Field Rankings at IDEAS: Econometric Time Series

This file is part of IDEAS, which uses RePEc data

Top 10% Institutions and Economists in the Field of Econometric Time Series, as of March 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 778 authors affiliated with 972 institutions.
All authors classified in this field.

Top 10% 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).

Rank	Score	Institution
1	2.72	Department of Economics, University of California-San Diego (UCSD), La Jolla
2	2.74	Stern School of Business, New York University, New York City
3	3.64	Cowles Foundation for Research in Economics, Yale University, New Haven
4	3.66	Center for Research in Econometric Analysis of Time Series (CREATES), Aarhus Universitet, Aarhus
5	4.41	Faculty of Economics, University of Cambridge, Cambridge
6	5.99	Faculteit der Economische Wetenschappen en Bedrijfskunde, Vrije Universiteit, Amsterdam
7	6.98	Department of Economics, School of Arts and Sciences, Columbia University, New York City
8	7.07	Department of Economics, Harvard University, Cambridge
9	7.87	Department of Economics, Duke University, Durham
10	10.86	Department of Economics, Oxford University, Oxford
11	11.7	Department of Economics, Boston University, Boston
(12)	12.01	Volatility Institute, Stern School of Business, New York University, New York City
(12)	12.68	Afdeling Ruimtelijke Economie, Faculteit der Economische Wetenschappen en Bedrijfskunde, Vrije Universiteit, Amsterdam
12	12.97	Department of Economics, Princeton University, Princeton
13	13.49	Federal Reserve Board (Board of Governors of the Federal Reserve System), Washington
14	14.23	Department of Economics, University of Chicago, Chicago
15	14.81	Economics Department, Yale University, New Haven
16	15.9	London School of Economics (LSE), London
17	16.79	Department of Economics, University of Pennsylvania, Philadelphia
18	18.18	Department of Economics, University of Southern California, Los Angeles
19	20.62	Faculteit der Economische Wetenschappen, Erasmus Universiteit, Rotterdam
(20)	20.7	Economics Department, London School of Economics (LSE), London
20	22.05	Economics Department, Michigan State University, East Lansing
(21)	23.19	Econometrisch Instituut, Faculteit der Economische Wetenschappen, Erasmus Universiteit, Rotterdam
21	23.54	Department of Economics, New York University, New York City
22	24.61	Business School, University of Auckland, Auckland
(23)	26	Department of Economics, Business School, University of Auckland, Auckland
23	27.59	Økonomisk Institut, Københavns Universitet, København
(24)	28.39	Finance Department, Stern School of Business, New York University, New York City
24	28.43	Department of Economics, University of Warwick, Coventry
25	29.27	Federal Reserve Bank of St. Louis, St. Louis
25	29.27	Economics Department, University of Wisconsin-Madison, Madison
27	29.32	Department of Economics, Northwestern University, Evanston
(28)	30.44	Economic Research, Federal Reserve Bank of St. Louis, St. Louis
28	31.69	School of Finance and Economics, University of Technology, Sydney
29	34.25	Wharton School of Business, University of Pennsylvania, Philadelphia
30	34.83	Centro de Estudios Monetarios y Financieros (CEMFI), Madrid
31	35.03	European Central Bank, Frankfurt am Main
32	37.85	Departamento de Economía, Universidad Carlos III de Madrid, Madrid
33	38.09	Federal Reserve Bank of New York, New York City
(34)	38.93	Economics Group, Nuffield College, Department of Economics, Oxford University, Oxford
(34)	41.29	Research and Statistics Group, Federal Reserve Bank of New York, New York City
34	42.12	Department of Agricultural and Resource Economics, University of Maryland, College Park
35	42.36	School of Economics, University of Nottingham, Nottingham
(36)	42.84	Department of Econometrics and Business Statistics, Faculty of Business and Economics, Monash University, Clayton
36	42.84	Faculty of Business and Economics, Monash University, Clayton
37	43.77	Faculteit Economie en Bedrijfskunde, Universiteit van Amsterdam, Amsterdam
38	47.73	Tinbergen Instituut, Amsterdam
39	48.14	ECORE, Louvain/Bruxelles
40	49.77	Kellogg Graduate School of Management, Northwestern University, Evanston
41	51.79	Department of Economics, European University Institute, Firenze
(42)	51.84	Research School of Economics, College of Business and Economics, Australian National University, Canberra
42	51.84	College of Business and Economics, Australian National University, Canberra
(43)	52.19	Bendheim Center for Finance, Department of Economics, Princeton University, Princeton
(43)	53.2	Department of Finance, Kellogg Graduate School of Management, Northwestern University, Evanston
43	53.33	Department of Economics, Boston College, Chestnut Hill
44	54.48	Booth School of Business, University of Chicago, Chicago
45	54.51	London Business School (LBS), London
46	54.91	Economics Department, University of Michigan, Ann Arbor
47	54.99	Department of Economics and Related Studies, University of York, York
48	57.82	Cambridge Finance, University of Cambridge, Cambridge
49	58.08	Federal Reserve Bank of Kansas City, Kansas City
