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 April 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 783 authors affiliated with 990 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	2.73	Stern School of Business, New York University, New York City
2	2.93	Department of Economics, University of California-San Diego (UCSD), La Jolla
3	3.69	Cowles Foundation for Research in Economics, Yale University, New Haven
4	3.79	Center for Research in Econometric Analysis of Time Series (CREATES), Aarhus Universitet, Aarhus
5	4.29	Faculty of Economics, University of Cambridge, Cambridge
6	6.02	Faculteit der Economische Wetenschappen en Bedrijfskunde, Vrije Universiteit, Amsterdam
7	6.88	Department of Economics, School of Arts and Sciences, Columbia University, New York City
8	7.07	Department of Economics, Harvard University, Cambridge
9	7.67	Department of Economics, Duke University, Durham
10	10.62	Department of Economics, Oxford University, Oxford
11	11.45	Department of Economics, Boston University, Boston
(12)	11.74	Volatility Institute, Stern School of Business, New York University, New York City
(12)	12.71	Afdeling Ruimtelijke Economie, Faculteit der Economische Wetenschappen en Bedrijfskunde, Vrije Universiteit, Amsterdam
12	12.84	Department of Economics, Princeton University, Princeton
13	13.32	Federal Reserve Board (Board of Governors of the Federal Reserve System), Washington
14	14.13	Department of Economics, University of Chicago, Chicago
15	14.81	Economics Department, Yale University, New Haven
16	15.35	London School of Economics (LSE), London
17	16.91	Department of Economics, University of Pennsylvania, Philadelphia
18	18.37	Department of Economics, University of Southern California, Los Angeles
(19)	20.71	Economics Department, London School of Economics (LSE), London
19	21.38	Faculteit der Economische Wetenschappen, Erasmus Universiteit, Rotterdam
20	21.59	Economics Department, Michigan State University, East Lansing
21	23.54	Department of Economics, New York University, New York City
(22)	23.74	Econometrisch Instituut, Faculteit der Economische Wetenschappen, Erasmus Universiteit, Rotterdam
22	25.3	Business School, University of Auckland, Auckland
(23)	26.65	Department of Economics, Business School, University of Auckland, Auckland
23	27.72	Økonomisk Institut, Københavns Universitet, København
(24)	28.21	Finance Department, Stern School of Business, New York University, New York City
24	28.59	Department of Economics, University of Warwick, Coventry
25	29.23	Department of Economics, Northwestern University, Evanston
26	29.43	Economics Department, University of Wisconsin-Madison, Madison
27	29.64	Federal Reserve Bank of St. Louis, St. Louis
(28)	30.8	Economic Research, Federal Reserve Bank of St. Louis, St. Louis
28	31.62	School of Finance and Economics, University of Technology, Sydney
29	33.52	European Central Bank, Frankfurt am Main
30	33.87	Wharton School of Business, University of Pennsylvania, Philadelphia
31	36.9	Centro de Estudios Monetarios y Financieros (CEMFI), Madrid
32	38.67	Federal Reserve Bank of New York, New York City
(33)	39.75	Economics Group, Nuffield College, Department of Economics, Oxford University, Oxford
33	40.05	Departamento de Economía, Universidad Carlos III de Madrid, Madrid
(34)	41.96	Research and Statistics Group, Federal Reserve Bank of New York, New York City
34	42.85	School of Economics, University of Nottingham, Nottingham
35	42.98	Department of Agricultural and Resource Economics, University of Maryland, College Park
36	43.12	Economics Department, Queen's University, Kingston
(37)	43.81	Department of Econometrics and Business Statistics, Faculty of Business and Economics, Monash University, Clayton
37	43.81	Faculty of Business and Economics, Monash University, Clayton
38	44.87	Faculteit Economie en Bedrijfskunde, Universiteit van Amsterdam, Amsterdam
39	48	Department of Economics, University of Toronto, Toronto
40	48.92	ECORE, Louvain-la-Neuve/Bruxelles
41	50.96	Kellogg Graduate School of Management, Northwestern University, Evanston
42	53.02	Tinbergen Instituut, Amsterdam
