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 July 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 836 authors affiliated with 1054 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	3.01	Stern School of Business, New York University, New York City
2	3.62	Center for Research in Econometric Analysis of Time Series (CREATES), Aarhus Universitet, Aarhus
3	3.69	Faculty of Economics, University of Cambridge, Cambridge
4	3.76	Cowles Foundation for Research in Economics, Yale University, New Haven
5	4	Department of Economics, University of California-San Diego (UCSD), La Jolla
6	6.04	Faculteit der Economische Wetenschappen en Bedrijfskunde, Vrije Universiteit, Amsterdam
7	6.2	Department of Economics, Harvard University, Cambridge
8	7.53	Department of Economics, Duke University, Durham
9	8.27	Department of Economics, Boston University, Boston
10	10.32	Economics Department, Yale University, New Haven
11	10.54	Department of Economics, University of Pennsylvania, Philadelphia
12	11.53	Department of Economics, School of Arts and Sciences, Columbia University, New York City
(13)	12.52	Afdeling Ruimtelijke Economie, Faculteit der Economische Wetenschappen en Bedrijfskunde, Vrije Universiteit, Amsterdam
(13)	13.95	Volatility Institute, Stern School of Business, New York University, New York City
13	13.99	Federal Reserve Board (Board of Governors of the Federal Reserve System), Washington
14	14.05	Department of Economics, Princeton University, Princeton
15	14.5	Faculteit der Economische Wetenschappen, Erasmus Universiteit, Rotterdam
16	15.96	London School of Economics (LSE), London
17	16.48	Department of Economics, Oxford University, Oxford
(18)	16.49	Econometrisch Instituut, Faculteit der Economische Wetenschappen, Erasmus Universiteit, Rotterdam
18	17.57	Department of Economics, University of Southern California, Los Angeles
19	17.69	Business School, University of Auckland, Auckland
(20)	18.94	Department of Economics, Business School, University of Auckland, Auckland
20	19.21	Department of Economics, University of Chicago, Chicago
21	24.29	Economics Department, Michigan State University, East Lansing
22	24.49	Department of Economics, New York University, New York City
(23)	24.57	Economics Department, London School of Economics (LSE), London
23	25.87	Økonomisk Institut, Københavns Universitet, København
24	27.89	Economics Department, Queen's University, Kingston
25	28.71	Department of Economics, University of Warwick, Coventry
(26)	30.04	Finance Department, Stern School of Business, New York University, New York City
26	30.44	Department of Economics, Northwestern University, Evanston
27	31.12	European Central Bank, Frankfurt am Main
28	31.75	Economics Department, University of Wisconsin-Madison, Madison
29	34	Federal Reserve Bank of St. Louis, St. Louis
(30)	35.26	Research Division, Federal Reserve Bank of St. Louis, St. Louis
30	36.14	School of Economics, University of Nottingham, Nottingham
31	37.33	Department of Economics, Indiana University, Bloomington
32	37.58	Faculty of Business and Economics, Monash University, Clayton
(32)	37.58	Department of Econometrics and Business Statistics, Faculty of Business and Economics, Monash University, Clayton
33	39.07	Department of Economics, European University Institute, Firenze
34	39.97	Wirtschaftswissenschaftliche Fakultät, Humboldt-Universität, Berlin
35	42.69	Federal Reserve Bank of New York, New York City
36	42.89	School of Business and Economics, Maastricht University, Maastricht
37	43.68	Departamento de Economía, Universidad Carlos III de Madrid, Madrid
38	44.88	Faculteit Economie en Bedrijfskunde, Universiteit van Amsterdam, Amsterdam
39	45.92	Wharton School of Business, University of Pennsylvania, Philadelphia
40	46.03	ECORE, Louvain-la-Neuve/Bruxelles
41	46.25	Centro de Estudios Monetarios y Financieros (CEMFI), Madrid
42	46.56	Department of Agricultural and Resource Economics, University of Maryland, College Park
(43)	47.2	Research and Statistics Group, Federal Reserve Bank of New York, New York City
43	49.84	School of Economics, Faculty of Arts and Social Sciences, University of Sydney, Sydney
44	50.34	Anderson Graduate School of Management, University of California-Los Angeles (UCLA), Los Angeles
45	50.57	Kellogg Graduate School of Management, Northwestern University, Evanston
46	50.78	Economics Department, University of Michigan, Ann Arbor
