Field Rankings at IDEAS: Econometric Time Series

This file is part of IDEAS, which uses RePEc data

Top 10% Institutions and Economists in the Field of Econometric Time Series, as of May 2010

This page shows one of the many rankings computed with RePEc data. They are based on data about authors who have registered with the RePEc Author Service, institutions listed on EDIRC, bibliographic data collected by RePEc, citation analysis performed by CitEc and popularity data compiled by LogEc. To find more rankings, historical data and detailed methodology, click here. Or see the ranking FAQ. For Econometric Time Series, these are 785 authors affiliated with 998 institutions.
All authors classified in this field.

Top 10% institutions in the field of Econometric Time Series

The scores of institutions in each field are determined by a weighted sum of all authors affiliated with the respective institutions. The weights are determined, for each author, by the proportion of all working papers announced in NEP that have also been announced in NEP-ETS (Econometric Time Series).

Rank	Score	Institution
1	2.74	Stern School of Business, New York University, New York City
2	2.97	Department of Economics, University of California-San Diego (UCSD), La Jolla
3	3.7	Center for Research in Econometric Analysis of Time Series (CREATES), Aarhus Universitet, Aarhus
4	3.81	Cowles Foundation for Research in Economics, Yale University, New Haven
5	4.22	Faculty of Economics, University of Cambridge, Cambridge
6	5.97	Faculteit der Economische Wetenschappen en Bedrijfskunde, Vrije Universiteit, Amsterdam
7	6.88	Department of Economics, Harvard University, Cambridge
8	7.14	Department of Economics, School of Arts and Sciences, Columbia University, New York City
9	7.67	Department of Economics, Duke University, Durham
10	10.61	Department of Economics, Oxford University, Oxford
11	11.5	Department of Economics, Boston University, Boston
(12)	12.09	Volatility Institute, Stern School of Business, New York University, New York City
(12)	12.4	Afdeling Ruimtelijke Economie, Faculteit der Economische Wetenschappen en Bedrijfskunde, Vrije Universiteit, Amsterdam
12	12.65	Department of Economics, Princeton University, Princeton
13	13.37	Federal Reserve Board (Board of Governors of the Federal Reserve System), Washington
14	14.09	Department of Economics, University of Chicago, Chicago
15	14.81	Economics Department, Yale University, New Haven
16	15.5	London School of Economics (LSE), London
17	16.91	Department of Economics, University of Pennsylvania, Philadelphia
18	17.9	Department of Economics, University of Southern California, Los Angeles
(19)	20.81	Economics Department, London School of Economics (LSE), London
19	21.66	Faculteit der Economische Wetenschappen, Erasmus Universiteit, Rotterdam
20	21.84	Economics Department, Michigan State University, East Lansing
21	23.68	Department of Economics, New York University, New York City
(22)	23.95	Econometrisch Instituut, Faculteit der Economische Wetenschappen, Erasmus Universiteit, Rotterdam
22	25.28	Business School, University of Auckland, Auckland
(23)	26.91	Department of Economics, Business School, University of Auckland, Auckland
23	28.17	Department of Economics, University of Warwick, Coventry
24	28.28	Økonomisk Institut, Københavns Universitet, København
(25)	28.58	Finance Department, Stern School of Business, New York University, New York City
25	29.34	Department of Economics, Northwestern University, Evanston
26	29.42	Economics Department, University of Wisconsin-Madison, Madison
27	30.23	Federal Reserve Bank of St. Louis, St. Louis
(28)	31.35	Research Division, Federal Reserve Bank of St. Louis, St. Louis
