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Top 10% Institutions and Economists in the Field of Econometric Time Series, as of June 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 823 authors affiliated with 1034 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).
RankScoreInstitution
13.28Stern School of Business, New York University, New York City
23.51Center for Research in Econometric Analysis of Time Series (CREATES), Aarhus Universitet, Aarhus
33.54Faculty of Economics, University of Cambridge, Cambridge
43.83Cowles Foundation for Research in Economics, Yale University, New Haven
53.95Department of Economics, University of California-San Diego (UCSD), La Jolla
65.88Department of Economics, Harvard University, Cambridge
76.05Faculteit der Economische Wetenschappen en Bedrijfskunde, Vrije Universiteit, Amsterdam
87.1Department of Economics, Duke University, Durham
98.39Department of Economics, Boston University, Boston
1010.95Department of Economics, University of Pennsylvania, Philadelphia
1111.02Economics Department, Yale University, New Haven
1211.71Department of Economics, School of Arts and Sciences, Columbia University, New York City
(13)12.52Afdeling Ruimtelijke Economie, Faculteit der Economische Wetenschappen en Bedrijfskunde, Vrije Universiteit, Amsterdam
(13)13.79Volatility Institute, Stern School of Business, New York University, New York City
1314.08Federal Reserve Board (Board of Governors of the Federal Reserve System), Washington
1414.53Faculteit der Economische Wetenschappen, Erasmus Universiteit, Rotterdam
1514.65Department of Economics, Princeton University, Princeton
1616.11Department of Economics, Oxford University, Oxford
1716.22London School of Economics (LSE), London
(18)16.48Econometrisch Instituut, Faculteit der Economische Wetenschappen, Erasmus Universiteit, Rotterdam
(18)16.8Department of Economics, Business School, University of Auckland, Auckland
1816.8Business School, University of Auckland, Auckland
1917.14Department of Economics, University of Chicago, Chicago
2017.16Department of Economics, University of Southern California, Los Angeles
2124.19Department of Economics, New York University, New York City
2224.34Economics Department, Michigan State University, East Lansing
(23)24.95Economics Department, London School of Economics (LSE), London
2325.72Økonomisk Institut, Københavns Universitet, København
2427.87Economics Department, Queen's University, Kingston
2528.89Department of Economics, University of Warwick, Coventry
2629.53Department of Economics, Northwestern University, Evanston
(27)29.67Finance Department, Stern School of Business, New York University, New York City
2731.55Economics Department, University of Wisconsin-Madison, Madison
2832.52European Central Bank, Frankfurt am Main
2935.57School of Economics, University of Nottingham, Nottingham
3036.88Department of Economics, Indiana University, Bloomington
3138.06Department of Economics, European University Institute, Firenze
3239.04Wirtschaftswissenschaftliche Fakultät, Humboldt-Universität, Berlin
3340.5Faculty of Business and Economics, Monash University, Clayton
(33)40.5Department of Econometrics and Business Statistics, Faculty of Business and Economics, Monash University, Clayton
3441.15Departamento de Economía, Universidad Carlos III de Madrid, Madrid
3541.21Federal Reserve Bank of St. Louis, St. Louis
(36)42.52Research Division, Federal Reserve Bank of St. Louis, St. Louis
3643.98School of Business and Economics, Maastricht University, Maastricht
3744.41Wharton School of Business, University of Pennsylvania, Philadelphia
3844.89Centro de Estudios Monetarios y Financieros (CEMFI), Madrid
3945.51Faculteit Economie en Bedrijfskunde, Universiteit van Amsterdam, Amsterdam
4046.78Department of Agricultural and Resource Economics, University of Maryland, College Park
4147.4Federal Reserve Bank of New York, New York City
4248.1ECORE, Louvain-la-Neuve/Bruxelles
4348.98School of Economics, Faculty of Arts and Social Sciences, University of Sydney, Sydney
4449.52Anderson Graduate School of Management, University of California-Los Angeles (UCLA), Los Angeles
4549.58Economics Department, University of Michigan, Ann Arbor
4649.84Kellogg Graduate School of Management, Northwestern University, Evanston
4750.3Oxford-Man Institute of Quantitative Finance, Oxford University, Oxford
(48)52.37Research and Statistics Group, Federal Reserve Bank of New York, New York City
4853.36Cambridge Finance, University of Cambridge, Cambridge
(49)54.03Department of Finance, Kellogg Graduate School of Management, Northwestern University, Evanston
4956.38Department of Economics, University of Toronto, Toronto
5057.91Federal Reserve Bank of Cleveland, Cleveland
(51)59.52Bendheim Center for Finance, Department of Economics, Princeton University, Princeton
5159.86Tinbergen Instituut, Amsterdam
5260.15Department of Economics, Boston College, Chestnut Hill
(53)61.19Economic Research, Federal Reserve Bank of Cleveland, Cleveland
5361.2School of Finance and Economics, University of Technology, Sydney
(54)61.29China Economics and Management Academy, Central University of Finance and Economics (CUFE), Beijing
