IDEAS home Printed from https://ideas.repec.org/i/eets.html
 

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 Anatolyev, Stanislav Arellano, Manuel
Addo, Peter Martey Andersen, Torben G. Armillotta, Mirko
Adusah-Poku, Frank Anderson, Heather M. Armstrong, J. Scott †
Aguiar-Conraria, Luis Andreasen, Martin Aruoba, S. Boragan
Ait-Sahalia, Yacine Andree, Bo Pieter Johannes Asafo, Shuffield Seyram
Alessi, Lucia Andrews, Donald W. K. Asai, Manabu
Allen, David Edmund Angelini, Francesco Athanasopoulos, George
Al-Sadoon, Majid M. Angelini, Giovanni Atoi, Ngozi Victor
Amado, Cristina Ankargren, Sebastian Audrino, Francesco
Amisano, Gianni Ardia, David Avarucci, Marco
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 Cavaliere, Giuseppe Christensen, Bent Jesper
Caggiano, Giovanni Cerqueti, Roy Christensen, Kim
Caiado, Jorge Cerrato, Mario Christiano, Lawrence J.
Callot, Laurent A. F. Challet, Damien Christoffersen, Peter F. †
Calzolari, Giorgio Chambers, Marcus J. Chronopoulos, Ilias
Camacho, Maximo Chan, Felix Chrysikou, Katerina
Camarero, Mariam Chan, Joshua C.C. Chudik, Alexander
Canarella, Giorgio Chang, Chia-Lin Cipollini, Fabrizio
Candelon, Bertrand Chang, Yoosoon Clark, Todd
Canepa, Alessandra Chauvet, Marcelle Clements, Adam
Canova, Fabio ? Chen, Chaoyi Clements, Michael Peter
Capasso, Marco Chen, Jia Clinet, Simon ?
Capolongo, Angela Chen, Pu Conrad, Christian
Caporale, Guglielmo Maria Chen, Xiaohong Cornwall, Gary Joseph
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 Croushore, Dean
Casini, Alessandro Choi, Chi-Young Crump, Richard K.
Cassim, Lucius Choi, In Cubadda, Gianluca
Castelnuovo, Efrem Chong, Terence Tai Leung Cubillos-Rocha, Juan Sebastian
Castle, Jennifer L. Chortareas, Georgios Cuestas, Juan Carlos
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
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 † Fengler, Matthias R. Franchi, Massimo
Fan, Jianqing Fernandes, Marcelo Francq, Christian
Fanelli, Luca Fernandez-Villaverde, Jesus Franses, Philip Hans
Fang, Puyi Ferrara, Laurent Freyaldenhoven, Simon
Fang, Zheng Ferroni, Filippo 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
Feng, Yuanhua Foroni, Claudia
G
Gadea, Maria Dolores Giacomini, Raffaella Gospodinov, Nikolay
Galagedera, Don U. A. Giannerini, Simone Gourieroux, Christian S.
Galbraith, John W. Giannone, Domenico Granger, Clive W. J. †
Galeano, Pedro Gil-Alana, Luis Alberiko Grassi, Stefano
Galesi, Alessandro Giles, David E. A. Grivas, Charisios
Gallo, Giampiero M. Giovannelli, Alessandro Guay, Alain
Galvao, Ana Beatriz Giraitis, Liudas Guerin, Pierre
Gambetti, Luca Giulietti, Monica Guerron, Pablo A.
Gandali Alikhani, Nadiya Goetz, Thomas B Guggenberger, Patrik
Ganics, Gergely Goncalves, Silvia Guidolin, Massimo
Gao, Jiti Gonzalez, Andres Guillen, Osmani Teixeira de Carvalho
Garcia, Rene Gonzalez, Steven Guo, Hui
Garratt, Anthony Gonzalez-Rivera, Gloria
Ghysels, Eric 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 Inoue, Atsushi
Iglesias, Emma M. Issler, Joao Victor
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 Kholodilin, Konstantin Arkadievich Koop, Gary
Kanaya, Shin Kiew Ling, Pui Koopman, Siem Jan
Kanjamapornkul, Kabin ? 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
Khismatullina, Marina Kohns, David Eric
L
Labhard, Vincent Leybourne, Stephen Lombardi, Marco Jacopo
Lahiri, Kajal Li, Chenxing Lopez, Claude
Lanne, Markku Li, Dake Lovcha, Yuliya
Lasak, Katarzyna Li, Degui Lu, Ye
Laurent, Sebastien Li, Mengheng Lucas, Andre
Laurini, Marcio Li, Yushu Lucchetti, Riccardo (Jack)
Ledoit, Olivier Liew, Venus Khim-Sen Luciani, Matteo
Lee, Kevin Charles Lima, Luiz Renato Luger, Richard
Lee, Tae Hwy Lin, Yicong Lunde, Asger
Leiva-Leon, Danilo Linde, Jesper Lunsford, Kurt Graden
Lenza, Michele Ling, Shiqing Lupi, Claudio
Leon-Gonzalez, Roberto Linton, Oliver Bruce Ly, Racine
Leschinski, Christian Lippi, Marco Lyhagen, Johan
Lettau, Martin Loaiza Maya, Ruben Albeiro
M
MacKinnon, James Mavroeidis, Sophocles Mignon, Valerie
Maharaj, Elizabeth Ann Maynard, Alex S. Milas, Costas
Maheu, John M. Mayoral, Laura Miller, J. Isaac
Maih, Junior McAleer, Michael † Milunovich, George
Majoni, Blessings McCabe, Brendan Minford, A. Patrick L.
