IDEAS home Printed from https://ideas.repec.org/top/old/2011/top.ets.html
 

Top 10% Institutions and Economists in the Field of Econometric Time Series, as of November 2020

What this page is about

This page is part of a larger set of rankings for research items, serials, authors and institutions made available on this site. A FAQ is available.

  • Only authors registered with the RePEc Author Service are considered.
  • Only works listed on RePEc and claimed as theirs by registered authors are counted.
  • A series of rankings by different criteria are aggregated. The average rank score is determined by taking a harmonic mean of the ranks in each criterion. For a list of criteria, see the general ranking page.
  • Authors with multiple affiliations are attributed to each institution according to the weights they have set to each in their profile, or by default according to a formula described here.
  • Authors affiliated with subentities of institutions listed in EDIRC are also counted in the latter.
  • Only institutions listed in EDIRC are counted.
  • Subentities of ranked institutions do not increment the rank count and have their rank listed in parentheses.
  • The scores of institutions in each field are determined by a weighted sum of all scores of authors affiliated with the respective institutions, where the authors have provided weights if they have multiple affiliations. The weights are determined, for each author, by the proportion of all working papers announced in NEP that have also been announced in this NEP report.
  • To be classified, an author needs to have five or more working papers announced in the NEP report for this field. For authors whose first paper is less that 10 years old, having 25% of the papers in the NEP report is sufficient.
  • There are no such restrictions for institutions, it is thus possible that more institutions than authors are classified.
  • Please note that rankings can depend on the number of registered authors in the respective institutions. Register at the RePEc Author Service to be counted.
  • There are 8231 institutions with 60843 registered authors evaluated for all the rankings.

Similar rankings

EntityFull rankingLast 10 years10 best authorsLast 10 years, 10 best authorsTop 5% authorsMore
AuthorsShort Details Short Details More
InstitutionsShort Details Short Details Short Details Short Details All yearsLast 10 More
RegionsShort Details Short Details More

Same ranking by authors, institutions, countries and regions, and more rankings for , including the individual criteria used here.

The rankings

Top 10% institutions in the field of Econometric Time Series

For Econometric Time Series, these are 826 authors affiliated with 1509 institutions.
All authors classified in this field.

RankInstitutionScoreAuthorsAuthor shares
1Department of Economics, Duke University

Durham, North Carolina (USA)

2.77481.69
2Institut for Økonomi, Aarhus Universitet

Aarhus, Denmark

4.311711.8
3Department of Economics, Princeton University

Princeton, New Jersey (USA)

4.71561.36
---Center for Research in Econometric Analysis of Time Series (CREATES), Institut for Økonomi, Aarhus Universitet

Aarhus, Denmark

6.294910.29
4Singapore Management University

Singapore, Singapore

6.93406.93
---School of Economics, Singapore Management University

Singapore, Singapore

8.71356.92
5Monash Business School, Monash University

Melbourne, Australia

9.0216811.45
5Department of Economics, Boston University

Boston, Massachusetts (USA)

9.02641.78
7African Governance and Development Institute (AGDI)

Yaoundé, Cameroun

9.2481
8Department of Economics, University of Southern California

Los Angeles, California (USA)

10.15521.11
9Stern School of Business, New York University (NYU)

New York City, New York (USA)

10.32562.1
10Department of Economics, School of Arts and Sciences, Columbia University

New York City, New York (USA)

11.06541.04
---Department of Econometrics and Business Statistics, Monash Business School, Monash University

Melbourne, Australia

11.143811.32
11Department of Economics, Harvard University

Cambridge, Massachusetts (USA)

11.24720.88
12Department of Economics, University of California-San Diego (UCSD)

La Jolla, California (USA)

11.41521.84
13Økonomisk Institut, Københavns Universitet

København, Denmark

14.21764.73
14Department of Economics, University of Pennsylvania

Philadelphia, Pennsylvania (USA)

14.74461.93
15Cowles Foundation for Research in Economics, Yale University

New Haven, Connecticut (USA)

