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Top 5% Institutions and Economists in the Field of Econometric Time Series, as of September 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 747 authors affiliated with 913 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
12.8Department of Economics, University of California-San Diego (UCSD), La Jolla
22.84Stern School of Business, New York University, New York City
33.93Cowles Foundation for Research in Economics, Yale University, New Haven
44.36Center for Research in Econometric Analysis of Time Series (CREATES), Aarhus Universitet, Aarhus
(5)4.65Finance Department, Stern School of Business, New York University, New York City
56.08Faculteit der Economische Wetenschappen en Bedrijfskunde, Vrije Universiteit, Amsterdam
66.17Faculty of Economics, University of Cambridge, Cambridge
77.12Department of Economics, Harvard University, Cambridge
87.44Department of Economics, New York University, New York City
97.61Department of Economics, Duke University, Durham
1011.78Department of Economics, Princeton University, Princeton
1111.84Department of Economics, Oxford University, Oxford
(12)12.47Afdeling Ruimtelijke Economie, Faculteit der Economische Wetenschappen en Bedrijfskunde, Vrije Universiteit, Amsterdam
1212.92Federal Reserve Board (Board of Governors of the Federal Reserve System), Washington
1313.22Department of Economics, Boston University, Boston
1413.25Economics Department, Yale University, New Haven
1515.61London School of Economics (LSE), University of London, London
1616.32Department of Economics, University of Chicago, Chicago
1716.35Department of Economics, University of Pennsylvania, Philadelphia
1818.2Department of Economics, University of Southern California, Los Angeles
(19)19.92Economics Department, London School of Economics (LSE), University of London, London
1921.99Department of Economics, School of Arts and Sciences, Columbia University, New York City
2022.24Economics Department, Michigan State University, East Lansing
2122.58Business School, University of Auckland, Auckland
(22)23.96Department of Economics, Business School, University of Auckland, Auckland
(22)25.79Economic Research, Federal Reserve Bank of St. Louis, St. Louis
2225.79Federal Reserve Bank of St. Louis, St. Louis
2325.82Economics Department, University of Wisconsin-Madison, Madison
2425.94Department of Economics, University of Warwick, Coventry
2526.59Centro de Estudios Monetarios y Financieros (CEMFI), Madrid
2628.04Department of Economics, Northwestern University, Evanston
2729.34Økonomisk Institut, Københavns Universitet, København
2830.77Wharton School of Business, University of Pennsylvania, Philadelphia
2933.5Federal Reserve Bank of New York, New York City
3034.1European Central Bank, Frankfurt am Main
(31)36.54Research and Statistics Group, Federal Reserve Bank of New York, New York City
(31)37.94Economics Group, Nuffield College, Department of Economics, Oxford University, Oxford
3141.93Departamento de Economía, Universidad Carlos III de Madrid, Madrid
3242.64Department of Agricultural and Resource Economics, University of Maryland, College Park
3342.81School of Economics, University of Nottingham, Nottingham
3446.49Kellogg Graduate School of Management, Northwestern University, Evanston
(35)47.92Department of Econometrics and Business Statistics, Faculty of Business and Economics, Monash University, Clayton
3547.92Faculty of Business and Economics, Monash University, Clayton
3447.92ECORE, Louvain/Bruxelles
3748.39Tinbergen Instituut, Amsterdam
3848.59Faculteit Economie en Bedrijfskunde, Universiteit van Amsterdam, Amsterdam
(39)49.04Bendheim Center for Finance, Department of Economics, Princeton University, Princeton
3949.33London Business School (LBS), University of London, London
(40)49.9Department of Finance, Kellogg Graduate School of Management, Northwestern University, Evanston
4050.66Faculty of Business, Queensland University of Technology, Brisbane
4150.76Department of Economics, European University Institute, Firenze
4252.75Federal Reserve Bank of Atlanta, Atlanta
4352.77Department of Economics and Related Studies, University of York, York
4452.81Economics Department, Queen's University, Kingston
4553.23Economics Department, University of Michigan, Ann Arbor

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
1.1.7Peter C. B. Phillips
2.2.02Robert F. Engle
3.2.41M Hashem Pesaran
4.5.53Tim Bollerslev
5.7.15Clive W. J. Granger †
6.7.76James H. Stock
7.8.03Pierre Perron
8.8.82Lars Peter Hansen
9.9.7Donald W. K. Andrews
10.10.41Thomas J. Sargent
11.10.56Halbert White
12.11.08Christopher Sims
13.12.79Jushan Bai
14.13.62Francis X. Diebold
15.14.91David F. Hendry
16.15.64Peter M. Robinson
17.18.09Kenneth D. West
18.18.38Soren Johansen
19.18.98Ben S. Bernanke
20.19.69Timo Teräsvirta
21.21.07Serena Ng
22.21.71Marc Nerlove
23.22.66Manuel Arellano
24.22.97Graham Elliott
25.23.05James Hamilton
26.23.36Neil Shephard
27.23.75J. Scott Armstrong
28.24.3Torben G. Andersen
29.27.56Andrew C. Harvey
30.28.74Lawrence Christiano
31.29.42Adrian Rodney Pagan
32.31.76Yacine Ait-Sahalia
33.33.37George Tauchen
34.34.31Allan Timmermann
35.34.53Robert Taylor
36.36.14Helmut Lütkepohl
37.37.44Todd Clark

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.