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 August 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 847 authors affiliated with 1065 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	Center for Research in Econometric Analysis of Time Series (CREATES), Aarhus Universitet, Aarhus
2	3.51	Faculty of Economics, University of Cambridge, Cambridge
3	3.63	Cowles Foundation for Research in Economics, Yale University, New Haven
4	3.72	Department of Economics, University of California-San Diego (UCSD), La Jolla
5	3.75	Stern School of Business, New York University (NYU), New York City
6	5.25	Department of Economics, Harvard University, Cambridge
7	6.05	Faculteit der Economische Wetenschappen en Bedrijfskunde, Vrije Universiteit, Amsterdam
8	7.36	Department of Economics, Duke University, Durham
9	10.13	Department of Economics, Boston University, Boston
10	10.85	Economics Department, Yale University, New Haven
11	10.86	Department of Economics, School of Arts and Sciences, Columbia University, New York City
(12)	12.67	Afdeling Ruimtelijke Economie, Faculteit der Economische Wetenschappen en Bedrijfskunde, Vrije Universiteit, Amsterdam
12	12.77	Department of Economics, Princeton University, Princeton
13	13.23	Department of Economics, University of Pennsylvania, Philadelphia
14	13.56	Federal Reserve Board (Board of Governors of the Federal Reserve System), Washington
(15)	13.87	Volatility Institute, Stern School of Business, New York University (NYU), New York City
15	14.84	Faculteit der Economische Wetenschappen, Erasmus Universiteit, Rotterdam
16	15.47	London School of Economics (LSE), London
17	16.44	Department of Economics, Oxford University, Oxford
(18)	16.62	Econometrisch Instituut, Faculteit der Economische Wetenschappen, Erasmus Universiteit, Rotterdam
18	18.37	Business School, University of Auckland, Auckland
19	18.4	Department of Economics, University of Southern California, Los Angeles
(20)	19.63	Department of Economics, Business School, University of Auckland, Auckland
20	20.22	Department of Economics, University of Chicago, Chicago
21	23.08	Economics Department, Michigan State University, East Lansing
(22)	23.79	Economics Department, London School of Economics (LSE), London
22	25	Department of Economics, New York University (NYU), New York City
23	26.8	Økonomisk Institut, Københavns Universitet, København
24	29.52	Economics Department, University of Wisconsin-Madison, Madison
25	30.36	Department of Economics, Northwestern University, Evanston
26	32.47	European Central Bank, Frankfurt am Main
27	32.8	School of Economics and Political Science, Universität St. Gallen, Sankt Gallen
28	34.45	Federal Reserve Bank of St. Louis, St. Louis
29	34.66	Department of Economics, University of Kansas, Lawrence
(30)	34.71	Finance Department, Stern School of Business, New York University (NYU), New York City
(30)	35.67	Research Division, Federal Reserve Bank of St. Louis, St. Louis
30	35.69	School of Economics, University of Nottingham, Nottingham
31	35.88	Faculty of Business and Economics, Monash University, Clayton
(31)	35.88	Department of Econometrics and Business Statistics, Faculty of Business and Economics, Monash University, Clayton
32	37.56	Economics Department, Queen's University, Kingston
33	38.34	Centro de Estudios Monetarios y Financieros (CEMFI), Madrid
(34)	39.47	Schweizerisches Institut für empirische Wirtschaftsforschung, School of Economics and Political Science, Universität St. Gallen, Sankt Gallen
34	40.17	Department of Economics, Indiana University, Bloomington
35	40.48	Department of Economics, European University Institute, Firenze
36	41.08	Federal Reserve Bank of New York, New York City
37	41.35	Wirtschaftswissenschaftliche Fakultät, Humboldt-Universität, Berlin
38	43.9	Departamento de Economía, Universidad Carlos III de Madrid, Madrid
39	44.94	Department of Economics, University of Warwick, Coventry
(40)	44.98	Research and Statistics Group, Federal Reserve Bank of New York, New York City
40	45.65	School of Business and Economics, Maastricht University, Maastricht
41	47.44	Wharton School of Business, University of Pennsylvania, Philadelphia
42	47.87	Department of Agricultural and Resource Economics, University of Maryland, College Park
43	48.01	Faculteit Economie en Bedrijfskunde, Universiteit van Amsterdam, Amsterdam
44	49.1	Kellogg Graduate School of Management, Northwestern University, Evanston
