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 August 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 802 authors affiliated with 1009 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	2.76	Department of Economics, University of California-San Diego (UCSD), La Jolla
2	2.97	Stern School of Business, New York University, New York City
3	3.5	Center for Research in Econometric Analysis of Time Series (CREATES), Aarhus Universitet, Aarhus
4	3.99	Faculty of Economics, University of Cambridge, Cambridge
5	4.33	Cowles Foundation for Research in Economics, Yale University, New Haven
6	6.15	Department of Economics, Harvard University, Cambridge
7	6.25	Faculteit der Economische Wetenschappen en Bedrijfskunde, Vrije Universiteit, Amsterdam
8	6.92	Department of Economics, School of Arts and Sciences, Columbia University, New York City
9	7.84	Department of Economics, Duke University, Durham
10	10.62	Department of Economics, Oxford University, Oxford
11	11.69	Department of Economics, Boston University, Boston
(12)	12.37	Volatility Institute, Stern School of Business, New York University, New York City
12	12.48	Department of Economics, Princeton University, Princeton
13	12.96	Federal Reserve Board (Board of Governors of the Federal Reserve System), Washington
(14)	13.34	Afdeling Ruimtelijke Economie, Faculteit der Economische Wetenschappen en Bedrijfskunde, Vrije Universiteit, Amsterdam
14	14.68	Economics Department, Yale University, New Haven
15	15.44	Department of Economics, University of Pennsylvania, Philadelphia
16	15.62	London School of Economics (LSE), London
17	18.25	Department of Economics, University of Southern California, Los Angeles
18	18.29	Faculteit der Economische Wetenschappen, Erasmus Universiteit, Rotterdam
19	19.86	Department of Economics, University of Chicago, Chicago
(20)	20.21	Econometrisch Instituut, Faculteit der Economische Wetenschappen, Erasmus Universiteit, Rotterdam
(20)	21.87	Economics Department, London School of Economics (LSE), London
20	21.99	Business School, University of Auckland, Auckland
21	23.05	Economics Department, Michigan State University, East Lansing
(22)	23.41	Department of Economics, Business School, University of Auckland, Auckland
22	23.82	Department of Economics, New York University, New York City
23	25.88	School of Finance and Economics, University of Technology, Sydney
24	28.11	Økonomisk Institut, Københavns Universitet, København
25	28.94	Economics Department, University of Wisconsin-Madison, Madison
26	29.18	Department of Economics, Northwestern University, Evanston
(27)	29.55	Finance Department, Stern School of Business, New York University, New York City
27	30.11	Department of Economics, University of Warwick, Coventry
28	30.92	Federal Reserve Bank of St. Louis, St. Louis
(29)	32.15	Research Division, Federal Reserve Bank of St. Louis, St. Louis
29	32.51	European Central Bank, Frankfurt am Main
(30)	37.18	Department of Econometrics and Business Statistics, Faculty of Business and Economics, Monash University, Clayton
30	37.18	Faculty of Business and Economics, Monash University, Clayton
31	37.8	Centro de Estudios Monetarios y Financieros (CEMFI), Madrid
32	39.74	Department of Economics, European University Institute, Firenze
33	40.08	Federal Reserve Bank of New York, New York City
34	40.73	Wharton School of Business, University of Pennsylvania, Philadelphia
35	40.87	Economics Department, Queen's University, Kingston
36	41.15	Departamento de Economía, Universidad Carlos III de Madrid, Madrid
37	41.23	Wirtschaftswissenschaftliche Fakultät, Humboldt-Universität, Berlin
(38)	42.13	Economics Group, Nuffield College, Department of Economics, Oxford University, Oxford
(38)	43.92	Research and Statistics Group, Federal Reserve Bank of New York, New York City
38	43.94	Department of Agricultural and Resource Economics, University of Maryland, College Park
39	44.17	School of Economics, University of Nottingham, Nottingham
40	47.47	Faculteit Economie en Bedrijfskunde, Universiteit van Amsterdam, Amsterdam
