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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 Anderson, Heather M. Armillotta, Mirko
Addo, Peter Martey Andreasen, Martin Armstrong, J. Scott †
Adusah-Poku, Frank Andree, Bo Pieter Johannes Aruoba, S. Boragan
Aguiar-Conraria, Luis Andrews, Donald W. K. Asafo, Shuffield Seyram
Ait-Sahalia, Yacine Angelini, Francesco Asai, Manabu
Allen, David Edmund Angelini, Giovanni Athanasopoulos, George
Amado, Cristina Ankargren, Sebastian Atoi, Ngozi Victor
Amisano, Gianni Archakov, Ilya Audrino, Francesco
Anatolyev, Stanislav Ardia, David Avarucci, Marco
Andersen, Torben G. Arellano, Manuel
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. Bucci, Andrea
Barndorff-Nielsen, Ole E. † Blazsek, Szabolcs Buczynski, Mateusz
Barunik, Jozef Blunier, Jason Bun, Maurice
Basher, Syed Abul Boeckelmann, Lukas Buncic, Daniel
Baum, Christopher F Boivin, Jean Busetti, Fabio
Baumeister, Christiane Bollerslev, Tim
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 Corona, Francisco
Carnero, M. Angeles Chiarella, Carl † Corradi, Valentina
Carr, Peter P. † Chigira, Hiroaki ? Corsello, Francesco
Carrasco, Marine Chikhi, Mohamed Corsi, Fulvio
Carriero, Andrea Chiu, Ching-Wai (Jeremy) Costantini, Mauro
Carrion-i-Silvestre, Josep Chlebus, Marcin Cotter, John
Casarin, Roberto Cho, Jin Seo Crato, Nuno
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
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 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
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
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 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 Perez Quiros, Gabriel Pitarakis, Jean-Yves
Paccagnini, Alessia Perone, Gaetano Platen, Eckhard
Pagan, Adrian Rodney Perron, Benoit Podolskij, Mark
Panagiotidis, Theodore Perron, Pierre Poetscher, Benedikt M.
Papailias, Fotis Pesaran, Mohammad Hashem Polivka, Jeannine
Papapanagiotou, Georgios 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
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 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 Sutton, Maxwell
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 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 Vasnev, Andrey L. Villani, Mattias
Vacha, Lukas Vavra, Marian Violante, Francesco
Vahey, Shaun P. Veiga, Helena Virbickaite, Audrone
Vahid, Farshid Velasco, Carlos Voev, Valeri
Valls Pereira, Pedro L. Venditti, Fabrizio Vogelsang, Timothy
van Dijk, Dick Venetis, Ioannis A. Vravosinos, Orestis
van Dijk, Herman K. Ventosa-Santaularia, Daniel
Vasilopoulos, Kostas Vigfusson, Robert John
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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