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Economics and Finance
UK
2024

D-Index & Metrics

Economics and Finance

D-Index
68
Citations
33834
World Ranking
503
National Ranking
57

Andrew Harvey publication distribution in Economics and Finance in 2026

The chart shows the distribution of publications by all Research.com ranked scientists in the field of Economics and Finance in 2026. The highlighted bar marks where Andrew Harvey sits on this spectrum.

42–46 publications: 1 scientists 47–51 publications: 12 scientists 52–56 publications: 7 scientists 57–61 publications: 23 scientists 62–66 publications: 32 scientists 67–71 publications: 36 scientists 72–76 publications: 56 scientists 77–81 publications: 57 scientists 82–86 publications: 70 scientists 87–91 publications: 86 scientists 92–96 publications: 72 scientists 97–101 publications: 106 scientists 102–106 publications: 97 scientists 107–111 publications: 96 scientists 112–116 publications: 101 scientists 117–121 publications: 103 scientists 122–126 publications: 102 scientists 127–131 publications: 108 scientists 132–136 publications: 107 scientists 137–141 publications: 111 scientists 142–146 publications: 94 scientists 147–151 publications: 96 scientists 152–156 publications: 100 scientists 157–161 publications: 74 scientists 162–166 publications: 68 scientists 167–171 publications: 91 scientists 172–176 publications: 76 scientists 177–181 publications: 75 scientists 182–186 publications: 61 scientists 187–191 publications: 66 scientists 192–196 publications: 68 scientists 197–201 publications: 71 scientists 202–206 publications: 60 scientists 207–211 publications: 56 scientists 212–216 publications: 44 scientists 217–221 publications: 51 scientists 222–226 publications: 65 scientists 227–231 publications: 48 scientists 232–236 publications: 59 scientists 237–241 publications: 37 scientists 242–246 publications: 37 scientists 247–251 publications: 41 scientists 252–256 publications: 43 scientists 257–261 publications: 33 scientists 262–266 publications: 34 scientists 267–271 publications: 39 scientists 272–276 publications: 25 scientists 277–281 publications: 29 scientists 282–286 publications: 29 scientists 287–291 publications: 26 scientists 292–296 publications: 31 scientists 297–301 publications: 31 scientists 302–306 publications: 24 scientists 307–311 publications: 28 scientists 312–316 publications: 24 scientists 317–321 publications: 13 scientists 322–326 publications: 14 scientists 327–331 publications: 25 scientists 332–336 publications: 18 scientists 337–341 publications: 16 scientists 342–346 publications: 18 scientists 347–351 publications: 15 scientists 352–356 publications: 17 scientists 357–361 publications: 19 scientists 362–366 publications: 16 scientists 367–371 publications: 17 scientists 372–376 publications: 7 scientists 377–381 publications: 18 scientists 382–386 publications: 13 scientists 387–391 publications: 19 scientists 392–396 publications: 9 scientists 397–401 publications: 10 scientists 402–406 publications: 13 scientists 407–411 publications: 13 scientists 412–416 publications: 5 scientists 417–421 publications: 10 scientists 422–426 publications: 6 scientists 427–431 publications: 12 scientists 432–436 publications: 9 scientists 437–441 publications: 9 scientists 442–446 publications: 10 scientists 447–451 publications: 12 scientists 452–456 publications: 8 scientists 457–461 publications: 4 scientists 462–466 publications: 7 scientists 467–471 publications: 4 scientists 472–476 publications: 5 scientists 477–481 publications: 6 scientists 482–486 publications: 7 scientists 487–491 publications: 8 scientists 492–496 publications: 5 scientists 497–501 publications: 4 scientists 502–506 publications: 4 scientists 507–511 publications: 5 scientists 512–516 publications: 7 scientists 517–520 publications: 7 scientists 521+ publications: 99 scientists
42 publications 521+

This scientist: 236 publications — 72nd percentile

72% of scientists in this discipline score the same or lower.

The last bar groups every scientist with 521 publications or more.