41	48.56	Department of Economics, University of Toronto, Toronto
42	49.52	ECORE, Louvain-la-Neuve/Bruxelles
43	50.12	School of Business and Economics, Maastricht University, Maastricht
44	50.2	Anderson Graduate School of Management, University of California-Los Angeles (UCLA), Los Angeles
45	53.38	Kellogg Graduate School of Management, Northwestern University, Evanston
46	53.72	Economics Department, University of Michigan, Ann Arbor
47	54.9	Tinbergen Instituut, Amsterdam
(48)	55.76	Bendheim Center for Finance, Department of Economics, Princeton University, Princeton
(48)	56.67	Department of Finance, Kellogg Graduate School of Management, Northwestern University, Evanston
48	56.82	Department of Economics, Boston College, Chestnut Hill
49	58.01	Cambridge Finance, University of Cambridge, Cambridge
50	59.12	London Business School (LBS), London
51	59.49	Federal Reserve Bank of Kansas City, Kansas City
(51)	59.49	Economic Research, Federal Reserve Bank of Kansas City, Kansas City
52	59.9	Rady School of Management, University of California-San Diego (UCSD), La Jolla
(53)	61.16	Department of Economics, London Business School (LBS), London
53	62.23	Federal Reserve Bank of Chicago, Chicago
54	63.54	Department of Economics and Related Studies, University of York, York
55	63.85	Dipartimento di Statistica "G. Parenti", Università degli Studi di Firenze, Firenze
56	64.39	Hoover Institution on War Revolution & Peace, Stanford University, Palo Alto
(57)	66.26	Afdeling Econometrie, Faculteit der Economische Wetenschappen en Bedrijfskunde, Vrije Universiteit, Amsterdam
57	71.05	Center for Policy Research, Syracuse University, Syracuse
58	72.01	Dipartimento di Economia Politica, Università Commerciale Luigi Bocconi, Milano
59	72.18	Department of Economics, University of Washington, Seattle
60	72.74	Economics Department, University of Strathclyde, Glasgow
61	72.85	Singapore Management University, Singapore
(62)	74.38	Vakgroep Kwantitatieve Economie, School of Business and Economics, Maastricht University, Maastricht
62	74.66	Institute for Fiscal Studies (IFS), London
(63)	75.13	Center for Operations Research and Econometrics (CORE), ECORE, Louvain-la-Neuve
(63)	75.29	School of Economics, Singapore Management University, Singapore
(63)	77.05	Afdeling Kwantitatieve Economie, Faculteit Economie en Bedrijfskunde, Universiteit van Amsterdam, Amsterdam
63	77.59	Bank of Canada, Ottawa
(64)	77.91	Institut für Statistik und Ökonometrie (ISÖ), Wirtschaftswissenschaftliche Fakultät, Humboldt-Universität, Berlin
64	79.99	Department of Economics, Johns Hopkins University, Baltimore
65	81.55	Department of Economics, McGill University, Montréal
66	81.71	Department of Economics, Rutgers University-New Brunswick, New Brunswick
67	83.55	Department of Economics, Birkbeck College, London
68	84.23	Department of Economics, Korea University, Seoul
69	85.16	William E. Simon Graduate School of Business Administration, University of Rochester, Rochester
(70)	85.45	Department of Economics, Tippie College of Business, University of Iowa, Iowa City
70	85.45	Tippie College of Business, University of Iowa, Iowa City
71	85.57	Department of Economics, University of North Carolina-Chapel-Hill, Chapel Hill
72	86.11	Sveriges Riksbank, Stockholm
73	86.64	Department of Economics, University of Houston, Houston
74	86.77	Department of Economics, Emory University, Atlanta
(75)	89.28	Research School of Economics, College of Business and Economics, Australian National University, Canberra
75	89.28	College of Business and Economics, Australian National University, Canberra
76	91.47	Bank of England, London
77	95.89	Department of Economics, Leicester University, Leicester
78	96.12	Department of Agricultural and Resource Economics, North Carolina State University, Raleigh
79	96.54	Department of Economics, University of Maryland, College Park
80	96.91	Faculty of Business, Queensland University of Technology, Brisbane
81	98.13	Economics, University of Texas-Dallas, Dallas
82	98.75	Economics Department, Georgetown University, Washington
