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Top 5% Institutions and Economists in the Field of Econometric Time Series, as of June 2009

This page shows one of the many rankings computed with RePEc data. They are based on data about authors who have registered with the RePEc Author Service, institutions listed on EDIRC, bibliographic data collected by RePEc, citation analysis performed by CitEc and popularity data compiled by LogEc. To find more rankings, historical data and detailed methodology, click here. Or see the ranking FAQ. For Econometric Time Series, these are 732 authors affiliated with 889 institutions.
All authors classified in this field.

Top 5% institutions in the field of Econometric Time Series

The scores of institutions in each field are determined by a weighted sum of all authors affiliated with the respective institutions. The weights are determined, for each author, by the proportion of all working papers announced in NEP that have also been announced in NEP-ETS (Econometric Time Series).
RankScoreInstitution
12.73Department of Economics, University of California-San Diego (UCSD), La Jolla
23.06Stern School of Business, New York University, New York City
33.94Cowles Foundation for Research in Economics, Yale University, New Haven
44.37Center for Research in Econometric Analysis of Time Series (CREATES), Aarhus Universitet, Aarhus
(5)4.82Finance Department, Stern School of Business, New York University, New York City
56.06Faculty of Economics, University of Cambridge, Cambridge
66.09Faculteit der Economische Wetenschappen en Bedrijfskunde, Vrije Universiteit, Amsterdam
77.01Department of Economics, Harvard University, Cambridge
87.57Department of Economics, New York University, New York City
98.28Department of Economics, Duke University, Durham
1011.2Department of Economics, Princeton University, Princeton
1111.92Department of Economics, Oxford University, Oxford
1212.67Economics Department, Yale University, New Haven
(13)12.88Afdeling Ruimtelijke Economie, Faculteit der Economische Wetenschappen en Bedrijfskunde, Vrije Universiteit, Amsterdam
1312.99Federal Reserve Board (Board of Governors of the Federal Reserve System), Washington
1415.2Department of Economics, University of Chicago, Chicago
1515.7Business School, University of Auckland, Auckland
1616.42Department of Economics, University of Pennsylvania, Philadelphia
1717.14Department of Economics, Boston University, Boston
(18)17.19Department of Economics, Business School, University of Auckland, Auckland
1818.51London School of Economics (LSE), University of London, London
1918.79Department of Economics, University of Southern California, Los Angeles
2020.33Centro de Estudios Monetarios y Financieros (CEMFI), Madrid
2122.1Department of Economics, School of Arts and Sciences, Columbia University, New York City
2222.38Economics Department, Michigan State University, East Lansing
(23)22.94Economics Department, London School of Economics (LSE), University of London, London
2324.67Economics Department, University of Wisconsin-Madison, Madison
(24)25.4Economic Research, Federal Reserve Bank of St. Louis, St. Louis
2325.4Federal Reserve Bank of St. Louis, St. Louis
2526.15Department of Economics, University of Warwick, Coventry
2628.09Department of Economics, Northwestern University, Evanston
2730.15Wharton School of Business, University of Pennsylvania, Philadelphia
2830.27Økonomisk Institut, Københavns Universitet, København
2933.37European Central Bank, Frankfurt am Main
3033.58Federal Reserve Bank of New York, New York City
(31)36.59Research and Statistics Group, Federal Reserve Bank of New York, New York City
3137.35Tinbergen Instituut, Amsterdam
(32)39.77Economics Group, Nuffield College, Department of Economics, Oxford University, Oxford
3240.87Department of Agricultural and Resource Economics, University of Maryland, College Park
3342.4Departamento de Economía, Universidad Carlos III de Madrid, Madrid
3442.96School of Economics, University of Nottingham, Nottingham
3547.26Kellogg Graduate School of Management, Northwestern University, Evanston
3647.59Faculteit Economie en Bedrijfskunde, Universiteit van Amsterdam, Amsterdam
3748.95Faculty of Business, Queensland University of Technology, Brisbane
(38)49.37Bendheim Center for Finance, Department of Economics, Princeton University, Princeton
(38)49.46Department of Econometrics and Business Statistics, Faculty of Business and Economics, Monash University, Clayton
3749.46Faculty of Business and Economics, Monash University, Clayton
(39)50.55Department of Finance, Kellogg Graduate School of Management, Northwestern University, Evanston
3950.66Economics Department, University of Michigan, Ann Arbor
4052.74Economics Department, Queen's University, Kingston
(41)53.04School of Economics and Finance, Faculty of Business, Queensland University of Technology, Brisbane
4153.7Hoover Institution on War Revolution & Peace, Stanford University, Palo Alto
4254.13Department of Economics, European University Institute, Firenze
4354.74ECORE, Louvain/Bruxelles
4455.61Department of Economics, Boston College, Chestnut Hill

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
1.1.55Peter C. B. Phillips
2.2.3M Hashem Pesaran
3.2.3Robert F. Engle
4.5.65Tim Bollerslev
5.7.37Clive W. J. Granger †
6.8.56Lars Peter Hansen
7.8.65James H. Stock
8.9.82Thomas J. Sargent
9.10.38Halbert White
10.10.58Donald W. K. Andrews
11.10.58Christopher Sims
12.10.61Pierre Perron
13.13.7Jushan Bai
14.13.82Francis X. Diebold
15.15.05David F. Hendry
16.15.4Manuel Arellano
17.15.82Peter M. Robinson
18.16.1Kenneth D. West
19.17.44Soren Johansen
20.17.52Ben S. Bernanke
21.18.8Timo Teräsvirta
22.18.86Serena Ng
23.19.92Marc Nerlove
24.22.8James Hamilton
25.23.42J. Scott Armstrong
26.23.64Neil Shephard
27.23.84Graham Elliott
28.24.99Torben G. Andersen
29.27.6Adrian Rodney Pagan
30.28.34Lawrence Christiano
31.28.52Andrew C. Harvey
32.30.5Yacine Ait-Sahalia
33.33.37George Tauchen
34.33.5Robert Taylor
35.34.41Allan Timmermann
36.36.73Richard T. Baillie

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.