45	52.48	Anderson Graduate School of Management, University of California-Los Angeles (UCLA), Los Angeles
46	52.81	Oxford-Man Institute of Quantitative Finance, Oxford University, Oxford
47	53.13	School of Economics, Faculty of Arts and Social Sciences, University of Sydney, Sydney
(48)	53.95	Department of Finance, Kellogg Graduate School of Management, Northwestern University, Evanston
48	56.72	Cambridge Finance, University of Cambridge, Cambridge
49	58.17	Department of Economics, University of Toronto, Toronto
50	58.33	Economics Department, University of Michigan, Ann Arbor
51	58.58	Federal Reserve Bank of Cleveland, Cleveland
52	59.08	Department of Economics, Boston College, Chestnut Hill
53	59.21	Rady School of Management, University of California-San Diego (UCSD), La Jolla
54	59.49	School of Finance and Economics, University of Technology, Sydney
(55)	60.46	Bendheim Center for Finance, Department of Economics, Princeton University, Princeton
(55)	60.69	Department of Economics, London Business School (LBS), London
55	60.69	London Business School (LBS), London
(56)	61.86	Economic Research, Federal Reserve Bank of Cleveland, Cleveland
56	62.59	École des Sciences Économiques de Louvain, Université Catholique de Louvain, Louvain-la-Neuve
57	65.51	Tinbergen Instituut, Amsterdam
58	67.92	Federal Reserve Bank of Chicago, Chicago
59	67.99	Economics Department, University of Strathclyde, Glasgow
(60)	68.08	China Economics and Management Academy, Central University of Finance and Economics (CUFE), Beijing
60	68.08	Central University of Finance and Economics (CUFE), Beijing
61	69.71	Hoover Institution on War Revolution & Peace, Stanford University, Stanford
(62)	72.22	Vakgroep Kwantitatieve Economie, School of Business and Economics, Maastricht University, Maastricht
(62)	72.84	Center for Operations Research and Econometrics (CORE), École des Sciences Économiques de Louvain, Université Catholique de Louvain, Louvain-la-Neuve
(62)	74.35	Afdeling Econometrie, Faculteit der Economische Wetenschappen en Bedrijfskunde, Vrije Universiteit, Amsterdam
62	75.3	Institute for Fiscal Studies (IFS), London
63	76.02	Department of Economics and Related Studies, University of York, York
64	77.09	Dipartimento di Statistica "G. Parenti", Università degli Studi di Firenze, Firenze
65	77.32	Center for Policy Research, Syracuse University, Syracuse
66	79.46	Singapore Management University, Singapore
67	80.16	Dipartimento di Economia Politica, Università Commerciale Luigi Bocconi, Milano
(68)	80.69	Afdeling Kwantitatieve Economie, Faculteit Economie en Bedrijfskunde, Universiteit van Amsterdam, Amsterdam
68	81	Federal Reserve Bank of Atlanta, Atlanta
69	81.08	International Monetary Fund (IMF), Washington
(70)	82.24	School of Economics, Singapore Management University, Singapore
70	86.11	Sveriges Riksbank, Stockholm
71	88.76	Bank of Canada, Ottawa
72	89.31	Department of Economics, Johns Hopkins University, Baltimore
73	90.11	Department of Economics, Rutgers University-New Brunswick, New Brunswick
74	90.14	Department of Economics, McGill University, Montréal
75	90.43	Department of Economics, University of North Carolina-Chapel-Hill, Chapel Hill
76	90.69	Toulouse School of Economics (TSE), Toulouse
77	90.82	Barcelona Graduate School of Economics (Barcelona GSE), Barcelona
78	91.49	Department of Economics, Korea University, Seoul
79	93.17	Australian School of Business, University of New South Wales, Sydney
(80)	95.27	Department of Economics, Tippie College of Business, University of Iowa, Iowa City
80	95.27	Tippie College of Business, University of Iowa, Iowa City
(81)	97.09	Economics Group, Nuffield College, Department of Economics, Oxford University, Oxford
81	99.16	Warwick Business School, University of Warwick, Coventry
(82)	101.71	Sonderforschungsbereich 373, Quantifikation und Simulation ökonomischer Prozesse, Wirtschaftswissenschaftliche Fakultät, Humboldt-Universität, Berlin
82	101.78	Department of Economics, Mathematics and Statistics, Birkbeck College, London
83	103.58	Economics, University of Texas-Dallas, Dallas
(84)	106.32	School of Economics, Australian School of Business, University of New South Wales, Sydney
84	107.5	Rimini Center for Economic Analysis (RCEA), Rimini
85	107.56	College of Business and Economics, Australian National University, Canberra
86	109.84	Department of Economics, University of Maryland, College Park
