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 March 2011

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 831 authors affiliated with 1053 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	3.02	Stern School of Business, New York University, New York City
2	3.28	Faculty of Economics, University of Cambridge, Cambridge
3	3.54	Department of Economics, University of California-San Diego (UCSD), La Jolla
4	3.69	Cowles Foundation for Research in Economics, Yale University, New Haven
5	3.94	Center for Research in Econometric Analysis of Time Series (CREATES), Aarhus Universitet, Aarhus
6	6.02	Department of Economics, Harvard University, Cambridge
7	6.32	Faculteit der Economische Wetenschappen en Bedrijfskunde, Vrije Universiteit, Amsterdam
8	7.22	Department of Economics, School of Arts and Sciences, Columbia University, New York City
9	7.45	Department of Economics, Duke University, Durham
10	10.94	Department of Economics, Boston University, Boston
11	11.35	Economics Department, Yale University, New Haven
12	12.85	Department of Economics, Princeton University, Princeton
13	13.12	Federal Reserve Board (Board of Governors of the Federal Reserve System), Washington
(14)	13.86	Volatility Institute, Stern School of Business, New York University, New York City
(14)	13.96	Afdeling Ruimtelijke Economie, Faculteit der Economische Wetenschappen en Bedrijfskunde, Vrije Universiteit, Amsterdam
14	14.27	Faculteit der Economische Wetenschappen, Erasmus Universiteit, Rotterdam
15	15.08	Department of Economics, University of Pennsylvania, Philadelphia
(16)	16.06	Econometrisch Instituut, Faculteit der Economische Wetenschappen, Erasmus Universiteit, Rotterdam
16	16.44	London School of Economics (LSE), London
17	17.54	Business School, University of Auckland, Auckland
18	18.25	Department of Economics, University of Southern California, Los Angeles
19	18.75	Department of Economics, Oxford University, Oxford
20	18.77	Department of Economics, University of Chicago, Chicago
(21)	18.8	Department of Economics, Business School, University of Auckland, Auckland
(21)	23.43	Economics Department, London School of Economics (LSE), London
21	23.43	Economics Department, Michigan State University, East Lansing
22	24.07	Department of Economics, New York University, New York City
23	28.14	Økonomisk Institut, Københavns Universitet, København
24	28.24	Department of Economics, Northwestern University, Evanston
25	28.64	Economics Department, University of Wisconsin-Madison, Madison
(26)	29.81	Finance Department, Stern School of Business, New York University, New York City
26	31.84	European Central Bank, Frankfurt am Main
27	32.84	Department of Economics, University of Kansas, Lawrence
28	32.95	Federal Reserve Bank of St. Louis, St. Louis
(29)	34.06	Research Division, Federal Reserve Bank of St. Louis, St. Louis
29	36.1	School of Economics, University of Nottingham, Nottingham
30	36.34	Department of Economics, University of Warwick, Coventry
31	37.29	Economics Department, Queen's University, Kingston
32	38.54	Centro de Estudios Monetarios y Financieros (CEMFI), Madrid
33	39.28	Wirtschaftswissenschaftliche Fakultät, Humboldt-Universität, Berlin
34	39.61	Federal Reserve Bank of New York, New York City
35	40.88	Department of Economics, European University Institute, Firenze
36	41.25	Faculty of Business and Economics, Monash University, Clayton
(36)	41.25	Department of Econometrics and Business Statistics, Faculty of Business and Economics, Monash University, Clayton
37	41.43	Departamento de Economía, Universidad Carlos III de Madrid, Madrid
(38)	43.46	Research and Statistics Group, Federal Reserve Bank of New York, New York City
38	45.27	School of Business and Economics, Maastricht University, Maastricht
39	45.31	Wharton School of Business, University of Pennsylvania, Philadelphia
40	45.37	Department of Agricultural and Resource Economics, University of Maryland, College Park
41	46.52	School of Economics, Faculty of Arts and Social Sciences, University of Sydney, Sydney
42	46.83	Faculteit Economie en Bedrijfskunde, Universiteit van Amsterdam, Amsterdam
43	50.42	School of Finance and Economics, University of Technology, Sydney
44	51.04	Cambridge Finance, University of Cambridge, Cambridge
45	51.13	Kellogg Graduate School of Management, Northwestern University, Evanston
46	51.57	ECORE, Louvain-la-Neuve/Bruxelles