(43)	53.1	Bendheim Center for Finance, Department of Economics, Princeton University, Princeton
(43)	53.62	Research School of Economics, College of Business and Economics, Australian National University, Canberra
43	53.62	College of Business and Economics, Australian National University, Canberra
44	53.71	Department of Economics, European University Institute, Firenze
45	54.4	Department of Economics, Boston College, Chestnut Hill
46	54.48	London Business School (LBS), London
(47)	54.88	Department of Finance, Kellogg Graduate School of Management, Northwestern University, Evanston
47	55.08	Economics Department, University of Michigan, Ann Arbor
48	55.86	Cambridge Finance, University of Cambridge, Cambridge
49	56.02	Booth School of Business, University of Chicago, Chicago
50	57.67	Federal Reserve Bank of Kansas City, Kansas City
(50)	57.67	Economic Research, Federal Reserve Bank of Kansas City, Kansas City
51	58.09	Department of Economics and Related Studies, University of York, York
52	59.79	Federal Reserve Bank of Chicago, Chicago
53	59.91	Rady School of Management, University of California-San Diego (UCSD), La Jolla
54	62.14	Dipartimento di Statistica "G. Parenti", Università degli Studi di Firenze, Firenze
55	62.51	School of Business and Economics, Maastricht University, Maastricht
56	63.57	Singapore Management University, Singapore
57	64.14	Hoover Institution on War Revolution & Peace, Stanford University, Palo Alto
58	65.28	Bank of Canada, Ottawa
(59)	65.74	School of Economics, Singapore Management University, Singapore
(59)	66	Afdeling Econometrie, Faculteit der Economische Wetenschappen en Bedrijfskunde, Vrije Universiteit, Amsterdam
(59)	66.54	Department of Economics, London Business School (LBS), London
59	66.86	Center for Policy Research, Syracuse University, Syracuse
60	69.67	Department of Economics, University of Washington, Seattle
61	70.64	Economics Department, University of Strathclyde, Glasgow
62	72.65	Institute for Fiscal Studies (IFS), London
(63)	73.2	Center for Operations Research and Econometrics (CORE), ECORE, Louvain-la-Neuve
(63)	74.21	Afdeling Kwantitatieve Economie, Faculteit Economie en Bedrijfskunde, Universiteit van Amsterdam, Amsterdam
63	77.61	Department of Economics, University of Houston, Houston
64	79.89	Department of Economics, McGill University, Montréal
65	80.39	Department of Economics, Johns Hopkins University, Baltimore
66	83.15	Department of Economics, Korea University, Seoul
67	83.2	William E. Simon Graduate School of Business Administration, University of Rochester, Rochester
68	83.47	Department of Economics, Birkbeck College, London
69	83.74	Department of Economics, University of North Carolina-Chapel-Hill, Chapel Hill
70	84.59	Department of Economics, Rutgers University-New Brunswick, New Brunswick
(71)	85.14	Department of Economics, Tippie College of Business, University of Iowa, Iowa City
71	85.14	Tippie College of Business, University of Iowa, Iowa City
72	85.18	Sveriges Riksbank, Stockholm
(73)	88.21	Vakgroep Kwantitatieve Economie, School of Business and Economics, Maastricht University, Maastricht
73	90.88	Department of Economics, Leicester University, Leicester
(74)	91.5	Centre for Applied Macroeconomic Analysis (CAMA), Research School of Economics, College of Business and Economics, Australian National University, Canberra
(74)	91.97	Department of Economics and Econometrics, Faculty of Economics, University of Notre Dame, South Bend
74	91.97	Faculty of Economics, University of Notre Dame, South Bend
75	94.22	Bank of England, London
76	95.9	Department of Economics, University of Maryland, College Park
77	96.03	Economics, University of Texas-Dallas, Dallas
78	97.46	Federal Reserve Bank of Atlanta, Atlanta
79	97.54	Department of Agricultural and Resource Economics, North Carolina State University, Raleigh
80	103.56	Department of Economics, Emory University, Atlanta
81	107.72	Department of Economics, Queen Mary, London
(82)	108.52	Economic Research Department, Federal Reserve Bank of Atlanta, Atlanta
82	109.15	Desautels Faculty of Management, McGill University, Montréal
83	109.71	Fakultät für Volkswirtschaftslehre, Universität Mannheim, Mannheim