28	32.28	School of Finance and Economics, University of Technology, Sydney
29	33.86	European Central Bank, Frankfurt am Main
30	34.05	Wharton School of Business, University of Pennsylvania, Philadelphia
(31)	34.97	Department of Econometrics and Business Statistics, Faculty of Business and Economics, Monash University, Clayton
31	34.97	Faculty of Business and Economics, Monash University, Clayton
32	36.95	Centro de Estudios Monetarios y Financieros (CEMFI), Madrid
33	38.61	Department of Economics, European University Institute, Firenze
34	38.81	Federal Reserve Bank of New York, New York City
35	39.97	Departamento de Economía, Universidad Carlos III de Madrid, Madrid
(36)	39.99	Economics Group, Nuffield College, Department of Economics, Oxford University, Oxford
(36)	42.23	Research and Statistics Group, Federal Reserve Bank of New York, New York City
36	42.31	School of Economics, University of Nottingham, Nottingham
37	43.11	Economics Department, Queen's University, Kingston
38	43.18	Department of Agricultural and Resource Economics, University of Maryland, College Park
39	45.57	Faculteit Economie en Bedrijfskunde, Universiteit van Amsterdam, Amsterdam
40	47.22	Department of Economics, University of Toronto, Toronto
41	49.58	Anderson Graduate School of Management, University of California-Los Angeles (UCLA), Los Angeles
42	51.45	Kellogg Graduate School of Management, Northwestern University, Evanston
43	52.49	Tinbergen Instituut, Amsterdam
44	53.83	Economics Department, University of Michigan, Ann Arbor
45	53.98	London Business School (LBS), London
(46)	54.17	Bendheim Center for Finance, Department of Economics, Princeton University, Princeton
(46)	54.76	Department of Finance, Kellogg Graduate School of Management, Northwestern University, Evanston
46	55.11	Department of Economics, Boston College, Chestnut Hill
47	57.33	Department of Economics and Related Studies, University of York, York
48	57.52	School of Business and Economics, Maastricht University, Maastricht
49	58.17	Dipartimento di Statistica "G. Parenti", Università degli Studi di Firenze, Firenze
50	58.79	Cambridge Finance, University of Cambridge, Cambridge
51	58.93	Federal Reserve Bank of Kansas City, Kansas City
(51)	58.93	Economic Research, Federal Reserve Bank of Kansas City, Kansas City
52	59.54	Rady School of Management, University of California-San Diego (UCSD), La Jolla
53	61.04	Federal Reserve Bank of Chicago, Chicago
54	62.41	Singapore Management University, Singapore
(55)	64.41	Afdeling Econometrie, Faculteit der Economische Wetenschappen en Bedrijfskunde, Vrije Universiteit, Amsterdam
(55)	64.64	School of Economics, Singapore Management University, Singapore
55	64.75	Bank of Canada, Ottawa
56	65.02	Hoover Institution on War Revolution & Peace, Stanford University, Palo Alto
(57)	66.38	Department of Economics, London Business School (LBS), London
57	66.74	Economics Department, University of Strathclyde, Glasgow
58	67.97	Center for Policy Research, Syracuse University, Syracuse
59	69.14	Department of Economics, University of Washington, Seattle
60	72.94	Dipartimento di Economia Politica, Università Commerciale Luigi Bocconi, Milano
(61)	74.94	Research School of Economics, College of Business and Economics, Australian National University, Canberra
61	74.94	College of Business and Economics, Australian National University, Canberra
62	75.34	Institute for Fiscal Studies (IFS), London
(63)	75.46	Center for Operations Research and Econometrics (CORE), ECORE, Louvain-la-Neuve
63	75.46	ECORE, Louvain-la-Neuve/Bruxelles
(64)	76.24	Afdeling Kwantitatieve Economie, Faculteit Economie en Bedrijfskunde, Universiteit van Amsterdam, Amsterdam
