Field Rankings at IDEAS: Econometric Time Series

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 Econometric Time Series, as of December 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 867 authors affiliated with 1093 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	2.9	Institut for Økonomi, Aarhus Universitet, Aarhus
2	3.16	Stern School of Business, New York University (NYU), New York City
3	3.18	Department of Economics, University of California-San Diego (UCSD), La Jolla
4	4.14	Cowles Foundation for Research in Economics, Yale University, New Haven
5	4.34	Faculty of Economics, University of Cambridge, Cambridge
(6)	4.45	Center for Research in Econometric Analysis of Time Series (CREATES), Institut for Økonomi, Aarhus Universitet, Aarhus
6	6.42	Faculteit der Economische Wetenschappen en Bedrijfskunde, Vrije Universiteit, Amsterdam
7	6.53	Department of Economics, Harvard University, Cambridge
8	10.32	Department of Economics, School of Arts and Sciences, Columbia University, New York City
9	10.92	Department of Economics, Duke University, Durham
10	11.39	Department of Economics, Boston University, Boston
11	12.69	Economics Department, Yale University, New Haven
(12)	12.98	Volatility Institute, Stern School of Business, New York University (NYU), New York City
12	14.63	Federal Reserve Board (Board of Governors of the Federal Reserve System), Washington
13	14.67	Department of Economics, Princeton University, Princeton
14	15.52	Department of Economics, Oxford University, Oxford
(15)	15.55	Afdeling Ruimtelijke Economie, Faculteit der Economische Wetenschappen en Bedrijfskunde, Vrije Universiteit, Amsterdam
15	16.17	London School of Economics (LSE), London
16	16.69	Department of Economics, University of Pennsylvania, Philadelphia
17	18	Department of Economics, University of Chicago, Chicago
18	18.87	Department of Economics, University of Southern California, Los Angeles
19	22.6	Department of Finance, National Chung-Hsing University, Taichung
20	23.25	Business School, University of Auckland, Auckland
21	24.44	Economics Department, Michigan State University, East Lansing
(22)	24.53	Department of Economics, Business School, University of Auckland, Auckland
(22)	26.03	Economics Department, London School of Economics (LSE), London
22	26.23	Department of Economics, New York University (NYU), New York City
23	26.72	Økonomisk Institut, Københavns Universitet, København
24	28.08	Faculty of Business and Economics, Monash University, Clayton
(24)	28.08	Department of Econometrics and Business Statistics, Faculty of Business and Economics, Monash University, Clayton
25	30.96	Department of Economics, Northwestern University, Evanston
26	31.45	European Central Bank, Frankfurt am Main
27	31.91	School of Economics and Political Science, Universität St. Gallen, Sankt Gallen
28	32.61	Economics Department, University of Wisconsin-Madison, Madison
29	32.72	Department of Economics, University of Kansas, Lawrence
(30)	32.88	Finance Department, Stern School of Business, New York University (NYU), New York City
30	34.79	School of Economics, University of Nottingham, Nottingham
31	35.49	Federal Reserve Bank of St. Louis, St. Louis
32	35.94	Department of Economics, European University Institute, Firenze
33	38.17	Wirtschaftswissenschaftliche Fakultät, Humboldt-Universität, Berlin
(34)	38.52	Research Division, Federal Reserve Bank of St. Louis, St. Louis
(34)	38.59	Schweizerisches Institut für empirische Wirtschaftsforschung, School of Economics and Political Science, Universität St. Gallen, Sankt Gallen
34	39.64	Department of Economics, Indiana University, Bloomington
35	39.71	Economics Department, Queen's University, Kingston
36	40.42	Centro de Estudios Monetarios y Financieros (CEMFI), Madrid
37	40.66	Department of Economics, University of Warwick, Coventry
38	40.86	Federal Reserve Bank of New York, New York City
39	44.47	Departamento de Economía, Universidad Carlos III de Madrid, Madrid
40	45.5	School of Business and Economics, Maastricht University, Maastricht
41	45.86	School of Economics, Faculty of Arts and Social Sciences, University of Sydney, Sydney
(42)	49.49	Research and Statistics Group, Federal Reserve Bank of New York, New York City
42	49.66	Economics Department, University of Michigan, Ann Arbor
43	49.68	Faculteit Economie en Bedrijfskunde, Universiteit van Amsterdam, Amsterdam
44	50.54	Department of Agricultural and Resource Economics, University of Maryland, College Park
45	52.47	Cambridge Finance, University of Cambridge, Cambridge