Marcellino, Massimiliano McCausland, William Miranda-Agrippino, Silvia
Marcet, Albert McCracken, Michael Mitchell, James
Marczak, Martyna McElroy, Tucker Sprague Mittnik, Stefan
Margaritella, Luca McIntyre, Stuart Montanes, Antonio
Mark, Nelson C. Meddahi, Nour Monti, Francesca
Marsh, Patrick Medeiros, Marcelo C. Moon, Hyungsik Roger
Martin, Gael Margaret Medel, Carlos A. Morana, Claudio
Masih, Abul Mansur M. Meenagh, David Morita, Rubens
Matheson, Troy D Meitz, Mika Morley, James
Mattera, Raffaele Mertens, Elmar Mumtaz, Haroon
Matthes, Christian Mesters, Geert Musti, Babagana Mala
Maung, Kenwin Michankow, Jakub Myohl, Christian
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.
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. Potter, Simon
Patton, Andrew Phiri, Andrew Price, Simon Glover
Paya, Ivan Pierdzioch, Christian Primiceri, Giorgio E.
Pedersen, Rasmus Piersanti, Fabio Massimo Profumo, Fabio
Pelagatti, Matteo Maria Pigato, Paolo Proietti, Tommaso
Pelger, Markus Piger, Jeremy M. Prono, Todd Andrew
Pelletier, Denis Pincheira, Pablo Matias Psaradakis, Zacharias
Pena, Daniel Pinter, Gabor
Perez Quiros, Gabriel Pitarakis, Jean-Yves
Q
Qu, Zhongjun Quoreshi, Shahiduzzaman
R
Radchenko, Stanislav I. Reichlin, Lucrezia Rossi, Eduardo
Rahbek, Anders Renault, Eric Michel Rossini, Luca
Rao, B. Bhaskara † Ricco, Giovanni Rothfelder, Mario Philipp
Rasche, Robert H. † Roa Rozo, Julian Royer, Julien
Rault, Christophe Rodrigues, Artur Brasil Fialho Rua, Antonio
Ravazzolo, Francesco Rodrigues, Paulo M. M. Rubio-Ramirez, Juan F
Read, Matthew Rodriguez, Gabriel Ruiz, Esther
Reed, W. Robert Rombouts, Jeroen Vk
Rehman, Atiq Rossi, Barbara
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 Swanson, Norman Rasmus
Seong, Dakyung Smith, L. Vanessa
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 Tschernig, Rolf
Talagala, Priyanga Dilini Theodoridis, Konstantinos Tsionas, Mike †
Tamarit, Cecilio Thomakos, Dimitrios D. Tsvetkova, Anna Nikolaevna
Tan, Le To Minh Thornton, Daniel L † Tuzcuoglu, Kerem
Tao, Yubo Timmermann, Allan Tzavalis, Elias
Tauchen, George Tkacz, Greg
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 Wenger, Kai ? Wirjanto, Tony S.
Wang, Bingling ? Weron, Rafal Wohar, Mark E.
Wang, Hou West, Kenneth D. Wolf, Christian K.
Wang, Linqi Westerlund, Joakim Wolf, Michael
Wang, Qiying White, Halbert † Wong, Benjamin
Wang, Shixuan Whitehouse, Emily J. Wong, Wing-Keung
Wang, Weining Wickens, Michael R. Wozniak, Michal Jerzy
Wang, Yiru Wilfling, Bernd Wozniak, Tomasz
Warne, Anders Wilms, Ines Wright, Jonathan H.
Watson, Mark W. Windmeijer, Frank Wycherley, Sam
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 Zhu, Ke
Zakoian, Jean-Michel Zhang, Ren Zito, John
Zanelli, Edoardo Zhang, Xibin Zoerner, Thomas O.
Zanetti Chini, Emilio Zhou, Hao
Zha, Tao Zhou, Wei-Xing
IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.