(87)	109.88	Research School of Economics, College of Business and Economics, Australian National University, Canberra
87	111.4	Department of Agricultural and Resource Economics, North Carolina State University, Raleigh
88	111.63	Department of Economics, University of Notre Dame, South Bend
89	112.82	William E. Simon Graduate School of Business Administration, University of Rochester, Rochester
90	114.02	Centre de Recherche en Économie et Statistique (CREST), Groupe des Écoles Nationales d'Économie et Statistique (GENES), Paris
91	115.14	Bank of England, London
92	115.22	Fakultät für Volkswirtschaftslehre, Universität Mannheim, Mannheim
93	117.38	Culverhouse College of Commerce & Business Administration, University of Alabama-Tuscaloosa, Tuscaloosa
94	118.32	School of Economics and Finance, Queen Mary, London
(95)	118.99	Groupe de Recherche en Économie Mathématique et Quantitative (GREMAQ), Toulouse School of Economics (TSE), Toulouse
95	121.33	Department of Economics & Finance, Institut für Höhere Studien (IHS), Wien
96	121.62	Faculty of Economics, Keio University, Tokyo
97	124.76	Department of Economics, University of Birmingham, Birmingham
(98)	126.49	Global Economics & Management Group, Anderson Graduate School of Management, University of California-Los Angeles (UCLA), Los Angeles
98	127.3	Department of Economics, University of Minnesota, Minneapolis
99	129.85	Federal Reserve Bank of Minneapolis, Minneapolis
100	130.57	Economics Department, University of Essex, Colchester
101	131.84	UFR Mathématiques Sciences Économiques et Sociales, Université Charles-de-Gaulle (Lille 3), Lille
102	132.41	Department of Economics, University of Washington, Seattle
103	134.51	Facultad de Ciencias Económicas y Empresariales, Universidad de Navarra, Pamplona
(104)	135.97	Department of Economics, Management School, Lancaster University, Lancaster
104	135.97	Management School, Lancaster University, Lancaster
105	136.04	Département de Sciences Économiques, Université de Montréal, Montréal
106	136.75	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.	1.2	Peter C. B. Phillips
2.	1.88	M Hashem Pesaran
3.	3.3	Robert F. Engle
4.	6.31	Tim Bollerslev
5.	6.4	Pierre Perron
6.	7.79	James H. Stock
7.	8.02	Clive W. J. Granger †
8.	10.88	Michael McAleer
9.	11.49	Jushan Bai
10.	11.74	Donald W. K. Andrews
11.	11.95	Thomas J. Sargent
12.	12.89	Lars Peter Hansen
13.	13.18	Christopher Sims
14.	13.76	Francis X. Diebold
15.	15.71	Massimiliano Marcellino
16.	15.84	Soren Johansen
17.	16.21	Halbert White
18.	16.99	Peter M. Robinson
19.	17.27	David F. Hendry
20.	18.77	Kenneth D. West
21.	20.69	Serena Ng
22.	21.72	Andrew C. Harvey
23.	21.86	Marc Nerlove
24.	23.08	Torben G. Andersen
25.	23.42	Wolfgang Karl Härdle
26.	23.56	Timo Teräsvirta
27.	24.2	Joon Y. Park
28.	24.33	Neil Shephard
29.	24.4	Graham Elliott
30.	28.09	J. Scott Armstrong
31.	28.24	Lawrence J. Christiano
32.	30.47	Pentti Saikkonen
33.	30.59	Robert Taylor
34.	32.05	James Hamilton
35.	32.14	Allan Timmermann
36.	32.61	Helmut Lütkepohl
37.	33.43	Adrian Rodney Pagan
38.	34.11	Manuel Arellano
39.	34.64	Todd Clark
40.	34.82	Stephen Roy Bond
41.	36.43	Yacine Ait-Sahalia
42.	36.88	Lucrezia Reichlin
43.	39.81	Richard T. Baillie
44.	39.81	George Tauchen
45.	40.67	Gary Koop
46.	42.5	Christian S. Gourieroux
47.	43.02	Lutz Kilian
48.	45.09	John Geweke
49.	49.87	Ole E. Barndorff-Nielsen
50.	51.25	James MacKinnon
51.	52.82	Neil R. Ericsson
52.	53.59	Michael McCracken
53.	54.67	Chang-Jin Kim
54.	55.5	Eric Ghysels
55.	55.61	Cheng Hsiao
56.	56.93	Charles H. Whiteman
57.	57.34	Norman Rasmus Swanson
58.	59.17	Timothy Vogelsang
59.	59.37	Peter E. Rossi
60.	60.59	Carlos Velasco
61.	60.6	Donggyu Sul
62.	62.45	Siem Jan Koopman
63.	63.26	Roberto S. Mariano
64.	64.61	Jean-Marie Dufour
65.	66.76	Luis Alberiko Gil-Alana
66.	67.05	Michael Peter Clements
67.	67.91	Atsushi Inoue
68.	68.85	Kenneth Frank Wallis
69.	69.17	Simon Potter
70.	69.57	Jean-Michel Zakoian
71.	70.26	Morten Ørregaard Nielsen
72.	70.4	Luc Bauwens
73.	70.97	Zhijie Xiao
74.	71.94	Nelson C. Mark
75.	73.02	Peter Reinhard Hansen
76.	76.49	Chihwa Kao
77.	79.96	Masao Ogaki
78.	80.62	Nour Meddahi
79.	80.92	Jonathan H. Wright
80.	81.63	Richard J. Smith
81.	83.53	Marcus J. Chambers
82.	87.33	Marco Lippi
83.	87.64	Christopher F Baum
84.	88.3	Niels Haldrup

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.