15.75170.49
16European Central Bank

Frankfurt am Main, Germany

17.712388.82
17Faculty of Economics, University of Cambridge

Cambridge, United Kingdom

18.6642.88
18Department of Economics, Oxford University

Oxford, United Kingdom

21.791773.62
19Economics Department, University of Wisconsin-Madison

Madison, Wisconsin (USA)

22.12370.69
20Department of Economics, University of Washington

Seattle, Washington (USA)

22.41191.6
21Department of Economics and Related Studies, University of York

York, United Kingdom

22.43883.1
22School of Economics, University of Nottingham

Nottingham, United Kingdom

22.631314.48
23Economics Department, Michigan State University

East Lansing, Michigan (USA)

26.74601.26
---Finance Department, Stern School of Business, New York University (NYU)

New York City, New York (USA)

28.19160.58
24Economics Division, University of Southampton

Southampton, United Kingdom

28.32301.6
25Department of Economics, University of Chicago

Chicago, Illinois (USA)

29.28750.61
26Essex Business School, University of Essex

Colchester, United Kingdom

35.56312.76
27Economics Department, Queen's University

Kingston, Canada

36.47502.56
---Department of Economics, Business School, University of Auckland

Auckland, New Zealand

36.97190.26
28Business School, University of Auckland

Auckland, New Zealand

36.97250.26
29Centro de Estudios Monetarios y Financieros (CEMFI)

Madrid, Spain

37.11221.02
30Federal Reserve Board (Board of Governors of the Federal Reserve System)

Washington, District of Columbia (USA)

381964.42
31Federal Reserve Bank of Cleveland

Cleveland, Ohio (USA)

40.12573.08
32Departamento de Economía, Universidad Carlos III de Madrid

Madrid, Spain

40.61612.2
33Centre de Recherche en Économie et Statistique (CREST)

Palaiseau, France

40.83903.2
34School of Business and Economics, Vrije Universiteit Amsterdam

Amsterdam, Netherlands

44.351063.95
35Department of Economics, University of North Carolina-Chapel-Hill

Chapel Hill, North Carolina (USA)

45.22211.36
36Economics Department, University of Strathclyde

Glasgow, United Kingdom

45.35301.12
37National Bureau of Economic Research (NBER)

Cambridge, Massachusetts (USA)

45.374380.48
38Federal Reserve Bank of Dallas

Dallas, Texas (USA)

45.62600.81
39Barcelona Graduate School of Economics (Barcelona GSE)

Barcelona, Spain

47.581683.02
---Economic Research, Federal Reserve Bank of Cleveland

Cleveland, Ohio (USA)

47.88422.06
40Federal Reserve Bank of St. Louis

St. Louis, Missouri (USA)

49.04681.36
41Department of Economics, Northwestern University

Evanston, Illinois (USA)

49.99400.35
---Research Division, Federal Reserve Bank of St. Louis

St. Louis, Missouri (USA)

50.41581.34
42Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam

Rotterdam, Netherlands

54.721163.05
43School of Economics, Faculty of Arts and Social Sciences, University of Sydney

Sydney, Australia

57.55601.53
44Economics Department, Yale University

New Haven, Connecticut (USA)

58.53550.47
45Department of Economics, Indiana University

Bloomington, Indiana (USA)

58.64281.13
46School of Economics and Finance, Queen Mary University of London

London, United Kingdom

59.35612.23
---Volatility Institute, Stern School of Business, New York University (NYU)

New York City, New York (USA)

59.8520.13
47Department of Economics, Cornell University

Ithaca, New York (USA)

59.93431.09
48Department of Economics, McGill University

Montréal, Canada

60.05321.38
49Università Commerciale Luigi Bocconi

Milano, Italy

60.171701.81
50Department of Economics, University of California-Berkeley

Berkeley, California (USA)

60.85570.65
51Department of Economics, Boston College

Chestnut Hill, Massachusetts (USA)

61.05601.03
---Econometrisch Instituut, Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam

Rotterdam, Netherlands

61.24222.58
52Louvain Institute of data Analysis and Modelling in Economics and Statistics (LIDAM), Université Catholique de Louvain

Louvain-la-Neuve, Belgium

63.021161.74
---Afdeling Econometrie and Operations Research, School of Business and Economics, Vrije Universiteit Amsterdam

