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 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 Econometric Time Series, these are 869 authors affiliated with 1085 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	2.7	Institut for Økonomi, Aarhus Universitet, Aarhus
2	3.68	Stern School of Business, New York University (NYU), New York City
3	3.72	Department of Economics, University of California-San Diego (UCSD), La Jolla
(4)	4.13	Center for Research in Econometric Analysis of Time Series (CREATES), Institut for Økonomi, Aarhus Universitet, Aarhus
4	4.19	Cowles Foundation for Research in Economics, Yale University, New Haven
5	4.31	Faculty of Economics, University of Cambridge, Cambridge
6	5.82	Department of Economics, Harvard University, Cambridge
7	6.44	Faculteit der Economische Wetenschappen en Bedrijfskunde, Vrije Universiteit, Amsterdam
8	8.09	Department of Economics, Duke University, Durham
9	11	Department of Economics, School of Arts and Sciences, Columbia University, New York City
10	11.39	Department of Economics, Boston University, Boston
11	12.16	Economics Department, Yale University, New Haven
12	13.99	Department of Economics, Princeton University, Princeton
(13)	14	Volatility Institute, Stern School of Business, New York University (NYU), New York City
13	14.28	Federal Reserve Board (Board of Governors of the Federal Reserve System), Washington
(14)	14.83	Afdeling Ruimtelijke Economie, Faculteit der Economische Wetenschappen en Bedrijfskunde, Vrije Universiteit, Amsterdam
14	15.84	Department of Economics, University of Pennsylvania, Philadelphia
15	15.89	Department of Economics, Oxford University, Oxford
16	17.1	London School of Economics (LSE), London
17	18.99	Department of Economics, University of Southern California, Los Angeles
18	20.47	Department of Economics, University of Chicago, Chicago
19	21.92	Department of Finance, National Chung-Hsing University, Taichung
20	23.71	Business School, University of Auckland, Auckland
(21)	24.99	Department of Economics, Business School, University of Auckland, Auckland
21	25.03	Economics Department, Michigan State University, East Lansing
22	25.69	Department of Economics, New York University (NYU), New York City
(23)	27.53	Economics Department, London School of Economics (LSE), London
23	27.67	Faculty of Business and Economics, Monash University, Clayton
(23)	27.67	Department of Econometrics and Business Statistics, Faculty of Business and Economics, Monash University, Clayton
24	28.08	Økonomisk Institut, Københavns Universitet, København
25	30.34	Economics Department, University of Wisconsin-Madison, Madison
26	30.48	Department of Economics, Northwestern University, Evanston
27	31.82	School of Economics and Political Science, Universität St. Gallen, Sankt Gallen
28	31.92	European Central Bank, Frankfurt am Main
29	33.31	Department of Economics, University of Kansas, Lawrence
30	33.46	Federal Reserve Bank of St. Louis, St. Louis
(31)	34.43	Finance Department, Stern School of Business, New York University (NYU), New York City
31	35.16	School of Economics, University of Nottingham, Nottingham
32	35.61	Department of Economics, European University Institute, Firenze
(33)	36.41	Research Division, Federal Reserve Bank of St. Louis, St. Louis
(33)	38.27	Schweizerisches Institut für empirische Wirtschaftsforschung, School of Economics and Political Science, Universität St. Gallen, Sankt Gallen
33	38.89	Economics Department, Queen's University, Kingston
34	39.43	Centro de Estudios Monetarios y Financieros (CEMFI), Madrid
35	39.51	Department of Economics, Indiana University, Bloomington
36	40.1	Wirtschaftswissenschaftliche Fakultät, Humboldt-Universität, Berlin
37	40.16	Federal Reserve Bank of New York, New York City
38	43.96	Department of Economics, University of Warwick, Coventry
39	45.23	Departamento de Economía, Universidad Carlos III de Madrid, Madrid
40	45.99	School of Business and Economics, Maastricht University, Maastricht
(41)	47.74	Research and Statistics Group, Federal Reserve Bank of New York, New York City
41	49.64	Department of Agricultural and Resource Economics, University of Maryland, College Park
42	50.28	School of Economics, Faculty of Arts and Social Sciences, University of Sydney, Sydney
43	50.67	Wharton School of Business, University of Pennsylvania, Philadelphia
44	50.99	Faculteit Economie en Bedrijfskunde, Universiteit van Amsterdam, Amsterdam
45	51.12	Cambridge Finance, University of Cambridge, Cambridge
