Authors in Econometric Time Series

This list attempts to categories authors by fields. The procedure is to look at all their papers announced in aNEP 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 thetop institutions and authors in this field. signals authors with whom we havelost 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	Andersen, Torben G.	Arellano, Manuel
Addo, Peter Martey	Anderson, Heather M.	Armillotta, Mirko
Aguiar-Conraria, Luis	Andersson, Jonas	Armstrong, J. Scott †
Ait-Sahalia, Yacine	Andreasen, Martin	Aruoba, S. Boragan
Alessi, Lucia	Andree, Bo Pieter Johannes	Asafo, Shuffield Seyram
Allen, David Edmund	Andrews, Donald W. K.	Asai, Manabu
Al-Sadoon, Majid M.	Angelini, Francesco	Athanasopoulos, George
Amado, Cristina	Angelini, Giovanni	Atoi, Ngozi Victor
Amisano, Gianni	Ankargren, Sebastian	Audrino, Francesco
Anatolyev, Stanislav	Ardia, David

B
Babii, Andrii	Beck, Elliot	Borup, Daniel
Bacchiocchi, Emanuele	Behera, Sarthak Subidit	Boswijk, H. Peter
Baharumshah, Ahmad Zubaidi	Bekiros, Stelios	Boussaha, Nadia
Bai, Jushan	Bensalma, Ahmed	Brannas, Kurt
Bai, Yu	Beyhum, Jad	Braun, Robin
Ballinari, Daniele	Bianchi Santarrosa, Rogerio	Breitung, Joerg
Baltagi, Badi H.	Bille, Anna Gloria	Brenna, Federica
Banbura, Marta	Billio, Monica	Brownlees, Christian T.
Banerjee, Anindya	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
Baum, Christopher F	Boeckelmann, Lukas	Bun, Maurice
Baumeister, Christiane	Boivin, Jean	Buncic, Daniel
Bauwens, Luc	Bollerslev, Tim	Busetti, Fabio
Bec, Frederique	Bond, Derek †

C
Cabana Garceran del Vall, Elisa	Cerrato, Mario	Christensen, Bent Jesper
Caggiano, Giovanni	Challet, Damien	Christensen, Kim
Caiado, Jorge	Chambers, Marcus J.	Christiano, Lawrence J.
Calzolari, Giorgio	Chan, Felix	Christoffersen, Peter F. †
Camacho, Maximo	Chan, Joshua C.C.	Chronopoulos, Ilias
Camarero, Mariam	Chang, Chia-Lin	Chrysikou, Katerina
Canarella, Giorgio	Chang, Yoosoon	Chudik, Alexander
Canepa, Alessandra	Chauvet, Marcelle	Cipollini, Fabrizio
Canova, Fabio	Chen, Chaoyi	Clark, Todd
Capasso, Marco	Chen, Jia	Clements, Adam
Capolongo, Angela	Chen, Pengyu	Clements, Michael Peter
Caporale, Guglielmo Maria	Chen, Pu	Conrad, Christian
Caporin, Massimiliano	Chen, Xiaohong	Cornwall, Gary Joseph
Carnero, M. Angeles	Chernis, Tony	Corradi, Valentina
Carr, Peter P. †	Chernozhukov, Victor	Corsello, Francesco
Carrasco, Marine	Chevillon, Guillaume	Corsi, Fulvio
Carriero, Andrea	Chiarella, Carl †	Costantini, Mauro
Carrion-i-Silvestre, Josep	Chigira, Hiroaki	Cotter, John
Casarin, Roberto	Chikhi, Mohammed	Crato, Nuno
Casini, Alessandro	Chiu, Ching-Wai (Jeremy)	Cross, Jamie Lee
Cassim, Lucius	Chlebus, Marcin	Croushore, Dean
Castellanos, Juan	Cho, Jin Seo	Crump, Richard K.
Castelnuovo, Efrem	Choi, Chi-Young	Cubadda, Gianluca
Castle, Jennifer L.	Choi, In	Cubillos-Rocha, Juan Sebastian
Cavaliere, Giuseppe	Chong, Terence Tai Leung	Cuestas, Juan Carlos
Cerqueti, Roy	Chortareas, Georgios