Amsterdam, Netherlands

64.75153.03
53Economics Department, Massachusetts Institute of Technology (MIT)

Cambridge, Massachusetts (USA)

65.84540.17
54Tinbergen Instituut

Amsterdam, Netherlands

66.131213.26
---Center for Operations Research and Econometrics (CORE), Louvain Institute of data Analysis and Modelling in Economics and Statistics (LIDAM), Université Catholique de Louvain

Louvain-la-Neuve, Belgium

67.59561.44
55Department of Economics, New York University (NYU)

New York City, New York (USA)

68.36561
56Federal Reserve Bank of Atlanta

Atlanta, Georgia (USA)

68.44291.8
57Faculteit Economie en Bedrijfskunde, Universiteit van Amsterdam

Amsterdam, Netherlands

72.84902.15
58Department of Economics, University College London (UCL)

London, United Kingdom

77.34671.13
---Bendheim Center for Finance, Department of Economics, Princeton University

Princeton, New Jersey (USA)

77.3760.5
---Economic Studies, Brookings Institution

Washington, District of Columbia (USA)

78.62120.11
59Brookings Institution

Washington, District of Columbia (USA)

78.62370.11
---Granger Centre for Time Series Econometrics, School of Economics, University of Nottingham

Nottingham, United Kingdom

80.481.65
60Department of Economics, University of Toronto

Toronto, Canada

82.59661.22
61Federal Reserve Bank of Chicago

Chicago, Illinois (USA)

85.34590.8
62Department of Economics, Ohio State University

Columbus, Ohio (USA)

85.36392
63Ekonomihögskolan, Lunds Universitet

Lund, Sweden

90.531121.67
---Nationalekonomiska Institutionen, Ekonomihögskolan, Lunds Universitet

Lund, Sweden

90.53691.67
64Center for Applied Statistics and Econometrics (CASE), Humboldt-Universität Berlin

Berlin, Germany

91.79230.92
65Department of Economics, Mathematics and Statistics, Birkbeck College

London, United Kingdom

91.97282.29
66Anderson Graduate School of Management, University of California-Los Angeles (UCLA)

Los Angeles, California (USA)

92.39330.52
67Department of Economics, Emory University

Atlanta, Georgia (USA)

93.15271.92
---Amsterdam School of Economics, Faculteit Economie en Bedrijfskunde, Universiteit van Amsterdam

Amsterdam, Netherlands

93.25281.39
68Dipartimento di Scienze Economiche, Alma Mater Studiorum - Università di Bologna

Bologna, Italy

97.641092.53
---Departament d'Economia i Empresa, Universitat Pompeu Fabra, Barcelona Graduate School of Economics (Barcelona GSE)

Barcelona, Spain

97.821012.04
69Departamento de Estadistica, Universidad Carlos III de Madrid

Madrid, Spain

98.1595.11
70Wirtschafts- und Sozialwissenschaftliche Fakultät, Universität zu Köln

Köln, Germany

99.7461.88
71Institute of Labor Economics (IZA)

Bonn, Germany

99.779340.58
72Department of Economics, University of Warwick

Coventry, United Kingdom

100.59841.61
73Business School, University of Exeter

Exeter, United Kingdom

100.78441.14
---Department of Finance, College of Management, Asia University

Wufeng, Taiwan

102.5270.41
74College of Management, Asia University

Wufeng, Taiwan

102.52190.41
75Department of Economics, Korea University

Seoul, South Korea

108.24261.34
76DIW Berlin (Deutsches Institut für Wirtschaftsforschung)

Berlin, Germany

1091510.89
---Department of Economics, W.P. Carey School of Business, Arizona State University

Tempe, Arizona (USA)

109.59451.5
77W.P. Carey School of Business, Arizona State University

Tempe, Arizona (USA)

109.59531.5
78Department of Economics, Pennsylvania State University

State College, Pennsylvania (USA)

110.7350.58
79Istituto Einaudi per l'Economia e la Finanza (EIEF)

Roma, Italy

111.04260.6
80Athens University of Economics and Business (AUEB)

Athens, Greece

111.52833.09
81Centre for Economic Policy Research (CEPR)

