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Top 5% Institutions and Economists in the Field of Econometric Time Series, as of December 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 762 authors affiliated with 942 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
12.51Department of Economics, University of California-San Diego (UCSD), La Jolla
23.28Center for Research in Econometric Analysis of Time Series (CREATES), Aarhus Universitet, Aarhus
33.78Cowles Foundation for Research in Economics, Yale University, New Haven
44.05Faculty of Economics, University of Cambridge, Cambridge
55.94Department of Economics, Harvard University, Cambridge
66.04Faculteit der Economische Wetenschappen en Bedrijfskunde, Vrije Universiteit, Amsterdam
76.05Department of Economics, Duke University, Durham
86.79Department of Economics, New York University, New York City
96.88Stern School of Business, New York University, New York City
1011.23Department of Economics, Princeton University, Princeton
1111.24Federal Reserve Board (Board of Governors of the Federal Reserve System), Washington
(12)11.63Volatility Institute, Stern School of Business, New York University, New York City
1211.66Department of Economics, Oxford University, Oxford
(13)12.06Afdeling Ruimtelijke Economie, Faculteit der Economische Wetenschappen en Bedrijfskunde, Vrije Universiteit, Amsterdam
1312.97Department of Economics, Boston University, Boston
1413.12Economics Department, Yale University, New Haven
1514.08Department of Economics, University of Chicago, Chicago
1615.5London School of Economics (LSE), University of London, London
1716.65Department of Economics, University of Pennsylvania, Philadelphia
1817.74Department of Economics, University of Southern California, Los Angeles
1919.08Faculteit der Economische Wetenschappen, Erasmus Universiteit, Rotterdam
(20)19.73Economics Department, London School of Economics (LSE), University of London, London
(20)21.39Econometrisch Instituut, Faculteit der Economische Wetenschappen, Erasmus Universiteit, Rotterdam
2022.44Economics Department, Michigan State University, East Lansing
2122.82Business School, University of Auckland, Auckland
2223.54Department of Economics, School of Arts and Sciences, Columbia University, New York City
(23)24.26Department of Economics, Business School, University of Auckland, Auckland
(23)27.13Finance Department, Stern School of Business, New York University, New York City
(23)27.98Economic Research, Federal Reserve Bank of St. Louis, St. Louis
2327.98Federal Reserve Bank of St. Louis, St. Louis
2428.29Department of Economics, Northwestern University, Evanston
2528.45Economics Department, University of Wisconsin-Madison, Madison
2628.98Department of Economics, University of Warwick, Coventry
2730Økonomisk Institut, Københavns Universitet, København
2833.75Wharton School of Business, University of Pennsylvania, Philadelphia
2934.17European Central Bank, Frankfurt am Main
3035.75Centro de Estudios Monetarios y Financieros (CEMFI), Madrid
3136.83Federal Reserve Bank of New York, New York City
(32)38.54Economics Group, Nuffield College, Department of Economics, Oxford University, Oxford
(32)39.9Department of Economics, Tippie College of Business, University of Iowa, Iowa City
3239.9Tippie College of Business, University of Iowa, Iowa City
(33)41.22Research and Statistics Group, Federal Reserve Bank of New York, New York City
3341.56Tinbergen Instituut, Amsterdam
3443.12School of Economics, University of Nottingham, Nottingham
3544.18Departamento de Economía, Universidad Carlos III de Madrid, Madrid
3644.6Department of Agricultural and Resource Economics, University of Maryland, College Park
3749.28Faculteit Economie en Bedrijfskunde, Universiteit van Amsterdam, Amsterdam
3849.82Faculty of Business, Queensland University of Technology, Brisbane
3950.36ECORE, Louvain/Bruxelles
4052.3Department of Economics, European University Institute, Firenze
4152.95Department of Economics, Boston College, Chestnut Hill
4253.86Economics Department, University of Michigan, Ann Arbor
(43)54.08Department of Econometrics and Business Statistics, Faculty of Business and Economics, Monash University, Clayton
4354.08Faculty of Business and Economics, Monash University, Clayton
4454.22Department of Economics and Related Studies, University of York, York
(45)54.49Bendheim Center for Finance, Department of Economics, Princeton University, Princeton
(45)54.55School of Economics and Finance, Faculty of Business, Queensland University of Technology, Brisbane
4554.62Kellogg Graduate School of Management, Northwestern University, Evanston
4655.71London Business School (LBS), University of London, London
4756.05Booth 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
1.1.59Peter C. B. Phillips
2.2.1M Hashem Pesaran
3.2.15Robert F. Engle
4.6.21Tim Bollerslev
5.7.21Clive W. J. Granger †
6.7.72Pierre Perron
7.8.44James H. Stock
8.9.36Lars Peter Hansen
9.9.98Donald W. K. Andrews
10.11.25Thomas J. Sargent
11.11.63Christopher Sims
12.12.09Halbert White
13.12.6Jushan Bai
14.13.03Michael McAleer
15.14.4Francis X. Diebold
16.15.37David F. Hendry
17.16.01Ben S. Bernanke
18.16.32Peter M. Robinson
19.18.43Soren Johansen
20.19.33Kenneth D. West
21.19.62Timo Teräsvirta
22.20.93James Hamilton
23.21.31Serena Ng
24.21.63Marc Nerlove
25.22.9Neil Shephard
26.23.95Graham Elliott
27.25.53J. Scott Armstrong
28.26.68Andrew C. Harvey
29.28.04Torben G. Andersen
30.28.42Lawrence Christiano
31.28.88Adrian Rodney Pagan
32.31.81Manuel Arellano
33.33.53George Tauchen
34.33.57Robert Taylor
35.33.9Yacine Ait-Sahalia
36.35.57Allan Timmermann
37.36.96Helmut Lütkepohl
38.37.68Todd 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.