D
D'Agostino, Antonello	De Nard, Gianluca Fabio	Djebari, FAYCAL
Dahl, Christian Møller	Deng, Taosong	Doko Tchatoka, Firmin
Da Silva, Sergio	Deo, Rohit S.	Dolado, Juan J.
Daviet, Remi	de Peretti, Christian	Doornik, Jurgen A.
del Barrio Castro, Tomas	Desboulets, Loann	Doz, Catherine
Della Marra, Fabio	Deschamps, Philippe J.	Dueker, Michael J. †
Delle Monache, Davide	Dhaene, Geert	Dufays, Arnaud
Del Negro, Marco	Diebold, Francis X.	Dufour, Jean-Marie
Demetrescu, Matei	Di Iorio, Francesca	Dufrenot, Gilles
Demircan, Hamza	Diongue, Abdou Ka	Dungey, Mardi †
Demos, Antonis	Ditzen, Jan

E
Eichenbaum, Martin	Engle, Robert F. III	Escribano, Alvaro
Eickmeier, Sandra	Engsted, Tom	Espasa, Antoni
Eisenstat, Eric	Enrique Martinez-Garcia, Enrique	Evans, Martin
Eklund, Bruno	Eo, Yunjong	Everaert, Gerdie
Eklund, Jana	Ericsson, Neil R.
Elliott, Graham	Escanciano, Juan Carlos

F
Fachin, Stefano †	Fengler, Matthias R.	Foroni, Claudia
Fan, Jianqing	Fernandes, Marcelo	Franchi, Massimo
Fanelli, Luca	Fernandez-Villaverde, Jesus	Franconi, Alessandro
Fang, Puyi	Ferrara, Laurent	Francq, Christian
Fang, Zheng	Ferreira Batista Martins, Igor	Franses, Philip Hans
Faria, Goncalo	Ferroni, Filippo	Friedrich, Marina
Faust, Jon	Feve, Patrick	Fry-McKibbin, Renee A.
Favero, Carlo	Fiorentini, Gabriele	Fuleky, Peter
Feldkircher, Martin	Forbes, Catherine Scipione
Feng, Yuanhua	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
Gao, Zhan	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	Gurshev, Oleg

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
Kanaya, Shin	Khismatullina, Marina	Kohns, David Eric
Kao, Chihwa	Kholodilin, Konstantin Arkadievich	Koop, Gary
Kapetanios, George	Kiew Ling, Pui	Koopman, Siem Jan
Karaman Orsal, Deniz Dilan	Kilian, Lutz	Korobilis, Dimitris
Karanasos, Menelaos	Kim, Chang-Jin	Kourtellos, Andros
Karavias, Yiannis	Kim, Hyeongwoo	Krehlik, Tomas
Karlsson, Sune	Kim, Jae Hoon	Kristensen, Dennis
Kascha, Christian Jonathan	Kim, Tae-Hwan	Kristoufek, Ladislav
Kastner, Gregor	King, Maxwell Leslie	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	Leybourne, Stephen	Lopez, Claude
Lahiri, Kajal	Li, Chenxing	Lovcha, Yuliya
Lanne, Markku	Li, Dake	Lu, Ye
Lasak, Katarzyna	Li, Degui	Lucas, Andre
Laurent, Sebastien	Li, Mengheng	Lucchetti, Riccardo (Jack)
Laurini, Marcio	Li, Yushu	Luciani, Matteo
Ledoit, Olivier	Liew, Venus Khim-Sen	Luetkepohl, Helmut
Lee, Ji Hyung	Lilla, Francesca	Luger, Richard
Lee, Kevin Charles	Lima, Luiz Renato	Lunde, Asger
Lee, Tae Hwy	Lin, Yicong	Lunsford, Kurt Graden
Leiva-Leon, Danilo	Linde, Jesper	Lupi, Claudio
Lenza, Michele	Ling, Shiqing	Lusompa, Amaze
Leon-Gonzalez, Roberto	Linton, Oliver Bruce	Ly, Racine
Leschinski, Christian	Lippi, Marco	Lyhagen, Johan
Lettau, Martin	Loaiza Maya, Ruben Albeiro
Lewis, Daniel John	Lombardi, Marco Jacopo