London, United Kingdom

111.963280.37
82Krannert School of Management, Purdue University

West Lafayette, Indiana (USA)

112.48312.32
---Department of Economics, Krannert School of Management, Purdue University

West Lafayette, Indiana (USA)

112.48272.32
83Facoltà di Economia, Università degli Studi di Roma "Tor Vergata"

Roma, Italy

112.651053.64
84Department of Economics, University of Texas-Dallas

Dallas, Texas (USA)

113.49110.75
---Economic Research Department, Federal Reserve Bank of Atlanta

Atlanta, Georgia (USA)

113.54231.54
85Rady School of Management, University of California-San Diego (UCSD)

La Jolla, California (USA)

116.01110.4
86Joint Research Centre, European Commission

Ispra, Italy

116.98803.45
87School of Business and Economics, Maastricht University

Maastricht, Netherlands

117.35914.08
---Dipartimento di Economia e Finanza, Facoltà di Economia, Università degli Studi di Roma "Tor Vergata"

Roma, Italy

117.57613.62
88Department of Economics, University of California-Riverside

Riverside, California (USA)

117.67271.09
89Deutsche Bundesbank

Frankfurt, Germany

118.331633.31
90Department of Economics, University of Connecticut

Storrs, Connecticut (USA)

118.4481.72
91Business School, University of Technology Sydney

Sydney, Australia

118.62901.7
92Sveriges Riksbank

Stockholm, Sweden

118.86392.58
93Department of Agricultural and Resource Economics, University of Maryland

College Park, Maryland (USA)

118.96270.5
94Department of Economics, Rutgers University-New Brunswick

New Brunswick, New Jersey (USA)

119.02390.67
95Department of Economics, Johns Hopkins University

Baltimore, Maryland (USA)

121.77220.58
96Department of Economics, University of California-Los Angeles (UCLA)

Los Angeles, California (USA)

122.26530.65
97Department of Economics, Vanderbilt University

Nashville, Tennessee (USA)

125.23410.47
98College of Economics, Sogang University

Seoul, South Korea

125.48200.9
99Fakultät für Wirtschaftswissenschaften, Universität Wien

Wien, Austria

125.7582.01
100Solvay Brussels School of Economics and Management, Université Libre de Bruxelles

Bruxelles, Belgium

126.451692.56
101Warwick Business School, University of Warwick

Coventry, United Kingdom

126.56272.27
102Dipartimento di Economia, Università Ca' Foscari Venezia

Venezia, Italy

128.89751.4
103International Monetary Fund (IMF)

Washington, District of Columbia (USA)

133.224513.84
104Politiikan ja Talouden Tutkimuksen Laitos, Valtiotieteellinen tiedekunta, Helsingin Yliopisto

Helsinki, Finland

133.82302.29
105Dipartimento di Economia "Marco Biagi", Università degli Studi di Modena e Reggio Emilia

Modena, Italy

133.84500.54
106École d'Économie d'Aix-Marseille, Aix-Marseille Université

Aix-en-Provence/Marseille, France

134.191082.67
---Department of Finance, Kellogg Graduate School of Management, Northwestern University

Evanston, Illinois (USA)

134.44160.2
107Kellogg Graduate School of Management, Northwestern University

Evanston, Illinois (USA)

134.44490.2
108Business School, Deakin University

Melbourne, Australia

138.25791.85
---Economics Discipline Group, Business School, University of Technology Sydney

Sydney, Australia

139.2421.37
---Department of Economics, Business School, University of Exeter

Exeter, United Kingdom

139.37330.9
---Vakgroep Kwantitatieve Economie, School of Business and Economics, Maastricht University

Maastricht, Netherlands

139.74103.76
109Economics Department, University of Essex

Colchester, United Kingdom

139.9451.28
---Seminar für Wirtschafts- und Sozialgeschichte, Wirtschafts- und Sozialwissenschaftliche Fakultät, Universität zu Köln

Köln, Germany

139.9120.62
---European Centre for Advanced Research in Economics and Statistics (ECARES), Solvay Brussels School of Economics and Management, Université Libre de Bruxelles

