Field Rankings at IDEAS: Econometric Time Series

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Top 10% Institutions and Economists in the Field of Econometric Time Series, as of October 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 862 authors affiliated with 1078 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	2.82	Institut for Økonomi, Aarhus Universitet, Aarhus
2	3.71	Stern School of Business, New York University (NYU), New York City
3	3.74	Department of Economics, University of California-San Diego (UCSD), La Jolla
(4)	4.15	Center for Research in Econometric Analysis of Time Series (CREATES), Institut for Økonomi, Aarhus Universitet, Aarhus
4	4.17	Cowles Foundation for Research in Economics, Yale University, New Haven
5	4.57	Faculty of Economics, University of Cambridge, Cambridge
6	5.82	Department of Economics, Harvard University, Cambridge
7	6.25	Faculteit der Economische Wetenschappen en Bedrijfskunde, Vrije Universiteit, Amsterdam
8	8.23	Department of Economics, Duke University, Durham
9	11.28	Department of Economics, School of Arts and Sciences, Columbia University, New York City
10	11.31	Department of Economics, Boston University, Boston
11	12.03	Economics Department, Yale University, New Haven
(12)	14.29	Afdeling Ruimtelijke Economie, Faculteit der Economische Wetenschappen en Bedrijfskunde, Vrije Universiteit, Amsterdam
(12)	14.61	Volatility Institute, Stern School of Business, New York University (NYU), New York City
12	14.65	Federal Reserve Board (Board of Governors of the Federal Reserve System), Washington
13	14.8	Department of Economics, Princeton University, Princeton
14	16	Department of Economics, Oxford University, Oxford
15	16.11	Department of Economics, University of Pennsylvania, Philadelphia
16	16.55	Faculteit der Economische Wetenschappen, Erasmus Universiteit, Rotterdam
17	18.36	London School of Economics (LSE), London
(18)	18.75	Econometrisch Instituut, Faculteit der Economische Wetenschappen, Erasmus Universiteit, Rotterdam
18	20.13	Department of Economics, University of Southern California, Los Angeles
19	20.77	Department of Economics, University of Chicago, Chicago
20	22.05	Business School, University of Auckland, Auckland
(21)	23.42	Department of Economics, Business School, University of Auckland, Auckland
21	25.81	Economics Department, Michigan State University, East Lansing
22	26.02	Department of Economics, New York University (NYU), New York City
23	28.17	Økonomisk Institut, Københavns Universitet, København
(24)	28.52	Economics Department, London School of Economics (LSE), London
24	29.96	Faculty of Business and Economics, Monash University, Clayton
(24)	29.96	Department of Econometrics and Business Statistics, Faculty of Business and Economics, Monash University, Clayton
25	30.97	Economics Department, University of Wisconsin-Madison, Madison
26	31.33	Department of Economics, Northwestern University, Evanston
27	33	European Central Bank, Frankfurt am Main
28	33.32	School of Economics and Political Science, Universität St. Gallen, Sankt Gallen
29	34.14	Department of Economics, University of Kansas, Lawrence
(30)	34.88	Finance Department, Stern School of Business, New York University (NYU), New York City
30	35.56	Federal Reserve Bank of St. Louis, St. Louis
31	36.35	School of Economics, University of Nottingham, Nottingham
(32)	36.78	Research Division, Federal Reserve Bank of St. Louis, St. Louis
32	36.8	Department of Economics, European University Institute, Firenze
