Top 10% Institutions and Economists in the Field of Econometric Time Series, as of November 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 8777 institutions with 67397 registered authors evaluated for all the rankings.

Similar rankings

Entity	Full ranking		Last 10 years		10 best authors		Last 10 years, 10 best authors		Top 5% authors		More
Authors	Short	Details	Short	Details							More
Institutions	Short	Details	Short	Details	Short	Details	Short	Details	All years	Last 10	More
Regions	Short	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 805 authors affiliated with 1585 institutions.
All authors classified in this field.

Rank	Institution	Score	Authors	Author shares
1	Department of Economics, Duke University Durham, North Carolina (USA)	3.14	48	1.72
2	Department of Economics, Princeton University Princeton, New Jersey (USA)	4.35	52	2.23
3	Institut for Økonomi, Aarhus Universitet Aarhus, Denmark	5.48	116	11.65
4	Singapore Management University Singapore, Singapore	5.66	38	5.96
5	Department of Economics, School of Arts and Sciences, Columbia University New York City, New York (USA)	7.52	55	1.07
6	African Governance and Development Institute (AGDI) Yaoundé, Cameroun	7.68	7	0.97
---	School of Economics, Singapore Management University Singapore, Singapore	7.79	34	5.96
7	Department of Economics, Boston University Boston, Massachusetts (USA)	8.61	68	1.79
8	Department of Economics, University of Southern California Los Angeles, California (USA)	9.12	70	1.08
9	Monash Business School, Monash University Melbourne, Australia	9.3	192	11.7
10	Department of Economics, University of California-San Diego (UCSD) La Jolla, California (USA)	10.04	52	2.01
11	Cowles Foundation for Research in Economics, Yale University New Haven, Connecticut (USA)	11.72	16	0.52
12	Department of Economics, Harvard University Cambridge, Massachusetts (USA)	12.19	74	0.85
---	Center for Research in Econometric Analysis of Time Series (CREATES), Institut for Økonomi, Aarhus Universitet Aarhus, Denmark	12.19	44	9.27
13	Department of Economics, University of Pennsylvania Philadelphia, Pennsylvania (USA)	13.21	49	1.5
---	Department of Econometrics and Business Statistics, Monash Business School, Monash University Melbourne, Australia	13.36	39	10.85
14	Stern School of Business, New York University (NYU) New York City, New York (USA)	14.35	54	2.02
15	Department of Economics, University of Washington Seattle, Washington (USA)	16.06	21	1.83
16	European Central Bank Frankfurt am Main, Germany	16.9	262	8.69
17	Økonomisk Institut, Københavns Universitet København, Denmark	17.45	80	4.58
18	Faculty of Economics, University of Cambridge Cambridge, United Kingdom	19.01	66	2.28
19	Economics Department, University of Wisconsin-Madison Madison, Wisconsin (USA)	20.64	36	0.68
20	Department of Economics, Oxford University Oxford, United Kingdom	22.19	182	3.44
21	Department of Economics and Related Studies, University of York York, United Kingdom	22.79	86	4.05
22	School of Economics, University of Nottingham Nottingham, United Kingdom	24.67	120	3.44
---	Department of Economics, Business School, University of Auckland Auckland, New Zealand	25.46	20	0.3
23	Business School, University of Auckland Auckland, New Zealand	25.46	24	0.3
24	Economics Department, Michigan State University East Lansing, Michigan (USA)	26.62	58	1.2
---	Finance Department, Stern School of Business, New York University (NYU) New York City, New York (USA)	33.99	17	0.55