Bruxelles, Belgium

141.92672.52
110Department of Economics, Washington University in St. Louis

St. Louis, Missouri (USA)

142.88290.6
111Department of Economics and Finance, Brunel University

Uxbridge, United Kingdom

144.64181.65
112Department of Economics, University of Notre Dame

South Bend, Indiana (USA)

146.09460.6
113Adam Smith Business School, University of Glasgow

Glasgow, United Kingdom

146.84682.16
---Department of Economics, Adam Smith Business School, University of Glasgow

Glasgow, United Kingdom

146.84532.16
114Department of Economics, University of Houston

Houston, Texas (USA)

147.35251.01
115Wirtschaftswissenschaftliche Fakutät, Universität Zürich

Zürich, Switzerland

147.361561.67
---Institut für Volkswirtschaftslehre, Wirtschaftswissenschaftliche Fakutät, Universität Zürich

Zürich, Switzerland

147.36901.67
116Economics Department, Georgetown University

Washington, District of Columbia (USA)

148.55470.57
---Department of Statistics and Operations Research, Fakultät für Wirtschaftswissenschaften, Universität Wien

Wien, Austria

151.2771.63
117Scuola di Economia e Management, Università degli Studi di Firenze

Firenze, Italy

151.71802.21
118Fachbereich Wirtschaftswissenschaft, Freie Universität Berlin

Berlin, Germany

153.42410.71
119School of Business and Economics, Universidade Nova de Lisboa

Lisboa, Portugal

154.34520.77
120Federal Reserve Bank of New York

New York City, New York (USA)

154.96841.51
121Faculty of Business and Economics, University of Melbourne

Melbourne, Australia

155.43993.2
122Management School, Lancaster University

Lancaster, United Kingdom

156.18683.52
123Toulouse School of Economics (TSE)

Toulouse, France

156.381581.13
124Department of Economics, University of Maryland

College Park, Maryland (USA)

156.62481.66
---Dipartimento di Economia "Ettore Bocconi", Università Commerciale Luigi Bocconi

Milano, Italy

157.28310.29
---Abteilung Volkswirtschaftslehre, Fachbereich Wirtschaftswissenschaft, Freie Universität Berlin

Berlin, Germany

157.63190.46
125Department of Economics, University of Birmingham

Birmingham, United Kingdom

159.42431.63
---Dipartimento di Statistica, Informatica, Applicazioni "G. Parenti", Scuola di Economia e Management, Università degli Studi di Firenze

Firenze, Italy

160.73162
126Fachbereich Wirtschaftswissenschaft, Goethe Universität Frankfurt am Main

Frankfurt am Main, Germany

161.23661.43
127Bank of England

London, United Kingdom

161.842033.62
128Banca d'Italia

Roma, Italy

166.222613.78
129Graduate School of Business, Columbia University

New York City, New York (USA)

171.39480.16
---Innocenzo Gasparini Institute for Economic Research (IGIER), Università Commerciale Luigi Bocconi

Milano, Italy

174.07520.3
130Crawford School of Public Policy, Australian National University

Canberra, Australia

175.421680.71
131Management School, University of Liverpool

Liverpool, United Kingdom

175.52342.17
---Abteilung Empirische Wirtschaftsforschung und International Wirtschaftspolitik, Fachbereich Wirtschaftswissenschaft, Goethe Universität Frankfurt am Main

Frankfurt am Main, Germany

176.46101
132Department of Economics, Maxwell School, Syracuse University

Syracuse, New York (USA)

178.23220.54
133Institute for Fiscal Studies (IFS)

London, United Kingdom

178.53680.17
134Centro Ricerche Nord Sud (CRENoS)

Italy

180.88460.98
135Bank of Canada

Ottawa, Canada

180.981644.62
136Smeal College of Business Administration, Pennsylvania State University

State College, Pennsylvania (USA)

181.28110.83
137Département de Sciences Économiques, Université de Montréal

Montréal, Canada

182.47270.87
138Department of Economics, Virginia Polytechnic Institute and State University (Virginia Tech)

Blacksburg, Virginia (USA)

183.81151.43
139Banco de España

Madrid, Spain

187.691182.61
---Department of Economics, Faculty of Business and Economics, University of Melbourne

