Field Rankings at IDEAS: Econometrics

Click here to visit St. Louis Fed Research

This file is part of IDEAS, which uses RePEc data

Top 10% Institutions and Economists in the Field of Econometrics, as of November 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 Econometrics, these are 1575 authors affiliated with 1511 institutions.
All authors classified in this field.

Top 10% institutions in the field of Econometrics

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-ECM (Econometrics).

Rank	Score	Institution
1	1.16	Department of Economics, University of Chicago, Chicago
2	2.8	Cowles Foundation for Research in Economics, Yale University, New Haven
3	4.7	Department of Economics, University of California-San Diego (UCSD), La Jolla
4	4.84	Faculty of Economics, University of Cambridge, Cambridge
5	6.31	Institut for Økonomi, Aarhus Universitet, Aarhus
6	7.21	Department of Economics, Oxford University, Oxford
7	7.24	Department of Economics, Harvard University, Cambridge
(8)	7.93	Center for Research in Econometric Analysis of Time Series (CREATES), Institut for Økonomi, Aarhus Universitet, Aarhus
8	8.4	Stern School of Business, New York University (NYU), New York City
9	9.26	Economics Department, Yale University, New Haven
10	9.92	London School of Economics (LSE), London
11	10.02	Faculteit der Economische Wetenschappen en Bedrijfskunde, Vrije Universiteit, Amsterdam
12	12.1	Department of Economics, University of California-Berkeley, Berkeley
13	13.57	Department of Economics, School of Arts and Sciences, Columbia University, New York City
(14)	14.5	Economics Department, London School of Economics (LSE), London
14	14.84	Department of Economics, Boston University, Boston
15	16.33	Economics Department, Queen's University, Kingston
16	18.7	Centro de Estudios Monetarios y Financieros (CEMFI), Madrid
17	18.84	Department of Economics, Princeton University, Princeton
18	20.83	Department of Economics, University of Southern California, Los Angeles
19	21.12	Economics Department, Michigan State University, East Lansing
(20)	21.52	Afdeling Ruimtelijke Economie, Faculteit der Economische Wetenschappen en Bedrijfskunde, Vrije Universiteit, Amsterdam
20	22.34	Fakultät für Volkswirtschaftslehre, Universität Mannheim, Mannheim
21	22.74	Department of Economics, University of Pennsylvania, Philadelphia
22	22.9	Department of Economics, Duke University, Durham
23	24.76	Department of Economics, Northwestern University, Evanston
24	25.69	Economics Department, University of Wisconsin-Madison, Madison
(25)	26.03	Volatility Institute, Stern School of Business, New York University (NYU), New York City
25	28.74	Department of Economics, Boston College, Chestnut Hill
26	29.94	Department of Economics, University College London (UCL), London
27	33.9	Department of Economics, University of Toronto, Toronto
28	34.82	Department of Economics, University of Warwick, Coventry
29	35.73	Institute for the Study of Labor (IZA), Bonn
30	35.92	European Central Bank, Frankfurt am Main
31	36.29	Faculty of Business and Economics, Monash University, Clayton
32	36.71	Department of Finance, National Chung-Hsing University, Taichung
33	37.79	Barcelona Graduate School of Economics (Barcelona GSE), Barcelona
34	37.86	Institute for Fiscal Studies (IFS), London
(35)	38.58	Department of Econometrics and Business Statistics, Faculty of Business and Economics, Monash University, Clayton