25	National Bureau of Economic Research (NBER) Cambridge, Massachusetts (USA)	34.71	473	0.58
26	Federal Reserve Bank of Cleveland Cleveland, Ohio (USA)	34.72	82	3.19
27	Essex Business School, University of Essex Colchester, United Kingdom	35.78	30	2.49
28	Department of Economics, University of Chicago Chicago, Illinois (USA)	35.79	78	0.66
29	Federal Reserve Bank of Dallas Dallas, Texas (USA)	38.48	49	1.02
---	Economic Research, Federal Reserve Bank of Cleveland Cleveland, Ohio (USA)	40.78	56	2.3
30	Centre de Recherche en Économie et Statistique (CREST) Palaiseau, France	41.39	94	2.9
31	School of Business and Economics, Vrije Universiteit Amsterdam Amsterdam, Netherlands	41.66	125	5.24
32	Centro de Estudios Monetarios y Financieros (CEMFI) Madrid, Spain	43.11	28	0.88
33	Barcelona School of Economics (BSE) Barcelona, Spain	43.41	165	2.83
34	Departamento de Economía, Universidad Carlos III de Madrid Madrid, Spain	44	61	1.89
35	Economics Department, University of Strathclyde Glasgow, United Kingdom	44.43	33	0.95
36	Federal Reserve Board (Board of Governors of the Federal Reserve System) Washington, District of Columbia (USA)	46.34	214	4.14
37	Federal Reserve Bank of St. Louis St. Louis, Missouri (USA)	46.97	60	1.31
---	Research Division, Federal Reserve Bank of St. Louis St. Louis, Missouri (USA)	48.42	53	1.3
38	Department of Economics, University of North Carolina-Chapel-Hill Chapel Hill, North Carolina (USA)	48.73	22	1.26
39	School of Economics, Faculty of Arts and Social Sciences, University of Sydney Sydney, Australia	49.97	68	3.04
40	Department of Economics, Northwestern University Evanston, Illinois (USA)	50.62	41	0.39
41	Louvain Institute of Data Analysis and Modelling in Economics and Statistics (LIDAM), Université Catholique de Louvain Louvain-la-Neuve, Belgium	53.04	133	2.86
42	Department of Economics, Indiana University Bloomington, Indiana (USA)	54.07	30	1.86
43	Università Commerciale Luigi Bocconi Milano, Italy	55.47	165	2.93
44	Department of Economics, Cornell University Ithaca, New York (USA)	55.7	49	1.09
---	Economic Studies, Brookings Institution Washington, District of Columbia (USA)	56.38	13	0.15
45	Brookings Institution Washington, District of Columbia (USA)	56.38	37	0.15
46	Department of Economics, McGill University Montréal, Canada	56.92	34	1.48
47	International Monetary Fund (IMF) Washington, District of Columbia (USA)	56.93	510	7.22
---	Afdeling Econometrie and Operations Research, School of Business and Economics, Vrije Universiteit Amsterdam Amsterdam, Netherlands	60.51	16	2.82
48	Department of Economics, University of California-Berkeley Berkeley, California (USA)	61.01	63	0.61
49	Economics Department, Yale University New Haven, Connecticut (USA)	61.29	59	0.45
50	Economics Department, Massachusetts Institute of Technology (MIT) Cambridge, Massachusetts (USA)	61.41	64	0.48
51	Department of Economics, Boston College Chestnut Hill, Massachusetts (USA)	65.79	63	0.87
52	Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam Rotterdam, Netherlands	66.83	115	3
53	Tinbergen Instituut Amsterdam, Netherlands	69.02	126	3.33
---	Econometrisch Instituut, Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam Rotterdam, Netherlands	70.53	20	2.03
54	School of Economics and Finance, Queen Mary University of London London, United Kingdom	70.54	66	2.1
55	Department of Economics, University College London (UCL) London, United Kingdom	71.91	70	1.13
56	Federal Reserve Bank of Atlanta Atlanta, Georgia (USA)	72.25	30	1.72
