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 June 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 794 authors affiliated with 1002 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	Stern School of Business, New York University, New York City
2	3.17	Department of Economics, University of California-San Diego (UCSD), La Jolla
3	3.49	Center for Research in Econometric Analysis of Time Series (CREATES), Aarhus Universitet, Aarhus
4	3.83	Cowles Foundation for Research in Economics, Yale University, New Haven
5	4.11	Faculty of Economics, University of Cambridge, Cambridge
6	6.11	Department of Economics, Harvard University, Cambridge
7	6.24	Faculteit der Economische Wetenschappen en Bedrijfskunde, Vrije Universiteit, Amsterdam
8	7.12	Department of Economics, School of Arts and Sciences, Columbia University, New York City
9	7.33	Department of Economics, Duke University, Durham
10	10.72	Department of Economics, Oxford University, Oxford
11	11.6	Department of Economics, Boston University, Boston
(12)	12.08	Volatility Institute, Stern School of Business, New York University, New York City
12	12.15	Department of Economics, Princeton University, Princeton
13	12.9	Federal Reserve Board (Board of Governors of the Federal Reserve System), Washington
(14)	13.63	Afdeling Ruimtelijke Economie, Faculteit der Economische Wetenschappen en Bedrijfskunde, Vrije Universiteit, Amsterdam
14	15.15	Economics Department, Yale University, New Haven
15	15.18	London School of Economics (LSE), London
16	16.9	Department of Economics, University of Pennsylvania, Philadelphia
17	17.87	Department of Economics, University of Southern California, Los Angeles
18	20.66	Department of Economics, University of Chicago, Chicago
(19)	20.98	Economics Department, London School of Economics (LSE), London
19	21.11	Faculteit der Economische Wetenschappen, Erasmus Universiteit, Rotterdam
20	21.9	Economics Department, Michigan State University, East Lansing
(21)	23.73	Econometrisch Instituut, Faculteit der Economische Wetenschappen, Erasmus Universiteit, Rotterdam
21	23.86	Department of Economics, New York University, New York City
22	24.17	Business School, University of Auckland, Auckland
(23)	25.73	Department of Economics, Business School, University of Auckland, Auckland
23	27.31	Økonomisk Institut, Københavns Universitet, København
24	28.12	Department of Economics, University of Warwick, Coventry
(25)	28.7	Finance Department, Stern School of Business, New York University, New York City
25	28.77	Economics Department, University of Wisconsin-Madison, Madison
26	28.93	Department of Economics, Northwestern University, Evanston
27	30.58	Federal Reserve Bank of St. Louis, St. Louis
(28)	31.72	Research Division, Federal Reserve Bank of St. Louis, St. Louis
28	32.63	School of Finance and Economics, University of Technology, Sydney
29	33.03	European Central Bank, Frankfurt am Main
(30)	36.06	Department of Econometrics and Business Statistics, Faculty of Business and Economics, Monash University, Clayton
30	36.06	Faculty of Business and Economics, Monash University, Clayton
31	36.78	Centro de Estudios Monetarios y Financieros (CEMFI), Madrid
32	37.81	Wharton School of Business, University of Pennsylvania, Philadelphia
33	38.63	Department of Economics, European University Institute, Firenze
34	40.03	Federal Reserve Bank of New York, New York City
35	40.42	Departamento de Economía, Universidad Carlos III de Madrid, Madrid
(36)	40.84	Economics Group, Nuffield College, Department of Economics, Oxford University, Oxford
36	41.18	Wirtschaftswissenschaftliche Fakultät, Humboldt-Universität, Berlin
37	43.33	School of Economics, University of Nottingham, Nottingham
(38)	43.42	Research and Statistics Group, Federal Reserve Bank of New York, New York City
38	43.62	Economics Department, Queen's University, Kingston
39	43.73	Department of Agricultural and Resource Economics, University of Maryland, College Park
40	46.42	Faculteit Economie en Bedrijfskunde, Universiteit van Amsterdam, Amsterdam
41	47.14	Department of Economics, University of Toronto, Toronto
42	50.14	ECORE, Louvain-la-Neuve/Bruxelles
43	50.51	Anderson Graduate School of Management, University of California-Los Angeles (UCLA), Los Angeles
44	51.24	London Business School (LBS), London
45	53.14	Kellogg Graduate School of Management, Northwestern University, Evanston
46	53.92	Economics Department, University of Michigan, Ann Arbor
(47)	54.63	Bendheim Center for Finance, Department of Economics, Princeton University, Princeton
47	55.89	Department of Economics, Boston College, Chestnut Hill
48	56.14	Tinbergen Instituut, Amsterdam
(49)	56.73	Department of Finance, Kellogg Graduate School of Management, Northwestern University, Evanston
49	57.61	Federal Reserve Bank of Kansas City, Kansas City
(49)	57.61	Economic Research, Federal Reserve Bank of Kansas City, Kansas City
50	58.8	School of Business and Economics, Maastricht University, Maastricht
51	59.09	Cambridge Finance, University of Cambridge, Cambridge
52	59.8	Rady School of Management, University of California-San Diego (UCSD), La Jolla
53	59.91	Department of Economics and Related Studies, University of York, York