35	39.91	Institut für Volkswirtschaftslehre, Johannes-Kepler-Universität, Linz
(36)	41.04	Department of Economics, Business School, University of Auckland, Auckland
36	41.04	Business School, University of Auckland, Auckland
37	41.43	Economics Department, Massachusetts Institute of Technology (MIT), Cambridge
38	41.48	School of Finance and Economics, University of Technology, Sydney
39	42.77	School of Economics and Political Science, Universität St. Gallen, Sankt Gallen
40	43.45	School of Economics, Faculty of Arts and Social Sciences, University of Sydney, Sydney
41	43.79	Department of Economics, McGill University, Montréal
42	44	Center for Policy Research, Syracuse University, Syracuse
43	45.98	Økonomisk Institut, Københavns Universitet, København
44	47.27	Wharton School of Business, University of Pennsylvania, Philadelphia
45	49.28	Departamento de Economía, Universidad Carlos III de Madrid, Madrid
46	51.9	Toulouse School of Economics (TSE), Toulouse
47	52.36	École des Sciences Économiques de Louvain, Université Catholique de Louvain, Louvain-la-Neuve
48	53	Faculteit Economie en Bedrijfskunde, Universiteit van Amsterdam, Amsterdam
49	53.54	Wirtschaftswissenschaftliche Fakultät, Humboldt-Universität, Berlin
50	54.82	School of Business and Economics, Maastricht University, Maastricht
51	56.44	CentER for Economic Research, Universiteit van Tilburg, Tilburg
52	57.5	Department of Economics, European University Institute, Firenze
(53)	57.65	Schweizerisches Institut für empirische Wirtschaftsforschung, School of Economics and Political Science, Universität St. Gallen, Sankt Gallen
53	57.91	Department of Economics, University of Kansas, Lawrence
(54)	58.17	Center for Operations Research and Econometrics (CORE), École des Sciences Économiques de Louvain, Université Catholique de Louvain, Louvain-la-Neuve
54	58.55	Department of Economics and Related Studies, University of York, York
(55)	60.94	Department of Economics, London Business School (LBS), London
55	60.94	London Business School (LBS), London
56	61.23	Economics Department, University of Michigan, Ann Arbor
57	61.69	Federal Reserve Board (Board of Governors of the Federal Reserve System), Washington
58	61.99	Federal Reserve Bank of New York, New York City
59	64.41	Institut für Volkswirtschaftslehre, Leuphana Universität Lüneburg, Lüneburg
(60)	64.57	Finance Department, Stern School of Business, New York University (NYU), New York City
60	65.21	School of Economics, University of Nottingham, Nottingham
61	66.43	Department of Economics, Indiana University, Bloomington
62	66.73	Australian School of Business, University of New South Wales, Sydney
(62)	66.73	School of Economics, Australian School of Business, University of New South Wales, Sydney
63	69.52	Department of Economics, University of California-Los Angeles (UCLA), Los Angeles
64	70.77	Faculteit der Economische Wetenschappen, Erasmus Universiteit, Rotterdam
65	70.92	Economics Division, University of Southampton, Southampton
(66)	71.37	Research and Statistics Group, Federal Reserve Bank of New York, New York City
66	75.64	Department of Economics, Washington University, St. Louis
67	75.69	Cambridge Finance, University of Cambridge, Cambridge
(68)	76.09	Department of Finance, Kellogg Graduate School of Management, Northwestern University, Evanston
68	76.09	Kellogg Graduate School of Management, Northwestern University, Evanston