Melbourne, Australia

187.9472.77
140William E. Simon Graduate School of Business Administration, University of Rochester

Rochester, New York (USA)

188.42100.2
141Department of Economics, University of Illinois at Urbana-Champaign

Urbana-Champaign, Illinois (USA)

189.52411.01
142Gordon Lang School of Business and Economics, University of Guelph

Guelph, Canada

189.75481.51
---Department of Economics and Finance, Gordon Lang School of Business and Economics, University of Guelph

Guelph, Canada

189.75421.51
---Finance Division, Sauder School of Business, University of British Columbia

Vancouver, Canada

190.8961
143Sauder School of Business, University of British Columbia

Vancouver, Canada

190.89251
---ICMA Centre for Financial Markets, Henley Business School, University of Reading

Reading, United Kingdom

190.94140.28
144Henley Business School, University of Reading

Reading, United Kingdom

190.94330.28
145Graduate School of Economics/Faculty of Economics, Hitotsubashi University

Tokyo, Japan

192.03311.86
---Department of Economics, London Business School (LBS)

London, United Kingdom

192.17170.49
146London Business School (LBS)

London, United Kingdom

192.17350.49
---Economics Group, Nuffield College, Department of Economics, Oxford University

Oxford, United Kingdom

192.24260.46
---Finance and Economics Department, Graduate School of Business, Columbia University

New York City, New York (USA)

196.06270.13
147ESSEC Business School

Cergy-Pontoise, France

197.51342.14
148London School of Economics (LSE)

London, United Kingdom

197.833051.15
149Handelshögskolan, Örebro Universitet

Örebro, Sweden

201.63222.24
150Department of Economics, University of Oregon

Eugene, Oregon (USA)

202.19260.49

The rankings

Top 10% authors in the field of Econometric Time Series

For Econometric Time Series, these are 826 authors affiliated with 1509 institutions.
All authors classified in this field.

RankAuthorScore
1Peter C. B. Phillips

Cowles Foundation for Research in Economics, Yale University, New Haven, Connecticut (USA)
School of Economics, Singapore Management University, Singapore, Singapore

1.81
2Robert F. Engle III

Finance Department, Stern School of Business, New York University (NYU), New York City, New York (USA)
Volatility Institute, Stern School of Business, New York University (NYU), New York City, New York (USA)

2.35
3Clive W. J. Granger †

4.36
4Pierre Perron

Department of Economics, Boston University, Boston, Massachusetts (USA)

5.35
5Tim Bollerslev

Department of Economics, Duke University, Durham, North Carolina (USA)

5.69
6M Hashem Pesaran

Department of Economics, University of Southern California, Los Angeles, California (USA)

7.91
7Mark W. Watson

Department of Economics, Princeton University, Princeton, New Jersey (USA)

11.22
8Soren Johansen

Økonomisk Institut, Københavns Universitet, København, Denmark

12
9Donald W. K. Andrews

Economics Department, Yale University, New Haven, Connecticut (USA)
Cowles Foundation for Research in Economics, Yale University, New Haven, Connecticut (USA)

15.32
10Jushan Bai

Department of Economics, School of Arts and Sciences, Columbia University, New York City, New York (USA)

15.63
11Francis X. Diebold

Department of Economics, University of Pennsylvania, Philadelphia, Pennsylvania (USA)

15.68
12Robert Taylor

Essex Business School, University of Essex, Colchester, United Kingdom

17.14
13Charles R. Nelson

Department of Economics, University of Washington, Seattle, Washington (USA)

17.16
14Lars Peter Hansen

Department of Economics, University of Chicago, Chicago, Illinois (USA)

18.05
15Timo Terasvirta

Center for Research in Econometric Analysis of Time Series (CREATES), Institut for Økonomi, Aarhus Universitet, Aarhus, Denmark
Center for Applied Statistics and Econometrics (CASE), Humboldt-Universität Berlin, Berlin, Germany

18.14
16Yongcheol Shin

Department of Economics and Related Studies, University of York, York, United Kingdom