57	Faculteit Economie en Bedrijfskunde, Universiteit van Amsterdam Amsterdam, Netherlands	72.44	102	2.35
58	Department of Economics, New York University (NYU) New York City, New York (USA)	72.84	59	0.88
59	Dipartimento di Scienze Economiche, Alma Mater Studiorum - Università di Bologna Bologna, Italy	73.83	125	2.62
60	Business School, University of Exeter Exeter, United Kingdom	75.86	52	1.04
61	Business School, King's College London London, United Kingdom	76.9	32	1.38
---	Volatility Institute, Stern School of Business, New York University (NYU) New York City, New York (USA)	79.03	2	0.11
---	Granger Centre for Time Series Econometrics, School of Economics, University of Nottingham Nottingham, United Kingdom	83.74	7	1.56
62	Ekonomihögskolan, Lunds Universitet Lund, Sweden	85.01	119	1.09
---	Nationalekonomiska Institutionen, Ekonomihögskolan, Lunds Universitet Lund, Sweden	85.01	72	1.09
63	Federal Reserve Bank of Chicago Chicago, Illinois (USA)	85.34	59	0.69
64	Economics Department, Queen's University Kingston, Canada	88.03	53	1.22
65	Department of Economics, University of Warwick Coventry, United Kingdom	88.61	94	1.49
66	Deutsche Bundesbank Frankfurt, Germany	90.24	175	3.36
67	Department of Economics, University of Toronto Toronto, Canada	90.7	77	1.22
---	Amsterdam School of Economics, Faculteit Economie en Bedrijfskunde, Universiteit van Amsterdam Amsterdam, Netherlands	91.01	33	1.27
68	DIW Berlin (Deutsches Institut für Wirtschaftsforschung) Berlin, Germany	91.77	139	0.67
69	Department of Economics, Ohio State University Columbus, Ohio (USA)	92.51	40	2
---	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	92.55	50	1.26
---	Departament d'Economia i Empresa, Universitat Pompeu Fabra, Barcelona School of Economics (BSE) Barcelona, Spain	92.88	96	1.81
70	Department of Economics, Emory University Atlanta, Georgia (USA)	93.22	32	1.97
71	Department of Economics, University of Illinois at Urbana-Champaign Urbana-Champaign, Illinois (USA)	93.75	42	1.41
72	Departamento de Estadistica, Universidad Carlos III de Madrid Madrid, Spain	95.18	10	4.79
73	Department of Economics, Johns Hopkins University Baltimore, Maryland (USA)	95.76	29	0.55
74	Department of Economics, Mathematics and Statistics, Birkbeck College London, United Kingdom	95.79	26	3.01
75	Center for Applied Statistics and Econometrics (CASE), Humboldt-Universität Berlin Berlin, Germany	98.08	23	1.91
76	Facoltà di Economia, Università degli Studi di Roma "Tor Vergata" Roma, Italy	98.41	113	3.62
77	Mitchell E. Daniels, Jr. School of Business, Purdue University West Lafayette, Indiana (USA)	99.48	34	2.46
---	Department of Economics, Mitchell E. Daniels, Jr. School of Business, Purdue University West Lafayette, Indiana (USA)	99.48	30	2.46
78	Athens University of Economics and Business (AUEB) Athens, Greece	100.56	90	3.09
---	Bendheim Center for Finance, Department of Economics, Princeton University Princeton, New Jersey (USA)	101.37	7	0.38
79	School of Business and Economics, Maastricht University Maastricht, Netherlands	103.21	98	5.04
80	Business School, University of Technology Sydney Sydney, Australia	103.58	92	2.24
---	Department of Economics, Business School, University of Exeter Exeter, United Kingdom	107.1	39	0.66
81	Department of Economics, University of Connecticut Storrs, Connecticut (USA)	112.16	49	1.72
82	Fakultät für Wirtschaftswissenschaften, Universität Wien Wien, Austria	112.91	63	2.54
83	Institute of Labor Economics (IZA) Bonn, Germany	113.93	972	0.57
