelon, Bertrand Charfeddine, Lanouar Clements, Adam
Canepa, Alessandra Chauvet, Marcelle Clements, Michael Peter
Canova, Fabio Chen, Chaoyi Clinet, Simon ?
Capasso, Marco Chen, Jia Conrad, Christian
Capolongo, Angela Chen, Pu Cornwall, Gary Joseph
Caporale, Guglielmo Maria Chen, Xiaohong Corona, Francisco
Caporin, Massimiliano Chevillon, Guillaume Corradi, Valentina
Carnero, M. Angeles Chiarella, Carl † Corsello, Francesco
Carr, Peter P. † Chigira, Hiroaki ? Corsi, Fulvio
Carrasco, Marine Chikhi, Mohamed Costantini, Mauro
Carriero, Andrea Chiu, Ching-Wai (Jeremy) Cotter, John
Carrion-i-Silvestre, Josep Chlebus, Marcin Crato, Nuno
Casarin, Roberto Cho, Jin Seo Creal, Drew Dennis
Casini, Alessandro Choi, Chi-Young Croushore, Dean
Cassim, Lucius Choi, In Cubadda, Gianluca
Castelnuovo, Efrem Chong, Terence Tai Leung Cubillos-Rocha, Juan Sebastian
Castle, Jennifer L. Chortareas, Georgios Cuestas, Juan Carlos
Cavaliere, Giuseppe Christensen, Bent Jesper
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 Elliott, Graham Escribano, Alvaro
Eichenbaum, Martin Engle, Robert F. III Espasa, Antoni
Eickmeier, Sandra Engsted, Tom Evans, Martin
Eisenstat, Eric Eo, Yunjong Everaert, Gerdie
Eklund, Bruno Ericsson, Neil R.
Eklund, Jana Escanciano, Juan Carlos
F
Fachin, Stefano † Fernandes, Marcelo Francq, Christian
Fanelli, Luca Fernandez-Villaverde, Jesus Franses, Philip Hans
Fang, Puyi Ferrara, Laurent Freyaldenhoven, Simon
Fang, Zheng Ferreira, Leonardo N. Friedrich, Marina
Faryna, Oleksandr Feve, Patrick Fries, Sebastien
Faust, Jon Fiorentini, Gabriele Fry-McKibbin, Renee A.
Favero, Carlo Forbes, Catherine Scipione Fuleky, Peter
Feldkircher, Martin Forni, Mario Funovits, Bernd
Feng, Yuanhua Foroni, Claudia
Fengler, Matthias R. Franchi, Massimo
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 Hwang, Jungbin
Harvey, Andrew C. Hlouskova, Jaroslava Hyndman, Rob J
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 Khalaf, Lynda Kock, Anders Bredahl
Kanaya, Shin Khazanov, Alexey Kohns, David Eric
Kanjamapornkul, Kabin ? Khismatullina, Marina Koop, Gary
Kao, Chihwa Kholodilin, Konstantin Arkadievich Koopman, Siem Jan
Kapetanios, George Kiew Ling, Pui Korobilis, Dimitris
Karaman Orsal, Deniz Dilan Kilian, Lutz Kourtellos, Andros
Karamysheva, Madina Kim, Chang-Jin Krehlik, Tomas
Karanasos, Menelaos Kim, Hyeongwoo Kristensen, Dennis
Karavias, Yiannis Kim, Jae Hoon Kristoufek, Ladislav
Karlsson, Sune Kim, Tae-Hwan Kronenberg, Philipp
Kascha, Christian Jonathan King, Maxwell Leslie Kruiniger, Hugo
Kastner, Gregor Kiviet, Jan F. Kruse, Robinson
Katsouris, Christis Kleibergen, Frank Kunihama, Tsuyoshi
Kaufmann, Sylvia Kobayashi, Masahito Kunst, Robert M.