Andrew Harvey D-index placement in Economics and Finance in 2026

The chart shows the D-index (discipline H-index) distribution of Economics and Finance scientists ranked by Research.com in 2026. The highlighted bar marks where Andrew Harvey sits on this spectrum.

30 D-Index: 126 scientists 31 D-Index: 147 scientists 32 D-Index: 157 scientists 33 D-Index: 178 scientists 34 D-Index: 171 scientists 35 D-Index: 141 scientists 36 D-Index: 132 scientists 37 D-Index: 129 scientists 38 D-Index: 130 scientists 39 D-Index: 120 scientists 40 D-Index: 117 scientists 41 D-Index: 113 scientists 42 D-Index: 114 scientists 43 D-Index: 97 scientists 44 D-Index: 115 scientists 45 D-Index: 86 scientists 46 D-Index: 78 scientists 47 D-Index: 83 scientists 48 D-Index: 62 scientists 49 D-Index: 74 scientists 50 D-Index: 50 scientists 51 D-Index: 66 scientists 52 D-Index: 69 scientists 53 D-Index: 55 scientists 54 D-Index: 67 scientists 55 D-Index: 61 scientists 56 D-Index: 62 scientists 57 D-Index: 45 scientists 58 D-Index: 34 scientists 59 D-Index: 47 scientists 60 D-Index: 46 scientists 61 D-Index: 36 scientists 62 D-Index: 37 scientists 63 D-Index: 56 scientists 64 D-Index: 50 scientists 65 D-Index: 32 scientists 66 D-Index: 28 scientists 67 D-Index: 30 scientists 68 D-Index: 24 scientists 69 D-Index: 25 scientists 70 D-Index: 22 scientists 71 D-Index: 21 scientists 72 D-Index: 26 scientists 73 D-Index: 24 scientists 74 D-Index: 23 scientists 75 D-Index: 12 scientists 76 D-Index: 14 scientists 77 D-Index: 15 scientists 78 D-Index: 15 scientists 79 D-Index: 17 scientists 80 D-Index: 17 scientists 81 D-Index: 11 scientists 82 D-Index: 10 scientists 83 D-Index: 16 scientists 84 D-Index: 11 scientists 85 D-Index: 5 scientists 86 D-Index: 9 scientists 87 D-Index: 13 scientists 88 D-Index: 9 scientists 89 D-Index: 7 scientists 90 D-Index: 6 scientists 91 D-Index: 4 scientists 92 D-Index: 8 scientists 93 D-Index: 10 scientists 94 D-Index: 11 scientists 95 D-Index: 6 scientists 96 D-Index: 4 scientists 97 D-Index: 4 scientists 98 D-Index: 6 scientists 99 D-Index: 6 scientists 100 D-Index: 8 scientists 101+ D-Index: 100 scientists
30 D-Index 101+

This scientist: 68 D-Index — 87th percentile

87% of scientists in this discipline score the same or lower.

The last bar groups every scientist with 101 D-Index or more.

Research.com Recognitions

  • 2024 - Research.com Economics and Finance in United Kingdom Leader Award

Overview

Andrew Harvey is affiliated with the University of Cambridge in the United Kingdom. Their research primarily focuses on mathematics, with a particular emphasis on modeling and simulation, economics and econometrics, global and planetary change, electrical and electronic engineering, and statistics and probability.

The scientist's work covers several main research topics including:

  • COVID-19 epidemiological studies
  • Energy load and power forecasting
  • Complex systems and time series analysis
  • Climate variability and models
  • Hydrology and drought analysis
  • COVID-19 pandemic impacts
  • Statistical mechanics and entropy

Andrew Harvey has published a number of papers addressing time series methodologies and their applications to forecasting, especially relevant during the COVID-19 pandemic. Notable recent publications include:

  • "Time Series Models Based on Growth Curves with Applications to Forecasting Coronavirus" (2020) in Harvard Data Science Review
  • "Cointegration and control: Assessing the impact of events using time series data" (2020) in Journal of Applied Econometrics
  • "A farewell to R: time-series models for tracking and forecasting epidemics" (2021) in Journal of The Royal Society Interface
  • "TRACKING THE MUTANT: FORECASTING AND NOWCASTING COVID-19 IN THE UK IN 2021" (2021) in National Institute Economic Review
  • "Regime switching models for circular and linear time series" (2023) in Journal of Time Series Analysis

