IDEAS home Printed from https://ideas.repec.org/top/old/2304/top.ets.html
 

Top 10% Institutions and Economists in the Field of Econometric Time Series, as of April 2023

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 ("shares") 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 ("shares") 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 8703 institutions with 66407 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 793 authors affiliated with 1573 institutions.
All authors classified in this field.

RankInstitutionScoreAuthorsAuthor shares
1Department of Economics, Duke University

Durham, North Carolina (USA)

2.88471.71
2Department of Economics, Princeton University

Princeton, New Jersey (USA)

4.38502.19
3Institut for Økonomi, Aarhus Universitet

Aarhus, Denmark

4.7311511.61
4Singapore Management University

Singapore, Singapore

7.41385.91
5Department of Economics, Boston University

Boston, Massachusetts (USA)

7.85691.79
6Department of Economics, School of Arts and Sciences, Columbia University

New York City, New York (USA)

7.93551.07
7Monash Business School, Monash University

Melbourne, Australia

8.2918911.68
8African Governance and Development Institute (AGDI)

Yaoundé, Cameroun

8.4370.97
---School of Economics, Singapore Management University

Singapore, Singapore

9.22345.9
9Department of Economics, University of California-San Diego (UCSD)

La Jolla, California (USA)

9.22542.01
10Department of Economics, University of Southern California

Los Angeles, California (USA)

9.92691.08
---Center for Research in Econometric Analysis of Time Series (CREATES), Institut for Økonomi, Aarhus Universitet

Aarhus, Denmark

11.54449.29
11Stern School of Business, New York University (NYU)

New York City, New York (USA)

11.81542.06
12Department of Economics, Harvard University

Cambridge, Massachusetts (USA)

11.98750.85
---Department of Econometrics and Business Statistics, Monash Business School, Monash University

Melbourne, Australia

12.893810.83
13Department of Economics, University of Pennsylvania

Philadelphia, Pennsylvania (USA)

13.66491.52
14Department of Economics, University of Washington

Seattle, Washington (USA)

15.43221.83
15European Central Bank

Frankfurt am Main, Germany

16.182528.84
16Økonomisk Institut, Københavns Universitet

København, Denmark

16.35804.55
17Cowles Foundation for Research in Economics, Yale University

New Haven, Connecticut (USA)

16.78160.47
18Faculty of Economics, University of Cambridge

Cambridge, United Kingdom

18.18642.28
19Economics Department, University of Wisconsin-Madison

Madison, Wisconsin (USA)

20.5350.68
20Department of Economics and Related Studies, University of York

York, United Kingdom

22.81844.05
21Department of Economics, Oxford University

Oxford, United Kingdom

22.881773.33
22School of Economics, University of Nottingham

Nottingham, United Kingdom

23.411283.47
23Economics Department, Michigan State University

East Lansing, Michigan (USA)

26581.2
24Economics Division, University of Southampton

Southampton, United Kingdom

28.41342.41
---Finance Department, Stern School of Business, New York University (NYU)

New York City, New York (USA)

30.27170.56
25Federal Reserve Bank of Cleveland

Cleveland, Ohio (USA)

34.18783.36
26Essex Business School, University of Essex

Colchester, United Kingdom

34.45312.66
27National Bureau of Economic Research (NBER)

Cambridge, Massachusetts (USA)

34.754620.59
28Department of Economics, University of Chicago

Chicago, Illinois (USA)

35.26780.66
---Department of Economics, Business School, University of Auckland

Auckland, New Zealand

38.4200.25
29Business School, University of Auckland

Auckland, New Zealand

38.4240.25
30Centre de Recherche en Économie et Statistique (CREST)

Palaiseau, France

39.9962.9
31Federal Reserve Board (Board of Governors of the Federal Reserve System)

Washington, District of Columbia (USA)

40.722134.6
32Centro de Estudios Monetarios y Financieros (CEMFI)

Madrid, Spain

41.02260.88
---Economic Research, Federal Reserve Bank of Cleveland

Cleveland, Ohio (USA)

41.03542.29
33School of Business and Economics, Vrije Universiteit Amsterdam

Amsterdam, Netherlands

41.171205.07
34Departamento de Economía, Universidad Carlos III de Madrid

Madrid, Spain

41.82621.92
35Economics Department, University of Strathclyde

Glasgow, United Kingdom

43.01330.95
36Federal Reserve Bank of Dallas

Dallas, Texas (USA)