84	Anderson Graduate School of Management, University of California-Los Angeles (UCLA) Los Angeles, California (USA)	114.1	32	0.43
85	Department of Economics, Korea University Seoul, South Korea	114.27	28	1.28
86	Dipartimento di Economia, Università Ca' Foscari Venezia Venezia, Italy	114.4	92	1.85
87	Wirtschafts- und Sozialwissenschaftliche Fakultät, Universität zu Köln Köln, Germany	116.78	47	1.48
---	Economic Research Department, Federal Reserve Bank of Atlanta Atlanta, Georgia (USA)	119.89	22	1.48
88	Department of Economics, Pennsylvania State University State College, Pennsylvania (USA)	120.56	33	0.58
89	École d'Économie d'Aix-Marseille, Aix-Marseille Université Aix-en-Provence/Marseille, France	123.3	124	2.61
90	Department of Economics, University of Texas-Dallas Dallas, Texas (USA)	123.52	10	0.88
91	Department of Economics, Rutgers University-New Brunswick New Brunswick, New Jersey (USA)	123.87	42	0.68
92	Department of Economics, University of California-Riverside Riverside, California (USA)	124.26	28	1.12
93	Rady School of Management, University of California-San Diego (UCSD) La Jolla, California (USA)	124.88	12	0.4
94	Department of Economics, Vanderbilt University Nashville, Tennessee (USA)	125.36	40	0.46
---	Vakgroep Kwantitatieve Economie, School of Business and Economics, Maastricht University Maastricht, Netherlands	126.55	12	3.71
95	Crawford School of Public Policy, Australian National University Canberra, Australia	127.64	177	0.86
96	Dipartimento di Economia "Marco Biagi", Università degli Studi di Modena e Reggio Emilia Modena, Italy	129.3	48	0.65
97	Département de Sciences Économiques, Université de Montréal Montréal, Canada	129.31	31	1.24
98	Istituto Einaudi per l'Economia e la Finanza (EIEF) Roma, Italy	130.46	30	0.56
99	Sveriges Riksbank Stockholm, Sweden	130.72	36	2.58
100	Department of Economics, University of Notre Dame South Bend, Indiana (USA)	131.68	60	0.6
---	Abteilung Volkswirtschaftslehre, Fachbereich Wirtschaftswissenschaft, Freie Universität Berlin Berlin, Germany	131.72	20	0.44
101	Fachbereich Wirtschaftswissenschaft, Freie Universität Berlin Berlin, Germany	131.72	43	0.44
102	Department of Agricultural and Resource Economics, University of Maryland College Park, Maryland (USA)	133.24	26	0.5
---	Department of Finance, Kellogg Graduate School of Management, Northwestern University Evanston, Illinois (USA)	134.2	19	0.19
103	Kellogg Graduate School of Management, Northwestern University Evanston, Illinois (USA)	134.2	53	0.19
104	Politiikan ja Talouden Tutkimuksen Laitos, Valtiotieteellinen tiedekunta, Helsingin Yliopisto Helsinki, Finland	134.91	36	2.42
---	Department of Statistics and Operations Research, Fakultät für Wirtschaftswissenschaften, Universität Wien Wien, Austria	136.62	8	2.13
105	Wirtschaftswissenschaftliche Fakutält, Universität Zürich Zürich, Switzerland	137.03	168	1.67
---	Institut für Volkswirtschaftslehre, Wirtschaftswissenschaftliche Fakutält, Universität Zürich Zürich, Switzerland	137.03	94	1.67
---	Economics Discipline Group, Business School, University of Technology Sydney Sydney, Australia	137.82	40	1.18
106	Economics Department, University of Essex Colchester, United Kingdom	137.88	47	1.39
107	College of Economics, Sogang University Seoul, South Korea	139.31	23	0.75
---	Dipartimento di Economia e Finanza, Facoltà di Economia, Università degli Studi di Roma "Tor Vergata" Roma, Italy	140.38	66	2.85
---	Centre for Applied Macroeconomic Analysis (CAMA), Crawford School of Public Policy, Australian National University Canberra, Australia	141.26	79	0.83