47	51.57	Oxford-Man Institute of Quantitative Finance, Oxford University, Oxford
48	52.44	School of Finance and Economics, University of Technology, Sydney
(49)	54.22	Department of Finance, Kellogg Graduate School of Management, Northwestern University, Evanston
49	54.67	Cambridge Finance, University of Cambridge, Cambridge
50	57	Department of Economics, University of Toronto, Toronto
(51)	57.31	Bendheim Center for Finance, Department of Economics, Princeton University, Princeton
51	58.21	Federal Reserve Bank of Cleveland, Cleveland
52	59.12	Department of Economics, Boston College, Chestnut Hill
(53)	60.78	Economic Research, Federal Reserve Bank of Cleveland, Cleveland
53	63.13	Tinbergen Instituut, Amsterdam
54	65.34	Rady School of Management, University of California-San Diego (UCSD), La Jolla
(55)	66.23	China Economics and Management Academy, Central University of Finance and Economics (CUFE), Beijing
55	66.23	Central University of Finance and Economics (CUFE), Beijing
56	66.36	Federal Reserve Bank of Chicago, Chicago
57	66.89	Hoover Institution on War Revolution & Peace, Stanford University, stanford
(58)	67.15	Vakgroep Kwantitatieve Economie, School of Business and Economics, Maastricht University, Maastricht
58	67.89	Department of Economics and Related Studies, University of York, York
59	69.59	Federal Reserve Bank of Atlanta, Atlanta
60	70.96	Dipartimento di Statistica "G. Parenti", Università degli Studi di Firenze, Firenze
(61)	70.97	Center for Operations Research and Econometrics (CORE), ECORE, Louvain-la-Neuve
(61)	71.28	Afdeling Econometrie, Faculteit der Economische Wetenschappen en Bedrijfskunde, Vrije Universiteit, Amsterdam
61	73.59	Singapore Management University, Singapore
(62)	74.46	Afdeling Kwantitatieve Economie, Faculteit Economie en Bedrijfskunde, Universiteit van Amsterdam, Amsterdam
62	75.23	Dipartimento di Economia Politica, Università Commerciale Luigi Bocconi, Milano
63	76.3	Economics Department, University of Strathclyde, Glasgow
64	76.31	Institute for Fiscal Studies (IFS), London
(65)	77.16	School of Economics, Singapore Management University, Singapore
65	79.03	Sveriges Riksbank, Stockholm
66	79.43	Department of Economics, Johns Hopkins University, Baltimore
(67)	79.96	Department of Economics, London Business School (LBS), London
67	79.96	London Business School (LBS), London
68	81.85	Department of Economics, McGill University, Montréal
69	82.55	Bank of Canada, Ottawa
70	82.71	Center for Policy Research, Syracuse University, Syracuse
71	85.09	Department of Economics, Korea University, Seoul
72	85.45	Department of Economics, University of North Carolina-Chapel-Hill, Chapel Hill
73	86.08	Department of Economics, Rutgers University-New Brunswick, New Brunswick
74	86.4	Toulouse School of Economics (TSE), Toulouse
(75)	88.46	Department of Economics, Tippie College of Business, University of Iowa, Iowa City
75	88.46	Tippie College of Business, University of Iowa, Iowa City
76	88.6	Australian School of Business, University of New South Wales, Sydney
77	92.42	Barcelona Graduate School of Economics (Barcelona GSE), Barcelona
(78)	96.09	Sonderforschungsbereich 373, Quantifikation und Simulation ökonomischer Prozesse, Wirtschaftswissenschaftliche Fakultät, Humboldt-Universität, Berlin
78	96.86	Department of Economics, Mathematics and Statistics, Birkbeck College, London
(79)	99.44	Economics Group, Nuffield College, Department of Economics, Oxford University, Oxford
(79)	100.82	School of Economics, Australian School of Business, University of New South Wales, Sydney
79	101.33	College of Business and Economics, Australian National University, Canberra
80	101.35	Economics, University of Texas-Dallas, Dallas
81	102.05	Bank of England, London
(82)	103.56	Research School of Economics, College of Business and Economics, Australian National University, Canberra
82	103.68	Department of Agricultural and Resource Economics, North Carolina State University, Raleigh
83	103.73	Rimini Center for Economic Analysis (RCEA), Rimini
84	104.54	Department of Economics, University of Maryland, College Park
85	105.6	Department of Economics, University of Notre Dame, South Bend
86	106.85	William E. Simon Graduate School of Business Administration, University of Rochester, Rochester
87	112.57	School of Economics and Finance, Queen Mary, London
88	112.99	Fakultät für Volkswirtschaftslehre, Universität Mannheim, Mannheim