47	51.96	Anderson Graduate School of Management, University of California-Los Angeles (UCLA), Los Angeles
48	53.43	Federal Reserve Bank of Cleveland, Cleveland
49	53.95	Department of Economics, University of Toronto, Toronto
50	54.34	Economics Department, University of Michigan, Ann Arbor
(51)	54.48	Department of Finance, Kellogg Graduate School of Management, Northwestern University, Evanston
51	55.38	Department of Economics, Boston College, Chestnut Hill
(52)	56.24	Economic Research, Federal Reserve Bank of Cleveland, Cleveland
(52)	56.69	Bendheim Center for Finance, Department of Economics, Princeton University, Princeton
52	57.03	Oxford-Man Institute of Quantitative Finance, Oxford University, Oxford
53	58.56	London Business School (LBS), London
54	60.05	Tinbergen Instituut, Amsterdam
(55)	60.84	Department of Economics, London Business School (LBS), London
55	62.85	Rady School of Management, University of California-San Diego (UCSD), La Jolla
56	63.44	Federal Reserve Bank of Chicago, Chicago
57	64.29	Hoover Institution on War Revolution & Peace, Stanford University, Palo Alto
58	68.13	Department of Economics and Related Studies, University of York, York
59	68.84	Dipartimento di Statistica "G. Parenti", Università degli Studi di Firenze, Firenze
(60)	69.16	Afdeling Econometrie, Faculteit der Economische Wetenschappen en Bedrijfskunde, Vrije Universiteit, Amsterdam
(60)	69.17	Vakgroep Kwantitatieve Economie, School of Business and Economics, Maastricht University, Maastricht
60	71.12	Economics Department, University of Strathclyde, Glasgow
61	72.76	Singapore Management University, Singapore
62	72.9	Federal Reserve Bank of Atlanta, Atlanta
63	73.7	Center for Policy Research, Syracuse University, Syracuse
(64)	75.15	Afdeling Kwantitatieve Economie, Faculteit Economie en Bedrijfskunde, Universiteit van Amsterdam, Amsterdam
(64)	75.92	School of Economics, Singapore Management University, Singapore
(64)	76.46	Center for Operations Research and Econometrics (CORE), ECORE, Louvain-la-Neuve
64	78.03	Dipartimento di Economia Politica, Università Commerciale Luigi Bocconi, Milano
65	78.93	Institute for Fiscal Studies (IFS), London
66	79.11	Sveriges Riksbank, Stockholm
67	80.33	Department of Economics, Johns Hopkins University, Baltimore
68	82.3	Bank of Canada, Ottawa
69	82.88	Department of Economics, McGill University, Montréal
70	83.15	Department of Economics, University of North Carolina-Chapel-Hill, Chapel Hill
71	85.6	Department of Economics, Mathematics and Statistics, Birkbeck College, London
72	85.7	Department of Economics, Korea University, Seoul
(73)	86	Department of Economics, Tippie College of Business, University of Iowa, Iowa City
73	86	Tippie College of Business, University of Iowa, Iowa City
74	86.19	Department of Economics, Rutgers University-New Brunswick, New Brunswick
75	88.23	William E. Simon Graduate School of Business Administration, University of Rochester, Rochester
76	92.34	Toulouse School of Economics (TSE), Toulouse
(77)	93.83	Sonderforschungsbereich 373, Quantifikation und Simulation ökonomischer Prozesse, Wirtschaftswissenschaftliche Fakultät, Humboldt-Universität, Berlin
77	98.32	Department of Agricultural and Resource Economics, North Carolina State University, Raleigh
78	98.36	College of Business and Economics, Australian National University, Canberra
(78)	98.36	Research School of Economics, College of Business and Economics, Australian National University, Canberra
79	98.42	Economics, University of Texas-Dallas, Dallas
80	99.35	Department of Economics, University of Maryland, College Park
(81)	100.97	Economics Group, Nuffield College, Department of Economics, Oxford University, Oxford
81	101.61	Department of Economics, University of Notre Dame, South Bend
82	102.43	Economics Department, Georgetown University, Washington
83	104.66	Fakultät für Volkswirtschaftslehre, Universität Mannheim, Mannheim
84	105.48	Bank of England, London
85	106.07	Australian School of Business, University of New South Wales, Sydney
86	113.44	Institut National de la Statistique et des Études Économiques (INSEE), Government of France, Paris
(86)	113.44	Centre de Recherche en Économie et Statistique (CREST), Institut National de la Statistique et des Études Économiques (INSEE), Government of France, Paris
87	113.76	School of Economics and Finance, Queen Mary, London