84	111.93	Faculty of Business, Queensland University of Technology, Brisbane
85	112.48	Department of Economics, University of Minnesota, Minneapolis
86	114.48	Faculty of Economics, Keio University, Tokyo
(87)	117.27	Department of Economics, Management School, Lancaster University, Lancaster
87	117.27	Management School, Lancaster University, Lancaster
(88)	117.63	Centre de Recherche en Économie et Statistique (CREST), Institut National de la Statistique et des Études Économiques (INSEE), Government of France, Paris
88	117.63	Institut National de la Statistique et des Études Économiques (INSEE), Government of France, Paris
89	118.03	Department of Economics, National University of Singapore, Singapore
90	118.94	Anderson Graduate School of Management, University of California-Los Angeles (UCLA), Los Angeles
91	120.17	Facoltà di Economia "Marco Biagi", Università degli Studi di Modena e Reggio Emilia, Modena
92	120.42	Economics Department, University of Essex, Colchester
(93)	120.46	Global Economics & Management Group, Anderson Graduate School of Management, University of California-Los Angeles (UCLA), Los Angeles
93	120.57	Department of Economics & Finance, Institut für Höhere Studien (IHS), Wien
94	123.29	Erasmus Research Institute of Management (ERIM), Erasmus Universiteit, Rotterdam
95	123.75	Facultad de Ciencias Económicas y Empresariales, Universidad de Navarra, Pamplona
(96)	124.84	Dipartimento di Economia Politica, Facoltà di Economia "Marco Biagi", Università degli Studi di Modena e Reggio Emilia, Modena
(96)	125.71	School of Economics and Finance, Faculty of Business, Queensland University of Technology, Brisbane
96	129.75	Oxford-Man Institute of Quantitative Finance, Oxford University, Oxford
97	129.92	Federal Reserve Bank of Minneapolis, Minneapolis
98	130.24	Wirtschaftswissenschaftliche Fakultät, Humboldt-Universität, Berlin
99	131.35	UFR Mathématiques Sciences Économiques et Sociales, Université Charles-de-Gaulle (Lille 3), Lille

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.	1.55	Peter C. B. Phillips
2.	1.97	M Hashem Pesaran
3.	2.42	Robert F. Engle
4.	6.16	Tim Bollerslev
5.	6.5	Pierre Perron
6.	7.02	Clive W. J. Granger †
7.	8.31	James H. Stock
8.	9.08	Lars Peter Hansen
9.	10.27	Donald W. K. Andrews
10.	11.75	Thomas J. Sargent
11.	12.52	Jushan Bai
12.	12.78	Christopher Sims
13.	13.45	David F. Hendry
14.	13.76	Michael McAleer
15.	13.83	Halbert White
16.	14.65	Francis X. Diebold
17.	16.47	Ben S. Bernanke
18.	16.56	Peter M. Robinson
19.	18.04	Soren Johansen
20.	19.84	Kenneth D. West
21.	20.41	Serena Ng
22.	20.68	Timo Teräsvirta
23.	21.6	Marc Nerlove
24.	22.32	Graham Elliott
25.	23.17	Neil Shephard
26.	24.08	James Hamilton
27.	25.49	J. Scott Armstrong
28.	25.74	Torben G. Andersen
29.	26.11	Andrew C. Harvey
30.	28.68	Lawrence Christiano
31.	29.88	Adrian Rodney Pagan
32.	32.51	Allan Timmermann
33.	33.01	Robert Taylor
34.	33.19	Yacine Ait-Sahalia
35.	34.92	Christian S. Gourieroux
36.	35.57	Manuel Arellano
37.	36.05	Helmut Lütkepohl
38.	36.24	Todd Clark
39.	37.72	Richard T. Baillie
40.	39.18	George Tauchen
41.	39.19	Stephen Roy Bond
42.	42.5	Lucrezia Reichlin
43.	43.86	Lutz Kilian
44.	45.67	Gary Koop
45.	47.85	Michael Peter Clements
46.	48.47	Neil R. Ericsson
47.	50.18	Cheng Hsiao
48.	51.08	Chang-Jin Kim
49.	53.91	Eric Ghysels
50.	53.99	Charles H. Whiteman
51.	55.6	Michael McCracken
52.	56.12	John Geweke
53.	56.16	Siem Jan Koopman
54.	56.23	Norman Rasmus Swanson
55.	56.85	Ole E. Barndorff-Nielsen
56.	56.94	Jean-Marie Dufour
57.	57.43	Sam Ouliaris
58.	58.44	Carlos Velasco
59.	58.45	Peter E. Rossi
60.	58.78	David H. Papell
61.	59	Donggyu Sul
62.	61.43	Atsushi Inoue
63.	61.65	Nelson C. Mark
64.	62.5	Timothy Vogelsang
65.	62.74	Roberto S. Mariano
66.	62.74	Luis Alberiko Gil-Alana
67.	65.52	Kenneth Frank Wallis
68.	68.66	Chihwa Kao
69.	70.25	Richard J. Smith
70.	72.14	Zhijie Xiao
71.	73.28	Simon Potter
72.	73.48	Luc Bauwens
73.	73.62	Arnold Zellner
74.	73.92	Masao Ogaki
75.	74.99	Massimiliano Marcellino
76.	77.27	Peter Reinhard Hansen
77.	79.4	Christopher F Baum
78.	80.63	Jean-Michel Zakoian

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.