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 April 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 835 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	3.14	Stern School of Business, New York University, New York City
2	3.37	Faculty of Economics, University of Cambridge, Cambridge
3	3.58	Department of Economics, University of California-San Diego (UCSD), La Jolla
4	3.66	Cowles Foundation for Research in Economics, Yale University, New Haven
5	3.81	Center for Research in Econometric Analysis of Time Series (CREATES), Aarhus Universitet, Aarhus
6	6.11	Department of Economics, Harvard University, Cambridge
7	6.37	Faculteit der Economische Wetenschappen en Bedrijfskunde, Vrije Universiteit, Amsterdam
8	6.73	Department of Economics, School of Arts and Sciences, Columbia University, New York City
9	7.6	Department of Economics, Duke University, Durham
10	11.1	Department of Economics, Boston University, Boston
11	11.4	Economics Department, Yale University, New Haven
12	12.82	Department of Economics, Princeton University, Princeton
13	12.84	Federal Reserve Board (Board of Governors of the Federal Reserve System), Washington
(14)	13.36	Afdeling Ruimtelijke Economie, Faculteit der Economische Wetenschappen en Bedrijfskunde, Vrije Universiteit, Amsterdam
(14)	14.29	Volatility Institute, Stern School of Business, New York University, New York City
14	14.35	Faculteit der Economische Wetenschappen, Erasmus Universiteit, Rotterdam
15	15.22	Department of Economics, University of Pennsylvania, Philadelphia
(16)	16.26	Econometrisch Instituut, Faculteit der Economische Wetenschappen, Erasmus Universiteit, Rotterdam
16	17.19	London School of Economics (LSE), London
17	17.55	Department of Economics, Oxford University, Oxford
18	17.74	Business School, University of Auckland, Auckland
19	18.22	Department of Economics, University of Southern California, Los Angeles
(20)	19.04	Department of Economics, Business School, University of Auckland, Auckland
20	19.08	Department of Economics, University of Chicago, Chicago
21	23.85	Economics Department, Michigan State University, East Lansing
(22)	23.97	Economics Department, London School of Economics (LSE), London
22	25.06	Department of Economics, New York University, New York City
23	26.3	Økonomisk Institut, Københavns Universitet, København
24	28.84	Department of Economics, Northwestern University, Evanston
25	29.11	Economics Department, University of Wisconsin-Madison, Madison
(26)	30.61	Finance Department, Stern School of Business, New York University, New York City
26	31.71	European Central Bank, Frankfurt am Main
27	31.89	Department of Economics, University of Warwick, Coventry
28	33.07	Federal Reserve Bank of St. Louis, St. Louis
29	33.16	Department of Economics, University of Kansas, Lawrence
(30)	34.19	Research Division, Federal Reserve Bank of St. Louis, St. Louis
30	37.16	School of Economics, University of Nottingham, Nottingham
31	37.99	Economics Department, Queen's University, Kingston
32	38.23	Centro de Estudios Monetarios y Financieros (CEMFI), Madrid
33	38.25	Department of Economics, Indiana University, Bloomington
34	39.71	Wirtschaftswissenschaftliche Fakultät, Humboldt-Universität, Berlin
35	40.38	Federal Reserve Bank of New York, New York City
36	40.94	Department of Economics, European University Institute, Firenze
37	41.84	Faculty of Business and Economics, Monash University, Clayton
(37)	41.84	Department of Econometrics and Business Statistics, Faculty of Business and Economics, Monash University, Clayton
38	42.33	Departamento de Economía, Universidad Carlos III de Madrid, Madrid
(39)	44.13	Research and Statistics Group, Federal Reserve Bank of New York, New York City
39	44.64	School of Business and Economics, Maastricht University, Maastricht
40	45.38	Wharton School of Business, University of Pennsylvania, Philadelphia
41	46.7	Department of Agricultural and Resource Economics, University of Maryland, College Park
42	47.54	School of Economics, Faculty of Arts and Social Sciences, University of Sydney, Sydney
43	48.62	Faculteit Economie en Bedrijfskunde, Universiteit van Amsterdam, Amsterdam
44	49.4	ECORE, Louvain-la-Neuve/Bruxelles
45	51.84	Cambridge Finance, University of Cambridge, Cambridge
46	52.07	School of Finance and Economics, University of Technology, Sydney