89	113.05	Centre de Recherche en Économie et Statistique (CREST), Groupe des Écoles Nationales d'Économie et Statistique (GENES), Paris
90	113.19	Faculty of Economics, Keio University, Tokyo
(91)	116.15	Groupe de Recherche en Économie Mathématique et Quantitative (GREMAQ), Toulouse School of Economics (TSE), Toulouse
(91)	118.5	Global Economics & Management Group, Anderson Graduate School of Management, University of California-Los Angeles (UCLA), Los Angeles
91	119.99	Department of Economics & Finance, Institut für Höhere Studien (IHS), Wien
92	120.21	Economics Department, Georgetown University, Washington
93	120.89	Department of Economics, University of Birmingham, Birmingham
(94)	121.97	Economic Research Department, Federal Reserve Bank of Atlanta, Atlanta
94	127.11	Federal Reserve Bank of Minneapolis, Minneapolis
95	127.47	Department of Economics, University of Washington, Seattle
96	128.44	Facultad de Ciencias Económicas y Empresariales, Universidad de Navarra, Pamplona
97	130.31	Economics Department, University of Essex, Colchester
(98)	131.05	Department of Economics, Management School, Lancaster University, Lancaster
98	131.05	Management School, Lancaster University, Lancaster
99	132.1	Innocenzo Gasparini Institute for Economic Research (IGIER), Università Commerciale Luigi Bocconi, Milano
100	134.52	UFR Mathématiques Sciences Économiques et Sociales, Université Charles-de-Gaulle (Lille 3), Lille
101	134.7	National Bureau of Economic Research (NBER), Cambridge
102	135.53	CentER for Economic Research, Universiteit van Tilburg, Tilburg
103	136.21	HEC Montréal (École des Hautes Études Commerciales), Montréal
(104)	136.75	Centre for Applied Macroeconomic Analysis (CAMA), Research School of Economics, College of Business and Economics, Australian National University, Canberra
104	137.94	Federal Reserve Bank of Philadelphia, Philadelphia
105	139.96	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.	1.3	Peter C. B. Phillips
2.	1.84	M Hashem Pesaran
3.	3.12	Robert F. Engle
4.	5.5	Pierre Perron
5.	6.68	Tim Bollerslev
6.	7.91	James H. Stock
7.	7.96	Clive W. J. Granger †
8.	10.49	Michael McAleer
9.	11.75	Jushan Bai
10.	11.82	Donald W. K. Andrews
11.	12.01	Lars Peter Hansen
12.	12.48	Thomas J. Sargent
13.	14.57	Christopher Sims
14.	14.65	Francis X. Diebold
15.	15.02	Soren Johansen
16.	15.09	Halbert White
17.	15.42	Massimiliano Marcellino
18.	15.65	Peter M. Robinson
19.	16.68	David F. Hendry
20.	20.14	Serena Ng
21.	21.1	Kenneth D. West
22.	21.13	Andrew C. Harvey
23.	22.37	Marc Nerlove
24.	22.92	Joon Y. Park
25.	23.18	Wolfgang Karl Härdle
26.	23.59	Torben G. Andersen
27.	23.6	Timo Teräsvirta
28.	23.83	Neil Shephard
29.	24.18	Graham Elliott
30.	27.81	Lawrence J. Christiano
31.	29.06	J. Scott Armstrong
32.	30.2	Roberto S. Mariano
33.	30.54	Helmut Lütkepohl
34.	31.14	James MacKinnon
35.	31.16	James Hamilton
36.	32.59	Adrian Rodney Pagan
37.	33.6	Robert Taylor
38.	35.55	Yacine Ait-Sahalia
39.	35.81	Stephen Roy Bond
40.	36.16	Todd Clark
41.	38.21	Allan Timmermann
42.	39.63	George Tauchen
43.	39.75	Lutz Kilian
44.	42.64	John Geweke
45.	43.07	Christian S. Gourieroux
46.	43.35	Gary Koop
47.	44.29	Richard T. Baillie
48.	46.7	Manuel Arellano
49.	49.16	Ole E. Barndorff-Nielsen
50.	50.07	Lucrezia Reichlin
51.	51.15	Neil R. Ericsson
52.	51.91	Cheng Hsiao
53.	53.92	Norman Rasmus Swanson
54.	54.03	Chang-Jin Kim
55.	54.84	Michael McCracken
56.	54.94	Eric Ghysels
57.	55.06	Charles H. Whiteman
58.	59.7	Peter E. Rossi
59.	60.31	Michael Peter Clements
60.	60.67	Donggyu Sul
61.	61.74	Carlos Velasco
62.	62.52	Jean-Marie Dufour
63.	63.64	Luis Alberiko Gil-Alana
64.	63.88	Siem Jan Koopman
65.	64.32	Kenneth Frank Wallis
66.	65.32	Timothy Vogelsang
67.	65.86	Atsushi Inoue
68.	68.5	Morten Ørregaard Nielsen
69.	69.13	Zhijie Xiao
70.	70.22	Simon Potter
71.	70.58	Peter Reinhard Hansen
72.	70.59	Luc Bauwens
73.	70.83	Nelson C. Mark
74.	73.7	Chihwa Kao
75.	75.43	Richard J. Smith
76.	76.59	Jean-Michel Zakoian
77.	76.7	Masao Ogaki
78.	77.47	Jonathan H. Wright
79.	82.11	Nour Meddahi
80.	86.03	Niels Haldrup
81.	87.03	Marcus J. Chambers
82.	87.85	Jan F. Kiviet
83.	88.45	Anindya Banerjee

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, Federal Reserve Bank of St. Louis.
RePEc has been initiated by Thomas Krichel, Long Island University.

We do our best, but we cannot exclude errors.