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Top 5% Institutions and Economists in the Field of Econometric Time Series, as of July 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 735 authors affiliated with 900 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
12.77Department of Economics, University of California-San Diego (UCSD), La Jolla
22.99Stern School of Business, New York University, New York City
33.93Cowles Foundation for Research in Economics, Yale University, New Haven
44.3Center for Research in Econometric Analysis of Time Series (CREATES), Aarhus Universitet, Aarhus
(5)4.68Finance Department, Stern School of Business, New York University, New York City
56.03Faculty of Economics, University of Cambridge, Cambridge
66.06Faculteit der Economische Wetenschappen en Bedrijfskunde, Vrije Universiteit, Amsterdam
76.75Department of Economics, Harvard University, Cambridge
87.99Department of Economics, New York University, New York City
98.25Department of Economics, Duke University, Durham
1011.52Department of Economics, Oxford University, Oxford
1111.79Department of Economics, Princeton University, Princeton
(12)13.05Afdeling Ruimtelijke Economie, Faculteit der Economische Wetenschappen en Bedrijfskunde, Vrije Universiteit, Amsterdam
1213.07Federal Reserve Board (Board of Governors of the Federal Reserve System), Washington
1313.19Economics Department, Yale University, New Haven
1414.3Department of Economics, University of Chicago, Chicago
1516.28Department of Economics, University of Pennsylvania, Philadelphia
1616.66London School of Economics (LSE), University of London, London
1616.66Department of Economics, Boston University, Boston
1818.25Department of Economics, University of Southern California, Los Angeles
1919.98Centro de Estudios Monetarios y Financieros (CEMFI), Madrid
2020.74Business School, University of Auckland, Auckland
2121.28Department of Economics, School of Arts and Sciences, Columbia University, New York City
(22)21.6Economics Department, London School of Economics (LSE), University of London, London
(22)21.98Department of Economics, Business School, University of Auckland, Auckland
2222.08Economics Department, Michigan State University, East Lansing
(23)24.38Economic Research, Federal Reserve Bank of St. Louis, St. Louis
2324.38Federal Reserve Bank of St. Louis, St. Louis
2424.74Economics Department, University of Wisconsin-Madison, Madison
2526.38Department of Economics, University of Warwick, Coventry
2628.18Department of Economics, Northwestern University, Evanston
2730.15Wharton School of Business, University of Pennsylvania, Philadelphia
2830.19Økonomisk Institut, Københavns Universitet, København
2932.59European Central Bank, Frankfurt am Main
3033.42Federal Reserve Bank of New York, New York City
(31)36.01Research and Statistics Group, Federal Reserve Bank of New York, New York City
(31)38.82Economics Group, Nuffield College, Department of Economics, Oxford University, Oxford
3141.27Department of Agricultural and Resource Economics, University of Maryland, College Park
3241.49Departamento de Economía, Universidad Carlos III de Madrid, Madrid
3343.41School of Economics, University of Nottingham, Nottingham
3445.93Kellogg Graduate School of Management, Northwestern University, Evanston
3547.91Faculty of Business, Queensland University of Technology, Brisbane
3648.32Faculteit Economie en Bedrijfskunde, Universiteit van Amsterdam, Amsterdam
3748.75Tinbergen Instituut, Amsterdam
(38)48.82Department of Econometrics and Business Statistics, Faculty of Business and Economics, Monash University, Clayton
3848.82Faculty of Business and Economics, Monash University, Clayton
3949.27London Business School (LBS), University of London, London
(40)49.42Department of Finance, Kellogg Graduate School of Management, Northwestern University, Evanston
(40)49.92Bendheim Center for Finance, Department of Economics, Princeton University, Princeton
4051.57ECORE, Louvain/Bruxelles
4151.96Economics Department, University of Michigan, Ann Arbor
4252.23Economics Department, Queen's University, Kingston
4352.73Department of Economics, European University Institute, Firenze
(44)52.98School of Economics and Finance, Faculty of Business, Queensland University of Technology, Brisbane
4453.64Department of Economics, Boston College, Chestnut Hill
4554.58Department of Economics, University of Iowa, Iowa 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
1.1.5Peter C. B. Phillips
2.2.25Robert F. Engle
3.2.51M Hashem Pesaran
4.5.58Tim Bollerslev
5.7.52Clive W. J. Granger †
6.7.88James H. Stock
7.8.46Lars Peter Hansen
8.9.95Donald W. K. Andrews
9.10.1Thomas J. Sargent
10.10.35Halbert White
11.10.57Pierre Perron
12.10.94Christopher Sims
13.13.5Francis X. Diebold
14.13.64Jushan Bai
15.14.43David F. Hendry
16.15.69Manuel Arellano
17.15.73Peter M. Robinson
18.16.37Kenneth D. West
19.17.55Soren Johansen
20.18.31Ben S. Bernanke
21.18.48Serena Ng
22.19.31Timo Teräsvirta
23.20.12Marc Nerlove
24.23.17Neil Shephard
25.23.43James Hamilton
26.23.47J. Scott Armstrong
27.24.07Torben G. Andersen
28.24.44Graham Elliott
29.27.63Andrew C. Harvey
30.27.93Adrian Rodney Pagan
31.28.41Lawrence Christiano
32.30.68Yacine Ait-Sahalia
33.33.89George Tauchen
34.34.33Allan Timmermann
35.34.72Robert Taylor
36.36.31Helmut Lütkepohl

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.