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Top 5% Institutions and Economists in the Field of Econometric Time Series, as of February 2010

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 775 authors affiliated with 963 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
12.6Department of Economics, University of California-San Diego (UCSD), La Jolla
22.86Stern School of Business, New York University, New York City
33.64Center for Research in Econometric Analysis of Time Series (CREATES), Aarhus Universitet, Aarhus
43.65Cowles Foundation for Research in Economics, Yale University, New Haven
54.55Faculty of Economics, University of Cambridge, Cambridge
66.02Faculteit der Economische Wetenschappen en Bedrijfskunde, Vrije Universiteit, Amsterdam
76.87Department of Economics, Harvard University, Cambridge
87.21Department of Economics, School of Arts and Sciences, Columbia University, New York City
98.02Department of Economics, Duke University, Durham
1011.32Federal Reserve Board (Board of Governors of the Federal Reserve System), Washington
1111.34Department of Economics, Oxford University, Oxford
1211.75Department of Economics, Boston University, Boston
(13)12.48Volatility Institute, Stern School of Business, New York University, New York City
(13)12.7Afdeling Ruimtelijke Economie, Faculteit der Economische Wetenschappen en Bedrijfskunde, Vrije Universiteit, Amsterdam
1313.07Department of Economics, Princeton University, Princeton
1414.09Department of Economics, University of Chicago, Chicago
1514.61Economics Department, Yale University, New Haven
1615.41London School of Economics (LSE), London
1717.16Department of Economics, University of Pennsylvania, Philadelphia
1818.18Department of Economics, University of Southern California, Los Angeles
1920.24Faculteit der Economische Wetenschappen, Erasmus Universiteit, Rotterdam
(20)20.81Economics Department, London School of Economics (LSE), London
(20)22.09Econometrisch Instituut, Faculteit der Economische Wetenschappen, Erasmus Universiteit, Rotterdam
2022.1Economics Department, Michigan State University, East Lansing
2123.29Department of Economics, New York University, New York City
2224.43Business School, University of Auckland, Auckland
(23)25.8Department of Economics, Business School, University of Auckland, Auckland
2327.47Økonomisk Institut, Københavns Universitet, København
(24)28.39Finance Department, Stern School of Business, New York University, New York City
2428.78Economics Department, University of Wisconsin-Madison, Madison
2528.82Department of Economics, University of Warwick, Coventry
2628.89Federal Reserve Bank of St. Louis, St. Louis
2728.94Department of Economics, Northwestern University, Evanston
(28)30.02Economic Research, Federal Reserve Bank of St. Louis, St. Louis
2831.41School of Finance and Economics, University of Technology, Sydney
2934.48Wharton School of Business, University of Pennsylvania, Philadelphia
3035.13European Central Bank, Frankfurt am Main
3135.15Centro de Estudios Monetarios y Financieros (CEMFI), Madrid
3238.89Federal Reserve Bank of New York, New York City
(33)39.61Economics Group, Nuffield College, Department of Economics, Oxford University, Oxford
(33)40.28Research School of Economics, College of Business and Economics, Australian National University, Canberra
3340.28College of Business and Economics, Australian National University, Canberra
3441.88Faculteit Economie en Bedrijfskunde, Universiteit van Amsterdam, Amsterdam
3542.66School of Economics, University of Nottingham, Nottingham
(36)42.68Research and Statistics Group, Federal Reserve Bank of New York, New York City
3643.21Departamento de Economía, Universidad Carlos III de Madrid, Madrid
3743.57Tinbergen Instituut, Amsterdam
3843.68Department of Agricultural and Resource Economics, University of Maryland, College Park
3948.78ECORE, Louvain/Bruxelles
4050.23Kellogg Graduate School of Management, Northwestern University, Evanston
4153.22Department of Economics, European University Institute, Firenze
(42)53.33Bendheim Center for Finance, Department of Economics, Princeton University, Princeton
(42)53.76Department of Finance, Kellogg Graduate School of Management, Northwestern University, Evanston
4253.96Department of Economics, Boston College, Chestnut Hill
4355.06Booth School of Business, University of Chicago, Chicago
4455.22London Business School (LBS), London
(45)55.34Department of Econometrics and Business Statistics, Faculty of Business and Economics, Monash University, Clayton
4555.34Faculty of Business and Economics, Monash University, Clayton
4655.95Department of Economics and Related Studies, University of York, York
4755.97Economics Department, University of Michigan, Ann Arbor
4858.88Federal Reserve Bank of Kansas City, Kansas City
(48)58.88Economic Research, Federal Reserve Bank of Kansas City, Kansas City

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
1.1.55Peter C. B. Phillips
2.2M Hashem Pesaran
3.2.36Robert F. Engle
4.6.31Tim Bollerslev
5.6.46Pierre Perron
6.7.18Clive W. J. Granger †
7.8.32James H. Stock
8.9.04Lars Peter Hansen
9.10.07Donald W. K. Andrews
10.11.61Thomas J. Sargent
11.12.01Halbert White
12.12.69Jushan Bai
13.13.19Christopher Sims
14.14.1Michael McAleer
15.14.38Francis X. Diebold
16.15.28David F. Hendry
17.16.4Peter M. Robinson
18.16.65Ben S. Bernanke
19.17.84Soren Johansen
20.19.42Kenneth D. West
21.19.6Timo Teräsvirta
22.20.61Serena Ng
23.21.97Marc Nerlove
24.22.36Graham Elliott
25.23.42Neil Shephard
26.23.8James Hamilton
27.25.18Torben G. Andersen
28.25.63J. Scott Armstrong
29.26.88Andrew C. Harvey
30.28.51Lawrence Christiano
31.29.85Adrian Rodney Pagan
32.30.7Manuel Arellano
33.31.81Allan Timmermann
34.33.35Robert Taylor
35.33.39Yacine Ait-Sahalia
36.35.74Helmut Lütkepohl
37.36.97Todd Clark
38.37.86Richard T. Baillie

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.