64	79.19	Department of Economics, McGill University, Montréal
65	79.61	Department of Economics, Johns Hopkins University, Baltimore
66	81.59	Department of Economics, Rutgers University-New Brunswick, New Brunswick
67	82.02	William E. Simon Graduate School of Business Administration, University of Rochester, Rochester
68	83.21	Department of Economics, University of North Carolina-Chapel-Hill, Chapel Hill
69	83.28	Department of Economics, Korea University, Seoul
70	83.57	Department of Economics, Birkbeck College, London
(71)	84.79	Vakgroep Kwantitatieve Economie, School of Business and Economics, Maastricht University, Maastricht
71	84.93	Department of Economics, University of Houston, Houston
72	85.02	Sveriges Riksbank, Stockholm
(73)	85.59	Department of Economics, Tippie College of Business, University of Iowa, Iowa City
73	85.59	Tippie College of Business, University of Iowa, Iowa City
74	87.25	Department of Economics, Emory University, Atlanta
75	90.84	Department of Economics, Leicester University, Leicester
76	92.83	Bank of England, London
(77)	93.68	Department of Economics and Econometrics, Faculty of Economics, University of Notre Dame, South Bend
77	93.68	Faculty of Economics, University of Notre Dame, South Bend
78	94.52	Department of Agricultural and Resource Economics, North Carolina State University, Raleigh
79	94.99	Department of Economics, University of Maryland, College Park
80	97	Economics, University of Texas-Dallas, Dallas
81	107.68	Department of Economics, Queen Mary, London
82	109.55	Fakultät für Volkswirtschaftslehre, Universität Mannheim, Mannheim
83	110.06	Desautels Faculty of Management, McGill University, Montréal
(84)	110.47	Centre for Applied Macroeconomic Analysis (CAMA), Research School of Economics, College of Business and Economics, Australian National University, Canberra
84	112.07	Department of Economics, University of Minnesota, Minneapolis
85	115.7	Faculty of Economics, Keio University, Tokyo
(86)	116.57	Department of Economics, Management School, Lancaster University, Lancaster
86	116.57	Management School, Lancaster University, Lancaster
(87)	117.06	Centre de Recherche en Économie et Statistique (CREST), Institut National de la Statistique et des Études Économiques (INSEE), Government of France, Paris
87	117.06	Institut National de la Statistique et des Études Économiques (INSEE), Government of France, Paris
88	117.3	Department of Economics, National University of Singapore, Singapore
89	117.34	Federal Reserve Bank of Atlanta, Atlanta
90	117.95	Faculty of Business, Queensland University of Technology, Brisbane
91	118.77	Innocenzo Gasparini Institute for Economic Research (IGIER), Università Commerciale Luigi Bocconi, Milano
92	119.23	Department of Economics & Finance, Institut für Höhere Studien (IHS), Wien
(93)	120.05	Global Economics & Management Group, Anderson Graduate School of Management, University of California-Los Angeles (UCLA), Los Angeles
93	123.39	Facultad de Ciencias Económicas y Empresariales, Universidad de Navarra, Pamplona
94	124.61	Facoltà di Economia "Marco Biagi", Università degli Studi di Modena e Reggio Emilia, Modena
95	127.8	Economics Department, University of Essex, Colchester
96	129.53	Erasmus Research Institute of Management (ERIM), Erasmus Universiteit, Rotterdam
(97)	129.87	Dipartimento di Economia Politica, Facoltà di Economia "Marco Biagi", Università degli Studi di Modena e Reggio Emilia, Modena
97	130.34	Wirtschaftswissenschaftliche Fakultät, Humboldt-Universität, Berlin
98	131.06	UFR Mathématiques Sciences Économiques et Sociales, Université Charles-de-Gaulle (Lille 3), Lille
99	131.31	Federal Reserve Bank of Minneapolis, Minneapolis

