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 July 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 799 authors affiliated with 1003 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	2.82	Stern School of Business, New York University, New York City
2	2.94	Department of Economics, University of California-San Diego (UCSD), La Jolla
3	3.55	Center for Research in Econometric Analysis of Time Series (CREATES), Aarhus Universitet, Aarhus
4	3.98	Faculty of Economics, University of Cambridge, Cambridge
4	3.98	Cowles Foundation for Research in Economics, Yale University, New Haven
6	6.23	Faculteit der Economische Wetenschappen en Bedrijfskunde, Vrije Universiteit, Amsterdam
7	6.28	Department of Economics, Harvard University, Cambridge
8	6.82	Department of Economics, School of Arts and Sciences, Columbia University, New York City
9	7.73	Department of Economics, Duke University, Durham
10	11.04	Department of Economics, Oxford University, Oxford
11	11.83	Department of Economics, Boston University, Boston
(12)	12.42	Volatility Institute, Stern School of Business, New York University, New York City
12	12.52	Department of Economics, Princeton University, Princeton
13	13.22	Federal Reserve Board (Board of Governors of the Federal Reserve System), Washington
(14)	13.57	Afdeling Ruimtelijke Economie, Faculteit der Economische Wetenschappen en Bedrijfskunde, Vrije Universiteit, Amsterdam
14	15.34	London School of Economics (LSE), London
15	15.56	Department of Economics, University of Pennsylvania, Philadelphia
16	15.95	Economics Department, Yale University, New Haven
17	17.86	Faculteit der Economische Wetenschappen, Erasmus Universiteit, Rotterdam
18	18.37	Department of Economics, University of Southern California, Los Angeles
(19)	20.18	Econometrisch Instituut, Faculteit der Economische Wetenschappen, Erasmus Universiteit, Rotterdam
19	20.75	Department of Economics, University of Chicago, Chicago
(20)	21.88	Economics Department, London School of Economics (LSE), London
20	22.06	Business School, University of Auckland, Auckland
21	22.17	Economics Department, Michigan State University, East Lansing
(22)	23.56	Department of Economics, Business School, University of Auckland, Auckland
22	23.92	Department of Economics, New York University, New York City
23	27.72	Økonomisk Institut, Københavns Universitet, København
24	27.93	School of Finance and Economics, University of Technology, Sydney
25	28.76	Department of Economics, University of Warwick, Coventry
(26)	29.02	Finance Department, Stern School of Business, New York University, New York City
26	29.3	Economics Department, University of Wisconsin-Madison, Madison
27	29.4	Department of Economics, Northwestern University, Evanston
28	31.78	Federal Reserve Bank of St. Louis, St. Louis
29	32.5	European Central Bank, Frankfurt am Main
(30)	32.92	Research Division, Federal Reserve Bank of St. Louis, St. Louis
30	36.76	Centro de Estudios Monetarios y Financieros (CEMFI), Madrid
(31)	38.03	Department of Econometrics and Business Statistics, Faculty of Business and Economics, Monash University, Clayton
31	38.03	Faculty of Business and Economics, Monash University, Clayton
32	39.54	Department of Economics, European University Institute, Firenze
33	39.92	Wharton School of Business, University of Pennsylvania, Philadelphia
34	40.22	Federal Reserve Bank of New York, New York City
(35)	40.88	Economics Group, Nuffield College, Department of Economics, Oxford University, Oxford
35	41.13	Departamento de Economía, Universidad Carlos III de Madrid, Madrid
36	41.14	Wirtschaftswissenschaftliche Fakultät, Humboldt-Universität, Berlin
37	43.47	School of Economics, University of Nottingham, Nottingham
38	43.75	Economics Department, Queen's University, Kingston
39	43.8	Department of Agricultural and Resource Economics, University of Maryland, College Park
(40)	43.88	Research and Statistics Group, Federal Reserve Bank of New York, New York City
40	47.25	Faculteit Economie en Bedrijfskunde, Universiteit van Amsterdam, Amsterdam
