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Top 5% Institutions and Economists in the Field of Econometric Time Series, as of November 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 758 authors affiliated with 929 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
12.43Department of Economics, University of California-San Diego (UCSD), La Jolla
23.09Center for Research in Econometric Analysis of Time Series (CREATES), Aarhus Universitet, Aarhus
33.66Cowles Foundation for Research in Economics, Yale University, New Haven
45Faculty of Economics, University of Cambridge, Cambridge
55.86Department of Economics, Duke University, Durham
66Department of Economics, New York University, New York City
76.03Faculteit der Economische Wetenschappen en Bedrijfskunde, Vrije Universiteit, Amsterdam
86.11Department of Economics, Harvard University, Cambridge
96.85Stern School of Business, New York University, New York City
1010.65Department of Economics, Princeton University, Princeton
1110.91Federal Reserve Board (Board of Governors of the Federal Reserve System), Washington
1211.08Department of Economics, Oxford University, Oxford
(13)11.74Volatility Institute, Stern School of Business, New York University, New York City
(13)12Afdeling Ruimtelijke Economie, Faculteit der Economische Wetenschappen en Bedrijfskunde, Vrije Universiteit, Amsterdam
1312.51Economics Department, Yale University, New Haven
1412.85Department of Economics, Boston University, Boston
1513.76Department of Economics, University of Chicago, Chicago
1614.81London School of Economics (LSE), University of London, London
1716.81Department of Economics, University of Pennsylvania, Philadelphia
1817.38Department of Economics, University of Southern California, Los Angeles
(19)19.25Economics Department, London School of Economics (LSE), University of London, London
1921.89Economics Department, Michigan State University, East Lansing
2021.91Business School, University of Auckland, Auckland
2122.94Department of Economics, School of Arts and Sciences, Columbia University, New York City
(22)23.35Department of Economics, Business School, University of Auckland, Auckland
2226.1Economics Department, University of Wisconsin-Madison, Madison
(23)26.57Finance Department, Stern School of Business, New York University, New York City
(23)26.73Economic Research, Federal Reserve Bank of St. Louis, St. Louis
2326.73Federal Reserve Bank of St. Louis, St. Louis
2427.4Department of Economics, University of Warwick, Coventry
2528.59Department of Economics, Northwestern University, Evanston
2629.61Wharton School of Business, University of Pennsylvania, Philadelphia
2729.63Økonomisk Institut, Københavns Universitet, København
2833.47European Central Bank, Frankfurt am Main
2935.49Centro de Estudios Monetarios y Financieros (CEMFI), Madrid
3036.31Federal Reserve Bank of New York, New York City
(31)37.88Economics Group, Nuffield College, Department of Economics, Oxford University, Oxford
(31)39.51Department of Economics, Tippie College of Business, University of Iowa, Iowa City
3139.51Tippie College of Business, University of Iowa, Iowa City
3240.15School of Economics, University of Nottingham, Nottingham
(33)40.25Research and Statistics Group, Federal Reserve Bank of New York, New York City
3341.87Departamento de Economía, Universidad Carlos III de Madrid, Madrid
3442.54Department of Agricultural and Resource Economics, University of Maryland, College Park
3547.55Faculteit Economie en Bedrijfskunde, Universiteit van Amsterdam, Amsterdam
3648.21Kellogg Graduate School of Management, Northwestern University, Evanston
3748.33Tinbergen Instituut, Amsterdam
3849.38ECORE, Louvain/Bruxelles
(39)49.71Department of Econometrics and Business Statistics, Faculty of Business and Economics, Monash University, Clayton
3949.71Faculty of Business and Economics, Monash University, Clayton
4050.09Department of Economics, European University Institute, Firenze
4150.13Department of Economics, Boston College, Chestnut Hill
(42)51.43Bendheim Center for Finance, Department of Economics, Princeton University, Princeton
4251.46Department of Economics and Related Studies, University of York, York
(43)51.51Department of Finance, Kellogg Graduate School of Management, Northwestern University, Evanston
4351.69Faculty of Business, Queensland University of Technology, Brisbane
4452.73London Business School (LBS), University of London, London
4553.56Economics Department, University of Michigan, Ann Arbor
4654.74Booth 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
2.2.08M Hashem Pesaran
3.2.26Robert F. Engle
4.6.14Tim Bollerslev
5.7.19Clive W. J. Granger †
6.7.67Pierre Perron
7.8.11James H. Stock
8.9.14Lars Peter Hansen
9.9.74Donald W. K. Andrews
10.10.09Thomas J. Sargent
11.11.28Christopher Sims
12.11.71Halbert White
13.12.08Jushan Bai
14.14.37Francis X. Diebold
15.14.51David F. Hendry
16.15.65Ben S. Bernanke
17.16.05Peter M. Robinson
18.17.86Kenneth D. West
19.18.13Soren Johansen
20.19.24Timo Teräsvirta
21.21.24Serena Ng
22.21.66Marc Nerlove
23.22.14Neil Shephard
24.22.3Graham Elliott
25.23.29James Hamilton
26.23.7J. Scott Armstrong
27.24.67Torben G. Andersen
28.27.24Andrew C. Harvey
29.28.79Lawrence Christiano
30.29.2Adrian Rodney Pagan
31.31.23Robert Taylor
32.31.62Manuel Arellano
33.32.33Yacine Ait-Sahalia
34.33.55George Tauchen
35.34.55Allan Timmermann
36.35.87Helmut Lütkepohl
37.37.78Todd 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.