Top 10% authors in the field of Econometric Time Series

This ranking is based on registered authors only, and only those who are classified within this field. Authors can register at the RePEc Author Service.

Rank	Score	Author
1.	1.55	Peter C. B. Phillips
2.	1.89	M Hashem Pesaran
3.	2.59	Robert F. Engle
4.	6.23	Tim Bollerslev
5.	6.51	Pierre Perron
6.	7.2	Clive W. J. Granger †
7.	8.47	Lars Peter Hansen
8.	8.71	James H. Stock
9.	9.97	Donald W. K. Andrews
10.	11.97	Thomas J. Sargent
11.	12.52	Christopher Sims
12.	12.94	Jushan Bai
13.	13.63	David F. Hendry
14.	14.14	Halbert White
15.	14.41	Michael McAleer
16.	14.99	Francis X. Diebold
17.	16.47	Ben S. Bernanke
18.	16.74	Peter M. Robinson
19.	17.84	Massimiliano Marcellino
20.	18.99	Soren Johansen
21.	19.93	Kenneth D. West
22.	20.65	Serena Ng
23.	21.23	Timo Teräsvirta
24.	22.21	Marc Nerlove
25.	22.49	Graham Elliott
26.	23.23	Neil Shephard
27.	24.27	James Hamilton
28.	25.75	J. Scott Armstrong
29.	26.03	Torben G. Andersen
30.	26.55	Andrew C. Harvey
31.	29.54	Lawrence Christiano
32.	32.64	Adrian Rodney Pagan
33.	33.02	Allan Timmermann
34.	34.1	Robert Taylor
35.	34.58	Yacine Ait-Sahalia
36.	35.42	Manuel Arellano
37.	35.69	Christian S. Gourieroux
38.	35.76	Helmut Lütkepohl
39.	37.54	Todd Clark
40.	38.42	Richard T. Baillie
41.	38.98	Stephen Roy Bond
42.	39.86	George Tauchen
43.	43.26	Lutz Kilian
44.	43.35	Lucrezia Reichlin
45.	44.41	Gary Koop
46.	47.18	Michael Peter Clements
47.	48.68	Neil R. Ericsson
48.	50.29	Cheng Hsiao
49.	52.08	Chang-Jin Kim
50.	54.23	Eric Ghysels
51.	55.03	Norman Rasmus Swanson
52.	55.6	Charles H. Whiteman
53.	55.72	John Geweke
54.	56.42	Michael McCracken
55.	56.75	Siem Jan Koopman
56.	57.01	Carlos Velasco
57.	57.62	Jean-Marie Dufour
58.	58.04	Sam Ouliaris
59.	58.12	Ole E. Barndorff-Nielsen
60.	58.15	Peter E. Rossi
61.	60.26	Donggyu Sul
62.	60.98	Atsushi Inoue
63.	62.99	Timothy Vogelsang
64.	63.43	Nelson C. Mark
65.	63.45	Roberto S. Mariano
66.	64.08	Luis Alberiko Gil-Alana
67.	66.85	Kenneth Frank Wallis
68.	67.97	David H. Papell
69.	69.38	Chihwa Kao
70.	70	Richard J. Smith
71.	73.98	Zhijie Xiao
72.	74.77	Simon Potter
73.	75.35	Masao Ogaki
74.	76.52	Arnold Zellner
75.	79.36	Luc Bauwens
76.	79.39	Jean-Michel Zakoian
77.	80.07	Peter Reinhard Hansen
78.	82.17	Jonathan H. Wright

The data presented here is experimental. It is based on a limited sample of the research output in Economics and Finance. Only material catalogued in RePEc is considered. For any citation based criterion, only works that could be parsed by the CitEc project are considered. For any ranking of people, only those registered with the RePEc Author Service can be taken into account. And for rankings of institutions, only those listed in EDIRC and claimed as affiliation by the respective, registered authors can be measured. Thus, this list is by no means based on a complete sample. You can help making this more comprehensive by encouraging more publications to be listed (instructions) and more authors to register (form). For more details on the various rankings that are available as well for documentation, follow this link.

Credits:

Citations from CitEc project by José Manuel Barrueco Cruz, University of Valencia, Spain. Hardware provided by Instituto Valenciano de Investigaciones Económicas (IVIE), Valencia, Spain.
Abstract views and downloads statistics from LogEc project by Sune Karlsson, Örebro University, Sweden.
Author registration by Ivan Kumanov, Minsk, Belarus.
Institutions database and ranking computations by Christian Zimmermann, University of Connecticut.
RePEc has been initiated by Thomas Krichel, Long Island University.

We do our best, but we cannot exclude errors.