108	Department of Economics, University of Houston Houston, Texas (USA)	141.64	23	1.21
---	Department of Economics, W.P. Carey School of Business, Arizona State University Tempe, Arizona (USA)	143.34	39	1.3
109	W.P. Carey School of Business, Arizona State University Tempe, Arizona (USA)	143.34	48	1.3
110	Fachbereich Wirtschaftswissenschaft, Goethe Universität Frankfurt am Main Frankfurt am Main, Germany	144.96	70	1.17
111	Solvay Brussels School of Economics and Management, Université Libre de Bruxelles Bruxelles, Belgium	147.34	176	2.04
---	Seminar für Wirtschafts- und Sozialgeschichte, Wirtschafts- und Sozialwissenschaftliche Fakultät, Universität zu Köln Köln, Germany	150.64	3	0.55
112	Economics Department, Georgetown University Washington, District of Columbia (USA)	151.11	49	0.58
113	Department of Economics, University of Maryland College Park, Maryland (USA)	151.44	51	1.66
114	Department of Economics, University of Birmingham Birmingham, United Kingdom	151.85	53	1.6
115	Faculty of Business and Economics, University of Melbourne Melbourne, Australia	152.04	100	3.32
---	Dipartimento di Economia "Ettore Bocconi", Università Commerciale Luigi Bocconi Milano, Italy	153.14	32	0.26
---	Finance Division, Sauder School of Business, University of British Columbia Vancouver, Canada	154.24	6	1
116	Sauder School of Business, University of British Columbia Vancouver, Canada	154.24	25	1
117	Department of Economics, University of California-Los Angeles (UCLA) Los Angeles, California (USA)	154.44	54	0.58
118	Management School, Lancaster University Lancaster, United Kingdom	155.28	67	3.57
119	Bank of England London, United Kingdom	155.29	209	2.59
120	Toulouse School of Economics (TSE) Toulouse, France	157.05	155	1.23
121	Banca d'Italia Roma, Italy	157.87	308	3.58
122	Department of Economics and Finance, Brunel University Uxbridge, United Kingdom	158.37	22	1.11
123	Adam Smith Business School, University of Glasgow Glasgow, United Kingdom	158.99	72	1.95
---	Department of Economics, Adam Smith Business School, University of Glasgow Glasgow, United Kingdom	158.99	55	1.95
124	Centre for Economic Policy Research (CEPR) London, United Kingdom	160.49	368	0.29
125	Management School, University of Liverpool Liverpool, United Kingdom	161.92	37	2.38
126	School of Business and Economics, Universidade Nova de Lisboa Lisboa, Portugal	161.98	57	0.7
127	Dipartimento di Statistica, Informatica, Applicazioni "G. Parenti", Università degli Studi di Firenze Firenze, Italy	162	18	1.78
---	European Centre for Advanced Research in Economics and Statistics (ECARES), Solvay Brussels School of Economics and Management, Université Libre de Bruxelles Bruxelles, Belgium	162.8	68	2.01
---	Abteilung Empirische Wirtschaftsforschung und International Wirtschaftspolitik, Fachbereich Wirtschaftswissenschaft, Goethe Universität Frankfurt am Main Frankfurt am Main, Germany	166.17	8	1
128	Smeal College of Business Administration, Pennsylvania State University State College, Pennsylvania (USA)	166.81	10	0.9
---	Innocenzo Gasparini Institute for Economic Research (IGIER), Università Commerciale Luigi Bocconi Milano, Italy	167.1	49	0.29
129	Department of Economics, Washington University in St. Louis St. Louis, Missouri (USA)	167.54	33	0.58
130	Banco de España Madrid, Spain	168.02	122	2.82
131	Culverhouse College of Business, University of Alabama-Tuscaloosa Tuscaloosa, Alabama (USA)	168.99	27	1.15