43.09640.91
37Barcelona School of Economics (BSE)

Barcelona, Spain

44.441662.83
38Department of Economics, University of North Carolina-Chapel-Hill

Chapel Hill, North Carolina (USA)

48.13231.26
39Federal Reserve Bank of St. Louis

St. Louis, Missouri (USA)

50.92591.32
40Department of Economics, Northwestern University

Evanston, Illinois (USA)

51.41430.39
41Louvain Institute of Data Analysis and Modelling in Economics and Statistics (LIDAM), Université Catholique de Louvain

Louvain-la-Neuve, Belgium

52.061322.89
42School of Economics, Faculty of Arts and Social Sciences, University of Sydney

Sydney, Australia

52.07683.05
---Research Division, Federal Reserve Bank of St. Louis

St. Louis, Missouri (USA)

52.24521.3
43Department of Economics, Indiana University

Bloomington, Indiana (USA)

56.9301.95
---Economic Studies, Brookings Institution

Washington, District of Columbia (USA)

57.78130.16
44Brookings Institution

Washington, District of Columbia (USA)

57.78370.16
45Department of Economics, Cornell University

Ithaca, New York (USA)

57.93481.09
46Department of Economics, McGill University

Montréal, Canada

59.16341.36
47Università Commerciale Luigi Bocconi

Milano, Italy

59.231662.77
48International Monetary Fund (IMF)

Washington, District of Columbia (USA)

59.465016.58
---Afdeling Econometrie and Operations Research, School of Business and Economics, Vrije Universiteit Amsterdam

Amsterdam, Netherlands

61.11162.82
49Department of Economics, University of California-Berkeley

Berkeley, California (USA)

61.57620.63
50Economics Department, Yale University

New Haven, Connecticut (USA)

63.49590.45
51Department of Economics, Boston College

Chestnut Hill, Massachusetts (USA)

64.21630.87
52Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam

Rotterdam, Netherlands

64.541142
53Economics Department, Massachusetts Institute of Technology (MIT)

Cambridge, Massachusetts (USA)

65.53630.48
---Econometrisch Instituut, Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam

Rotterdam, Netherlands

65.91192.03
54Tinbergen Instituut

Amsterdam, Netherlands

66.51233.33
---Volatility Institute, Stern School of Business, New York University (NYU)

New York City, New York (USA)

68.7320.12
55Faculteit Economie en Bedrijfskunde, Universiteit van Amsterdam

Amsterdam, Netherlands

71.261032.35
56School of Economics and Finance, Queen Mary University of London

London, United Kingdom

72.53672.01
57Federal Reserve Bank of Atlanta

Atlanta, Georgia (USA)

73.1301.73
58Department of Economics, New York University (NYU)

New York City, New York (USA)

73.12590.88
59Dipartimento di Scienze Economiche, Alma Mater Studiorum - Università di Bologna

Bologna, Italy

74.561242.58
60Business School, King's College London

London, United Kingdom

76.58311.38
61Department of Economics, University College London (UCL)

London, United Kingdom

76.91681.1
62Business School, University of Exeter

Exeter, United Kingdom

77.2511.09
---Granger Centre for Time Series Econometrics, School of Economics, University of Nottingham

Nottingham, United Kingdom

82.0971.56
63Economics Department, Queen's University

Kingston, Canada

83.75491.25
64Federal Reserve Bank of Chicago

Chicago, Illinois (USA)

85.68600.67
65Department of Economics, University of Warwick

Coventry, United Kingdom

86.4921.48
66Ekonomihögskolan, Lunds Universitet

Lund, Sweden

87.991181.09
---Nationalekonomiska Institutionen, Ekonomihögskolan, Lunds Universitet

Lund, Sweden

87.99721.09
---Amsterdam School of Economics, Faculteit Economie en Bedrijfskunde, Universiteit van Amsterdam

Amsterdam, Netherlands

89.18331.27
67Department of Economics, University of Toronto

Toronto, Canada

89.94741.22
68Department of Economics, Mathematics and Statistics, Birkbeck College

London, United Kingdom

91.78273.03
69Department of Economics, Emory University

Atlanta, Georgia (USA)