46	52.72	Anderson Graduate School of Management, University of California-Los Angeles (UCLA), Los Angeles
47	52.73	Wharton School of Business, University of Pennsylvania, Philadelphia
48	53.01	Oxford-Man Institute of Quantitative Finance, Oxford University, Oxford
49	56.19	School of Finance and Economics, University of Technology, Sydney
50	57.16	Kellogg Graduate School of Management, Northwestern University, Evanston
51	59.09	Department of Economics, Boston College, Chestnut Hill
52	59.84	Federal Reserve Bank of Cleveland, Cleveland
53	60.33	Singapore Management University, Singapore
54	60.87	Rady School of Management, University of California-San Diego (UCSD), La Jolla
55	61.03	Economics Division, University of Southampton, Southampton
(56)	61.97	Department of Finance, Kellogg Graduate School of Management, Northwestern University, Evanston
(56)	62.63	Department of Economics, London Business School (LBS), London
56	62.63	London Business School (LBS), London
(57)	63.21	Economic Research, Federal Reserve Bank of Cleveland, Cleveland
57	64.54	Economics Department, University of Strathclyde, Glasgow
(58)	65.84	Bendheim Center for Finance, Department of Economics, Princeton University, Princeton
58	67.45	École des Sciences Économiques de Louvain, Université Catholique de Louvain, Louvain-la-Neuve
59	68.13	Department of Food and Resource Economics, Korea University, Seoul
60	69.82	Department of Economics, University of Toronto, Toronto
61	69.96	Barcelona Graduate School of Economics (Barcelona GSE), Barcelona
62	71.26	Hoover Institution on War Revolution & Peace, Stanford University, Stanford
(63)	71.4	Afdeling Econometrie, Faculteit der Economische Wetenschappen en Bedrijfskunde, Vrije Universiteit, Amsterdam
63	71.88	Federal Reserve Bank of Chicago, Chicago
(64)	71.95	Vakgroep Kwantitatieve Economie, School of Business and Economics, Maastricht University, Maastricht
64	77.9	Center for Policy Research, Syracuse University, Syracuse
65	78.15	Dipartimento di Economia Politica, Università Commerciale Luigi Bocconi, Milano
66	78.7	Federal Reserve Bank of Atlanta, Atlanta
67	78.88	Central University of Finance and Economics (CUFE), Beijing
(68)	79.08	Center for Operations Research and Econometrics (CORE), École des Sciences Économiques de Louvain, Université Catholique de Louvain, Louvain-la-Neuve
(68)	80.23	China Economics and Management Academy, Central University of Finance and Economics (CUFE), Beijing
68	82.38	Dipartimento di Statistica "G. Parenti", Università degli Studi di Firenze, Firenze
(69)	83.57	School of Economics, Singapore Management University, Singapore
69	84.09	Institute for Fiscal Studies (IFS), London
(70)	84.52	Afdeling Kwantitatieve Economie, Faculteit Economie en Bedrijfskunde, Universiteit van Amsterdam, Amsterdam
70	84.97	International Monetary Fund (IMF), Washington
71	86.81	Faculteit der Economische Wetenschappen, Erasmus Universiteit, Rotterdam
72	86.94	Sveriges Riksbank, Stockholm
73	91.04	Department of Economics, University of North Carolina-Chapel-Hill, Chapel Hill
74	91.2	Department of Economics, Korea University, Seoul
75	92.4	Department of Economics, Ohio State University, Columbus
76	93.13	Bank of Canada, Ottawa
77	94.09	Helsinki Center for Economic Research (HECER), Helsinki
(78)	94.51	Econometrisch Instituut, Faculteit der Economische Wetenschappen, Erasmus Universiteit, Rotterdam
78	95.98	Department of Economics, Rutgers University-New Brunswick, New Brunswick
(79)	96.53	Sonderforschungsbereich 373, Quantifikation und Simulation ökonomischer Prozesse, Wirtschaftswissenschaftliche Fakultät, Humboldt-Universität, Berlin
79	96.79	Department of Agricultural and Resource Economics, North Carolina State University, Raleigh
80	97.91	Department of Economics, Johns Hopkins University, Baltimore
81	98.35	Toulouse School of Economics (TSE), Toulouse
82	99.11	Department of Economics, McGill University, Montréal
83	99.15	Australian School of Business, University of New South Wales, Sydney
(83)	99.15	School of Economics, Australian School of Business, University of New South Wales, Sydney
84	99.65	Department of Economics, University of Houston, Houston
(85)	99.85	Economics Group, Nuffield College, Department of Economics, Oxford University, Oxford
(85)	102.59	Department of Economics, Tippie College of Business, University of Iowa, Iowa City
85	102.59	Tippie College of Business, University of Iowa, Iowa City
86	104.76	College of Business and Economics, Australian National University, Canberra
(87)	108.34	Research School of Economics, College of Business and Economics, Australian National University, Canberra