132	BI Handelshøyskolen Oslo, Norway	169.49	55	0.92
133	Faculty of Business and Economics, Macquarie University Sydney, Australia	171.06	43	1.73
134	Department of Economics, Maxwell School, Syracuse University Syracuse, New York (USA)	176.28	26	0.48
135	Gordon Lang School of Business and Economics, University of Guelph Guelph, Canada	179.46	47	1.63
---	Department of Economics and Finance, Gordon Lang School of Business and Economics, University of Guelph Guelph, Canada	179.46	40	1.63
136	Warwick Business School, University of Warwick Coventry, United Kingdom	179.47	28	1.92
---	Economic Research Department, Federal Reserve Bank of Dallas Dallas, Texas (USA)	179.63	27	0.52
137	Department of Economics, Virginia Polytechnic Institute and State University (Virginia Tech) Blacksburg, Virginia (USA)	179.94	17	1.45
138	Institute for Fiscal Studies (IFS) London, United Kingdom	181.37	78	0.19
139	Graduate School of Business, Columbia University New York City, New York (USA)	182.74	55	0.15
140	ESSEC Business School Cergy-Pontoise, France	190.41	34	2.13
---	Department of Economics, Faculty of Business and Economics, University of Melbourne Melbourne, Australia	191.72	46	2.85
141	School of Economics and Management, Universiteit van Tilburg Tilburg, Netherlands	192.96	141	1.39
142	London School of Economics (LSE) London, United Kingdom	192.99	343	1.09
143	Bank of Canada Ottawa, Canada	193.15	178	3.7
144	Federal Reserve Bank of New York New York City, New York (USA)	194.24	89	1.21
145	Centro Ricerche Nord Sud (CRENoS) Cagliari, Italy	195.04	48	0.89
---	CentER Graduate School for Economics and Business, School of Economics and Management, Universiteit van Tilburg Tilburg, Netherlands	195.35	97	1.36
146	Economics Department, Williams College Williamstown, Massachusetts (USA)	196.69	32	0.28
147	School of Economics and Management, Tsinghua University Beijing, China	200.8	23	1.04
148	Faculty of Economics, University of Tokyo Tokyo, Japan	204.06	40	1.03
149	Department of Economics, University of Oregon Eugene, Oregon (USA)	204.24	27	0.49
150	Business School, Queensland University of Technology Brisbane, Australia	204.81	35	1.48
151	Facultat de Ciències Econòmiques i Empresarials, Universitat de les Illes Balears Palma de Mallorca, Spain	206.77	38	3.03
---	Departament d'Economia Aplicada, Facultat de Ciències Econòmiques i Empresarials, Universitat de les Illes Balears Palma de Mallorca, Spain	206.77	27	3.03
152	Economics Division, University of Southampton Southampton, United Kingdom	208.46	33	2.23
---	Department of Economics, London Business School (LBS) London, United Kingdom	208.47	13	0.4
153	London Business School (LBS) London, United Kingdom	208.47	31	0.4
---	Finance and Economics Department, Graduate School of Business, Columbia University New York City, New York (USA)	209.81	26	0.12
154	DeGroote School of Business, McMaster University Hamilton, Canada	210.89	8	2.15
155	School of Economics, University of Manchester Manchester, United Kingdom	210.95	57	0.79
---	ICMA Centre for Financial Markets, Henley Business School, University of Reading Reading, United Kingdom	211.95	12	0.26
156	Henley Business School, University of Reading Reading, United Kingdom	211.95	31	0.26
---	Institutt for Samfunnsøkonomi, BI Handelshøyskolen Oslo, Norway	212.25	22	0.47
157	Department of Economics, University of Pittsburgh Pittsburgh, Pennsylvania (USA)	214.26	50	2.06
158	Graduate School of Economics/Faculty of Economics, Hitotsubashi University Tokyo, Japan	215.17	31	1.46

