Field Rankings at IDEAS: Econometric Time Series

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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 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 840 authors affiliated with 1061 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	3.27	Stern School of Business, New York University, New York City
2	3.47	Faculty of Economics, University of Cambridge, Cambridge
3	3.54	Center for Research in Econometric Analysis of Time Series (CREATES), Aarhus Universitet, Aarhus
4	3.59	Department of Economics, University of California-San Diego (UCSD), La Jolla
5	3.71	Cowles Foundation for Research in Economics, Yale University, New Haven
6	5.94	Department of Economics, Harvard University, Cambridge
7	6.34	Faculteit der Economische Wetenschappen en Bedrijfskunde, Vrije Universiteit, Amsterdam
8	6.81	Department of Economics, Duke University, Durham
9	10.37	Department of Economics, Boston University, Boston
10	10.69	Economics Department, Yale University, New Haven
11	12.71	Federal Reserve Board (Board of Governors of the Federal Reserve System), Washington
12	12.91	Department of Economics, Princeton University, Princeton
(13)	12.96	Afdeling Ruimtelijke Economie, Faculteit der Economische Wetenschappen en Bedrijfskunde, Vrije Universiteit, Amsterdam
13	13.01	Department of Economics, School of Arts and Sciences, Columbia University, New York City
(14)	13.67	Volatility Institute, Stern School of Business, New York University, New York City
14	14.3	Department of Economics, University of Pennsylvania, Philadelphia
15	14.45	Faculteit der Economische Wetenschappen, Erasmus Universiteit, Rotterdam
16	14.99	London School of Economics (LSE), London
(17)	16.38	Econometrisch Instituut, Faculteit der Economische Wetenschappen, Erasmus Universiteit, Rotterdam
17	16.48	Business School, University of Auckland, Auckland
18	17.41	Department of Economics, Oxford University, Oxford
(19)	17.77	Department of Economics, Business School, University of Auckland, Auckland
19	18.09	Department of Economics, University of Southern California, Los Angeles
20	19.34	Department of Economics, University of Chicago, Chicago
(21)	23.06	Economics Department, London School of Economics (LSE), London
21	23.59	Economics Department, Michigan State University, East Lansing
22	25.61	Department of Economics, New York University, New York City
23	26.54	Økonomisk Institut, Københavns Universitet, København
24	28.82	Department of Economics, Northwestern University, Evanston
25	29.38	Economics Department, University of Wisconsin-Madison, Madison
(26)	30.58	Finance Department, Stern School of Business, New York University, New York City
26	31.73	Department of Economics, University of Warwick, Coventry
27	32.04	European Central Bank, Frankfurt am Main
28	32.39	Department of Economics, University of Kansas, Lawrence
29	34.69	Federal Reserve Bank of St. Louis, St. Louis
30	35.55	School of Economics, University of Nottingham, Nottingham
(31)	36.01	Research Division, Federal Reserve Bank of St. Louis, St. Louis
31	38.58	Centro de Estudios Monetarios y Financieros (CEMFI), Madrid
32	38.65	Department of Economics, Indiana University, Bloomington
33	38.66	Economics Department, Queen's University, Kingston
34	39.31	Faculty of Business and Economics, Monash University, Clayton
(34)	39.31	Department of Econometrics and Business Statistics, Faculty of Business and Economics, Monash University, Clayton
35	40.5	Wirtschaftswissenschaftliche Fakultät, Humboldt-Universität, Berlin
36	41.3	Federal Reserve Bank of New York, New York City
37	41.51	Department of Economics, European University Institute, Firenze
38	42.88	Departamento de Economía, Universidad Carlos III de Madrid, Madrid
(39)	45.37	Research and Statistics Group, Federal Reserve Bank of New York, New York City
39	45.4	School of Business and Economics, Maastricht University, Maastricht
40	46.74	Wharton School of Business, University of Pennsylvania, Philadelphia
(41)	47.16	China Economics and Management Academy, Central University of Finance and Economics (CUFE), Beijing
41	47.16	Central University of Finance and Economics (CUFE), Beijing
42	47.37	Department of Agricultural and Resource Economics, University of Maryland, College Park
43	48.21	ECORE, Louvain-la-Neuve/Bruxelles
44	49.86	Faculteit Economie en Bedrijfskunde, Universiteit van Amsterdam, Amsterdam
45	51.68	Kellogg Graduate School of Management, Northwestern University, Evanston