(49)	58.08	Economic Research, Federal Reserve Bank of Kansas City, Kansas City
50	58.88	Economics Department, Queen's University, Kingston
51	59.18	Rady School of Management, University of California-San Diego (UCSD), La Jolla
52	59.58	Dipartimento di Statistica "G. Parenti", Università degli Studi di Firenze, Firenze
53	62.05	Singapore Management University, Singapore
(54)	62.4	Afdeling Econometrie, Faculteit der Economische Wetenschappen en Bedrijfskunde, Vrije Universiteit, Amsterdam
(54)	64.25	School of Economics, Singapore Management University, Singapore
54	65.64	Hoover Institution on War Revolution & Peace, Stanford University, Palo Alto
55	66.1	Center for Policy Research, Syracuse University, Syracuse
(56)	66.85	Department of Economics, London Business School (LBS), London
56	67.17	Department of Economics, University of Toronto, Toronto
57	67.73	School of Business and Economics, Maastricht University, Maastricht
58	70.01	Economics Department, University of Strathclyde, Glasgow
59	70.24	Federal Reserve Bank of Chicago, Chicago
60	70.75	Department of Economics, University of Washington, Seattle
(61)	71.82	Afdeling Kwantitatieve Economie, Faculteit Economie en Bedrijfskunde, Universiteit van Amsterdam, Amsterdam
61	72.96	Institute for Fiscal Studies (IFS), London
(62)	74.67	Center for Operations Research and Econometrics (CORE), ECORE, Louvain-la-Neuve
62	75.5	Department of Economics, University of Houston, Houston
63	78.83	Department of Economics, McGill University, Montréal
64	79.83	Department of Economics, Johns Hopkins University, Baltimore
65	81.6	Department of Economics, Birkbeck College, London
66	81.66	William E. Simon Graduate School of Business Administration, University of Rochester, Rochester
67	81.87	Department of Economics, University of North Carolina-Chapel-Hill, Chapel Hill
68	82.19	Sveriges Riksbank, Stockholm
(69)	82.97	Department of Economics, Tippie College of Business, University of Iowa, Iowa City
69	82.97	Tippie College of Business, University of Iowa, Iowa City
70	83.92	Department of Economics, Rutgers University-New Brunswick, New Brunswick
(71)	89.4	Vakgroep Kwantitatieve Economie, School of Business and Economics, Maastricht University, Maastricht
(71)	90.05	Centre for Applied Macroeconomic Analysis (CAMA), Research School of Economics, College of Business and Economics, Australian National University, Canberra
(71)	90.74	Department of Economics and Econometrics, Faculty of Economics, University of Notre Dame, South Bend
71	90.74	Faculty of Economics, University of Notre Dame, South Bend
72	91.5	Bank of England, London
73	94.38	Department of Economics, Leicester University, Leicester
74	95.12	Department of Economics, University of Maryland, College Park
75	95.95	Federal Reserve Bank of Atlanta, Atlanta
76	96.22	Economics, University of Texas-Dallas, Dallas
77	97.06	Department of Agricultural and Resource Economics, North Carolina State University, Raleigh
78	98.66	Department of Economics, Korea University, Seoul
79	99.55	Department of Economics, Ohio State University, Columbus
80	103.14	Department of Economics, Emory University, Atlanta
81	106.8	Fakultät für Volkswirtschaftslehre, Universität Mannheim, Mannheim
82	108.22	HEC Montréal (École des Hautes Études Commerciales), Montréal
(83)	108.34	Economic Research Department, Federal Reserve Bank of Atlanta, Atlanta
83	108.43	Department of Economics, Queen Mary, London
84	109.34	Desautels Faculty of Management, McGill University, Montréal
85	111.18	Faculty of Business, Queensland University of Technology, Brisbane
86	111.43	Department of Economics, University of Minnesota, Minneapolis
87	114.01	Erasmus Research Institute of Management (ERIM), Erasmus Universiteit, Rotterdam
88	116.9	Department of Economics, National University of Singapore, Singapore
89	117.23	Facoltà di Economia "Marco Biagi", Università degli Studi di Modena e Reggio Emilia, Modena
(90)	117.48	Department of Economics, Management School, Lancaster University, Lancaster
90	117.48	Management School, Lancaster University, Lancaster
91	118.2	Anderson Graduate School of Management, University of California-Los Angeles (UCLA), Los Angeles
(92)	118.35	Centre de Recherche en Économie et Statistique (CREST), Institut National de la Statistique et des Études Économiques (INSEE), Government of France, Paris
92	118.35	Institut National de la Statistique et des Études Économiques (INSEE), Government of France, Paris
93	119.3	Department of Economics & Finance, Institut für Höhere Studien (IHS), Wien
(94)	119.67	Global Economics & Management Group, Anderson Graduate School of Management, University of California-Los Angeles (UCLA), Los Angeles
94	121.92	Economics, University of Manchester, Manchester
(95)	121.96	Dipartimento di Economia Politica, Facoltà di Economia "Marco Biagi", Università degli Studi di Modena e Reggio Emilia, Modena
95	122.58	Economics Department, University of Essex, Colchester
96	123.08	Facultad de Ciencias Económicas y Empresariales, Universidad de Navarra, Pamplona
97	125.72	Bank of Canada, Ottawa