69	76.97	Department of Economics, Cornell University, Ithaca
70	79.32	Department of Agricultural and Resource Economics, University of Maryland, College Park
71	79.6	Oxford-Man Institute of Quantitative Finance, Oxford University, Oxford
(72)	80.9	Bendheim Center for Finance, Department of Economics, Princeton University, Princeton
72	82.59	Federal Reserve Bank of St. Louis, St. Louis
73	83.28	Singapore Management University, Singapore
74	83.39	Instituto Superior de Economia e Gestão (ISEG), Universidade Técnica de Lisboa, Lisboa
75	83.79	ECORE, Louvain-la-Neuve/Bruxelles
76	86.21	Department of Economics, University of Pittsburgh, Pittsburgh
77	86.53	Department of Economics, Stanford University, Stanford
78	86.68	Rady School of Management, University of California-San Diego (UCSD), La Jolla
(79)	86.69	Afdeling Kwantitatieve Economie, Faculteit Economie en Bedrijfskunde, Universiteit van Amsterdam, Amsterdam
(79)	87.64	Vakgroep Kwantitatieve Economie, School of Business and Economics, Maastricht University, Maastricht
(79)	89.93	Research Division, Federal Reserve Bank of St. Louis, St. Louis
79	90.33	Economics Department, University of Arizona, Tucson
80	90.51	Groupement de Recherche en Économie Quantitative d'Aix-Marseille (GREQAM), Marseille
81	92.82	Economics Department, University of California-Davis, Davis
82	98.59	Centre de Recherche en Économie et Statistique (CREST), Groupe des Écoles Nationales d'Économie et Statistique (GENES), Paris
83	98.6	Dipartimento di Statistica "G. Parenti", Università degli Studi di Firenze, Firenze
(84)	98.94	Econometrisch Instituut, Faculteit der Economische Wetenschappen, Erasmus Universiteit, Rotterdam
84	99.31	Federal Reserve Bank of Cleveland, Cleveland
(84)	99.31	Economic Research, Federal Reserve Bank of Cleveland, Cleveland
85	100.34	College of Business and Economics, Australian National University, Canberra
86	101.54	Economics Department, University of Essex, Colchester
87	101.96	Department of Economics, University of British Columbia, Vancouver
(88)	102.3	Research School of Economics, College of Business and Economics, Australian National University, Canberra
(88)	103.85	Economics Group, Nuffield College, Department of Economics, Oxford University, Oxford
(88)	104.03	Centre for Microdata Methods and Practice (CEMMAP), Institute for Fiscal Studies (IFS), London
88	104.78	Economics Department, Georgetown University, Washington
89	105.8	Faculty of Business and Economics, University of Melbourne, Melbourne
90	108.09	Central University of Finance and Economics (CUFE), Beijing
(90)	108.09	Afdeling Econometrie, Faculteit der Economische Wetenschappen en Bedrijfskunde, Vrije Universiteit, Amsterdam
91	109.11	Facoltà di Economia "Marco Biagi", Università degli Studi di Modena e Reggio Emilia, Modena
(92)	109.77	China Economics and Management Academy, Central University of Finance and Economics (CUFE), Beijing
92	109.77	Business School, University of Exeter, Exeter
93	109.81	Economics Department, University of Strathclyde, Glasgow
94	111.23	Department of Economics, Johns Hopkins University, Baltimore
95	112.23	Department of Economics, University of Western Ontario, London
(96)	114.05	Unidade de Estudos sobre Complexidade e Economia (UECE), Instituto Superior de Economia e Gestão (ISEG), Universidade Técnica de Lisboa, Lisboa
96	114.14	Department of Agricultural and Resource Economics, North Carolina State University, Raleigh