92.52311.97
70Departamento de Estadistica, Universidad Carlos III de Madrid

Madrid, Spain

92.64104.92
---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

92.8501.25
71Department of Economics, Ohio State University

Columbus, Ohio (USA)

93.04402
72Center for Applied Statistics and Econometrics (CASE), Humboldt-Universität Berlin

Berlin, Germany

94.56231.91
73Department of Economics, Johns Hopkins University

Baltimore, Maryland (USA)

94.6310.55
---Departament d'Economia i Empresa, Universitat Pompeu Fabra, Barcelona School of Economics (BSE)

Barcelona, Spain

96.68971.81
74DIW Berlin (Deutsches Institut für Wirtschaftsforschung)

Berlin, Germany

99.271410.99
---Bendheim Center for Finance, Department of Economics, Princeton University

Princeton, New Jersey (USA)

101.7270.4
75Facoltà di Economia, Università degli Studi di Roma "Tor Vergata"

Roma, Italy

103.411153.6
76Business School, University of Technology Sydney

Sydney, Australia

104.34912.25
77Fakultät für Wirtschaftswissenschaften, Universität Wien

Wien, Austria

104.53632.84
78Athens University of Economics and Business (AUEB)

Athens, Greece

105.61903.02
79Krannert School of Management, Purdue University

West Lafayette, Indiana (USA)

106.93342.46
---Department of Economics, Krannert School of Management, Purdue University

West Lafayette, Indiana (USA)

106.93302.46
80School of Business and Economics, Maastricht University

Maastricht, Netherlands

107.37965
---Department of Economics, Business School, University of Exeter

Exeter, United Kingdom

110.63380.72
81Department of Economics, University of California-Riverside

Riverside, California (USA)

111.38281.14
82Anderson Graduate School of Management, University of California-Los Angeles (UCLA)

Los Angeles, California (USA)

112.96330.43
83Dipartimento di Economia, Università Ca' Foscari Venezia

Venezia, Italy

112.97911.89
84Institute of Labor Economics (IZA)

Bonn, Germany

113.199630.57
85Department of Economics, University of Connecticut

Storrs, Connecticut (USA)

113.34491.72
86Wirtschafts- und Sozialwissenschaftliche Fakultät, Universität zu Köln

Köln, Germany

113.45491.48
87Department of Economics, Korea University

Seoul, South Korea

114.76281.25
88Department of Economics, Pennsylvania State University

State College, Pennsylvania (USA)

119.75330.58
89École d'Économie d'Aix-Marseille, Aix-Marseille Université

Aix-en-Provence/Marseille, France

119.851202.64
---Economic Research Department, Federal Reserve Bank of Atlanta

Atlanta, Georgia (USA)

120221.49
90Istituto Einaudi per l'Economia e la Finanza (EIEF)

Roma, Italy

120.91300.6
91Department of Economics, Rutgers University-New Brunswick

New Brunswick, New Jersey (USA)

122.96390.68
92Deutsche Bundesbank

Frankfurt, Germany

1231722.61
93Rady School of Management, University of California-San Diego (UCSD)

La Jolla, California (USA)

125.59130.4
94Department of Economics, University of Texas-Dallas

Dallas, Texas (USA)

126.31100.88
95Département de Sciences Économiques, Université de Montréal

Montréal, Canada

128.85311.24
96Department of Economics, Vanderbilt University

Nashville, Tennessee (USA)

128.92420.45
97Crawford School of Public Policy, Australian National University

Canberra, Australia

129.851780.85
98Politiikan ja Talouden Tutkimuksen Laitos, Valtiotieteellinen tiedekunta, Helsingin Yliopisto

Helsinki, Finland

129.86332.44
99Bank of England

London, United Kingdom

130.152062.62
100Sveriges Riksbank

Stockholm, Sweden

131.17372.58
101Department of Agricultural and Resource Economics, University of Maryland

College Park, Maryland (USA)

132.39260.5
---Vakgroep Kwantitatieve Economie, School of Business and Economics, Maastricht University

Maastricht, Netherlands

133.52123.67
---Department of Finance, Kellogg Graduate School of Management, Northwestern University

Evanston, Illinois (USA)

134.92190.2
102Kellogg Graduate School of Management, Northwestern University

Evanston, Illinois (USA)

134.92530.2
---Department of Statistics and Operations Research, Fakultät für Wirtschaftswissenschaften, Universität Wien