87	109.6	Warwick Business School, University of Warwick, Coventry
88	111.63	Economics, University of Texas-Dallas, Dallas
89	112.5	Department of Economics, Mathematics and Statistics, Birkbeck College, London
90	114.44	Rimini Centre for Economic Analysis (RCEA), Rimini
91	115.04	William E. Simon Graduate School of Business Administration, University of Rochester, Rochester
92	118.12	Tinbergen Instituut, Amsterdam
93	119.21	Fakultät für Volkswirtschaftslehre, Universität Mannheim, Mannheim
94	119.58	Department of Economics & Finance, Institut für Höhere Studien (IHS), Wien
95	122.22	Centre de Recherche en Économie et Statistique (CREST), Groupe des Écoles Nationales d'Économie et Statistique (GENES), Paris
96	122.83	Department of Economics, University of Notre Dame, South Bend
97	123.73	Cass Business School, City University, London
98	125.82	Bank of England, London
99	126.36	Facoltà di Economia "Marco Biagi", Università degli Studi di Modena e Reggio Emilia, Modena
100	126.73	ECORE, Louvain-la-Neuve/Bruxelles
101	126.97	Faculty of Economics, Keio University, Tokyo
102	126.98	Department of Economics, University of Maryland, College Park
103	127.05	Department of Economics, University of Birmingham, Birmingham
(104)	127.61	Department of Economics, Finance and Legal Studies, Culverhouse College of Commerce & Business Administration, University of Alabama-Tuscaloosa, Tuscaloosa
104	127.61	Culverhouse College of Commerce & Business Administration, University of Alabama-Tuscaloosa, Tuscaloosa
105	129	Federal Reserve Bank of Minneapolis, Minneapolis
106	129.54	School of Economics and Finance, Queen Mary, London
(107)	130.7	Dipartimento di Economia Politica, Facoltà di Economia "Marco Biagi", Università degli Studi di Modena e Reggio Emilia, Modena
(107)	132.31	Groupe de Recherche en Économie Mathématique et Quantitative (GREMAQ), Toulouse School of Economics (TSE), Toulouse
107	132.7	Department of Economics, University of Washington, Seattle
108	132.89	Department of Economics, University of Minnesota, Minneapolis
109	134.92	Facultad de Ciencias Económicas y Empresariales, Universidad de Navarra, Pamplona

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.	1.35	Peter C. B. Phillips
2.	1.96	M Hashem Pesaran
3.	2.53	Robert F. Engle
4.	6.57	Pierre Perron
5.	6.63	Clive W. J. Granger †
6.	7.99	James H. Stock
7.	8.89	Tim Bollerslev
8.	10.86	Michael McAleer
9.	10.87	Lars Peter Hansen
10.	11.82	Jushan Bai
11.	11.91	Thomas J. Sargent
12.	12.86	Donald W. K. Andrews
13.	14.36	Christopher Sims
14.	14.63	Massimiliano Marcellino
15.	15.24	Soren Johansen
16.	15.66	Francis X. Diebold
17.	15.9	David F. Hendry
18.	16.78	Peter M. Robinson
19.	16.95	Serena Ng
20.	16.97	Halbert White
21.	19.06	Graham Elliott
22.	19.95	Kenneth D. West
23.	21.9	Wolfgang Karl Härdle
24.	23.33	Marc Nerlove
25.	23.7	Neil Shephard
26.	23.9	Timo Teräsvirta
27.	24.59	Joon Y. Park
28.	25.07	Andrew C. Harvey
29.	25.58	Torben G. Andersen
30.	28.49	Lawrence J. Christiano
31.	29.41	James Hamilton
32.	29.96	Adrian Rodney Pagan
33.	30.26	Pentti Saikkonen
34.	30.98	Robert Taylor
35.	32.48	J. Scott Armstrong
36.	32.8	Allan Timmermann
37.	32.87	Helmut Lütkepohl
38.	35.93	Todd Clark
39.	36.37	Manuel Arellano
40.	37.07	Lutz Kilian
41.	37.66	Gary Koop
42.	37.94	Lucrezia Reichlin
43.	38.15	Stephen Roy Bond
44.	38.93	Richard T. Baillie
45.	41.94	John Geweke
46.	41.95	Yacine Ait-Sahalia
47.	42.96	George Tauchen
48.	49.72	Cheng Hsiao
49.	51.11	Christian S. Gourieroux
50.	51.78	Chang-Jin Kim
51.	54.94	Eric Ghysels
52.	55.52	James MacKinnon
53.	56.37	Michael McCracken
54.	56.54	Neil R. Ericsson
55.	56.84	Atsushi Inoue
56.	57.22	Kenneth Frank Wallis
57.	57.86	Ole E. Barndorff-Nielsen
58.	58.15	Roberto S. Mariano
59.	58.16	Peter E. Rossi
60.	58.6	Norman Rasmus Swanson
61.	59.16	Charles H. Whiteman
62.	60.47	Siem Jan Koopman
63.	62.21	Donggyu Sul
64.	63.47	Carlos Velasco
65.	65.34	Luis Alberiko Gil-Alana
66.	66.33	Peter Reinhard Hansen
67.	66.56	Michael Peter Clements
68.	68.11	Jean-Marie Dufour
69.	69.29	Morten Ørregaard Nielsen
70.	69.54	Zhijie Xiao
71.	70.46	Timothy Vogelsang
72.	71.46	Jean-Michel Zakoian
73.	71.6	David H. Papell
74.	73.23	Chihwa Kao
75.	73.8	Luc Bauwens
76.	76.54	Simon Potter
77.	77.25	Nelson C. Mark
78.	80.33	Masao Ogaki
79.	80.59	Richard J. Smith
80.	81.52	Mario Forni
81.	82.44	Marco Lippi
82.	84.92	Hyungsik Roger Moon
83.	86.82	Nour Meddahi
84.	87.28	Christopher F Baum
85.	87.94	Anindya Banerjee
86.	88.73	Jonathan H. Wright

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.