33	38.93	Centro de Estudios Monetarios y Financieros (CEMFI), Madrid
34	39.29	Economics Department, Queen's University, Kingston
(35)	39.3	Schweizerisches Institut für empirische Wirtschaftsforschung, School of Economics and Political Science, Universität St. Gallen, Sankt Gallen
35	40.33	Department of Economics, Indiana University, Bloomington
36	41.57	Federal Reserve Bank of New York, New York City
37	41.92	Wirtschaftswissenschaftliche Fakultät, Humboldt-Universität, Berlin
38	45.83	Departamento de Economía, Universidad Carlos III de Madrid, Madrid
39	46.33	Department of Economics, University of Warwick, Coventry
40	46.85	School of Business and Economics, Maastricht University, Maastricht
(41)	49.4	Research and Statistics Group, Federal Reserve Bank of New York, New York City
41	50.12	Department of Agricultural and Resource Economics, University of Maryland, College Park
42	50.74	Faculteit Economie en Bedrijfskunde, Universiteit van Amsterdam, Amsterdam
43	51.06	Cambridge Finance, University of Cambridge, Cambridge
44	51.2	School of Economics, Faculty of Arts and Social Sciences, University of Sydney, Sydney
45	51.67	Kellogg Graduate School of Management, Northwestern University, Evanston
46	53.32	Wharton School of Business, University of Pennsylvania, Philadelphia
47	54.46	Anderson Graduate School of Management, University of California-Los Angeles (UCLA), Los Angeles
(48)	55.54	Department of Finance, Kellogg Graduate School of Management, Northwestern University, Evanston
48	57.11	Economics Division, University of Southampton, Southampton
49	57.34	Economics Department, University of Michigan, Ann Arbor
50	58.35	Oxford-Man Institute of Quantitative Finance, Oxford University, Oxford
51	58.89	Federal Reserve Bank of Cleveland, Cleveland
52	60.08	School of Finance and Economics, University of Technology, Sydney
53	60.33	Rady School of Management, University of California-San Diego (UCSD), La Jolla
(54)	60.72	Department of Economics, London Business School (LBS), London
54	60.72	London Business School (LBS), London
(55)	61.47	Economic Research, Federal Reserve Bank of Cleveland, Cleveland
55	61.97	Singapore Management University, Singapore
56	62.02	Department of Economics, Boston College, Chestnut Hill
57	62.41	Department of Economics, University of Toronto, Toronto
(58)	64.45	Bendheim Center for Finance, Department of Economics, Princeton University, Princeton
58	66.56	École des Sciences Économiques de Louvain, Université Catholique de Louvain, Louvain-la-Neuve
59	69.16	Central University of Finance and Economics (CUFE), Beijing
60	69.42	Economics Department, University of Strathclyde, Glasgow
(61)	69.71	China Economics and Management Academy, Central University of Finance and Economics (CUFE), Beijing
61	70.78	Federal Reserve Bank of Chicago, Chicago
62	72.09	Hoover Institution on War Revolution & Peace, Stanford University, Stanford
(63)	73.56	Vakgroep Kwantitatieve Economie, School of Business and Economics, Maastricht University, Maastricht
63	74.67	Barcelona Graduate School of Economics (Barcelona GSE), Barcelona
64	75.85	Center for Policy Research, Syracuse University, Syracuse
(65)	76.47	Afdeling Econometrie, Faculteit der Economische Wetenschappen en Bedrijfskunde, Vrije Universiteit, Amsterdam
65	76.79	Institute for Fiscal Studies (IFS), London
(66)	77.12	Center for Operations Research and Econometrics (CORE), École des Sciences Économiques de Louvain, Université Catholique de Louvain, Louvain-la-Neuve