46	51.73	Anderson Graduate School of Management, University of California-Los Angeles (UCLA), Los Angeles
47	52.02	School of Economics, Faculty of Arts and Social Sciences, University of Sydney, Sydney
48	52.52	Cambridge Finance, University of Cambridge, Cambridge
49	53.47	School of Finance and Economics, University of Technology, Sydney
(50)	55.07	Department of Finance, Kellogg Graduate School of Management, Northwestern University, Evanston
50	55.7	Economics Department, University of Michigan, Ann Arbor
51	56.94	Oxford-Man Institute of Quantitative Finance, Oxford University, Oxford
52	57.65	Department of Economics, Boston College, Chestnut Hill
53	57.93	Rady School of Management, University of California-San Diego (UCSD), La Jolla
(54)	58.05	Bendheim Center for Finance, Department of Economics, Princeton University, Princeton
54	58.45	Department of Economics, University of Toronto, Toronto
55	59.06	Federal Reserve Bank of Cleveland, Cleveland
(56)	61.62	Department of Economics, London Business School (LBS), London
56	61.62	London Business School (LBS), London
(57)	61.85	Economic Research, Federal Reserve Bank of Cleveland, Cleveland
57	63.83	Tinbergen Instituut, Amsterdam
58	66.1	Federal Reserve Bank of Chicago, Chicago
59	68.96	Hoover Institution on War Revolution & Peace, Stanford University, stanford
(60)	69.12	Vakgroep Kwantitatieve Economie, School of Business and Economics, Maastricht University, Maastricht
60	71.15	Department of Economics and Related Studies, University of York, York
61	72.03	Dipartimento di Statistica "G. Parenti", Università degli Studi di Firenze, Firenze
(62)	72.73	Afdeling Econometrie, Faculteit der Economische Wetenschappen en Bedrijfskunde, Vrije Universiteit, Amsterdam
62	73.07	Economics Department, University of Strathclyde, Glasgow
(63)	74.73	Center for Operations Research and Econometrics (CORE), ECORE, Louvain-la-Neuve
63	76.66	Federal Reserve Bank of Atlanta, Atlanta
64	76.76	Singapore Management University, Singapore
65	77.99	Center for Policy Research, Syracuse University, Syracuse
66	78.3	Dipartimento di Economia Politica, Università Commerciale Luigi Bocconi, Milano
(67)	79.79	Afdeling Kwantitatieve Economie, Faculteit Economie en Bedrijfskunde, Universiteit van Amsterdam, Amsterdam
(67)	79.89	School of Economics, Singapore Management University, Singapore
67	82.79	Institute for Fiscal Studies (IFS), London
68	83.41	Sveriges Riksbank, Stockholm
69	85.81	Bank of Canada, Ottawa
70	86.4	Department of Economics, Johns Hopkins University, Baltimore
71	86.92	Department of Economics, University of North Carolina-Chapel-Hill, Chapel Hill
72	87.28	Toulouse School of Economics (TSE), Toulouse
73	87.68	Department of Economics, McGill University, Montréal
74	88.03	Department of Economics, Korea University, Seoul
75	88.34	Department of Economics, Rutgers University-New Brunswick, New Brunswick
76	90.94	Australian School of Business, University of New South Wales, Sydney
77	91.77	Department of Economics, Mathematics and Statistics, Birkbeck College, London
(78)	92.37	Department of Economics, Tippie College of Business, University of Iowa, Iowa City
78	92.37	Tippie College of Business, University of Iowa, Iowa City
79	96.03	Barcelona Graduate School of Economics (Barcelona GSE), Barcelona
(80)	97.61	Sonderforschungsbereich 373, Quantifikation und Simulation ökonomischer Prozesse, Wirtschaftswissenschaftliche Fakultät, Humboldt-Universität, Berlin
80	101.89	College of Business and Economics, Australian National University, Canberra
(81)	102.29	Economics Group, Nuffield College, Department of Economics, Oxford University, Oxford
81	102.78	Economics, University of Texas-Dallas, Dallas
82	103.12	Department of Economics, University of Maryland, College Park
(83)	103.53	School of Economics, Australian School of Business, University of New South Wales, Sydney
(83)	103.79	Research School of Economics, College of Business and Economics, Australian National University, Canberra
83	103.91	Department of Agricultural and Resource Economics, North Carolina State University, Raleigh
84	106.88	William E. Simon Graduate School of Business Administration, University of Rochester, Rochester
85	107.87	Department of Economics, University of Notre Dame, South Bend
86	108.57	Fakultät für Volkswirtschaftslehre, Universität Mannheim, Mannheim
87	108.73	Economics Department, Georgetown University, Washington
88	110.16	Bank of England, London