83	100.73	Department of Economics, University of Notre Dame, South Bend
(84)	107.71	School of Economics and Finance, Faculty of Business, Queensland University of Technology, Brisbane
84	109.2	Department of Economics, Queen Mary, London
85	110.02	Fakultät für Volkswirtschaftslehre, Universität Mannheim, Mannheim
86	112.01	Desautels Faculty of Management, McGill University, Montréal
87	112.92	Federal Reserve Bank of Atlanta, Atlanta
(88)	113.49	Centre de Recherche en Économie et Statistique (CREST), Institut National de la Statistique et des Études Économiques (INSEE), Government of France, Paris
88	113.49	Institut National de la Statistique et des Études Économiques (INSEE), Government of France, Paris
89	114.39	Department of Economics, University of Minnesota, Minneapolis
90	115.19	Faculty of Economics, Keio University, Tokyo
(91)	115.75	Department of Economics, Management School, Lancaster University, Lancaster
91	115.75	Management School, Lancaster University, Lancaster
92	116.71	Department of Economics & Finance, Institut für Höhere Studien (IHS), Wien
93	117.07	Rimini Center for Economic Analysis (RCEA), Rimini
(94)	117.36	Global Economics & Management Group, Anderson Graduate School of Management, University of California-Los Angeles (UCLA), Los Angeles
94	117.37	Department of Economics, National University of Singapore, Singapore
95	117.99	Federal Reserve Bank of Minneapolis, Minneapolis
96	118.36	Innocenzo Gasparini Institute for Economic Research (IGIER), Università Commerciale Luigi Bocconi, Milano
97	121.6	Facultad de Ciencias Económicas y Empresariales, Universidad de Navarra, Pamplona
98	122.71	Economics Department, University of Essex, Colchester
99	124.68	CentER for Economic Research, Universiteit van Tilburg, Tilburg
100	126.44	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.	1.5	Peter C. B. Phillips
2.	1.83	M Hashem Pesaran
3.	2.61	Robert F. Engle
4.	6.14	Tim Bollerslev
5.	6.73	Pierre Perron
6.	7.69	James H. Stock
7.	7.69	Clive W. J. Granger †
8.	10.45	Donald W. K. Andrews
9.	11.71	Michael McAleer
10.	12.43	Thomas J. Sargent
11.	12.55	Christopher Sims
12.	12.82	Lars Peter Hansen
13.	12.83	Halbert White
14.	12.88	Jushan Bai
15.	13.8	David F. Hendry
16.	15	Francis X. Diebold
17.	15.98	Ben S. Bernanke
18.	16.73	Massimiliano Marcellino
19.	17.16	Peter M. Robinson
20.	18.32	Soren Johansen
21.	19.88	Kenneth D. West
22.	20.08	Graham Elliott
23.	20.81	Serena Ng
24.	21.6	Timo Teräsvirta
25.	22.9	Marc Nerlove
26.	24.52	Neil Shephard
27.	24.56	Wolfgang Karl Härdle
28.	25.76	Torben G. Andersen
29.	26.07	James Hamilton
30.	26.58	Andrew C. Harvey
31.	27.48	Lawrence J. Christiano
32.	28.36	J. Scott Armstrong
33.	33.32	Adrian Rodney Pagan
34.	33.77	Allan Timmermann
35.	35.01	Manuel Arellano
36.	35.35	Robert Taylor
37.	35.41	Yacine Ait-Sahalia
38.	35.68	Christian S. Gourieroux
39.	37.02	Helmut Lütkepohl
40.	37.99	Todd Clark
41.	38.61	Lucrezia Reichlin
42.	38.72	Stephen Roy Bond
43.	40.03	Richard T. Baillie
44.	40.32	John Geweke
45.	40.71	George Tauchen
46.	42.96	Lutz Kilian
47.	47.46	Gary Koop
48.	49.43	Michael Peter Clements
49.	50.64	Neil R. Ericsson
50.	50.95	Ole E. Barndorff-Nielsen
51.	51.48	Cheng Hsiao
52.	54.16	Chang-Jin Kim
53.	54.28	Norman Rasmus Swanson
54.	54.99	Charles H. Whiteman
55.	56.03	Michael McCracken
56.	56.47	Eric Ghysels
57.	58.4	Siem Jan Koopman
58.	58.89	Sam Ouliaris
59.	59.17	Carlos Velasco
60.	60.58	Peter E. Rossi
61.	60.88	Jean-Marie Dufour
62.	61.6	Donggyu Sul
63.	62.51	Atsushi Inoue
64.	62.55	Luis Alberiko Gil-Alana
65.	63.38	Roberto S. Mariano
66.	67.19	Kenneth Frank Wallis
67.	67.69	David H. Papell
68.	69.14	Richard J. Smith
69.	70.6	Nelson C. Mark
70.	72.61	Chihwa Kao
71.	73.37	Timothy Vogelsang
72.	74.91	Zhijie Xiao
73.	75.24	Luc Bauwens
74.	76.16	Masao Ogaki
75.	76.24	Simon Potter
76.	76.63	Jean-Michel Zakoian
77.	81.97	Peter Reinhard Hansen
78.	83.48	Morten Ørregaard Nielsen
79.	84.11	Jonathan H. Wright
80.	85.35	Marcus J. Chambers

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.