Wien, Austria

136.5382.13
103Dipartimento di Economia "Marco Biagi", Università degli Studi di Modena e Reggio Emilia

Modena, Italy

137.12460.64
104Economics Department, University of Essex

Colchester, United Kingdom

137.19461.61
105Department of Economics, University of Notre Dame

South Bend, Indiana (USA)

137.88530.59
106Solvay Brussels School of Economics and Management, Université Libre de Bruxelles

Bruxelles, Belgium

138.331762.05
107Department of Economics, University of Houston

Houston, Texas (USA)

138.66251.21
---Department of Economics, W.P. Carey School of Business, Arizona State University

Tempe, Arizona (USA)

138.77391.3
108W.P. Carey School of Business, Arizona State University

Tempe, Arizona (USA)

138.77471.3
109Department of Economics, University of California-Los Angeles (UCLA)

Los Angeles, California (USA)

140.39550.62
---Economics Discipline Group, Business School, University of Technology Sydney

Sydney, Australia

140.6401.18
110College of Economics, Sogang University

Seoul, South Korea

141.56230.77
111Adam Smith Business School, University of Glasgow

Glasgow, United Kingdom

142.3742.27
---Centre for Applied Macroeconomic Analysis (CAMA), Crawford School of Public Policy, Australian National University

Canberra, Australia

143.24780.82
---Abteilung Volkswirtschaftslehre, Fachbereich Wirtschaftswissenschaft, Freie Universität Berlin

Berlin, Germany

143.27210.45
112Fachbereich Wirtschaftswissenschaft, Freie Universität Berlin

Berlin, Germany

143.27440.45
113Wirtschaftswissenschaftliche Fakutät, Universität Zürich

Zürich, Switzerland

143.341641.67
---Institut für Volkswirtschaftslehre, Wirtschaftswissenschaftliche Fakutät, Universität Zürich

Zürich, Switzerland

143.34931.67
114Fachbereich Wirtschaftswissenschaft, Goethe Universität Frankfurt am Main

Frankfurt am Main, Germany

145.65721.18
---Dipartimento di Economia e Finanza, Facoltà di Economia, Università degli Studi di Roma "Tor Vergata"

Roma, Italy

145.77672.85
---Department of Economics, Adam Smith Business School, University of Glasgow

Glasgow, United Kingdom

146.41561.99
---Seminar für Wirtschafts- und Sozialgeschichte, Wirtschafts- und Sozialwissenschaftliche Fakultät, Universität zu Köln

Köln, Germany

147.0830.55
115Management School, University of Liverpool

Liverpool, United Kingdom

147.57362.42
---European Centre for Advanced Research in Economics and Statistics (ECARES), Solvay Brussels School of Economics and Management, Université Libre de Bruxelles

Bruxelles, Belgium

150.8672.02
116Economics Department, Georgetown University

Washington, District of Columbia (USA)

152.54490.58
117Faculty of Business and Economics, University of Melbourne

Melbourne, Australia

152.761013.28
---Finance Division, Sauder School of Business, University of British Columbia

Vancouver, Canada

154.1561
118Sauder School of Business, University of British Columbia

Vancouver, Canada

154.15251
---Dipartimento di Economia "Ettore Bocconi", Università Commerciale Luigi Bocconi

Milano, Italy

154.21320.28
119Banca d'Italia

Roma, Italy

155.023023.7
120Scuola di Economia e Management, Università degli Studi di Firenze

Firenze, Italy

155.13872.25
121BI Handelshøyskolen

Oslo, Norway

156.04561.05
122Department of Economics, University of Birmingham

Birmingham, United Kingdom

156.68531.5
123Centre for Economic Policy Research (CEPR)

London, United Kingdom

157.013630.28
124Toulouse School of Economics (TSE)

Toulouse, France

157.081561.25
125Management School, Lancaster University

Lancaster, United Kingdom

161.37683.57
126School of Business and Economics, Universidade Nova de Lisboa

Lisboa, Portugal

163.84570.71
127Department of Economics, Washington University in St. Louis

St. Louis, Missouri (USA)

165.75310.58
---Abteilung Empirische Wirtschaftsforschung und International Wirtschaftspolitik, Fachbereich Wirtschaftswissenschaft, Goethe Universität Frankfurt am Main