41	47.78	Department of Economics, University of Toronto, Toronto
42	50.52	Anderson Graduate School of Management, University of California-Los Angeles (UCLA), Los Angeles
43	50.94	ECORE, Louvain-la-Neuve/Bruxelles
44	51.74	School of Business and Economics, Maastricht University, Maastricht
45	52.78	Kellogg Graduate School of Management, Northwestern University, Evanston
46	53.7	Economics Department, University of Michigan, Ann Arbor
47	54.58	Tinbergen Instituut, Amsterdam
(48)	54.69	Bendheim Center for Finance, Department of Economics, Princeton University, Princeton
(48)	56.64	Department of Finance, Kellogg Graduate School of Management, Northwestern University, Evanston
48	57.13	Department of Economics, Boston College, Chestnut Hill
49	58.24	Cambridge Finance, University of Cambridge, Cambridge
50	59	Federal Reserve Bank of Kansas City, Kansas City
(50)	59	Economic Research, Federal Reserve Bank of Kansas City, Kansas City
51	59.37	Rady School of Management, University of California-San Diego (UCSD), La Jolla
52	59.92	London Business School (LBS), London
53	61.13	Federal Reserve Bank of Chicago, Chicago
54	61.25	Dipartimento di Statistica "G. Parenti", Università degli Studi di Firenze, Firenze
(55)	62.18	Department of Economics, London Business School (LBS), London
55	63.17	Department of Economics and Related Studies, University of York, York
56	63.37	Hoover Institution on War Revolution & Peace, Stanford University, Palo Alto
(57)	66.9	Afdeling Econometrie, Faculteit der Economische Wetenschappen en Bedrijfskunde, Vrije Universiteit, Amsterdam
57	67.17	Economics Department, University of Strathclyde, Glasgow
58	69.89	Center for Policy Research, Syracuse University, Syracuse
59	71.66	Department of Economics, University of Washington, Seattle
60	72.17	Dipartimento di Economia Politica, Università Commerciale Luigi Bocconi, Milano
61	73.61	Singapore Management University, Singapore
62	74.69	Institute for Fiscal Studies (IFS), London
(63)	76.58	School of Economics, Singapore Management University, Singapore
(63)	76.7	Vakgroep Kwantitatieve Economie, School of Business and Economics, Maastricht University, Maastricht
63	77.46	Bank of Canada, Ottawa
(64)	77.9	Center for Operations Research and Econometrics (CORE), ECORE, Louvain-la-Neuve
(64)	77.95	Afdeling Kwantitatieve Economie, Faculteit Economie en Bedrijfskunde, Universiteit van Amsterdam, Amsterdam
(64)	78.13	Institut für Statistik und Ökonometrie (ISÖ), Wirtschaftswissenschaftliche Fakultät, Humboldt-Universität, Berlin
64	79.99	Department of Economics, Johns Hopkins University, Baltimore
65	80.29	Department of Economics, McGill University, Montréal
66	82.72	Department of Economics, Rutgers University-New Brunswick, New Brunswick
67	83.37	Department of Economics, Korea University, Seoul
68	84.01	Department of Economics, Birkbeck College, London
69	84.48	William E. Simon Graduate School of Business Administration, University of Rochester, Rochester
70	84.97	Department of Economics, University of North Carolina-Chapel-Hill, Chapel Hill
(71)	85.07	Department of Economics, Tippie College of Business, University of Iowa, Iowa City
71	85.07	Tippie College of Business, University of Iowa, Iowa City
72	85.27	Sveriges Riksbank, Stockholm
73	87.37	Department of Economics, Emory University, Atlanta
74	87.39	Department of Economics, University of Houston, Houston
(75)	90.39	Research School of Economics, College of Business and Economics, Australian National University, Canberra
75	90.39	College of Business and Economics, Australian National University, Canberra
76	91.98	Bank of England, London
77	94.63	Department of Agricultural and Resource Economics, North Carolina State University, Raleigh
78	95.57	Department of Economics, University of Maryland, College Park
79	96.22	Economics, University of Texas-Dallas, Dallas
80	96.48	Department of Economics, Leicester University, Leicester
81	97.41	Faculty of Business, Queensland University of Technology, Brisbane
82	98.3	Department of Economics, University of Notre Dame, South Bend