5461.29Central University of Finance and Economics (CUFE), Beijing
5563.59Rady School of Management, University of California-San Diego (UCSD), La Jolla
5664.73Hoover Institution on War Revolution & Peace, Stanford University, stanford
5765.28Federal Reserve Bank of Chicago, Chicago
(58)65.95Vakgroep Kwantitatieve Economie, School of Business and Economics, Maastricht University, Maastricht
5869.33Federal Reserve Bank of Atlanta, Atlanta
5970.18Dipartimento di Statistica "G. Parenti", Università degli Studi di Firenze, Firenze
6070.24Department of Economics and Related Studies, University of York, York
(61)71.03Center for Operations Research and Econometrics (CORE), ECORE, Louvain-la-Neuve
(61)72.11Afdeling Econometrie, Faculteit der Economische Wetenschappen en Bedrijfskunde, Vrije Universiteit, Amsterdam
(61)73.14Afdeling Kwantitatieve Economie, Faculteit Economie en Bedrijfskunde, Universiteit van Amsterdam, Amsterdam
6174.61Dipartimento di Economia Politica, Università Commerciale Luigi Bocconi, Milano
6277.98Business School, University of Exeter, Exeter
(63)78.83Department of Economics, London Business School (LBS), London
6378.83London Business School (LBS), London
6479.14Department of Economics, Johns Hopkins University, Baltimore
6579.28Sveriges Riksbank, Stockholm
6679.75Singapore Management University, Singapore
6780.27Institute for Fiscal Studies (IFS), London
6881.21Department of Economics, McGill University, Montréal
6981.39Economics Department, University of Strathclyde, Glasgow
(70)84.41School of Economics, Singapore Management University, Singapore
7085.09Center for Policy Research, Syracuse University, Syracuse
7185.2Department of Economics, University of North Carolina-Chapel-Hill, Chapel Hill
7285.69Department of Economics, Korea University, Seoul
7385.73Department of Economics, Rutgers University-New Brunswick, New Brunswick
7486.29Toulouse School of Economics (TSE), Toulouse
7587.57Australian School of Business, University of New South Wales, Sydney
(76)89.8Department of Economics, Tippie College of Business, University of Iowa, Iowa City
7689.8Tippie College of Business, University of Iowa, Iowa City
7790.06Bank of Canada, Ottawa
7891.81Barcelona Graduate School of Economics (Barcelona GSE), Barcelona
7991.99Department of Agricultural and Resource Economics, North Carolina State University, Raleigh
8094.71Department of Economics, Mathematics and Statistics, Birkbeck College, London
(81)95.05Sonderforschungsbereich 373, Quantifikation und Simulation ökonomischer Prozesse, Wirtschaftswissenschaftliche Fakultät, Humboldt-Universität, Berlin
(81)98.13Economics Group, Nuffield College, Department of Economics, Oxford University, Oxford
81100.09College of Business and Economics, Australian National University, Canberra
(82)100.69School of Economics, Australian School of Business, University of New South Wales, Sydney
(82)101.59Research School of Economics, College of Business and Economics, Australian National University, Canberra
82102.15Economics, University of Texas-Dallas, Dallas
83102.21Department of Economics, University of Maryland, College Park
84103.9Rimini Center for Economic Analysis (RCEA), Rimini
85106.47William E. Simon Graduate School of Business Administration, University of Rochester, Rochester
86107.42Bank of England, London
87107.78Department of Economics, University of Notre Dame, South Bend
88111.45Fakultät für Volkswirtschaftslehre, Universität Mannheim, Mannheim
89112.23School of Economics and Finance, Queen Mary, London
90113.53Faculty of Economics, Keio University, Tokyo
91117.73Department of Economics & Finance, Institut für Höhere Studien (IHS), Wien
(92)118.2Groupe de Recherche en Économie Mathématique et Quantitative (GREMAQ), Toulouse School of Economics (TSE), Toulouse
(92)118.81Global Economics & Management Group, Anderson Graduate School of Management, University of California-Los Angeles (UCLA), Los Angeles
92120.4Economics Department, Georgetown University, Washington
(93)124.2Economic Research Department, Federal Reserve Bank of Atlanta, Atlanta
93125.81Institut National de la Statistique et des Études Économiques (INSEE), Government of France, Paris
(93)125.81Centre de Recherche en Économie et Statistique (CREST), Institut National de la Statistique et des Études Économiques (INSEE), Government of France, Paris
94126.43Federal Reserve Bank of Minneapolis, Minneapolis
95126.73Department of Economics, University of Birmingham, Birmingham
96127.64Facultad de Ciencias Económicas y Empresariales, Universidad de Navarra, Pamplona
97129Economics Department, University of Essex, Colchester
98129.24Department of Economics, University of Washington, Seattle
99129.41UFR Mathématiques Sciences Économiques et Sociales, Université Charles-de-Gaulle (Lille 3), Lille
(100)131.56Department of Economics, Management School, Lancaster University, Lancaster
100131.56Management School, Lancaster University, Lancaster
101132.13CentER for Economic Research, Universiteit van Tilburg, Tilburg
102132.24Innocenzo Gasparini Institute for Economic Research (IGIER), Università Commerciale Luigi Bocconi, Milano
103134.41National Bureau of Economic Research (NBER), Cambridge

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.