(97)	115.15	School of Economics, Singapore Management University, Singapore
97	115.44	Department of Economics, University of Maryland, College Park
98	119.14	Dipartimento di Economia Politica, Università Commerciale Luigi Bocconi, Milano
99	120.07	Department of Economics, Rutgers University-New Brunswick, New Brunswick
(100)	120.91	Dipartimento di Economia Politica, Facoltà di Economia "Marco Biagi", Università degli Studi di Modena e Reggio Emilia, Modena
100	123.49	School of Economics and Finance, Queen Mary, London
101	123.62	Tinbergen Instituut, Amsterdam
102	124.92	Department of Economics & Finance, Institut für Höhere Studien (IHS), Wien
103	125.61	Sveriges Riksbank, Stockholm
(104)	126.52	Center for Analytic Economics, Department of Economics, Cornell University, Ithaca
104	128.54	Federal Reserve Bank of Minneapolis, Minneapolis
105	129.72	Federal Reserve Bank of Atlanta, Atlanta
106	130.09	Kennedy School of Government, Harvard University, Cambridge
107	130.92	Economics, University of Manchester, Manchester
(108)	131.18	Departament d'Economia i Empresa, Universitat Pompeu Fabra, Barcelona Graduate School of Economics (Barcelona GSE), Barcelona
108	132.04	Department of Economics, University of North Carolina-Chapel-Hill, Chapel Hill
109	132.91	Department of Statistics, University of Warwick, Coventry
(110)	133.39	Department of Economics, Faculty of Business and Economics, University of Melbourne, Melbourne
110	136.74	National Bureau of Economic Research (NBER), Cambridge
111	137.3	Dipartimento di Scienze Statistiche, Facoltà di Scienze Statistiche, Università degli Studi di Roma "La Sapienza", Roma
112	137.34	Department of Economics, Mathematics and Statistics, Birkbeck College, London
113	141.65	Bank of Canada, Ottawa
(114)	142.06	Department of Economics, Tepper School of Business Administration, Carnegie Mellon University, Pittsburgh
114	142.06	Tepper School of Business Administration, Carnegie Mellon University, Pittsburgh
115	143.48	Centre Interuniversitaire de Recherche en Économie Quantitative (CIREQ), Montréal
(116)	143.5	Finance Department, Wharton School of Business, University of Pennsylvania, Philadelphia
116	143.74	Department of Economics, University of Washington, Seattle
117	144.48	Department of Economics, George Washington University, Washington
118	145.97	Department of Economics, McMaster University, Hamilton
119	148.04	Federal Reserve Bank of Chicago, Chicago
120	150.46	Department of Economics, Hebrew University of Jerusalem, Jerusalem
121	150.48	Department of Economics, University of California-Santa Barbara (UCSB), Santa Barbara
122	151.65	Banco de España, Madrid
123	151.68	Faculty of Economics, University of Tokyo, Tokyo
(124)	153.03	Groupe de Recherche en Économie Mathématique et Quantitative (GREMAQ), Toulouse School of Economics (TSE), Toulouse
124	154.83	Faculteit der Economische Wetenschappen, Universiteit van Tilburg, Tilburg
(125)	155.42	Institut d'Économie Industrielle (IDEI), Toulouse School of Economics (TSE), Toulouse
125	155.44	School of Economics, Finance and Management, University of Bristol, Bristol
126	155.67	Harvard Business School, Harvard University, Cambridge
127	156.97	Rimini Center for Economic Analysis (RCEA), Rimini
128	157.91	Department of Economics, University of Birmingham, Birmingham
(129)	157.97	Sonderforschungsbereich 373, Quantifikation und Simulation ökonomischer Prozesse, Wirtschaftswissenschaftliche Fakultät, Humboldt-Universität, Berlin