Frankfurt am Main, Germany

166.2191
128Smeal College of Business Administration, Pennsylvania State University

State College, Pennsylvania (USA)

167.7100.9
129Faculty of Business and Economics, Macquarie University

Sydney, Australia

169.31431.72
130Department of Economics, University of Illinois at Urbana-Champaign

Urbana-Champaign, Illinois (USA)

169.33390.89
131Department of Economics, University of Maryland

College Park, Maryland (USA)

172.39481.58
---Innocenzo Gasparini Institute for Economic Research (IGIER), Università Commerciale Luigi Bocconi

Milano, Italy

172.65490.29
---Institutt for Samfunnsøkonomi, BI Handelshøyskolen

Oslo, Norway

173.06230.64
132Banco de España

Madrid, Spain

174.081152.85
---Dipartimento di Statistica, Informatica, Applicazioni "G. Parenti", Scuola di Economia e Management, Università degli Studi di Firenze

Firenze, Italy

174.51181.79
133Warwick Business School, University of Warwick

Coventry, United Kingdom

176.62271.92
134Department of Economics, Maxwell School, Syracuse University

Syracuse, New York (USA)

180.17260.53
135Graduate School of Business, Columbia University

New York City, New York (USA)

180.37530.15
136Institute for Fiscal Studies (IFS)

London, United Kingdom

182.74740.19
137Centro Ricerche Nord Sud (CRENoS)

Cagliari, Italy

183.2480.96
138Gordon Lang School of Business and Economics, University of Guelph

Guelph, Canada

184.72461.6
---Department of Economics and Finance, Gordon Lang School of Business and Economics, University of Guelph

Guelph, Canada

184.72391.6
139ESSEC Business School

Cergy-Pontoise, France

186.19342.16
140Handelshögskolan, Örebro Universitet

Örebro, Sweden

186.81231.87
141Department of Economics, Virginia Polytechnic Institute and State University (Virginia Tech)

Blacksburg, Virginia (USA)

188.19161.46
142School of Economics and Management, Universiteit van Tilburg

Tilburg, Netherlands

188.611431.39
---Department of Economics, Faculty of Business and Economics, University of Melbourne

Melbourne, Australia

188.77472.85
---CentER Graduate School for Economics and Business, School of Economics and Management, Universiteit van Tilburg

Tilburg, Netherlands

191.511001.35
143Federal Reserve Bank of New York

New York City, New York (USA)

192.3881.21
---Economic Research Department, Federal Reserve Bank of Dallas

Dallas, Texas (USA)

193.31390.51
144Bank of Canada

Ottawa, Canada

193.881813.68
145Business School, Queensland University of Technology

Brisbane, Australia

197.4351.48
146Department of Economics, University of Oregon

Eugene, Oregon (USA)

199.09270.49
147Faculty of Economics, University of Tokyo

Tokyo, Japan

200.01411.03
148Department of Economics and Finance, Brunel University

Uxbridge, United Kingdom

200.17200.98
149Economics Department, Williams College

Williamstown, Massachusetts (USA)

201.98310.28
---ICMA Centre for Financial Markets, Henley Business School, University of Reading

Reading, United Kingdom

203.59120.27
150Henley Business School, University of Reading

Reading, United Kingdom

203.59300.27
---Economics Group, Nuffield College, Department of Economics, Oxford University

Oxford, United Kingdom

205.32270.27
---Finance and Economics Department, Graduate School of Business, Columbia University

New York City, New York (USA)

206.62270.12
---Department of Economics, London Business School (LBS)

London, United Kingdom

207.58140.4
151London Business School (LBS)

London, United Kingdom

207.58310.4
152Facultat de Ciències Econòmiques i Empresarials, Universitat de les Illes Balears

Palma de Mallorca, Spain

210.67363.01
---Departament d'Economia Aplicada, Facultat de Ciències Econòmiques i Empresarials, Universitat de les Illes Balears

Palma de Mallorca, Spain

210.67253.01
153School of Economics and Management, Tsinghua University

Beijing, China

211.14231.03
154Graduate School of Economics/Faculty of Economics, Hitotsubashi University

Tokyo, Japan

211.33301.47
155Division of Economics, Seoul National University

Seoul, South Korea

215.87240.83
---Department of Economics, Faculty of Business and Economics, Macquarie University