89	112.17	Rimini Center for Economic Analysis (RCEA), Rimini
90	117.2	School of Economics and Finance, Queen Mary, London
91	117.81	Faculty of Economics, Keio University, Tokyo
(92)	118.82	Groupe de Recherche en Économie Mathématique et Quantitative (GREMAQ), Toulouse School of Economics (TSE), Toulouse
(92)	120.5	Global Economics & Management Group, Anderson Graduate School of Management, University of California-Los Angeles (UCLA), Los Angeles
92	120.73	Department of Economics, University of Minnesota, Minneapolis
93	121.5	Department of Economics, National University of Singapore, Singapore
94	121.52	Federal Reserve Bank of Minneapolis, Minneapolis
95	121.82	Department of Economics & Finance, Institut für Höhere Studien (IHS), Wien
96	126.08	Institut National de la Statistique et des Études Économiques (INSEE), Government of France, Paris
(96)	126.08	Centre de Recherche en Économie et Statistique (CREST), Institut National de la Statistique et des Études Économiques (INSEE), Government of France, Paris
97	129.05	Department of Economics, University of Washington, Seattle
98	131.12	Facultad de Ciencias Económicas y Empresariales, Universidad de Navarra, Pamplona
99	131.45	Economics Department, University of Essex, Colchester
(100)	131.94	Department of Economics, Management School, Lancaster University, Lancaster
100	131.94	Management School, Lancaster University, Lancaster
101	132.24	Département de Sciences Économiques, Université de Montréal, Montréal
102	132.55	Innocenzo Gasparini Institute for Economic Research (IGIER), Università Commerciale Luigi Bocconi, Milano
103	132.75	CentER for Economic Research, Universiteit van Tilburg, Tilburg
104	132.89	UFR Mathématiques Sciences Économiques et Sociales, Université Charles-de-Gaulle (Lille 3), Lille
105	133.72	National Bureau of Economic Research (NBER), Cambridge
(106)	137.24	Economic Research Department, Federal Reserve Bank of Atlanta, Atlanta
(106)	138.38	Centre for Applied Macroeconomic Analysis (CAMA), Research School of Economics, College of Business and Economics, Australian National University, Canberra
106	140.63	Federal Reserve Bank of Philadelphia, Philadelphia

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.	1.88	M Hashem Pesaran
3.	3.3	Robert F. Engle
4.	5.64	Tim Bollerslev
5.	6.64	Pierre Perron
6.	7.81	Clive W. J. Granger †
7.	8.03	James H. Stock
8.	10.95	Donald W. K. Andrews
9.	10.97	Michael McAleer
10.	12.06	Jushan Bai
11.	12.36	Lars Peter Hansen
12.	12.8	Thomas J. Sargent
13.	13.15	Christopher Sims
14.	14.8	Francis X. Diebold
15.	15.82	Ben S. Bernanke
16.	15.86	Soren Johansen
17.	15.86	Halbert White
18.	16.04	Massimiliano Marcellino
19.	17.2	David F. Hendry
20.	17.22	Peter M. Robinson
21.	19.45	Kenneth D. West
22.	20	Serena Ng
23.	22.65	Andrew C. Harvey
24.	22.69	Marc Nerlove
25.	23.55	Wolfgang Karl Härdle
26.	23.64	Joon Y. Park
27.	24.25	Timo Teräsvirta
28.	24.35	Torben G. Andersen
29.	25.55	Graham Elliott
30.	26.1	Neil Shephard
31.	27.52	Lawrence J. Christiano
32.	27.86	J. Scott Armstrong
33.	32.36	Allan Timmermann
34.	32.71	James Hamilton
35.	33.01	Robert Taylor
36.	33.42	Adrian Rodney Pagan
37.	34.88	Helmut Lütkepohl
38.	35.19	Manuel Arellano
39.	35.79	Todd Clark
40.	35.91	Yacine Ait-Sahalia
41.	37.64	Stephen Roy Bond
42.	39.25	Lucrezia Reichlin
43.	39.95	George Tauchen
44.	40.14	Richard T. Baillie
45.	42	Lutz Kilian
46.	42.81	John Geweke
47.	44.7	Christian S. Gourieroux
48.	45.33	Gary Koop
49.	51.27	Ole E. Barndorff-Nielsen
50.	52.19	James MacKinnon
51.	52.57	Neil R. Ericsson
52.	53.6	Cheng Hsiao
53.	54.78	Eric Ghysels
54.	55.56	Chang-Jin Kim
55.	55.59	Michael McCracken
56.	56.55	Norman Rasmus Swanson
57.	56.92	Charles H. Whiteman
58.	59.67	Carlos Velasco
59.	59.67	Peter E. Rossi
60.	62.36	Donggyu Sul
61.	62.96	Sam Ouliaris
62.	63.1	Roberto S. Mariano
63.	63.99	Kenneth Frank Wallis
64.	64.42	Jean-Marie Dufour
65.	64.79	Siem Jan Koopman
66.	64.82	Timothy Vogelsang
67.	64.97	Atsushi Inoue
68.	67.2	Luis Alberiko Gil-Alana
69.	69.65	Zhijie Xiao
70.	70.64	Michael Peter Clements
71.	70.69	Jean-Michel Zakoian
72.	70.69	Richard J. Smith
73.	70.77	Simon Potter
74.	72.57	Nelson C. Mark
75.	73.34	Morten Ørregaard Nielsen
76.	73.41	Luc Bauwens
77.	73.9	Peter Reinhard Hansen
78.	76.74	Chihwa Kao
79.	81.17	Masao Ogaki
80.	82.58	Jonathan H. Wright
81.	83.99	Nour Meddahi
82.	86.43	Marcus J. Chambers
83.	88.25	Niels Haldrup
84.	89.76	Hyungsik Roger Moon

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.