Top 10% 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.

Rank	Score	Author
1.	1.6	Peter C. B. Phillips
2.	2.14	M Hashem Pesaran
3.	2.31	Robert F. Engle
4.	5.94	Tim Bollerslev
5.	6.54	Pierre Perron
6.	7.08	Clive W. J. Granger †
7.	8.48	James H. Stock
8.	9.2	Lars Peter Hansen
9.	9.89	Donald W. K. Andrews
10.	11.93	Halbert White
11.	12.01	Thomas J. Sargent
12.	12.67	Jushan Bai
13.	12.9	Christopher Sims
14.	13.76	Michael McAleer
15.	14.27	David F. Hendry
16.	14.56	Francis X. Diebold
17.	16.45	Ben S. Bernanke
18.	16.49	Peter M. Robinson
19.	18.36	Soren Johansen
20.	19.93	Kenneth D. West
21.	20.23	Timo Teräsvirta
22.	20.67	Serena Ng
23.	21.65	Marc Nerlove
24.	22.79	Neil Shephard
25.	22.91	Graham Elliott
26.	24.11	James Hamilton
27.	25.34	Torben G. Andersen
28.	25.52	Andrew C. Harvey
29.	25.62	J. Scott Armstrong
30.	29.09	Lawrence Christiano
31.	29.68	Adrian Rodney Pagan
32.	30.31	Manuel Arellano
33.	32.23	Allan Timmermann
34.	33.21	Yacine Ait-Sahalia
35.	33.3	Robert Taylor
36.	35.65	Helmut Lütkepohl
37.	36.95	Todd Clark
38.	38.03	Richard T. Baillie
39.	39.26	George Tauchen
40.	40.78	Stephen Roy Bond
41.	43.85	Lucrezia Reichlin
42.	44.38	Lutz Kilian
43.	45.4	Gary Koop
44.	47.23	Michael Peter Clements
45.	47.77	Neil R. Ericsson
46.	50.41	Chang-Jin Kim
47.	51.28	Cheng Hsiao
48.	52.5	Eric Ghysels
49.	52.66	Ole E. Barndorff-Nielsen
50.	52.96	Charles H. Whiteman
51.	55.58	Michael McCracken
52.	55.93	Christian S. Gourieroux
53.	56.17	Norman Rasmus Swanson
54.	56.53	Siem Jan Koopman
55.	56.69	John Geweke
56.	57.06	Jean-Marie Dufour
57.	57.49	Sam Ouliaris
58.	57.96	David H. Papell
59.	58.8	Donggyu Sul
60.	58.95	Peter E. Rossi
61.	59.29	Carlos Velasco
62.	61.67	Nelson C. Mark
63.	61.69	Timothy Vogelsang
64.	62.26	Roberto S. Mariano
65.	62.32	Atsushi Inoue
66.	62.78	Luis Alberiko Gil-Alana
67.	64.25	Masao Ogaki
68.	65.37	Kenneth Frank Wallis
69.	69.85	Dick van Dijk
70.	70.87	Chihwa Kao
71.	71.5	Richard J. Smith
72.	72.15	Massimiliano Marcellino
73.	72.55	Arnold Zellner
74.	72.7	Zhijie Xiao
75.	72.79	Simon Potter
76.	72.8	Philip Hans Franses
77.	74.8	Jesus Gonzalo

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:

Citations from CitEc project by José Manuel Barrueco Cruz, University of Valencia, Spain. Hardware provided by Instituto Valenciano de Investigaciones Económicas (IVIE), Valencia, Spain.
Abstract views and downloads statistics from LogEc project by Sune Karlsson, Örebro University, Sweden.
Author registration by Ivan Kumanov, Minsk, Belarus.
Institutions database and ranking computations by Christian Zimmermann, University of Connecticut.
RePEc has been initiated by Thomas Krichel, Long Island University.

We do our best, but we cannot exclude errors.