Sydney, Australia

217.55301.37
156School of Economics, University of Manchester

Manchester, United Kingdom

218.12550.77
157DeGroote School of Business, McMaster University

Hamilton, Canada

219.4482.13

The rankings

Top 10% authors in the field of Econometric Time Series

For Econometric Time Series, these are 793 authors affiliated with 1573 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

1.77
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)

2.98
3Clive W. J. Granger †

3.74
4Pierre Perron

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

5.05
5Tim Bollerslev

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

6.35
6Mohammad Hashem Pesaran

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

8.92
7Mark W. Watson

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

10.38
8Robert Taylor

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

12.48
9Soren Johansen

Økonomisk Institut, Københavns Universitet, København, Denmark

13
10Jushan Bai

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

13.61
11Francis X. Diebold

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

15.47
12Charles R. Nelson

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

16.15
13Donald W. K. Andrews

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

17.68
14Timo Terasvirta

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

18.8
15Andrew C. Harvey

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

19.73
16Helmut Luetkepohl

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

20.52
17Serena Ng

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

20.69
18Yongcheol Shin

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

21.63
19Gary Koop

Economics Department, University of Strathclyde, Glasgow, United Kingdom

21.95
20Pentti Saikkonen

22.97
21Kenneth D. West

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

23.16
22Lars Peter Hansen

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

24
23David F. Hendry

Department of Economics, Oxford University, Oxford, United Kingdom

24.53
24James H. Stock

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

25.15
25George Kapetanios

Business School, King's College London, London, United Kingdom

25.19
26Stephen Leybourne

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

25.4
27Neil Shephard

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

25.63
28Joon Y. Park

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

25.71
29James Hamilton

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

26.12
30George Tauchen

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

26.15
31Torben G. Andersen

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

29.04
32Halbert White †

30.66
33Thomas J. Sargent

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

31.68
34Todd Clark

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

31.72
35Adrian Rodney Pagan

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

33.96
36Graham Elliott

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

34.08
37Allan Timmermann

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

34.51
38Manuel Arellano

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

38.35
39Andrew Patton

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

40.03
40Joakim Westerlund

Nationalekonomiska Institutionen, Ekonomihögskolan, Lunds Universitet, Lund, Sweden

40.18
41Morten Nielsen

Institut for Økonomi, Aarhus Universitet, Aarhus, Denmark

42.13
42Massimiliano 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

43.21
43Peter Reinhard Hansen

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

43.28
44David I. Harvey

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

43.34
45Lutz Kilian

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

44.64
46Siem Jan Koopman

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

47.14
47Christian S. Gourieroux

Department of Economics, University of Toronto, Toronto, Canada

50.25
48Jun Yu

School of Economics, Singapore Management University, Singapore, Singapore

51.46
49Ole E. Barndorff-Nielsen †

51.84
50Chang-Jin Kim

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

52.37
51Luc 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

53.3
52Michael McCracken

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

56.19
53Lawrence J. Christiano

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

57.17
54Michael McAleer †

57.47
55Lajos Horvath

59.52
56Jean-Michel Zakoian

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

60.21
57Giuseppe Cavaliere

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

60.52
58Luis Alberiko Gil-Alana

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

63.18
59Asger Lunde

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

65.64
60Cheng Hsiao

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

66.19
61Timothy Vogelsang

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

66.84
62Frank Schorfheide

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

67.46
63Yacine Ait-Sahalia

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

68.36
64James MacKinnon

Economics Department, Queen's University, Kingston, Canada

69.51
65Oliver Bruce Linton

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

70.95
66Marco Lippi

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

71.09
67Atsushi Inoue

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

73.15
68Zhijie Xiao

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

73.31
69Marcus J. Chambers

Economics Department, University of Essex, Colchester, United Kingdom

73.43
70Jonathan H. Wright

Department of Economics, Johns Hopkins University, Baltimore, Maryland (USA)

74.06
71Joerg Breitung

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

74.14
72Donggyu Sul

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

74.32
73Chihwa Kao

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

75.31
74Norman Rasmus Swanson

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

77.02
75Lucrezia Reichlin

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

77.32
76Jean-Marie Dufour

Department of Economics, McGill University, Montréal, Canada

78.54
77Christian Francq

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

78.89
78Yixiao Sun

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

81.19
79Domenico Giannone

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

81.63

The data presented here are experimental. They are based on a 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.