46	52.18	Kellogg Graduate School of Management, Northwestern University, Evanston
47	54.41	Economics Division, University of Southampton, Southampton
48	54.77	Economics Department, University of Michigan, Ann Arbor
49	54.82	Anderson Graduate School of Management, University of California-Los Angeles (UCLA), Los Angeles
(50)	55.84	Department of Finance, Kellogg Graduate School of Management, Northwestern University, Evanston
50	55.86	Federal Reserve Bank of Cleveland, Cleveland
51	58.27	Singapore Management University, Singapore
(52)	58.63	Economic Research, Federal Reserve Bank of Cleveland, Cleveland
52	58.99	Oxford-Man Institute of Quantitative Finance, Oxford University, Oxford
53	59.08	School of Finance and Economics, University of Technology, Sydney
54	59.86	Department of Economics, Boston College, Chestnut Hill
55	60.39	Department of Economics, University of Toronto, Toronto
56	60.45	Rady School of Management, University of California-San Diego (UCSD), La Jolla
(57)	61.24	Department of Economics, London Business School (LBS), London
57	61.24	London Business School (LBS), London
(58)	62.35	Bendheim Center for Finance, Department of Economics, Princeton University, Princeton
58	66.25	École des Sciences Économiques de Louvain, Université Catholique de Louvain, Louvain-la-Neuve
59	67.12	Economics Department, University of Strathclyde, Glasgow
60	69.86	Central University of Finance and Economics (CUFE), Beijing
61	70.02	Hoover Institution on War Revolution & Peace, Stanford University, Stanford
(62)	70.38	China Economics and Management Academy, Central University of Finance and Economics (CUFE), Beijing
62	71.87	Federal Reserve Bank of Chicago, Chicago
(63)	72.56	Afdeling Econometrie, Faculteit der Economische Wetenschappen en Bedrijfskunde, Vrije Universiteit, Amsterdam
(63)	72.79	Vakgroep Kwantitatieve Economie, School of Business and Economics, Maastricht University, Maastricht
63	73.75	Barcelona Graduate School of Economics (Barcelona GSE), Barcelona
64	74.94	Center for Policy Research, Syracuse University, Syracuse
(65)	77.94	Center for Operations Research and Econometrics (CORE), École des Sciences Économiques de Louvain, Université Catholique de Louvain, Louvain-la-Neuve
65	78.44	Institute for Fiscal Studies (IFS), London
66	78.82	Dipartimento di Economia Politica, Università Commerciale Luigi Bocconi, Milano
67	80	Dipartimento di Statistica "G. Parenti", Università degli Studi di Firenze, Firenze
68	81.4	Federal Reserve Bank of Atlanta, Atlanta
69	82.86	International Monetary Fund (IMF), Washington
(70)	83.97	School of Economics, Singapore Management University, Singapore
(70)	87.43	Afdeling Kwantitatieve Economie, Faculteit Economie en Bedrijfskunde, Universiteit van Amsterdam, Amsterdam
70	88.02	Sveriges Riksbank, Stockholm
71	89.63	Faculteit der Economische Wetenschappen, Erasmus Universiteit, Rotterdam
72	90.29	Bank of Canada, Ottawa
73	93.54	Department of Economics, Rutgers University-New Brunswick, New Brunswick
74	93.72	Helsinki Center for Economic Research (HECER), Helsinki
75	93.79	Department of Economics, Korea University, Seoul
76	94.1	Department of Economics, Johns Hopkins University, Baltimore
77	94.14	Department of Economics, Ohio State University, Columbus
78	94.49	Department of Economics, McGill University, Montréal
79	94.94	Toulouse School of Economics (TSE), Toulouse
80	96.34	Department of Economics, University of North Carolina-Chapel-Hill, Chapel Hill
(81)	96.47	Econometrisch Instituut, Faculteit der Economische Wetenschappen, Erasmus Universiteit, Rotterdam
81	99.22	Australian School of Business, University of New South Wales, Sydney
(81)	99.22	School of Economics, Australian School of Business, University of New South Wales, Sydney
(82)	100.02	Sonderforschungsbereich 373, Quantifikation und Simulation ökonomischer Prozesse, Wirtschaftswissenschaftliche Fakultät, Humboldt-Universität, Berlin
(82)	100.22	Department of Economics, Tippie College of Business, University of Iowa, Iowa City
82	100.22	Tippie College of Business, University of Iowa, Iowa City
(83)	101.97	Economics Group, Nuffield College, Department of Economics, Oxford University, Oxford
83	103.89	Department of Economics, University of Houston, Houston
84	105.73	Warwick Business School, University of Warwick, Coventry
85	106.35	Department of Agricultural and Resource Economics, North Carolina State University, Raleigh
86	108.07	College of Business and Economics, Australian National University, Canberra
87	108.81	Economics, University of Texas-Dallas, Dallas
