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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 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 Bec, Frederique Bos, Charles S.
Bacchiocchi, Emanuele Beck, Elliot Boswijk, H. Peter
Baharumshah, Ahmad Zubaidi Behera, Sarthak Subidit Boussaha, Nadia ?
Bai, Jushan Bekiros, Stelios Brannas, Kurt
Bai, Yu Bensalma, Ahmed Braun, Robin
Ballinari, Daniele Beyeler, Simon Breitung, Joerg
Baltagi, Badi H. Bille, Anna Gloria Brenna, Federica
Banbura, Marta Billio, Monica Brownlees, Christian T.
Banerjee, Anindya Binning, Andrew 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
Baum, Christopher F Boivin, Jean Buncic, Daniel
Baumeister, Christiane Bollerslev, Tim Busetti, Fabio
Bauwens, Luc Borup, Daniel ?
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 Corradi, Valentina
Caporin, Massimiliano Chevillon, Guillaume Corsello, Francesco
Carnero, M. Angeles Chiarella, Carl † Corsi, Fulvio
Carr, Peter P. † Chigira, Hiroaki ? Costantini, Mauro
Carrasco, Marine Chikhi, Mohamed Cotter, John
Carriero, Andrea Chiu, Ching-Wai (Jeremy) Crato, Nuno
Carrion-i-Silvestre, Josep Chlebus, Marcin Cross, Jamie Lee
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
Cavaliere, Giuseppe Christensen, Bent Jesper
D
D'Agostino, Antonello Demircan, Hamza Diongue, Abdou Ka
Dahl, Christian Møller Demos, Antonis Dolado, Juan J.
Da Silva, Sergio Deng, Taosong Doornik, Jurgen A.
Daviet, Remi Deo, Rohit S. Doz, Catherine
De Gaetano, Davide de Peretti, Christian Dueker, Michael J. †
del Barrio Castro, Tomas Desboulets, Loann ? Dufays, Arnaud
Della Marra, Fabio ? Deschamps, Philippe J. Dufour, Jean-Marie
Delle Monache, Davide Dhaene, Geert Dufrenot, Gilles
Del Negro, Marco Diebold, Francis X. Dungey, Mardi †
Demetrescu, Matei Di Iorio, Francesca
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 † Feng, Yuanhua Foroni, Claudia
Fan, Jianqing Fengler, Matthias R. Franchi, Massimo
Fanelli, Luca Fernandes, Marcelo Francq, Christian
Fang, Puyi Fernandez-Villaverde, Jesus Franses, Philip Hans
Fang, Zheng Ferrara, Laurent Freyaldenhoven, Simon
Faria, Goncalo 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
G
Gadea, Maria Dolores Giannerini, Simone Gourieroux, Christian S.
Galagedera, Don U. A. Giannone, Domenico Granger, Clive W. J. †
Galbraith, John W. Gil-Alana, Luis Alberiko Grassi, Stefano
Galeano, Pedro Giles, David E. A. Grivas, Charisios
Galesi, Alessandro Giovannelli, Alessandro Groen, Jan J. J.
Gallo, Giampiero M. Giraitis, Liudas Guardabascio, Barbara
Galvao, Ana Beatriz Giulietti, Monica Guay, Alain
Gambetti, Luca Goetz, Thomas B Guerin, Pierre
Gandali Alikhani, Nadiya Goncalves, Silvia Guerron, Pablo A.
Ganics, Gergely Gonzalez, Andres Guggenberger, Patrik
Gao, Jiti Gonzalez, Steven Guidolin, Massimo
Garcia, Rene Gonzalez-Rivera, Gloria Guillen, Osmani Teixeira de Carvalho
Garratt, Anthony Gonzalo, Jesus Guo, Hui
Ghysels, Eric Gospodinov, Nikolay Gupta, Rangan
Giacomini, Raffaella Goulet Coulombe, Philippe
H
Hadri, Kaddour Harvey, David I. Hmida, Salma
Haerdle, Wolfgang Karl Hatemi-J, Abdulnasser Hong, Yongmiao
Hafner, Christian Matthias Hautsch, Nikolaus Horvath, Lajos
Halbleib, Roxana Hauzenberger, Niko Hotta, Luiz K.
Haldrup, Niels Hayakawa, Kazuhiko Hsiao, Cheng
Hall, Stephen George Hecq, Alain Hsiao, Cody Yu-Ling
Hallin, Marc Hendry, David F. Huber, Florian
Hamilton, James Hengge, Martina Hubrich, Kirstin
Han, Chirok Herbst, Edward Huh, Hyeon-seung
Hansen, Lars Peter Hillebrand, Eric Hurn, Stan
Hansen, Peter Reinhard Hinich, Melvin J. † Hurvich, Clifford M.
