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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 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 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 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 Groen, Jan J. J.
Galvao, Ana Beatriz Giraitis, Liudas Guay, Alain
Gambetti, Luca Giulietti, Monica Guerin, Pierre
Gandali Alikhani, Nadiya Goetz, Thomas B Guerron, Pablo A.
Ganics, Gergely Goncalves, Silvia Guggenberger, Patrik
Gao, Jiti Gonzalez, Andres Guidolin, Massimo
Garcia, Rene Gonzalez, Steven Guillen, Osmani Teixeira de Carvalho
Garratt, Anthony Gonzalez-Rivera, Gloria Guo, Hui
Ghysels, Eric Gonzalo, Jesus Gupta, Rangan
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 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 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
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 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 ? 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
Sanso, Andreu Shephard, Neil Sola, Martin
Santagiustina, Carlo Romano Marcello Alessandro 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
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 Urbain, Jean-Pierre † Urga, Giovanni
V
Vac, Nomfundo Portia Vasilopoulos, Kostas Verona, Fabio
Vacha, Lukas Vasnev, Andrey L. Vigfusson, Robert John
Vahey, Shaun P. Vavra, Marian Villani, Mattias
Vahid, Farshid Veiga, Helena Violante, Francesco
Valls Pereira, Pedro L. Velasco, Carlos Voev, Valeri
van Brummelen, Janneke 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 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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