47	52.09	Kellogg Graduate School of Management, Northwestern University, Evanston
48	52.75	Anderson Graduate School of Management, University of California-Los Angeles (UCLA), Los Angeles
49	54.3	Economics Department, University of Michigan, Ann Arbor
(50)	55.49	Department of Finance, Kellogg Graduate School of Management, Northwestern University, Evanston
50	55.74	Federal Reserve Bank of Cleveland, Cleveland
(51)	56.78	Bendheim Center for Finance, Department of Economics, Princeton University, Princeton
51	56.91	Oxford-Man Institute of Quantitative Finance, Oxford University, Oxford
52	57.65	Department of Economics, Boston College, Chestnut Hill
53	57.74	Department of Economics, University of Toronto, Toronto
(54)	58.42	Economic Research, Federal Reserve Bank of Cleveland, Cleveland
(54)	61.74	Department of Economics, London Business School (LBS), London
54	61.74	London Business School (LBS), London
55	62.02	Tinbergen Instituut, Amsterdam
56	63.21	Rady School of Management, University of California-San Diego (UCSD), La Jolla
57	64.77	Federal Reserve Bank of Chicago, Chicago
58	66.37	Hoover Institution on War Revolution & Peace, Stanford University, stanford
(59)	67.88	Vakgroep Kwantitatieve Economie, School of Business and Economics, Maastricht University, Maastricht
59	70.91	Department of Economics and Related Studies, University of York, York
60	71.22	Dipartimento di Statistica "G. Parenti", Università degli Studi di Firenze, Firenze
(61)	71.5	Afdeling Econometrie, Faculteit der Economische Wetenschappen en Bedrijfskunde, Vrije Universiteit, Amsterdam
61	71.74	Economics Department, University of Strathclyde, Glasgow
62	73.49	Federal Reserve Bank of Atlanta, Atlanta
63	74.91	Singapore Management University, Singapore
64	75.74	Center for Policy Research, Syracuse University, Syracuse
(65)	76.05	Center for Operations Research and Econometrics (CORE), ECORE, Louvain-la-Neuve
65	77.19	Dipartimento di Economia Politica, Università Commerciale Luigi Bocconi, Milano
(66)	78.12	Afdeling Kwantitatieve Economie, Faculteit Economie en Bedrijfskunde, Universiteit van Amsterdam, Amsterdam
(66)	78.39	School of Economics, Singapore Management University, Singapore
66	79.98	Institute for Fiscal Studies (IFS), London
67	80.94	Sveriges Riksbank, Stockholm
68	82.37	Department of Economics, Johns Hopkins University, Baltimore
69	84.08	Department of Economics, McGill University, Montréal
70	84.67	Department of Economics, Korea University, Seoul
71	84.71	Bank of Canada, Ottawa
72	85.55	Department of Economics, University of North Carolina-Chapel-Hill, Chapel Hill
73	86.97	Department of Economics, Mathematics and Statistics, Birkbeck College, London
(74)	87.9	Department of Economics, Tippie College of Business, University of Iowa, Iowa City
74	87.9	Tippie College of Business, University of Iowa, Iowa City
75	88.19	Department of Economics, Rutgers University-New Brunswick, New Brunswick
76	89.02	Toulouse School of Economics (TSE), Toulouse
77	89.67	William E. Simon Graduate School of Business Administration, University of Rochester, Rochester
(78)	95.39	Sonderforschungsbereich 373, Quantifikation und Simulation ökonomischer Prozesse, Wirtschaftswissenschaftliche Fakultät, Humboldt-Universität, Berlin
78	95.52	Australian School of Business, University of New South Wales, Sydney
79	96.42	Barcelona Graduate School of Economics (Barcelone GSE), Barcelona
80	98.4	College of Business and Economics, Australian National University, Canberra
(80)	98.4	Research School of Economics, College of Business and Economics, Australian National University, Canberra
(81)	99.63	Economics Group, Nuffield College, Department of Economics, Oxford University, Oxford
81	100.66	Economics, University of Texas-Dallas, Dallas
82	101.41	Department of Agricultural and Resource Economics, North Carolina State University, Raleigh
83	102.64	Department of Economics, University of Maryland, College Park
84	104.76	Department of Economics, University of Notre Dame, South Bend
85	105.9	Economics Department, Georgetown University, Washington
86	107.77	Fakultät für Volkswirtschaftslehre, Universität Mannheim, Mannheim
(87)	108.46	School of Economics, Australian School of Business, University of New South Wales, Sydney
87	110.11	Bank of England, London
88	113	Rimini Center for Economic Analysis (RCEA), Rimini
