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Top 5% Institutions and Economists in the Field of Econometric Time Series, as of August 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 739 authors affiliated with 905 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
12.92Stern School of Business, New York University, New York City
22.98Department of Economics, University of California-San Diego (UCSD), La Jolla
33.93Cowles Foundation for Research in Economics, Yale University, New Haven
44.47Center for Research in Econometric Analysis of Time Series (CREATES), Aarhus Universitet, Aarhus
(5)4.52Finance Department, Stern School of Business, New York University, New York City
55.99Faculty of Economics, University of Cambridge, Cambridge
66.1Faculteit der Economische Wetenschappen en Bedrijfskunde, Vrije Universiteit, Amsterdam
77Department of Economics, Harvard University, Cambridge
87.56Department of Economics, New York University, New York City
97.72Department of Economics, Duke University, Durham
1011.54Department of Economics, Oxford University, Oxford
1112.05Department of Economics, Princeton University, Princeton
1212.37Economics Department, Yale University, New Haven
(13)12.54Afdeling Ruimtelijke Economie, Faculteit der Economische Wetenschappen en Bedrijfskunde, Vrije Universiteit, Amsterdam
1313.2Federal Reserve Board (Board of Governors of the Federal Reserve System), Washington
1413.47Department of Economics, Boston University, Boston
1515.09Department of Economics, University of Chicago, Chicago
1616.66London School of Economics (LSE), University of London, London
1716.8Department of Economics, University of Pennsylvania, Philadelphia
1818.24Department of Economics, University of Southern California, Los Angeles
1920.51Centro de Estudios Monetarios y Financieros (CEMFI), Madrid
(20)21.28Economics Department, London School of Economics (LSE), University of London, London
2021.36Business School, University of Auckland, Auckland
2122.31Economics Department, Michigan State University, East Lansing
(22)22.84Department of Economics, Business School, University of Auckland, Auckland
2223.12Department of Economics, School of Arts and Sciences, Columbia University, New York City
2324.87Economics Department, University of Wisconsin-Madison, Madison
(24)25.32Economic Research, Federal Reserve Bank of St. Louis, St. Louis
2425.32Federal Reserve Bank of St. Louis, St. Louis
2526.15Department of Economics, University of Warwick, Coventry
2628.56Department of Economics, Northwestern University, Evanston
2729.47Økonomisk Institut, Københavns Universitet, København
2830.46Wharton School of Business, University of Pennsylvania, Philadelphia
2933.16European Central Bank, Frankfurt am Main
3033.21Federal Reserve Bank of New York, New York City
(31)36.11Research and Statistics Group, Federal Reserve Bank of New York, New York City
(31)39.44Economics Group, Nuffield College, Department of Economics, Oxford University, Oxford
3141.96School of Economics, University of Nottingham, Nottingham
3242.29Department of Agricultural and Resource Economics, University of Maryland, College Park
3342.46Departamento de Economía, Universidad Carlos III de Madrid, Madrid
3445.84Kellogg Graduate School of Management, Northwestern University, Evanston
3547.83ECORE, Louvain/Bruxelles
3647.96Faculteit Economie en Bedrijfskunde, Universiteit van Amsterdam, Amsterdam
(37)48.54Department of Econometrics and Business Statistics, Faculty of Business and Economics, Monash University, Clayton
3748.54Faculty of Business and Economics, Monash University, Clayton
3848.72Tinbergen Instituut, Amsterdam
(39)49.04Department of Finance, Kellogg Graduate School of Management, Northwestern University, Evanston
(39)50.41Bendheim Center for Finance, Department of Economics, Princeton University, Princeton
3950.8Faculty of Business, Queensland University of Technology, Brisbane
4051.39London Business School (LBS), University of London, London
4152.16Federal Reserve Bank of Atlanta, Atlanta
4252.62Economics Department, University of Michigan, Ann Arbor
4352.66Department of Economics and Related Studies, University of York, York
4453Economics Department, Queen's University, Kingston
4553.14Department of Economics, European University Institute, Firenze

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
1.1.63Peter C. B. Phillips
2.2.1Robert F. Engle
3.2.37M Hashem Pesaran
4.5.54Tim Bollerslev
5.7.48Clive W. J. Granger †
6.7.97Pierre Perron
7.8.51James H. Stock
8.8.85Lars Peter Hansen
9.9.51Donald W. K. Andrews
10.10.19Thomas J. Sargent
11.10.89Halbert White
12.11.16Christopher Sims
13.13.11Jushan Bai
14.14.17Francis X. Diebold
15.15.14David F. Hendry
16.16.2Peter M. Robinson
17.16.2Manuel Arellano
18.16.92Kenneth D. West
19.17.95Soren Johansen
20.18.48Timo Teräsvirta
21.18.56Ben S. Bernanke
22.20.97Marc Nerlove
23.21.37Serena Ng
24.23.32James Hamilton
25.23.35Neil Shephard
26.23.73J. Scott Armstrong
27.24.19Torben G. Andersen
28.24.28Graham Elliott
29.27.38Andrew C. Harvey
30.28.91Lawrence Christiano
31.29.53Adrian Rodney Pagan
32.30.99Yacine Ait-Sahalia
33.33.06George Tauchen
34.33.45Robert Taylor
35.34.02Allan Timmermann
36.36.15Helmut 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.