129	158.07	Banca d'Italia, Roma
130	161.52	Département d'Économique, Université Laval, Québec
131	162.92	Department of Economics, Brigham Young University, Provo
132	163.03	Department of Economics, Emory University, Atlanta
133	163.87	Helsinki Center for Economic Research (HECER), Helsinki
(134)	166.19	Centre for Applied Macroeconomic Analysis (CAMA), Research School of Economics, College of Business and Economics, Australian National University, Canberra
134	167.25	School of Economics, University of Queensland, Brisbane
135	167.56	Innocenzo Gasparini Institute for Economic Research (IGIER), Università Commerciale Luigi Bocconi, Milano
(136)	168.18	Business, Government and the International Economy (BGIE) Unit, Harvard Business School, Harvard University, Cambridge
136	171.1	Department of Economics, Ohio State University, Columbus
137	173.35	Economics Department, Brown University, Providence
138	175.02	Division of Economics, Seoul National University, Seoul
139	175.73	Goizueta Business School, Emory University, Atlanta
140	177.04	Faculty of Law and Management, La Trobe University, Bundoora
(140)	177.04	School of Economics and Finance, Faculty of Law and Management, La Trobe University, Bundoora
(141)	177.23	Research Program on Forecasting, Department of Economics, George Washington University, Washington
141	178.78	Department of Economics, University of California-Riverside, Riverside
142	180.2	Solvay Brussels School of Economics and Management, Université Libre de Bruxelles, Bruxelles
143	180.5	Erasmus Research Institute of Management (ERIM), Erasmus Universiteit, Rotterdam
143	180.5	International Monetary Fund (IMF), Washington
145	180.96	Department of Economics, Leicester University, Leicester
(146)	183.24	Microeconometrics Unit, Department of Economics, Faculty of Business and Economics, University of Melbourne, Melbourne
146	183.24	Department of Economics, University of Notre Dame, South Bend
(147)	183.38	Departement Econometrie & Operations Research, Faculteit der Economische Wetenschappen, Universiteit van Tilburg, Tilburg
147	183.45	Bank of England, London
148	185.5	Rotman School of Management, University of Toronto, Toronto
149	186.98	Department of Economics, Iowa State University, Ames
150	187.66	Business School, University of Sydney, Sydney
151	189.17	Hoover Institution on War Revolution & Peace, Stanford University, Stanford

Top 10% authors in the field of Econometrics

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	James J. Heckman
2.	2.16	Peter C. B. Phillips
3.	3.33	M Hashem Pesaran
4.	5.16	James H. Stock
5.	5.58	Donald W. K. Andrews
6.	6.28	Robert F. Engle
7.	8.7	Clive W. J. Granger †
8.	8.72	Halbert White
9.	9.86	Pierre Perron
10.	10.68	Peter Nijkamp
11.	12.1	Guido Imbens
12.	12.53	David F. Hendry
13.	14.05	Manuel Arellano
14.	14.65	James MacKinnon
15.	16.14	Gerard J. van den Berg
16.	16.2	Jushan Bai
17.	16.24	Kenneth D. West
18.	16.97	Tim Bollerslev
19.	17.6	Michael McAleer
20.	21.13	Peter M. Robinson
21.	22.19	Christopher Sims
22.	22.36	William Arnold Barnett
23.	22.95	John Geweke
24.	25.13	Massimiliano Marcellino
25.	25.71	Adrian Rodney Pagan
26.	26.94	Lars Peter Hansen
27.	29.86	Michael Lechner
28.	29.94	Soren Johansen
29.	30.48	Francis X. Diebold
30.	30.55	Serena Ng
31.	33.61	Lucrezia Reichlin
32.	33.66	Oliver Bruce Linton
33.	33.97	Wolfgang Karl Härdle