89	114.99	Faculty of Economics, Keio University, Tokyo
90	115.54	School of Economics and Finance, Queen Mary, London
91	117.83	Department of Economics, University of Minnesota, Minneapolis
(92)	119.15	Global Economics & Management Group, Anderson Graduate School of Management, University of California-Los Angeles (UCLA), Los Angeles
92	119.33	Department of Economics, National University of Singapore, Singapore
(93)	120.92	Groupe de Recherche en Économie Mathématique et Quantitative (GREMAQ), Toulouse School of Economics (TSE), Toulouse
93	121.09	Federal Reserve Bank of Minneapolis, Minneapolis
94	125.28	Department of Economics & Finance, Institut für Höhere Studien (IHS), Wien
95	126.19	Department of Economics, University of Washington, Seattle
96	126.97	Institut National de la Statistique et des Études Économiques (INSEE), Government of France, Paris
(96)	126.97	Centre de Recherche en Économie et Statistique (CREST), Institut National de la Statistique et des Études Économiques (INSEE), Government of France, Paris
97	128.3	Facultad de Ciencias Económicas y Empresariales, Universidad de Navarra, Pamplona
98	129.5	Economics Department, University of Essex, Colchester
(99)	130.03	Department of Economics, Management School, Lancaster University, Lancaster
99	130.03	Management School, Lancaster University, Lancaster
100	130.45	Innocenzo Gasparini Institute for Economic Research (IGIER), Università Commerciale Luigi Bocconi, Milano
101	130.81	National Bureau of Economic Research (NBER), Cambridge
102	131.03	Département de Sciences Économiques, Université de Montréal, Montréal
103	131.57	Walter A. Haas School of Business, University of California-Berkeley, Berkeley
104	131.83	CentER for Economic Research, Universiteit van Tilburg, Tilburg
(105)	132.88	Economic Research Department, Federal Reserve Bank of Atlanta, Atlanta
(105)	133.18	Centre for Applied Macroeconomic Analysis (CAMA), Research School of Economics, College of Business and Economics, Australian National University, Canberra
105	137.76	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.	1.21	Peter C. B. Phillips
2.	1.94	M Hashem Pesaran
3.	3.2	Robert F. Engle
4.	6.31	Tim Bollerslev
5.	6.6	Pierre Perron
6.	7.74	Clive W. J. Granger †
7.	8.06	James H. Stock
8.	10.29	Donald W. K. Andrews
9.	10.67	Michael McAleer
10.	11.88	Lars Peter Hansen
11.	12.28	Jushan Bai
12.	12.61	Thomas J. Sargent
13.	12.76	Christopher Sims
14.	15.16	Francis X. Diebold
15.	15.59	Ben S. Bernanke
16.	15.86	Soren Johansen
17.	15.96	Halbert White
18.	16.15	Massimiliano Marcellino
19.	17.1	David F. Hendry
20.	17.29	Peter M. Robinson
21.	19.32	Kenneth D. West
22.	20.91	Serena Ng
23.	22.71	Andrew C. Harvey
24.	23.12	Marc Nerlove
25.	23.44	Wolfgang Karl Härdle
26.	23.71	Timo Teräsvirta
27.	23.75	Joon Y. Park
28.	24.78	Graham Elliott
29.	25.34	Torben G. Andersen
30.	26.81	Lawrence J. Christiano
31.	27.19	Neil Shephard
32.	29.79	J. Scott Armstrong
33.	29.86	James Hamilton
34.	32.29	Adrian Rodney Pagan
35.	34.68	Robert Taylor
36.	34.69	Helmut Lütkepohl
37.	35.01	Todd Clark
38.	35.05	Manuel Arellano
39.	35.17	Yacine Ait-Sahalia
40.	36.76	Stephen Roy Bond
41.	37.47	Allan Timmermann
42.	39.35	Lucrezia Reichlin
43.	39.8	Richard T. Baillie
44.	40.6	George Tauchen
45.	42.1	Lutz Kilian
46.	42.37	John Geweke
47.	44.34	Christian S. Gourieroux
48.	45.64	Gary Koop
49.	51.67	James MacKinnon
50.	51.92	Cheng Hsiao
51.	52.69	Ole E. Barndorff-Nielsen
52.	53.13	Neil R. Ericsson
53.	54.93	Eric Ghysels
54.	55.04	Chang-Jin Kim
55.	55.16	Michael McCracken
56.	55.3	Charles H. Whiteman
57.	58.17	Norman Rasmus Swanson
58.	60.87	Carlos Velasco
59.	61.88	Donggyu Sul
60.	62.2	Sam Ouliaris
61.	62.26	Jean-Marie Dufour
62.	63.22	Peter E. Rossi
63.	63.76	Roberto S. Mariano
64.	64	Kenneth Frank Wallis
65.	64.02	Siem Jan Koopman
66.	64.25	Atsushi Inoue
67.	66.44	Luis Alberiko Gil-Alana
68.	70.17	Zhijie Xiao
69.	70.4	Simon Potter
70.	71.04	Michael Peter Clements
71.	71.77	Nelson C. Mark
72.	72.05	Richard J. Smith
73.	72.32	Jean-Michel Zakoian
74.	74.16	Timothy Vogelsang
75.	74.47	Chihwa Kao
76.	74.54	Morten Ørregaard Nielsen
77.	76.05	Peter Reinhard Hansen
78.	76.46	Luc Bauwens
79.	79.57	Masao Ogaki
80.	83.29	Jonathan H. Wright
81.	86.47	Philip Hans Franses
82.	87.35	Marcus J. Chambers
83.	88.13	Nour Meddahi

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.