19.46
17Andrew C. Harvey

Faculty of Economics, University of Cambridge, Cambridge, United Kingdom

20.5
18James H. Stock

Department of Economics, Harvard University, Cambridge, Massachusetts (USA)

21.07
19David F. Hendry

Department of Economics, Oxford University, Oxford, United Kingdom

22.32
20Helmut Lutkepohl

DIW Berlin (Deutsches Institut für Wirtschaftsforschung), Berlin, Germany

23.3
21Neil Shephard

Department of Economics, Harvard University, Cambridge, Massachusetts (USA)

23.51
22Kenneth D. West

Economics Department, University of Wisconsin-Madison, Madison, Wisconsin (USA)

23.79
23Serena Ng

Department of Economics, School of Arts and Sciences, Columbia University, New York City, New York (USA)

23.97
24Gary Koop

Economics Department, University of Strathclyde, Glasgow, United Kingdom

24.03
25Joon Y. Park

Department of Economics, Indiana University, Bloomington, Indiana (USA)

24.5
26George Tauchen

Department of Economics, Duke University, Durham, North Carolina (USA)

25.22
27James Hamilton

Department of Economics, University of California-San Diego (UCSD), La Jolla, California (USA)

25.97
28Pentti Saikkonen

27.66
29Stephen Leybourne

School of Economics, University of Nottingham, Nottingham, United Kingdom

27.94
30Graham Elliott

Department of Economics, University of California-San Diego (UCSD), La Jolla, California (USA)

28.75
31Torben G. Andersen

National Bureau of Economic Research (NBER), Cambridge, Massachusetts (USA)

29.87
32Thomas J. Sargent

Department of Economics, New York University (NYU), New York City, New York (USA)

30.83
33Allan Timmermann

Department of Economics, University of California-San Diego (UCSD), La Jolla, California (USA)

31.23
34Halbert White †

32.2
35Todd Clark

Economic Research, Federal Reserve Bank of Cleveland, Cleveland, Ohio (USA)

33.42
36Manuel Arellano

Centro de Estudios Monetarios y Financieros (CEMFI), Madrid, Spain

33.63
37Adrian Rodney Pagan

School of Economics, Faculty of Arts and Social Sciences, University of Sydney, Sydney, Australia

36.96
38Morten Orregaard Nielsen

Economics Department, Queen's University, Kingston, Canada

38.36
39Peter Reinhard Hansen

Department of Economics, University of North Carolina-Chapel-Hill, Chapel Hill, North Carolina (USA)

41.74
40Joakim Westerlund

Nationalekonomiska Institutionen, Ekonomihögskolan, Lunds Universitet, Lund, Sweden

42.88
41Christian S. Gourieroux

Department of Economics, University of Toronto, Toronto, Canada

43.87
42Lutz Kilian

Federal Reserve Bank of Dallas, Dallas, Texas (USA)

45.47
43Massimiliano Marcellino

Dipartimento di Economia "Ettore Bocconi", Università Commerciale Luigi Bocconi, Milano, Italy
Innocenzo Gasparini Institute for Economic Research (IGIER), Università Commerciale Luigi Bocconi, Milano, Italy

46.48
44Andrew Patton

Department of Economics, Duke University, Durham, North Carolina (USA)

47.18
45David I. Harvey

Granger Centre for Time Series Econometrics, School of Economics, University of Nottingham, Nottingham, United Kingdom

48.53
46Luc Bauwens

Center for Operations Research and Econometrics (CORE), Louvain Institute of data Analysis and Modelling in Economics and Statistics (LIDAM), Université Catholique de Louvain, Louvain-la-Neuve, Belgium

49.01
47Yacine Ait-Sahalia

Bendheim Center for Finance, Department of Economics, Princeton University, Princeton, New Jersey (USA)

49.04
48Chang-Jin Kim

Department of Economics, Korea University, Seoul, South Korea
Department of Economics, University of Washington, Seattle, Washington (USA)

50.19
49Michael McAleer

Department of Finance, College of Management, Asia University, Wufeng, Taiwan

51.16
50Lawrence J. Christiano

Department of Economics, Northwestern University, Evanston, Illinois (USA)

