RePEc Click here to visit UConn Economics IDEAS

This file is part of IDEAS, which uses RePEc data


[ Papers | Articles | Software | Books | Chapters | Authors | Institutions | JEL Classification | NEP reports | Search | New papers by email | Author registration | Rankings | Volunteers | FAQ | Blog | Help! ]

Top 5% Institutions and Economists in the Field of Econometric Time Series, as of August 2008

These rankings take only into account institutions registered in EDIRC and authors registered with the RePEc Author Service and the institutions they claimed to be affiliated with. For Econometric Time Series, these are 660 authors affiliated with 808 institutions.
For the worldwide rankings, see here: top 5% authors or top 5% economics institutions.
More rankings.
All authors classified in this field.
The rankings below are aggregate rankings from 31 different ranking methods, excluding worst and best method. See links above for details.
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.

Top 5% institutions in the field of Econometric Time Series

Please note that rankings can depend on the number of registered authors in the respective institutions. Subentities of ranked institutions do not increment the rank count and have their rank listed in parentheses. Register at the RePEc Author Service.

The scores of institutions in each field are determined by a weighted sum of all authors affiliated with the respective institutions. The weights are determined, for each author, by the proportion of all working papers announced in NEP that have also been announced in NEP-ETS (Econometric Time Series).
RankScoreInstitution
11.31National Bureau of Economic Research (NBER), Cambridge
22.4Cowles Foundation for Research in Economics, Yale University, New Haven
33.48Department of Economics, University of California-San Diego (UCSD), La Jolla
43.78Economics Department, Yale University, New Haven
56.16Business School, University of Auckland, Auckland
66.4Faculty of Economics, University of Cambridge, Cambridge
(7)7.37Department of Economics, Business School, University of Auckland, Auckland
79.4Department of Economics and Related Studies, University of York, York
89.63Department of Economics, University of Southern California, Los Angeles
910.54Institute for the Study of Labor (IZA), Bonn
1010.89Stern School of Business, New York University, New York City
1113.52CESifo, München
1213.56Tinbergen Instituut, Amsterdam
(13)13.62Finance Department, Stern School of Business, New York University, New York City
1313.89Department of Economics, Duke University, Durham
1414.26Department of Economics, Harvard University, Cambridge
1514.39Cambridge Finance, University of Cambridge, Cambridge
1614.79Department of Economics, New York University, New York City
1716.15Department of Economics, Oxford University, Oxford
1818.93Federal Reserve Board (Board of Governors of the Federal Reserve System), Washington
1920.43Department of Economics, Princeton University, Princeton
2022.05Faculteit der Economische Wetenschappen en Bedrijfskunde, Vrije Universiteit, Amsterdam
2123.33Centre for Economic Policy Research (CEPR), London
2223.4Center for Research in Econometric Analysis of Time Series (CREATES), Aarhus Universitet, Aarhus
2324.57Department of Economics, University of Chicago, Chicago
2425.81London School of Economics (LSE), University of London, London
2528.15Department of Economics, University of Pennsylvania, Philadelphia
2628.93Graduate School of Business, University of Chicago, Chicago
2728.96Centre for Applied Macroeconomic Analysis (CAMA),
2830.2Department of Economics, Boston University, Boston
2930.6Hoover Institution on War Revolution & Peace, Stanford University, Palo Alto
3031.97Department of Economics, University of Warwick, Coventry
(31)33.06Economics Group, Nuffield College, Department of Economics, Oxford University, Oxford
3134.02European Central Bank, Frankfurt am Main
3235.95Centro de Estudios Monetarios y Financieros (CEMFI), Madrid
3336.33Economics Department, Michigan State University, East Lansing
3436.61Department of Economics, Northwestern University, Evanston
(35)36.78Economics Department, London School of Economics (LSE), University of London, London
3537.69ECORE, Louvain/Bruxelles
3637.94Rimini Center for Economic Analysis (RCEA), Rimini
3739.23Economics Department, University of Wisconsin-Madison, Madison
3840.15Department of Economics, School of Arts and Sciences, Columbia University, New York City
(39)43.08Economic Research, Federal Reserve Bank of St. Louis, St. Louis
3843.08Federal Reserve Bank of St. Louis, St. Louis
(40)44.98Afdeling Ruimtelijke Economie, Faculteit der Economische Wetenschappen en Bedrijfskunde, Vrije Universiteit, Amsterdam
4046.34Federal Reserve Bank of New York, New York City

Top 5% authors in the field of Econometric Time Series

This ranking is based on registered authors only, and only those who are classified within this field. Authors can register at the RePEc Author Service.
RankScoreAuthor
1.1.49Peter C. B. Phillips
2.2.35M Hashem Pesaran
3.2.63Robert F. Engle
4.7.08Lars Peter Hansen
5.7.15Clive W. J. Granger
6.7.27Tim Bollerslev
7.8.85James H. Stock
8.9.31Thomas J. Sargent
9.9.8Donald W. K. Andrews
10.9.99Christopher Sims
11.11.39Pierre Perron
12.12.67Halbert White
13.13.49James Hamilton
14.13.72Francis X. Diebold
15.14.8Soren Johansen
16.15.48Arnold Zellner
17.15.74David F. Hendry
18.15.98Peter M. Robinson
19.17.36Manuel Arellano
20.17.7Jushan Bai
21.17.92Kenneth D. West
22.19.2Ben S. Bernanke
23.19.5Timo Teräsvirta
24.19.57Serena Ng
25.21.12J. Scott Armstrong
26.21.59Marc Nerlove
27.26.3Lawrence Christiano
28.26.82Neil Shephard
29.27.93Graham Elliott
30.28.89Peter E. Rossi
31.29.58Andrew C. Harvey
32.30.2Yacine Ait-Sahalia
33.31.45Adrian Rodney Pagan

Credits:

We do our best, but we cannot exclude errors.