The primary venues where Andrew Harvey has frequently published include:

  • Apollo (University of Cambridge)
  • Journal of Time Series Analysis
  • National Institute Economic Review
  • Journal of Econometrics
  • Harvard Data Science Review

Collaboration is a notable aspect of their work. Frequent co-authors include:

  • Paul Kattuman
  • Dario Palumbo
  • Stephen Thiele
  • Craig Thamotheram
  • Leopoldo Catania

Best Publications

  • Forecasting, Structural Time Series Models and the Kalman Filter

    Andrew C. Harvey

  • Multivariate stochastic variance models

    Andrew Harvey;Esther Ruiz;Neil Shephard

  • Time series models

    Andrew C. Harvey

  • Detrending, stylized facts and the business cycle

    A. C. Harvey;A. Jaeger

  • 5 Stochastic volatility

    Eric Ghysels;Andrew C. Harvey;Eric Renault

  • The econometric analysis of time series

    A. C. Harvey

  • Estimating Regression Models with Multiplicative Heteroscedasticity

    A. C. Harvey

  • STAMP 6.0 Structural Time Series Analyser, Modeller and Predictor

    S.J. Koopman;A.C. Harvey;J.A. Doornik;N. Shephard

  • Trends and Cycles in Macroeconomic Time Series

    A. C. Harvey

  • The Econometric Analysis of Time Series.

    W. D. Ray;A. C. Harvey

  • Estimation of an Asymmetric Stochastic Volatility Model for Asset Returns

    Andrew C. Harvey;Neil Shephard

  • Identification and inference for econometric models : essays in honor of Thomas Rothenberg

    Donald W. K. Andrews;James H. Stock

  • The Econometric Analysis of Time Series.

    Chung Chen;A. C. Harvey

  • Unobserved component time series models with Arch disturbances

    Andrew Harvey;Esther Ruiz;Enrique Sentana

  • Estimating Missing Observations in Economic Time Series

    A. C. Harvey;R. G. Pierse

  • The Effects of Seat Belt Legislation on British Road Casualties: A Case Study in Structural Time Series Modelling

    A. C. Harvey;J. Durbin

  • Inflation Convergence and Divergence within the European Monetary Union

    Fabio Busetti;Lorenzo Forni;Andrew Harvey;Fabrizio Venditti

  • Forecasting Economic Time Series With Structural and Box-Jenkins Models: A Case Study

    A. C. Harvey;P. H. J. Todd

  • Diagnostic Checking of Unobserved- Components Time Series Models

    Andrew C. Harvey;Siem Jan Koopman

  • Forecasting Hourly Electricity Demand Using Time-Varying Splines

    Andrew Harvey;Siem Jan Koopman

  • A unified view of statistical forecasting procedures

    A. C. Harvey

  • Dynamic Models for Volatility and Heavy Tails

    Andrew Harvey

  • Dynamic Models for Volatility and Heavy Tails: With Applications to Financial and Economic Time Series

    Andrew C. Harvey

  • Time Series Models.

    A. R. Tremayne;A. C. Harvey

Frequent Co-Authors

Siem Jan Koopman
Siem Jan Koopman Vrije Universiteit Amsterdam
Neil Shephard
Neil Shephard Harvard University
Herman K. van Dijk
Herman K. van Dijk Erasmus University Rotterdam
Gary Koop
Gary Koop University of Strathclyde
Mark F. J. Steel
Mark F. J. Steel University of Warwick
James H. Stock
James H. Stock Harvard University
Peter C. B. Phillips
Peter C. B. Phillips Yale University
Carl Chiarella
Carl Chiarella University of Technology Sydney
Stefan Mittnik
Stefan Mittnik Ludwig-Maximilians-Universität München
Olivier Scaillet
Olivier Scaillet University of Geneva

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