66	79.57	Tinbergen Instituut, Amsterdam
67	79.99	Dipartimento di Statistica "G. Parenti", Università degli Studi di Firenze, Firenze
68	80.37	Dipartimento di Economia Politica, Università Commerciale Luigi Bocconi, Milano
69	82.88	Federal Reserve Bank of Atlanta, Atlanta
70	85.95	International Monetary Fund (IMF), Washington
(71)	87	School of Economics, Singapore Management University, Singapore
71	88.62	Sveriges Riksbank, Stockholm
(72)	90.14	Afdeling Kwantitatieve Economie, Faculteit Economie en Bedrijfskunde, Universiteit van Amsterdam, Amsterdam
72	90.42	Bank of Canada, Ottawa
73	93.22	Toulouse School of Economics (TSE), Toulouse
74	93.32	Department of Economics, McGill University, Montréal
75	93.86	Department of Economics, Johns Hopkins University, Baltimore
76	94.73	Helsinki Center for Economic Research (HECER), Helsinki
77	95.23	Department of Economics, Rutgers University-New Brunswick, New Brunswick
78	96.04	Department of Economics, Korea University, Seoul
79	96.99	Department of Economics, Ohio State University, Columbus
80	97.16	Department of Economics, University of North Carolina-Chapel-Hill, Chapel Hill
81	98.48	Australian School of Business, University of New South Wales, Sydney
(82)	100.54	Department of Economics, Tippie College of Business, University of Iowa, Iowa City
82	100.54	Tippie College of Business, University of Iowa, Iowa City
(83)	102.94	Sonderforschungsbereich 373, Quantifikation und Simulation ökonomischer Prozesse, Wirtschaftswissenschaftliche Fakultät, Humboldt-Universität, Berlin
(83)	103.14	Economics Group, Nuffield College, Department of Economics, Oxford University, Oxford
83	104.53	Warwick Business School, University of Warwick, Coventry
84	104.98	Department of Economics, University of Houston, Houston
85	105.86	Department of Agricultural and Resource Economics, North Carolina State University, Raleigh
86	107.71	College of Business and Economics, Australian National University, Canberra
87	108.9	Department of Economics, Mathematics and Statistics, Birkbeck College, London
88	109.08	Economics, University of Texas-Dallas, Dallas
(89)	110.51	Research School of Economics, College of Business and Economics, Australian National University, Canberra
(89)	111.57	School of Economics, Australian School of Business, University of New South Wales, Sydney
89	113.72	Rimini Center for Economic Analysis (RCEA), Rimini
90	115.83	Department of Economics, University of Notre Dame, South Bend
91	116.29	ECORE, Louvain-la-Neuve/Bruxelles
92	118.57	Department of Economics & Finance, Institut für Höhere Studien (IHS), Wien
93	119.49	Department of Economics, University of Maryland, College Park
94	119.81	Centre de Recherche en Économie et Statistique (CREST), Groupe des Écoles Nationales d'Économie et Statistique (GENES), Paris
95	120.36	Fakultät für Volkswirtschaftslehre, Universität Mannheim, Mannheim
96	120.65	William E. Simon Graduate School of Business Administration, University of Rochester, Rochester
(97)	121.21	Groupe de Recherche en Économie Mathématique et Quantitative (GREMAQ), Toulouse School of Economics (TSE), Toulouse
97	121.68	Bank of England, London
(98)	122.38	Department of Economics, Finance and Legal Studies, Culverhouse College of Commerce & Business Administration, University of Alabama-Tuscaloosa, Tuscaloosa
98	122.38	Culverhouse College of Commerce & Business Administration, University of Alabama-Tuscaloosa, Tuscaloosa