The rankings

Top 10% authors in the field of Econometric Time Series

For Econometric Time Series, these are 805 authors affiliated with 1585 institutions.
All authors classified in this field.

Rank	Author	Score
1	Peter C. B. Phillips School of Economics, Singapore Management University, Singapore, Singapore	1.63
2	Clive W. J. Granger †	3.79
3	Robert 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)	4.76
4	Pierre Perron Department of Economics, Boston University, Boston, Massachusetts (USA)	5.24
5	Tim Bollerslev Department of Economics, Duke University, Durham, North Carolina (USA)	5.46
6	Mohammad Hashem Pesaran Department of Economics, University of Southern California, Los Angeles, California (USA)	8.14
7	Mark W. Watson Department of Economics, Princeton University, Princeton, New Jersey (USA)	10.36
8	Jushan Bai Department of Economics, School of Arts and Sciences, Columbia University, New York City, New York (USA)	12.6
9	Robert Taylor Essex Business School, University of Essex, Colchester, United Kingdom	13.45
10	Soren Johansen Økonomisk Institut, Københavns Universitet, København, Denmark	13.98
11	Donald W. K. Andrews Economics Department, Yale University, New Haven, Connecticut (USA) Cowles Foundation for Research in Economics, Yale University, New Haven, Connecticut (USA)	14.2
12	Francis X. Diebold Department of Economics, University of Pennsylvania, Philadelphia, Pennsylvania (USA)	15.11
13	Charles R. Nelson Department of Economics, University of Washington, Seattle, Washington (USA)	16.84
14	Helmut Luetkepohl DIW Berlin (Deutsches Institut für Wirtschaftsforschung), Berlin, Germany	19.06
15	Serena Ng Department of Economics, School of Arts and Sciences, Columbia University, New York City, New York (USA)	19.95
16	Andrew C. Harvey Faculty of Economics, University of Cambridge, Cambridge, United Kingdom	20.16
17	Timo 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	20.24
18	Yongcheol Shin Department of Economics and Related Studies, University of York, York, United Kingdom	20.63
19	Joon Y. Park Department of Economics, Indiana University, Bloomington, Indiana (USA)	22.34
20	Kenneth D. West Economics Department, University of Wisconsin-Madison, Madison, Wisconsin (USA)	22.88
21	Gary Koop Economics Department, University of Strathclyde, Glasgow, United Kingdom	22.96
22	David F. Hendry Department of Economics, Oxford University, Oxford, United Kingdom	23.87
23	Lars Peter Hansen Department of Economics, University of Chicago, Chicago, Illinois (USA)	23.95
24	James H. Stock Department of Economics, Harvard University, Cambridge, Massachusetts (USA)	24.92
25	Neil Shephard Department of Economics, Harvard University, Cambridge, Massachusetts (USA)	25.37
26	George Tauchen Department of Economics, Duke University, Durham, North Carolina (USA)	25.84
27	James Hamilton Department of Economics, University of California-San Diego (UCSD), La Jolla, California (USA)	26.22
28	Stephen Leybourne School of Economics, University of Nottingham, Nottingham, United Kingdom	26.24
29	Pentti Juhani Saikkonen	26.67
30	George Kapetanios Business School, King's College London, London, United Kingdom	27.07
31	Torben G. Andersen National Bureau of Economic Research (NBER), Cambridge, Massachusetts (USA)	28.27
32	Todd Clark Economic Research, Federal Reserve Bank of Cleveland, Cleveland, Ohio (USA)	30.8
33	Thomas J. Sargent Department of Economics, New York University (NYU), New York City, New York (USA)	31.3
34	Halbert White †	32.1
35	Adrian Rodney Pagan School of Economics, Faculty of Arts and Social Sciences, University of Sydney, Sydney, Australia	32.75
36	Graham Elliott Department of Economics, University of California-San Diego (UCSD), La Jolla, California (USA)	33.61
37	Allan Timmermann Department of Economics, University of California-San Diego (UCSD), La Jolla, California (USA)	35.04
38	Andrew Patton Department of Economics, Duke University, Durham, North Carolina (USA)	37.44
39	Joakim Westerlund Nationalekonomiska Institutionen, Ekonomihögskolan, Lunds Universitet, Lund, Sweden	38.8
40	Lutz Kilian Federal Reserve Bank of Dallas, Dallas, Texas (USA)	41.35
41	Morten Nielsen Institut for Økonomi, Aarhus Universitet, Aarhus, Denmark	41.5
42	Manuel Arellano Centro de Estudios Monetarios y Financieros (CEMFI), Madrid, Spain	41.55
43	Massimiliano 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	42.07
44	Peter Reinhard Hansen Department of Economics, University of North Carolina-Chapel-Hill, Chapel Hill, North Carolina (USA)	43.02
45	David I. Harvey Granger Centre for Time Series Econometrics, School of Economics, University of Nottingham, Nottingham, United Kingdom	44.55