83	100.62	Economics Department, Georgetown University, Washington
84	107.77	Department of Economics, Queen Mary, London
(85)	107.86	School of Economics and Finance, Faculty of Business, Queensland University of Technology, Brisbane
85	110.21	Desautels Faculty of Management, McGill University, Montréal
86	110.82	Fakultät für Volkswirtschaftslehre, Universität Mannheim, Mannheim
87	112.21	Department of Economics, University of Minnesota, Minneapolis
88	113.79	Rimini Center for Economic Analysis (RCEA), Rimini
(89)	114.59	Centre de Recherche en Économie et Statistique (CREST), Institut National de la Statistique et des Études Économiques (INSEE), Government of France, Paris
89	114.59	Institut National de la Statistique et des Études Économiques (INSEE), Government of France, Paris
90	115.6	Federal Reserve Bank of Atlanta, Atlanta
(91)	115.84	Department of Economics, Management School, Lancaster University, Lancaster
91	115.84	Management School, Lancaster University, Lancaster
92	115.93	Faculty of Economics, Keio University, Tokyo
93	117.93	Federal Reserve Bank of Minneapolis, Minneapolis
94	118.47	Department of Economics, National University of Singapore, Singapore
(95)	118.6	Global Economics & Management Group, Anderson Graduate School of Management, University of California-Los Angeles (UCLA), Los Angeles
95	118.92	Innocenzo Gasparini Institute for Economic Research (IGIER), Università Commerciale Luigi Bocconi, Milano
96	119.66	Department of Economics & Finance, Institut für Höhere Studien (IHS), Wien
97	120.79	Facultad de Ciencias Económicas y Empresariales, Universidad de Navarra, Pamplona
98	122.97	Economics Department, University of Essex, Colchester
99	125.93	National Bureau of Economic Research (NBER), Cambridge
100	128.18	UFR Mathématiques Sciences Économiques et Sociales, Université Charles-de-Gaulle (Lille 3), Lille

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.	1.52	Peter C. B. Phillips
2.	1.88	M Hashem Pesaran
3.	2.5	Robert F. Engle
4.	5.83	Tim Bollerslev
5.	6.81	Pierre Perron
6.	7.51	Clive W. J. Granger †
7.	7.94	James H. Stock
8.	10.3	Donald W. K. Andrews
9.	11.78	Michael McAleer
10.	12.01	Thomas J. Sargent
11.	12.63	Christopher Sims
12.	12.8	Jushan Bai
13.	12.94	Lars Peter Hansen
14.	13.79	Halbert White
15.	13.85	David F. Hendry
16.	14.97	Francis X. Diebold
17.	16.5	Ben S. Bernanke
18.	17.36	Peter M. Robinson
19.	17.93	Soren Johansen
20.	17.94	Massimiliano Marcellino
21.	19.77	Kenneth D. West
22.	20.59	Serena Ng
23.	22.11	Timo Teräsvirta
24.	22.24	Graham Elliott
25.	23.09	Marc Nerlove
26.	24.2	Neil Shephard
27.	24.51	Wolfgang Karl Härdle
28.	25.68	Torben G. Andersen
29.	25.78	James Hamilton
30.	26.26	Andrew C. Harvey
31.	27.91	J. Scott Armstrong
32.	29.82	Lawrence Christiano
33.	33.12	Adrian Rodney Pagan
34.	33.4	Allan Timmermann
35.	35.05	Yacine Ait-Sahalia
36.	35.12	Robert Taylor
37.	35.2	Manuel Arellano
38.	35.83	Christian S. Gourieroux
39.	37.31	Helmut Lütkepohl
40.	37.86	Todd Clark
41.	38.25	Stephen Roy Bond
42.	39.08	Lucrezia Reichlin
43.	39.85	Richard T. Baillie
44.	40.62	John Geweke
45.	40.91	George Tauchen
46.	43.19	Lutz Kilian
47.	45.04	Gary Koop
48.	48.2	Michael Peter Clements
49.	51.19	Neil R. Ericsson
50.	52.55	Cheng Hsiao
51.	53.66	Chang-Jin Kim
52.	55.95	Norman Rasmus Swanson
53.	55.96	Charles H. Whiteman
54.	56.06	Michael McCracken
55.	56.27	Eric Ghysels
56.	58.47	Ole E. Barndorff-Nielsen
57.	58.6	Carlos Velasco
58.	59.75	Sam Ouliaris
59.	59.8	Siem Jan Koopman
60.	60	Jean-Marie Dufour
61.	60.52	Peter E. Rossi
62.	60.97	Donggyu Sul
63.	61.92	Atsushi Inoue
64.	62.11	Luis Alberiko Gil-Alana
65.	63.29	Roberto S. Mariano
66.	65.8	Timothy Vogelsang
67.	67.31	Kenneth Frank Wallis
68.	69.04	Nelson C. Mark
69.	69.38	David H. Papell
70.	71.77	Chihwa Kao
71.	72.21	Richard J. Smith
72.	76.73	Zhijie Xiao
73.	76.83	Jean-Michel Zakoian
74.	77.79	Simon Potter
75.	77.94	Masao Ogaki
76.	78.79	Arnold Zellner
77.	79.36	Luc Bauwens
78.	81.88	Peter Reinhard Hansen
79.	82.48	Morten Ørregaard Nielsen

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.