99	123.42	School of Economics and Finance, Queen Mary, London
100	124.11	Federal Reserve Bank of Minneapolis, Minneapolis
101	128.99	Faculty of Economics, Keio University, Tokyo
102	129.08	Department of Economics, University of Birmingham, Birmingham
103	130.91	Facultad de Ciencias Económicas y Empresariales, Universidad de Navarra, Pamplona
(104)	131.04	Global Economics & Management Group, Anderson Graduate School of Management, University of California-Los Angeles (UCLA), Los Angeles
104	133.17	UFR Mathématiques Sciences Économiques et Sociales, Université Charles-de-Gaulle (Lille 3), Lille
105	133.48	Facoltà di Economia "Marco Biagi", Università degli Studi di Modena e Reggio Emilia, Modena
106	134.85	Department of Economics, University of Minnesota, Minneapolis
(107)	137.5	Dipartimento di Economia Politica, Facoltà di Economia "Marco Biagi", Università degli Studi di Modena e Reggio Emilia, Modena
107	138.79	Department of Economics and Related Studies, University of York, York
107	138.79	Department of Economics, University of Washington, Seattle

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.	1.24	Peter C. B. Phillips
2.	1.8	M Hashem Pesaran
3.	3.3	Robert F. Engle
4.	6.46	Pierre Perron
5.	6.65	Tim Bollerslev
6.	7.75	James H. Stock
7.	7.88	Clive W. J. Granger †
8.	10.65	Michael McAleer
9.	10.91	Jushan Bai
10.	11.71	Donald W. K. Andrews
11.	12.38	Thomas J. Sargent
12.	13.15	Lars Peter Hansen
13.	13.86	Francis X. Diebold
14.	14.28	Christopher Sims
15.	14.77	Massimiliano Marcellino
16.	15.52	David F. Hendry
17.	15.86	Soren Johansen
18.	16.68	Halbert White
19.	17.1	Peter M. Robinson
20.	18.14	Serena Ng
21.	19.3	Kenneth D. West
22.	22.7	Marc Nerlove
23.	22.95	Wolfgang Karl Härdle
24.	23.27	Timo Teräsvirta
25.	23.29	Torben G. Andersen
26.	23.66	Joon Y. Park
27.	24.06	Graham Elliott
28.	25.15	Neil Shephard
29.	26.96	Andrew C. Harvey
30.	28.34	Lawrence J. Christiano
31.	28.72	J. Scott Armstrong
32.	30.77	Pentti Saikkonen
33.	31.51	Robert Taylor
34.	31.56	Adrian Rodney Pagan
35.	31.67	James Hamilton
36.	32.07	Allan Timmermann
37.	32.66	Helmut Lütkepohl
38.	33.54	Manuel Arellano
39.	33.8	Stephen Roy Bond
40.	34.54	Todd Clark
41.	35.96	Lucrezia Reichlin
42.	37.61	Yacine Ait-Sahalia
43.	39.77	Gary Koop
44.	39.85	George Tauchen
45.	40.85	Lutz Kilian
46.	41.76	Richard T. Baillie
47.	43.95	Christian S. Gourieroux
48.	44.12	John Geweke
49.	52.44	James MacKinnon
50.	52.49	Ole E. Barndorff-Nielsen
51.	53.96	Neil R. Ericsson
52.	54.45	Cheng Hsiao
53.	54.58	Michael McCracken
54.	55.05	Chang-Jin Kim
55.	57.18	Norman Rasmus Swanson
56.	58.07	Charles H. Whiteman
57.	58.41	Eric Ghysels
58.	60.34	Carlos Velasco
59.	60.92	Peter E. Rossi
60.	61.88	Donggyu Sul
61.	62.27	Atsushi Inoue
62.	63.29	Siem Jan Koopman
63.	63.94	Roberto S. Mariano
64.	64.49	Jean-Marie Dufour
65.	66.18	Luis Alberiko Gil-Alana
66.	67.3	Timothy Vogelsang
67.	67.44	Kenneth Frank Wallis
68.	69.4	Luc Bauwens
69.	69.41	Jean-Michel Zakoian
70.	69.89	Michael Peter Clements
71.	69.9	Morten Ørregaard Nielsen
72.	70.56	Peter Reinhard Hansen
73.	72.13	Chihwa Kao
74.	72.28	Zhijie Xiao
75.	73.17	Nelson C. Mark
76.	74.59	David H. Papell
77.	74.62	Simon Potter
78.	76.11	Marco Lippi
79.	80.41	Nour Meddahi
80.	82.92	Masao Ogaki
81.	83.19	Jonathan H. Wright
82.	84.91	Mario Forni
83.	86.14	Richard J. Smith
84.	90.06	Niels Haldrup
85.	90.32	Anindya Banerjee
86.	91.74	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, 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.