46	Siem Jan Koopman Afdeling Econometrie and Operations Research, School of Business and Economics, Vrije Universiteit Amsterdam, Amsterdam, Netherlands	46.32
47	Michael McCracken Research Division, Federal Reserve Bank of St. Louis, St. Louis, Missouri (USA)	50.14
48	Christian S. Gourieroux Department of Economics, University of Toronto, Toronto, Canada	51.04
49	Jun Yu School of Economics, Singapore Management University, Singapore, Singapore	51.97
50	Ole E. Barndorff-Nielsen †	52.01
51	Luc 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	53.48
52	Chang-Jin Kim Department of Economics, Korea University, Seoul, South Korea Department of Economics, University of Washington, Seattle, Washington (USA)	54.2
53	Michael McAleer †	55.17
54	Lawrence J. Christiano Department of Economics, Northwestern University, Evanston, Illinois (USA)	57.34
55	Lajos Horvath	60.12
56	Luis Alberiko Gil-Alana Facultad de Ciencias Económicas y Empresariales, Universidad de Navarra, Pamplona, Spain Navarra Center for International Development, Universidad de Navarra, Pamplona, Spain	60.31
57	Giuseppe Cavaliere Department of Economics, Business School, University of Exeter, Exeter, United Kingdom Dipartimento di Scienze Economiche, Alma Mater Studiorum - Università di Bologna, Bologna, Italy	61.64
58	Jean-Michel Zakoian Centre de Recherche en Économie et Statistique (CREST), Palaiseau, France	63.53
59	Asger Lunde Center for Research in Econometric Analysis of Time Series (CREATES), Institut for Økonomi, Aarhus Universitet, Aarhus, Denmark	64.71
60	Cheng Hsiao Department of Economics, University of Southern California, Los Angeles, California (USA)	66.09
61	Frank Schorfheide Department of Economics, University of Pennsylvania, Philadelphia, Pennsylvania (USA)	67.16
62	Timothy Vogelsang Economics Department, Michigan State University, East Lansing, Michigan (USA)	68.22
63	Yacine Ait-Sahalia Bendheim Center for Finance, Department of Economics, Princeton University, Princeton, New Jersey (USA)	68.49
64	James MacKinnon Economics Department, Queen's University, Kingston, Canada	70.9
65	Oliver Bruce Linton Faculty of Economics, University of Cambridge, Cambridge, United Kingdom	71.9
66	Atsushi Inoue Department of Economics, Vanderbilt University, Nashville, Tennessee (USA)	71.96
67	Marcus J. Chambers Economics Department, University of Essex, Colchester, United Kingdom	72.14
68	Donggyu Sul Department of Economics, University of Texas-Dallas, Dallas, Texas (USA)	73.33
69	Jonathan H. Wright Department of Economics, Johns Hopkins University, Baltimore, Maryland (USA)	73.9
70	Joerg Breitung Seminar für Wirtschafts- und Sozialgeschichte, Wirtschafts- und Sozialwissenschaftliche Fakultät, Universität zu Köln, Köln, Germany	75.92
71	Chihwa Kao Department of Economics, University of Connecticut, Storrs, Connecticut (USA)	75.96
72	Zhijie Xiao Department of Economics, Boston College, Chestnut Hill, Massachusetts (USA)	76.45
73	Marco Lippi Istituto Einaudi per l'Economia e la Finanza (EIEF), Roma, Italy	77.46
74	Jean-Marie Dufour Department of Economics, McGill University, Montréal, Canada	77.79
75	Norman Rasmus Swanson Department of Economics, Rutgers University-New Brunswick, New Brunswick, New Jersey (USA)	78.82
76	Christian Francq Centre de Recherche en Économie et Statistique (CREST), Palaiseau, France	79.26
77	Domenico Giannone Department of Economics, University of Washington, Seattle, Washington (USA)	80.13
78	Lucrezia Reichlin Department of Economics, London Business School (LBS), London, United Kingdom Centre for Economic Policy Research (CEPR), London, United Kingdom	80.32
79	Mario Forni Dipartimento di Economia "Marco Biagi", Università degli Studi di Modena e Reggio Emilia, Modena, Italy	81.65
80	Rob J Hyndman Department of Econometrics and Business Statistics, Monash Business School, Monash University, Melbourne, Australia	83.58

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:

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.

We do our best, but we cannot exclude errors.

Browse Econ Literature

More features

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

What this page is about

Similar rankings

The rankings

Top 10% institutions in the field of Econometric Time Series

The rankings

Top 10% authors in the field of Econometric Time Series

More services and features

MyIDEAS

Author registration

Rankings

RePEc Genealogy

RePEc Biblio

MPRA

New papers by email

EconAcademics

Plagiarism

About RePEc

RePEc home

Blog

Help/FAQ

RePEc team

Participating archives

Privacy statement

Help us

Corrections

Volunteers

Get papers listed

Open a RePEc archive

Get RePEc data