Keilbar, Georg Kocenda, Evzen Kurozumi, Eiji
Kejriwal, Mohitosh Kociecki, Andrzej
L
Labhard, Vincent Li, Chenxing Lopez, Claude
Lahiri, Kajal Li, Dake Lovcha, Yuliya
Lanne, Markku Li, Degui Lu, Ye
Lasak, Katarzyna Li, Mengheng Lucas, Andre
Laurent, Sebastien Li, Yushu Lucchetti, Riccardo (Jack)
Laurini, Marcio Liew, Venus Khim-Sen Luciani, Matteo
Ledoit, Olivier Lima, Luiz Renato Luetkepohl, Helmut
Lee, Kevin Charles Lin, Yicong Luger, Richard
Lee, Tae Hwy Linde, Jesper Lunde, Asger
Leiva-Leon, Danilo Ling, Shiqing Lunsford, Kurt Graden
Lenza, Michele Linton, Oliver Bruce Lupi, Claudio
Leon-Gonzalez, Roberto Lippi, Marco Lusompa, Amaze
Leschinski, Christian Liu, Jia Ly, Racine
Lettau, Martin Loaiza Maya, Ruben Albeiro Lyhagen, Johan
Leybourne, Stephen Lombardi, Marco Jacopo
M
MacKinnon, James Mayoral, Laura Miller, J. Isaac
Maharaj, Elizabeth Ann McAleer, Michael † Miller, Stephen M.
Maheu, John M. McCabe, Brendan Milunovich, George
Majoni, Blessings McCausland, William Minford, A. Patrick L.
Marcellino, Massimiliano McCracken, Michael Miranda-Agrippino, Silvia
Marcet, Albert McElroy, Tucker Sprague Mitchell, James
Marczak, Martyna McIntyre, Stuart Mittnik, Stefan
Margaritella, Luca Meddahi, Nour Montanes, Antonio
Mark, Nelson C. Medeiros, Marcelo C. Monti, Francesca
Marsh, Patrick Medel, Carlos A. Moon, Hyungsik Roger
Martin, Gael Margaret Meenagh, David Morana, Claudio
Masih, Abul Mansur M. Meitz, Mika Morita, Rubens
Matheson, Troy D Mertens, Elmar Morley, James
Mattera, Raffaele Mesters, Geert Mumtaz, Haroon
Matthes, Christian Michankow, Jakub Musti, Babagana Mala
Maung, Kenwin Mignon, Valerie Myohl, Christian
Mavroeidis, Sophocles Mikkelsen, Jakob
Maynard, Alex S. 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 Shabalina, Ekaterina Smith, Ronald Patrick
Salisu, Afees Adebare Shahbaz, Muhammad Smith, Simon C.
Sancibrian, Victor Shang, Han Lin Snyder, Ralph David
Sandoval Paucar, Giovanny Sharifvaghefi, Mahrad Soccorsi, Stefano
Sanhaji, Bilel 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 Stalla-Bourdillon, Arthur
Scalas, Enrico Shin, Yongcheol Startz, Richard
Scharth, Marcel Shintani, Mototsugu Staszewska-Bystrova, Anna
Schaumburg, Ernst Shukur, Ghazi † Stengos, Thanasis
Schlicht, Ekkehart Sibbertsen, Philipp Stevanovic, Dalibor
Schorfheide, Frank Siliverstovs, Boriss Stock, James H.
Schreiber, Sven Silva Lopes, Artur C. B. da Storti, Giuseppe
Schuette, Erik Christian Montes Silvennoinen, Annastiina Strachan, Rodney W.
Schumacher, Christian Sinclair, Tara M. Su, Liangjun
Seleznev, Sergei Skrobotov, Anton Sucarrat, Genaro
Sensier, Marianne Slepaczuk, Robert Sul, Donggyu
Sentana, Enrique Smalter Hall, Aaron Sun, Yixiao
Seo, Myung Hwan Smeekes, Stephan Sutton, Maxwell
Seo, Won-Ki Smith, Jeremy Swanson, Norman Rasmus
Seong, Dakyung Smith, L. Vanessa
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 Virbickaite, Audrone
Valls Pereira, Pedro L. Velasco, Carlos Voev, Valeri
van der Wel, Michel Venditti, Fabrizio Vogelsang, Timothy
van Dijk, Dick Venetis, Ioannis A. Vravosinos, Orestis
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 Yu, Jun
Yamagata, Takashi Yaya, Olaoluwa Simon Yu, Xuewen
Yamamoto, Yohei Yazgan, Ege
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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