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Top 5% Institutions and Economists in the Field of Econometric Time Series, as of October 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 751 authors affiliated with 920 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
12.31Department of Economics, University of California-San Diego (UCSD), La Jolla
23.59Center for Research in Econometric Analysis of Time Series (CREATES), Aarhus Universitet, Aarhus
33.67Cowles Foundation for Research in Economics, Yale University, New Haven
45.16Faculty of Economics, University of Cambridge, Cambridge
55.92Department of Economics, Duke University, Durham
66Department of Economics, Harvard University, Cambridge
76.08Faculteit der Economische Wetenschappen en Bedrijfskunde, Vrije Universiteit, Amsterdam
86.12Department of Economics, New York University, New York City
96.72Stern School of Business, New York University, New York City
1010.81Federal Reserve Board (Board of Governors of the Federal Reserve System), Washington
1110.86Department of Economics, Princeton University, Princeton
1211.3Department of Economics, Oxford University, Oxford
(13)11.56Afdeling Ruimtelijke Economie, Faculteit der Economische Wetenschappen en Bedrijfskunde, Vrije Universiteit, Amsterdam
(13)11.84Volatility Institute, Stern School of Business, New York University, New York City
1312.72Economics Department, Yale University, New Haven
1412.8Department of Economics, Boston University, Boston
1512.95Department of Economics, University of Chicago, Chicago
1615.13London School of Economics (LSE), University of London, London
1716.54Department of Economics, University of Pennsylvania, Philadelphia
1817.97Department of Economics, University of Southern California, Los Angeles
(19)19.21Economics Department, London School of Economics (LSE), University of London, London
1921.97Business School, University of Auckland, Auckland
2022.6Economics Department, Michigan State University, East Lansing
2122.76Department of Economics, School of Arts and Sciences, Columbia University, New York City
(22)23.43Department of Economics, Business School, University of Auckland, Auckland
(22)25.65Economic Research, Federal Reserve Bank of St. Louis, St. Louis
2225.65Federal Reserve Bank of St. Louis, St. Louis
2326.36Economics Department, University of Wisconsin-Madison, Madison
(24)26.7Finance Department, Stern School of Business, New York University, New York City
2427.11Centro de Estudios Monetarios y Financieros (CEMFI), Madrid
2527.55Department of Economics, University of Warwick, Coventry
2629.03Department of Economics, Northwestern University, Evanston
2729.5Wharton School of Business, University of Pennsylvania, Philadelphia
2829.52Økonomisk Institut, Københavns Universitet, København
2936.21European Central Bank, Frankfurt am Main
3036.59Federal Reserve Bank of New York, New York City
(31)39.12Economics Group, Nuffield College, Department of Economics, Oxford University, Oxford
(31)39.22Department of Economics, Tippie College of Business, University of Iowa, Iowa City
3139.22Tippie College of Business, University of Iowa, Iowa City
(32)40.69Research and Statistics Group, Federal Reserve Bank of New York, New York City
3241.73School of Economics, University of Nottingham, Nottingham
3342.84Departamento de Economía, Universidad Carlos III de Madrid, Madrid
3443.28Department of Agricultural and Resource Economics, University of Maryland, College Park
3548.43Kellogg Graduate School of Management, Northwestern University, Evanston
(36)48.51Department of Econometrics and Business Statistics, Faculty of Business and Economics, Monash University, Clayton
3648.51Faculty of Business and Economics, Monash University, Clayton
3748.77Faculteit Economie en Bedrijfskunde, Universiteit van Amsterdam, Amsterdam
3848.91ECORE, Louvain/Bruxelles
3950.17Tinbergen Instituut, Amsterdam
4051.33Department of Economics, European University Institute, Firenze
(41)51.4Bendheim Center for Finance, Department of Economics, Princeton University, Princeton
4151.67Department of Economics and Related Studies, University of York, York
(42)51.68Department of Finance, Kellogg Graduate School of Management, Northwestern University, Evanston
4253.19Faculty of Business, Queensland University of Technology, Brisbane
4353.33London Business School (LBS), University of London, London
4453.73Economics Department, University of Michigan, Ann Arbor
4555.14Federal Reserve Bank of Atlanta, Atlanta
4655.24Booth School of Business, University of Chicago, Chicago

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
1.1.54Peter C. B. Phillips
2.2.24M Hashem Pesaran
3.2.24Robert F. Engle
4.6.14Tim Bollerslev
5.7.11Clive W. J. Granger †
6.7.94Pierre Perron
7.8.03James H. Stock
8.8.73Lars Peter Hansen
9.9.5Donald W. K. Andrews
10.10.55Thomas J. Sargent
11.10.81Halbert White
12.11.45Christopher Sims
13.12.38Jushan Bai
14.14.31Francis X. Diebold
15.14.6David F. Hendry
16.15.33Ben S. Bernanke
17.16.12Peter M. Robinson
18.17.94Soren Johansen
19.18.19Kenneth D. West
20.19.77Timo Teräsvirta
21.21.44Serena Ng
22.21.85Marc Nerlove
23.22.68Manuel Arellano
24.23.01Graham Elliott
25.23.13Neil Shephard
26.23.71James Hamilton
27.24.15J. Scott Armstrong
28.24.91Torben G. Andersen
29.27.39Andrew C. Harvey
30.29.16Adrian Rodney Pagan
31.29.29Lawrence Christiano
32.32.25Yacine Ait-Sahalia
33.33.74George Tauchen
34.34.25Robert Taylor
35.34.74Allan Timmermann
36.35.56Helmut Lütkepohl
37.36.34Todd 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.