88	109.94	Department of Economics, Mathematics and Statistics, Birkbeck College, London
(89)	111.74	Research School of Economics, College of Business and Economics, Australian National University, Canberra
89	112.64	Rimini Center for Economic Analysis (RCEA), Rimini
90	114.61	Tinbergen Instituut, Amsterdam
91	119.07	Department of Economics, University of Notre Dame, South Bend
92	119.13	Department of Economics & Finance, Institut für Höhere Studien (IHS), Wien
93	119.17	ECORE, Louvain-la-Neuve/Bruxelles
94	120.1	William E. Simon Graduate School of Business Administration, University of Rochester, Rochester
95	120.36	Department of Economics, University of Maryland, College Park
96	120.69	Centre de Recherche en Économie et Statistique (CREST), Groupe des Écoles Nationales d'Économie et Statistique (GENES), Paris
97	120.83	Fakultät für Volkswirtschaftslehre, Universität Mannheim, Mannheim
98	122.85	Bank of England, London
(99)	124.57	Department of Economics, Finance and Legal Studies, Culverhouse College of Commerce & Business Administration, University of Alabama-Tuscaloosa, Tuscaloosa
99	124.57	Culverhouse College of Commerce & Business Administration, University of Alabama-Tuscaloosa, Tuscaloosa
(100)	124.64	Groupe de Recherche en Économie Mathématique et Quantitative (GREMAQ), Toulouse School of Economics (TSE), Toulouse
100	124.68	Federal Reserve Bank of Minneapolis, Minneapolis
101	125.75	School of Economics and Finance, Queen Mary, London
102	127.58	Department of Economics, University of Birmingham, Birmingham
103	128.91	Faculty of Economics, Keio University, Tokyo
104	129.62	Facultad de Ciencias Económicas y Empresariales, Universidad de Navarra, Pamplona
(105)	131.47	Global Economics & Management Group, Anderson Graduate School of Management, University of California-Los Angeles (UCLA), Los Angeles
105	132.16	Department of Economics, University of Washington, Seattle
106	133.56	Facoltà di Economia "Marco Biagi", Università degli Studi di Modena e Reggio Emilia, Modena
107	135.4	Business School, University of Exeter, Exeter
108	136.04	Department of Economics, University of Minnesota, Minneapolis

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.	1.7	M Hashem Pesaran
3.	3.21	Robert F. Engle
4.	6.58	Pierre Perron
5.	6.72	Tim Bollerslev
6.	7.49	James H. Stock
7.	7.68	Clive W. J. Granger †
8.	10.39	Michael McAleer
9.	10.8	Jushan Bai
10.	11.95	Donald W. K. Andrews
11.	12.13	Thomas J. Sargent
12.	12.91	Lars Peter Hansen
13.	13.81	Francis X. Diebold
14.	14.19	Christopher Sims
15.	14.43	Massimiliano Marcellino
16.	15.78	Soren Johansen
17.	16.28	Halbert White
18.	16.37	David F. Hendry
19.	17.39	Peter M. Robinson
20.	17.95	Serena Ng
21.	19.24	Kenneth D. West
22.	22.9	Wolfgang Karl Härdle
23.	23.25	Torben G. Andersen
24.	23.28	Marc Nerlove
25.	23.8	Graham Elliott
26.	23.8	Timo Teräsvirta
27.	24.36	Joon Y. Park
28.	25.89	Neil Shephard
29.	26.58	Andrew C. Harvey
30.	27.82	Lawrence J. Christiano
31.	30.6	Pentti Saikkonen
32.	31.27	J. Scott Armstrong
33.	31.28	Adrian Rodney Pagan
34.	31.43	James Hamilton
35.	31.43	Robert Taylor
36.	32.55	Allan Timmermann
37.	33.29	Helmut Lütkepohl
38.	33.85	Todd Clark
39.	33.86	Manuel Arellano
40.	33.99	Stephen Roy Bond
41.	36.36	Lucrezia Reichlin
42.	39.01	Gary Koop
43.	39.13	Lutz Kilian
44.	39.21	Yacine Ait-Sahalia
45.	40.85	Richard T. Baillie
46.	40.96	George Tauchen
47.	43.38	John Geweke
48.	43.43	Christian S. Gourieroux
49.	52.68	Chang-Jin Kim
50.	52.95	James MacKinnon
51.	53	Michael McCracken
52.	53.8	Ole E. Barndorff-Nielsen
53.	54.22	Cheng Hsiao
54.	55.09	Neil R. Ericsson
55.	56.91	Norman Rasmus Swanson
56.	57.63	Eric Ghysels
57.	58.36	Charles H. Whiteman
58.	60.86	Roberto S. Mariano
59.	61.88	Siem Jan Koopman
60.	61.97	Donggyu Sul
61.	62.42	Atsushi Inoue
62.	63.22	Carlos Velasco
63.	63.38	Peter E. Rossi
64.	63.39	Luis Alberiko Gil-Alana
65.	65.84	Michael Peter Clements
66.	66.02	Jean-Marie Dufour
67.	68.28	Timothy Vogelsang
68.	68.48	Kenneth Frank Wallis
69.	68.77	Peter Reinhard Hansen
70.	69.42	Morten Ørregaard Nielsen
71.	69.79	Jean-Michel Zakoian
72.	70.78	Chihwa Kao
73.	71.34	Zhijie Xiao
74.	71.44	Luc Bauwens
75.	73.59	David H. Papell
76.	73.91	Simon Potter
77.	74.75	Nelson C. Mark
78.	77.31	Marco Lippi
79.	82.49	Masao Ogaki
80.	83.96	Richard J. Smith
81.	84.29	Nour Meddahi
82.	84.44	Jonathan H. Wright
83.	85.49	Mario Forni
84.	87.81	Anindya Banerjee
85.	90.2	Niels Haldrup
86.	90.79	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.