34.	34.19	Neil Shephard
35.	34.54	Andrew C. Harvey
36.	35.25	Arthur Lewbel
37.	35.68	Graham Elliott
38.	35.74	Richard Blundell
39.	35.75	Richard J. Smith
40.	36.2	Russell Davidson
41.	36.59	Peter Schmidt
42.	38.13	Marc Nerlove
43.	38.19	Jean-Marie Dufour
44.	43.65	Badi H. Baltagi
45.	45.49	Yacine Ait-Sahalia
46.	45.5	Neil R. Ericsson
47.	46.43	Joshua D Angrist
48.	46.52	Lawrence J. Christiano
49.	47.81	Allan Timmermann
50.	48.25	Christian S. Gourieroux
51.	49.09	Torben G. Andersen
52.	49.68	Stephen Roy Bond
53.	51.11	Timo Teräsvirta
54.	51.84	Joon Y. Park
55.	55.37	Helmut Lütkepohl
56.	55.63	Charles F. Manski
57.	56.9	Todd Clark
58.	57.69	Marc Hallin
59.	58.1	Andrew Chesher
60.	58.89	Werner Ploberger
61.	59.7	Michael Peter Clements
62.	60.91	Martin Browning
63.	62.09	Steven Berry
64.	64.11	Pentti Saikkonen
65.	64.5	Robert Taylor
66.	66.75	Gary Koop
67.	68.77	Marco Lippi
68.	68.92	Cheng Hsiao
69.	68.98	Elie Tamer
70.	69.33	Ole E. Barndorff-Nielsen
71.	69.35	Lutz Kilian
72.	71.06	Kenneth Frank Wallis
73.	73.7	Jean-Francois Richard
74.	73.8	Norman Rasmus Swanson
75.	73.96	Frank Schorfheide
76.	75.35	Mario Forni
77.	75.44	Mark Steel
78.	77.11	Leslie George Godfrey
79.	77.57	Allan W. Gregory
80.	77.79	Atsushi Inoue
81.	78.02	Timothy Vogelsang
82.	82.59	Peter Reinhard Hansen
83.	83.21	Frank Windmeijer
84.	83.65	Chihwa Kao
85.	84.56	Eric Ghysels
86.	85.1	Leopold Simar
87.	85.45	Nicholas M. Kiefer
88.	85.97	Fabio Canova
89.	86.79	James E. H. Davidson
90.	87.28	Richard T. Baillie
91.	88.72	Siem Jan Koopman
92.	89.07	Alberto Abadie
93.	90.23	Hidehiko Ichimura
94.	90.23	Enrique Sentana
95.	90.44	Steven N. Durlauf
96.	90.82	Frank Kleibergen
97.	91.13	Alastair Hall
98.	93.3	Michael McCracken
99.	94.34	Rosa Liliana Matzkin
100.	95.92	Roberto S. Mariano
101.	98.43	Carlos Velasco
102.	106.89	Victor Chernozhukov
103.	110.42	Philip Hans Franses
104.	110.46	Edward Vytlacil
105.	111.08	Geert Ridder
106.	111.73	Domenico Giannone
107.	112.66	Han Hong
108.	112.82	Robert F. Stambaugh
109.	113.26	Aman Ullah
110.	113.65	Luc Bauwens
111.	113.69	Zhijie Xiao
112.	113.74	Jay Shanken
113.	114.42	Jan F. Kiviet
114.	115.11	Eric Zivot
115.	115.29	Adonis Yatchew
116.	116	Agustin Maravall
117.	116.52	Thomas Lemieux
118.	118.75	Jesus Gonzalo
119.	118.82	Anindya Banerjee
120.	119.31	Andrew Patton
121.	122.88	Herman K. van Dijk
122.	124.7	Nelson C. Mark
123.	125.28	John Mullahy
124.	125.8	Nour Meddahi
125.	129.26	Douglas Kenneth Pearce
126.	129.33	Jeffrey Scott Racine
127.	131.12	Marcelo J. Moreira
128.	131.92	James McDonald
129.	133.12	Kenneth Train
130.	133.52	João M.C. Santos Silva
131.	134.55	Bent Nielsen
132.	134.8	Morten Ørregaard Nielsen
133.	136.03	Donggyu Sul
134.	137.57	Jean-Michel Zakoian
135.	137.69	Asger Lunde
136.	139.02	Hyungsik Roger Moon
137.	139.39	Masao Ogaki
138.	140.03	Willard G. Manning
139.	140.67	Keisuke Hirano
140.	141.46	Terry J Fitzgerald
141.	142.41	Chris D Orme
142.	144.59	Alain Monfort
143.	145.52	William A. Brock
144.	146.24	Ronald Patrick Smith
145.	146.34	Tommaso Proietti
146.	146.87	Don Harding
147.	147.98	Pravin K Trivedi
148.	148.83	Enno Mammen
149.	148.97	Timothy Guy Conley
150.	149.25	Giorgio Calzolari
151.	151.6	Robert J. Kohn
152.	152.01	Mehmet Caner
153.	152.83	Richard Startz
154.	153.45	Daniel Ackerberg
155.	154.8	Dick van Dijk
156.	154.81	Mattias Villani
157.	155.37	Franz C. Palm

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.