Hardy, Nicolas Hizmeri, Rodrigo Hwang, Jungbin
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 Korovkin, Vasily
Karanasos, Menelaos Kim, Hyeongwoo Kourtellos, Andros
Karavias, Yiannis Kim, Jae Hoon Krehlik, Tomas
Karlsson, Sune Kim, Tae-Hwan Kristensen, Dennis
Kascha, Christian Jonathan King, Maxwell Leslie Kristoufek, Ladislav
Kastner, Gregor Kiviet, Jan F. Kronenberg, Philipp
Katsouris, Christis Kleibergen, Frank Kruiniger, Hugo
Kaufmann, Sylvia Kobayashi, Masahito Kruse, Robinson
Keilbar, Georg Kocenda, Evzen Kunihama, Tsuyoshi
Kejriwal, Mohitosh Kociecki, Andrzej Kunst, Robert M.
Khalaf, Lynda Kock, Anders Bredahl Kurozumi, Eiji
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. Mora, Aaron
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 Mugrabi, Farah Daniela
Matthes, Christian Michankow, Jakub Mumtaz, Haroon
Maung, Kenwin Mignon, Valerie Musti, Babagana Mala
Mavroeidis, Sophocles Milas, Costas 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 Pitarakis, Jean-Yves
Paccagnini, Alessia Perron, Benoit Platen, Eckhard
Pagan, Adrian Rodney Perron, Pierre Podolskij, Mark
Panagiotidis, Theodore Pesaran, Mohammad Hashem Poetscher, Benedikt M.
Papailias, Fotis Pesavento, Elena Polivka, Jeannine
Papell, David H. Petrella, Ivan Pollock, David Stephen
Park, Joon Y. Petrova, Katerina Poncela, Pilar
Parla, Fabio Pettenuzzo, Davide Poon, Aubrey
Parsaeian, Shahnaz Pfarrhofer, Michael Portier, Franck
Paruolo, Paolo Phillips, Peter C. B. Poskitt, Donald Stephen
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 Piovani, Alessandro Punder, Ramon De
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
Sarafidis, Vasilis Shi, Shuping Song, Yong
Sargent, Thomas J. Shi, Zhentao Sorensen, Michael
Sarno, Lucio Shibaev, Sergei S. Sosvilla-Rivero, Simon
Sbrana, Giacomo Shimotsu, Katsumi Souza, Leonardo Rocha
Scaillet, Olivier Shin, Minchul Spagnolo, Fabio
Scalas, Enrico Shin, Yongcheol Spagnolo, Nicola
Scharth, Marcel Shintani, Mototsugu Stalla-Bourdillon, Arthur
Schaumburg, Ernst Shukur, Ghazi † Startz, Richard
Schlicht, Ekkehart Sibbertsen, Philipp Staszewska-Bystrova, Anna
Schorfheide, Frank Siliverstovs, Boriss Stengos, Thanasis
Schreiber, Sven Silva Lopes, Artur C. B. da Stevanovic, Dalibor
Schuette, Erik Christian Montes Silvennoinen, Annastiina Stock, James H.
Schumacher, Christian Sinclair, Tara M. Storti, Giuseppe
Seleznev, Sergei Skrobotov, Anton Strachan, Rodney W.
Sensier, Marianne Slepaczuk, Robert Su, Liangjun
Sentana, Enrique Smalter Hall, Aaron Sucarrat, Genaro
Seo, Myung Hwan Smeekes, Stephan Sul, Donggyu
Seo, Won-Ki Smith, Jeremy Sun, Yixiao
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 Tschernig, Rolf
Talagala, Priyanga Dilini Theodoridis, Konstantinos Tsionas, Mike †
Tamarit, Cecilio Thomakos, Dimitrios D. Tsvetkova, Anna Nikolaevna
Tan, Le To Minh Thornton, Daniel L † Tzavalis, Elias
Tao, Yubo Timmermann, Allan
Tauchen, George Tkacz, Greg
U
Ullah, Aman Urga, Giovanni
Urbain, Jean-Pierre † Uzeda, Luis
V
Vac, Nomfundo Portia van Dijk, Herman K. ? † Veraart, Almut E. D.
Vacha, Lukas Vasilopoulos, Kostas Verona, Fabio
Vahey, Shaun P. Vasnev, Andrey L. Vigfusson, Robert John
Vahid, Farshid Vavra, Marian Villani, Mattias
Vallarino, Pierluigi Veiga, Helena Violante, Francesco
Valls Pereira, Pedro L. Velasco, Carlos Voev, Valeri
van Brummelen, Janneke Venditti, Fabrizio Vogelsang, Timothy
van der Sluis, Bernhard Pieter Venetis, Ioannis A. Vravosinos, Orestis
van Dijk, Dick 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
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