M
MacKinnon, James	Maynard, Alex S.	Milas, Costas
Maharaj, Elizabeth Ann	Mayoral, Laura	Miller, J. Isaac
Maheu, John M.	McAleer, Michael †	Miller, Stephen M.
Maih, Junior	McCabe, Brendan	Milunovich, George
Majoni, Blessings	McCausland, William	Minford, A. Patrick L.
Maneejuk, Paravee	McCloskey, Adam	Miranda-Agrippino, Silvia
Marcellino, Massimiliano	McCracken, Michael	Mitchell, James
Marcet, Albert	McCrary, Sean	Mittnik, Stefan
Marczak, Martyna	McElroy, Tucker Sprague	Montanes, Antonio
Margaritella, Luca	McIntyre, Stuart	Monti, Francesca
Mark, Nelson C.	Meddahi, Nour	Moon, Hyungsik Roger
Marsh, Patrick	Medeiros, Marcelo C.	Mora, Aaron
Martin, Gael Margaret	Medel, Carlos A.	Morana, Claudio
Masih, Abul Mansur M.	Meenagh, David	Morita, Rubens
Matheson, Troy D	Meitz, Mika	Morley, James
Matsushita, Raul Yukihiro	Mendieta-Munyoz, Ivan	Moussa, Karim
Mattera, Raffaele	Mertens, Elmar	Mumtaz, Haroon
Matthes, Christian	Miao, Ke	Myohl, Christian
Maung, Kenwin	Michankow, Jakub
Mavroeidis, Sophocles	Mignon, Valerie

N
Naderi, Esmaeil	Neely, Christopher J.	Nibbering, Didier
Nagakura, Daisuke	Nelson, Charles R.	Nielsen, Bent
Nakajima, Jouchi	Netsunajev, Aleksei	Nielsen, Morten
Narayan, Paresh Kumar	Ng, Serena	Noel, Antoine L.
Nason, James M.	Nguyen, Hoang	Noriega, Antonio E.

O
Ogaki, Masao	Onatski, Alexei	Osterholm, Par
Ogbonna, Ahamuefula Ephraim	Onorante, Luca	Otero, Jesus
Okui, Ryo	Ooms, Marius	Otranto, Edoardo
Omay, Tolga	Ord, John Keith	Owyang, Michael T.
Omori, Yasuhiro	Osborn, Denise	Oxley, Les

P
Paccagnini, Alessia	Perron, Pierre	Podolskij, Mark
Pagan, Adrian Rodney	Pesaran, Mohammad Hashem	Poetscher, Benedikt M.
Pal, Hemendra	Pesavento, Elena	Polivka, Jeannine
Panagiotidis, Theodore	Petrella, Ivan	Pollock, David Stephen
Papailias, Fotis	Petrova, Katerina	Poncela, Pilar
Papell, David H.	Pettenuzzo, Davide	Poon, Aubrey
Parla, Fabio	Pfarrhofer, Michael	Portier, Franck
Parsaeian, Shahnaz	Phillips, Peter C. B.	Poskitt, Donald Stephen
Paruolo, Paolo	Phiri, Andrew	Potiron, Yoann
Patton, Andrew	Pierdzioch, Christian	Potter, Simon
Paya, Ivan	Piersanti, Fabio Massimo	Price, Simon Glover
Pedersen, Rasmus	Pigato, Paolo	Primiceri, Giorgio E.
Pelagatti, Matteo Maria	Piger, Jeremy M.	Profumo, Fabio
Pelger, Markus	Pincheira, Pablo Matias	Proietti, Tommaso
Pelletier, Denis	Pinter, Gabor	Prono, Todd Andrew
Pena, Daniel	Piovani, Alessandro	Psaradakis, Zacharias
Perez Quiros, Gabriel	Pitarakis, Jean-Yves	Punder, Ramon De
Perone, Gaetano	Plagborg-Moller, Mikkel
Perron, Benoit	Platen, Eckhard