51.86
51Siem Jan Koopman

Afdeling Econometrie and Operations Research, School of Business and Economics, Vrije Universiteit Amsterdam, Amsterdam, Netherlands

52.05
52Ole E. Barndorff-Nielsen

Center for Research in Econometric Analysis of Time Series (CREATES), Institut for Økonomi, Aarhus Universitet, Aarhus, Denmark

53.21
53Michael McCracken

Research Division, Federal Reserve Bank of St. Louis, St. Louis, Missouri (USA)

55.1
54Jun Yu

School of Economics, Singapore Management University, Singapore, Singapore

56.19
55Luis Alberiko Gil-Alana

Facultad de Ciencias Económicas y Empresariales, Universidad de Navarra, Pamplona, Spain
Navarra Center for International Development, Universidad de Navarra, Pamplona, Spain

59.74
56Jean-Michel Zakoian

Centre de Recherche en Économie et Statistique (CREST), Palaiseau, France

61.97
57James MacKinnon

Economics Department, Queen's University, Kingston, Canada

62.51
58Cheng Hsiao

Department of Economics, University of Southern California, Los Angeles, California (USA)

63.91
59Donggyu Sul

Department of Economics, University of Texas-Dallas, Dallas, Texas (USA)

65.5
60Asger Lunde

Center for Research in Econometric Analysis of Time Series (CREATES), Institut for Økonomi, Aarhus Universitet, Aarhus, Denmark

65.63
61Marco Lippi

Istituto Einaudi per l'Economia e la Finanza (EIEF), Roma, Italy

66.24
62Frank Schorfheide

Department of Economics, University of Pennsylvania, Philadelphia, Pennsylvania (USA)

66.59
63Lucrezia Reichlin

Department of Economics, London Business School (LBS), London, United Kingdom
Centre for Economic Policy Research (CEPR), London, United Kingdom

67.25
64Timothy Vogelsang

Economics Department, Michigan State University, East Lansing, Michigan (USA)

68.7
65Jorg Breitung

Seminar für Wirtschafts- und Sozialgeschichte, Wirtschafts- und Sozialwissenschaftliche Fakultät, Universität zu Köln, Köln, Germany

68.99
66Jean-Marie Dufour

Department of Economics, McGill University, Montréal, Canada

69.4
67Atsushi Inoue

Department of Economics, Vanderbilt University, Nashville, Tennessee (USA)

70.08
68Marcus J. Chambers

Economics Department, University of Essex, Colchester, United Kingdom

72.75
69Giuseppe Cavaliere

Dipartimento di Scienze Economiche, Alma Mater Studiorum - Università di Bologna, Bologna, Italy
Department of Economics, Business School, University of Exeter, Exeter, United Kingdom

73.18
70Norman Rasmus Swanson

Department of Economics, Rutgers University-New Brunswick, New Brunswick, New Jersey (USA)

73.39
71Christopher F Baum

Department of Economics, Boston College, Chestnut Hill, Massachusetts (USA)

75.26
72Zhijie Xiao

Department of Economics, Boston College, Chestnut Hill, Massachusetts (USA)

76.87
73In Choi

College of Economics, Sogang University, Seoul, South Korea

77.44
74Chihwa Kao

Department of Economics, University of Connecticut, Storrs, Connecticut (USA)

79.76
75Yixiao Sun

Department of Economics, University of California-San Diego (UCSD), La Jolla, California (USA)

80.55
76Christian Francq

Centre de Recherche en Économie et Statistique (CREST), Palaiseau, France

81.57
77Mario Forni

Dipartimento di Economia "Marco Biagi", Università degli Studi di Modena e Reggio Emilia, Modena, Italy

83.68
78Oliver Bruce Linton

Faculty of Economics, University of Cambridge, Cambridge, United Kingdom

83.76
79Domenico Giannone

Centre for Economic Policy Research (CEPR), London, United Kingdom

83.91
80Hyungsik Roger Moon

Department of Economics, University of Southern California, Los Angeles, California (USA)

86.34
81Badi H. Baltagi

Department of Economics, Maxwell School, Syracuse University, Syracuse, New York (USA)

88.59
82Lajos Horvath

88.95

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:

We do our best, but we cannot exclude errors.
IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.