RankScoreAuthor
1.1.28Peter C. B. Phillips
2.1.83M Hashem Pesaran
3.3.31Robert F. Engle
4.5.71Pierre Perron
5.6.38Tim Bollerslev
6.7.76James H. Stock
7.7.96Clive W. J. Granger †
8.10.77Lars Peter Hansen
9.10.86Michael McAleer
10.10.98Donald W. K. Andrews
11.12.14Jushan Bai
12.12.19Thomas J. Sargent
13.14.7Christopher Sims
14.14.83Francis X. Diebold
15.15.31Halbert White
16.15.41Soren Johansen
17.15.76Massimiliano Marcellino
18.16.21David F. Hendry
19.16.77Peter M. Robinson
20.20.75Serena Ng
21.21.14Kenneth D. West
22.22.84Marc Nerlove
23.23.11Timo Teräsvirta
24.23.16Wolfgang Karl Härdle
25.23.3Joon Y. Park
26.23.36Andrew C. Harvey
27.23.45Neil Shephard
28.23.84Torben G. Andersen
29.24.39Graham Elliott
30.26.8Lawrence J. Christiano
31.28.11J. Scott Armstrong
32.30.1Helmut Lütkepohl
33.30.5Roberto S. Mariano
34.31.61James Hamilton
35.31.72James MacKinnon
36.32.7Adrian Rodney Pagan
37.33.63Robert Taylor
38.34.73Stephen Roy Bond
39.36.96Todd Clark
40.37.17Yacine Ait-Sahalia
41.37.78Allan Timmermann
42.39.55George Tauchen
43.39.59Lutz Kilian
44.43.25Christian S. Gourieroux
45.44.4Richard T. Baillie
46.45.69Manuel Arellano
47.46.04Cheng Hsiao
48.46.89James E. H. Davidson
49.47.41Gary Koop
50.49.09Ole E. Barndorff-Nielsen
51.50.07Lucrezia Reichlin
52.51.2Neil R. Ericsson
53.51.35John Geweke
54.54.52Chang-Jin Kim
55.54.78Michael McCracken
56.55.05Eric Ghysels
57.55.33Norman Rasmus Swanson
58.56.43Charles H. Whiteman
59.57.91Atsushi Inoue
60.58.86Peter E. Rossi
61.59.84Carlos Velasco
62.60.3Jean-Marie Dufour
63.62.81Donggyu Sul
64.63.76Kenneth Frank Wallis
65.64.04Luis Alberiko Gil-Alana
66.64.91Siem Jan Koopman
67.65.77Timothy Vogelsang
68.67.24Michael Peter Clements
69.69.65Jean-Michel Zakoian
70.69.65Simon Potter
71.70.34Morten Ørregaard Nielsen
72.70.64Zhijie Xiao
73.71.53Luc Bauwens
74.71.79Nelson C. Mark
75.73.74Peter Reinhard Hansen
76.75.97Richard J. Smith
77.77.58Masao Ogaki
78.77.98Chihwa Kao
79.78.2Jonathan H. Wright
80.82.23Niels Haldrup
81.83.76Nour Meddahi
82.87Marcus 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:

We do our best, but we cannot exclude errors.