Q
Qu, Zhongjun	Quoreshi, Shahiduzzaman

R
Radchenko, Stanislav I.	Renault, Eric Michel	Rombouts, Jeroen Vk
Rahbek, Anders	Rhodenhiser, Hannah Marie	Rossi, Barbara
Rao, B. Bhaskara †	Ricco, Giovanni	Rossi, Eduardo
Rault, Christophe	Roa Rozo, Julian	Rossini, Luca
Ravazzolo, Francesco	Rodrigues, Artur Brasil Fialho	Rothfelder, Mario Philipp
Read, Matthew	Rodrigues, Paulo M. M.	Royer, Julien
Reed, W. Robert	Rodriguez, Gabriel	Rua, Antonio
Rehman, Atiq	Rodriguez Caballero, Carlos Vladimir	Rubio-Ramirez, Juan F
Reichlin, Lucrezia	Rodriguez-Rondon, Gabriel	Ruiz, Esther

S
Sabuga, Ivy	Seo, Won-Ki	Smith, L. Vanessa
Saikkonen, Pentti Juhani	Seong, Dakyung	Smith, Ronald Patrick
Salisu, Afees Adebare	Shahbaz, Muhammad	Snyder, Ralph David
Sancibrian, Victor	Shang, Han Lin	Sofianos, Emmanouil
Sandoval Paucar, Giovanny	Sharifvaghefi, Mahrad	Sola, Martin
Sanso, Andreu	Shephard, Neil	Song, Yong
Santucci de Magistris, Paolo	Sheppard, Kevin Keith	Sorensen, Michael
Sarafidis, Vasilis	Shi, Shuping	Sosvilla-Rivero, Simon
Sargent, Thomas J.	Shi, Zhentao	Souza, Leonardo Rocha
Sarno, Lucio	Shimotsu, Katsumi	Spagnolo, Fabio
Sbrana, Giacomo	Shin, Minchul	Spagnolo, Nicola
Scaillet, Olivier	Shin, Yongcheol	Stalla-Bourdillon, Arthur
Scalas, Enrico	Shintani, Mototsugu	Staszewska-Bystrova, Anna
Scharth, Marcel	Shiroff, Taylor	Stegehuis, Noah Joanne
Schaumburg, Ernst	Shukur, Ghazi †	Stengos, Thanasis
Schlicht, Ekkehart	Sibbertsen, Philipp	Stevanovic, Dalibor
Schorfheide, Frank	Siliverstovs, Boriss	Stock, James H.
Schreiber, Sven	Silva Lopes, Artur C. B. da	Storti, Giuseppe
Schuette, Erik Christian Montes	Silvennoinen, Annastiina	Strachan, Rodney W.
Schumacher, Christian	Sinclair, Tara M.	Su, Liangjun
Seleznev, Sergei	Skrobotov, Anton	Sucarrat, Genaro
Sensier, Marianne	Slepaczuk, Robert	Sul, Donggyu
Sentana, Enrique	Smeekes, Stephan	Sun, Yixiao
Seo, Myung Hwan	Smith, Jeremy	Swanson, Norman Rasmus

T
Taamouti, Abderrahim	Taylor, Robert	Tong, Howell
Tabor, Morten Nyboe	Telg, Sean	Trapani, Lorenzo
Tahir, Abdullah	Tenorio, Juan	Trenkler, Carsten
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	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	Yu, Jun
Yamagata, Takashi	Yao, Wenying	Yu, Xuewen
Yamamoto, Yohei	Yaya, Olaoluwa Simon
Yan, Yayi	Yazgan, Ege

Z
Zaccaria, Niccolo	Zha, Tao	Zhou, Wei-Xing
Zaffaroni, Paolo	Zhang, Binyi	Zhu, Ke
Zakoian, Jean-Michel	Zhang, Ren	Zito, John
Zanelli, Edoardo	Zhang, Xibin
Zanetti Chini, Emilio	Zhou, Hao