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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 Andrews, Donald W. K. Aruoba, S. Boragan
Addo, Peter Martey Angelini, Francesco Asafo, Shuffield Seyram
Adusah-Poku, Frank Angelini, Giovanni Asai, Manabu
Aguiar-Conraria, Luis Ankargren, Sebastian Athanasopoulos, George
Ait-Sahalia, Yacine Archakov, Ilya Atoi, Ngozi Victor
Amisano, Gianni Ardia, David Audrino, Francesco
Anatolyev, Stanislav Arellano, Manuel Avarucci, Marco
Andreasen, Martin Armillotta, Mirko
Andree, Bo Pieter Johannes Armstrong, J. Scott †
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
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
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 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 Franchi, Massimo
Fanelli, Luca Fernandez-Villaverde, Jesus Francq, Christian
Fang, Puyi Ferrara, Laurent Franses, Philip Hans
Fang, Zheng Ferreira, Leonardo N. Freyaldenhoven, Simon
Faryna, Oleksandr Ferroni, Filippo Friedrich, Marina
Faust, Jon Feve, Patrick Fries, Sebastien
Favero, Carlo Fiorentini, Gabriele Fry-McKibbin, Renee A.
Feldkircher, Martin Forbes, Catherine Scipione Fuleky, Peter
Feng, Yuanhua Forni, Mario Funovits, Bernd
Fengler, Matthias R. Foroni, Claudia
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 Jucknewitz, Roland
Jacquier, Antoine Jin, Weifeng Juodis, Arturas
Jansson, Michael Jochmann, Markus Juselius, Katarina
Jarocinski, Marek Jochmans, Koen
Jasiak, Joann Joensson, Kristian
K
Kamolthip, Sarun Khazanov, Alexey Kohns, David Eric
Kanaya, Shin Khismatullina, Marina Koop, Gary
Kanjamapornkul, Kabin ? Kholodilin, Konstantin Arkadievich Koopman, Siem Jan
Kao, Chihwa Kiew Ling, Pui Korobilis, Dimitris
Kapetanios, George Kilian, Lutz Kourtellos, Andros
Karaman Orsal, Deniz Dilan 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
Khalaf, Lynda Kock, Anders Bredahl
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 Maynard, Alex S. Miller, J. Isaac
Maharaj, Elizabeth Ann Mayoral, Laura Miller, Stephen M.
Maheu, John M. McCabe, Brendan Milunovich, George
Maih, Junior McCausland, William Minford, A. Patrick L.
Majoni, Blessings McCracken, Michael Miranda-Agrippino, Silvia
Marcellino, Massimiliano McElroy, Tucker Sprague Mitchell, James
Marcet, Albert McIntyre, Stuart Mittnik, Stefan
Marczak, Martyna Meddahi, Nour Montanes, Antonio
Margaritella, Luca Medeiros, Marcelo C. Monti, Francesca
Mark, Nelson C. Medel, Carlos A. Moon, Hyungsik Roger
Marsh, Patrick Meenagh, David Morana, Claudio
Martin, Gael Margaret Meitz, Mika Morita, Rubens
Masih, Abul Mansur M. Mertens, Elmar Morley, James
Matheson, Troy D Mesters, Geert Moussa, Karim
Mattera, Raffaele Michankow, Jakub Mumtaz, Haroon
Matthes, Christian Mignon, Valerie Musti, Babagana Mala
Maung, Kenwin Mikkelsen, Jakob Myohl, Christian
Mavroeidis, Sophocles 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 Perron, Benoit Podolskij, Mark
Paccagnini, Alessia Perron, Pierre Poetscher, Benedikt M.
Panagiotidis, Theodore Pesaran, Mohammad Hashem Polivka, Jeannine
Papailias, Fotis Pesavento, Elena Pollock, David Stephen
Papapanagiotou, Georgios Petrella, Ivan Poncela, Pilar
Papell, David H. Petrova, Katerina Poon, Aubrey
Park, Joon Y. Pettenuzzo, Davide Portier, Franck
Parla, Fabio Pfarrhofer, Michael Poskitt, Donald Stephen
Parsaeian, Shahnaz Phillips, Peter C. B. Potiron, Yoann
Paruolo, Paolo Phiri, Andrew Potter, Simon
Patton, Andrew Pierdzioch, Christian Price, Simon Glover
Paya, Ivan Piersanti, Fabio Massimo Primiceri, Giorgio E.
Pedersen, Rasmus Pigato, Paolo Profumo, Fabio
Pelagatti, Matteo Maria 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
Perone, Gaetano Platen, Eckhard
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 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
Sanhaji, Bilel Sheppard, Kevin Keith Song, Yong
Sanso, Andreu Shi, Shuping Sorensen, Michael
Santagiustina, Carlo Romano Marcello Alessandro Shi, Zhentao Sosvilla-Rivero, Simon
Sarafidis, Vasilis Shibaev, Sergei S. ? Souza, Leonardo Rocha
Sargent, Thomas J. Shimizu, Kenichi Spagnolo, Fabio
Sarno, Lucio Shimotsu, Katsumi Spagnolo, Nicola
Sbrana, Giacomo Shin, Minchul Stalla-Bourdillon, Arthur
Scaillet, Olivier Shin, Yongcheol Startz, Richard
Scalas, Enrico Shintani, Mototsugu Staszewska-Bystrova, Anna
Scharth, Marcel Shukur, Ghazi † Stengos, Thanasis
Schaumburg, Ernst Sibbertsen, Philipp Stevanovic, Dalibor
Schlicht, Ekkehart Siliverstovs, Boriss Stock, James H.
Schorfheide, Frank Silva Lopes, Artur C. B. da Storti, Giuseppe
Schreiber, Sven Silvennoinen, Annastiina Strachan, Rodney W.
Schuette, Erik Christian Montes Sinclair, Tara M. Su, Liangjun
Schumacher, Christian Skrobotov, Anton Sucarrat, Genaro
Seleznev, Sergei Slepaczuk, Robert Sul, Donggyu
Sensier, Marianne Smalter Hall, Aaron Sun, Yixiao
Sentana, Enrique Smeekes, Stephan Sutton, Maxwell
Seo, Myung Hwan Smith, Jeremy Swanson, Norman Rasmus
Seo, Won-Ki 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 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, Ren Zhu, Ke
Zakoian, Jean-Michel Zhang, Xibin Zito, John
Zanetti Chini, Emilio Zhenzhen, Zhu Zoerner, Thomas O.
Zha, Tao Zhou, Hao
Zhang, Binyi Zhou, Wei-Xing
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