88	114.35	Rimini Center for Economic Analysis (RCEA), Rimini
89	114.62	Faculty of Economics, Keio University, Tokyo
90	115.15	Economics Department, University of Essex, Colchester
91	115.35	Department of Economics, University of Minnesota, Minneapolis
92	115.66	Department of Economics, National University of Singapore, Singapore
(93)	116.74	Global Economics & Management Group, Anderson Graduate School of Management, University of California-Los Angeles (UCLA), Los Angeles
93	117.71	Federal Reserve Bank of Minneapolis, Minneapolis
(94)	121.61	School of Economics, Australian School of Business, University of New South Wales, Sydney
94	122.19	Department of Economics & Finance, Institut für Höhere Studien (IHS), Wien
95	125.7	Innocenzo Gasparini Institute for Economic Research (IGIER), Università Commerciale Luigi Bocconi, Milano
96	126.6	CentER for Economic Research, Universiteit van Tilburg, Tilburg
97	127.25	Facultad de Ciencias Económicas y Empresariales, Universidad de Navarra, Pamplona
(98)	127.29	Department of Economics, Management School, Lancaster University, Lancaster
98	127.29	Management School, Lancaster University, Lancaster
99	127.65	Department of Economics, University of Washington, Seattle
(100)	128.81	Groupe de Recherche en Économie Mathématique et Quantitative (GREMAQ), Toulouse School of Economics (TSE), Toulouse
(100)	131.49	Economic Research Department, Federal Reserve Bank of Atlanta, Atlanta
100	131.6	National Bureau of Economic Research (NBER), Cambridge
(101)	133.59	Centre for Applied Macroeconomic Analysis (CAMA), Research School of Economics, College of Business and Economics, Australian National University, Canberra
101	136.46	Facoltà di Economia "Marco Biagi", Università degli Studi di Modena e Reggio Emilia, Modena
102	137.44	Facoltà di Economia, Università degli Studi di Roma "Tor Vergata", Roma
103	137.68	Federal Reserve Bank of Philadelphia, Philadelphia
104	138.53	Département de Sciences Économiques, Université de Montréal, Montréal
105	139.49	Cass Business School, City University, London

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.	1.23	Peter C. B. Phillips
2.	1.9	M Hashem Pesaran
3.	3.1	Robert F. Engle
4.	6.19	Tim Bollerslev
5.	6.54	Pierre Perron
6.	7.46	Clive W. J. Granger †
7.	8.06	James H. Stock
8.	10.49	Donald W. K. Andrews
9.	10.93	Michael McAleer
10.	11.72	Lars Peter Hansen
11.	11.89	Jushan Bai
12.	12.24	Thomas J. Sargent
13.	12.66	Christopher Sims
14.	14.88	Francis X. Diebold
15.	15.28	Halbert White
16.	15.66	Ben S. Bernanke
17.	16.33	Massimiliano Marcellino
18.	17.16	Peter M. Robinson
19.	18.09	David F. Hendry
20.	18.6	Soren Johansen
21.	18.88	Kenneth D. West
22.	20.7	Serena Ng
23.	21.99	Andrew C. Harvey
24.	22.6	Marc Nerlove
25.	23.21	Wolfgang Karl Härdle
26.	23.48	Timo Teräsvirta
27.	24.34	Graham Elliott
28.	24.89	Torben G. Andersen
29.	26.42	Lawrence J. Christiano
30.	26.71	Neil Shephard
31.	28.44	J. Scott Armstrong
32.	30.1	James Hamilton
33.	31.35	Adrian Rodney Pagan
34.	33.59	Robert Taylor
35.	33.68	Todd Clark
36.	34.61	Helmut Lütkepohl
37.	35.49	Yacine Ait-Sahalia
38.	35.71	Manuel Arellano
39.	36.09	Allan Timmermann
40.	37.68	Stephen Roy Bond
41.	38.36	Lucrezia Reichlin
42.	39.11	Richard T. Baillie
43.	40.21	George Tauchen
44.	40.39	John Geweke
45.	40.39	Christian S. Gourieroux
46.	42.35	Lutz Kilian
47.	44.76	Gary Koop
48.	51.02	James MacKinnon
49.	51.51	Cheng Hsiao
50.	52.23	Neil R. Ericsson
51.	52.33	Ole E. Barndorff-Nielsen
52.	53.53	Eric Ghysels
53.	53.74	Charles H. Whiteman
54.	54.87	Chang-Jin Kim
55.	55	Michael McCracken
56.	57.02	Norman Rasmus Swanson
57.	60.51	Carlos Velasco
58.	60.65	Sam Ouliaris
59.	60.71	Donggyu Sul
60.	61.32	Siem Jan Koopman
61.	61.74	Peter E. Rossi
62.	61.85	Jean-Marie Dufour
63.	61.89	Roberto S. Mariano
64.	62.41	Atsushi Inoue
65.	63.59	Kenneth Frank Wallis
66.	64.11	Luis Alberiko Gil-Alana
67.	66.2	Zhijie Xiao
68.	68.73	Nelson C. Mark
69.	69.52	Simon Potter
70.	69.81	Richard J. Smith
71.	71.7	Morten Ørregaard Nielsen
72.	72.7	Michael Peter Clements
73.	72.82	Timothy Vogelsang
74.	73.41	Chihwa Kao
75.	74.1	Jean-Michel Zakoian
76.	77.06	Luc Bauwens
77.	78.32	Peter Reinhard Hansen
78.	78.78	Masao Ogaki
79.	80.98	Jonathan H. Wright
80.	83.24	Philip Hans Franses
81.	83.91	Marcus J. Chambers
82.	86.63	Niels Haldrup
83.	87.49	Marco Lippi

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.