54	60.3	Dipartimento di Statistica "G. Parenti", Università degli Studi di Firenze, Firenze
55	60.77	Federal Reserve Bank of Chicago, Chicago
(56)	61.31	Department of Economics, London Business School (LBS), London
56	64.94	Singapore Management University, Singapore
57	65.5	Hoover Institution on War Revolution & Peace, Stanford University, Palo Alto
(58)	66.89	Afdeling Econometrie, Faculteit der Economische Wetenschappen en Bedrijfskunde, Vrije Universiteit, Amsterdam
(58)	66.99	School of Economics, Singapore Management University, Singapore
58	69.17	Economics Department, University of Strathclyde, Glasgow
59	69.8	Center for Policy Research, Syracuse University, Syracuse
60	70.22	Department of Economics, University of Washington, Seattle
61	72.6	Dipartimento di Economia Politica, Università Commerciale Luigi Bocconi, Milano
62	74.39	Institute for Fiscal Studies (IFS), London
63	77.1	Bank of Canada, Ottawa
(64)	77.69	Center for Operations Research and Econometrics (CORE), ECORE, Louvain-la-Neuve
(64)	78.12	Afdeling Kwantitatieve Economie, Faculteit Economie en Bedrijfskunde, Universiteit van Amsterdam, Amsterdam
(64)	78.36	Institut für Statistik und Ökonometrie (ISÖ), Wirtschaftswissenschaftliche Fakultät, Humboldt-Universität, Berlin
64	81.01	Department of Economics, Johns Hopkins University, Baltimore
65	81.09	Department of Economics, McGill University, Montréal
66	82.43	Department of Economics, Rutgers University-New Brunswick, New Brunswick
67	83.98	William E. Simon Graduate School of Business Administration, University of Rochester, Rochester
68	84.41	Department of Economics, Birkbeck College, London
69	85.03	Department of Economics, Korea University, Seoul
70	85.41	Department of Economics, University of North Carolina-Chapel-Hill, Chapel Hill
71	85.67	Sveriges Riksbank, Stockholm
(72)	86.3	Department of Economics, Tippie College of Business, University of Iowa, Iowa City
72	86.3	Tippie College of Business, University of Iowa, Iowa City
73	86.68	Department of Economics, University of Houston, Houston
(74)	86.77	Vakgroep Kwantitatieve Economie, School of Business and Economics, Maastricht University, Maastricht
74	89.39	Department of Economics, Emory University, Atlanta
75	93.37	Bank of England, London
(76)	93.76	Department of Economics and Econometrics, Faculty of Economics, University of Notre Dame, South Bend
76	93.76	Faculty of Economics, University of Notre Dame, South Bend
(77)	94.18	Research School of Economics, College of Business and Economics, Australian National University, Canberra
77	94.18	College of Business and Economics, Australian National University, Canberra
78	96.5	Economics, University of Texas-Dallas, Dallas
79	96.52	Department of Economics, University of Maryland, College Park
80	98.69	Department of Agricultural and Resource Economics, North Carolina State University, Raleigh
81	99.86	Faculty of Business, Queensland University of Technology, Brisbane
82	100.54	Department of Economics, Leicester University, Leicester
83	102.07	Economics Department, Georgetown University, Washington
(84)	109.87	School of Economics and Finance, Faculty of Business, Queensland University of Technology, Brisbane
84	111.46	Department of Economics, Queen Mary, London
85	111.97	Fakultät für Volkswirtschaftslehre, Universität Mannheim, Mannheim
86	112.58	Desautels Faculty of Management, McGill University, Montréal
87	114.84	Department of Economics, University of Minnesota, Minneapolis
(88)	116.34	Department of Economics, Management School, Lancaster University, Lancaster
88	116.34	Management School, Lancaster University, Lancaster
89	117.18	Faculty of Economics, Keio University, Tokyo
(90)	117.25	Centre de Recherche en Économie et Statistique (CREST), Institut National de la Statistique et des Études Économiques (INSEE), Government of France, Paris
90	117.25	Institut National de la Statistique et des Études Économiques (INSEE), Government of France, Paris
91	117.86	Federal Reserve Bank of Minneapolis, Minneapolis
92	118.18	Innocenzo Gasparini Institute for Economic Research (IGIER), Università Commerciale Luigi Bocconi, Milano
93	118.41	Federal Reserve Bank of Atlanta, Atlanta
94	118.8	Department of Economics, National University of Singapore, Singapore
95	120.86	Department of Economics & Finance, Institut für Höhere Studien (IHS), Wien
(96)	121.3	Global Economics & Management Group, Anderson Graduate School of Management, University of California-Los Angeles (UCLA), Los Angeles
96	121.76	Economics Department, University of Essex, Colchester
97	122.89	Facultad de Ciencias Económicas y Empresariales, Universidad de Navarra, Pamplona
98	128.82	Facoltà di Economia "Marco Biagi", Università degli Studi di Modena e Reggio Emilia, Modena
99	128.83	National Bureau of Economic Research (NBER), Cambridge
100	130.04	Rimini Center for Economic Analysis (RCEA), Rimini

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.	1.51	Peter C. B. Phillips
2.	1.97	M Hashem Pesaran
3.	2.52	Robert F. Engle
4.	5.89	Tim Bollerslev
5.	6.77	Pierre Perron
6.	7.25	Clive W. J. Granger †
7.	7.61	James H. Stock
8.	10.14	Donald W. K. Andrews
9.	12.09	Christopher Sims
10.	12.29	Jushan Bai
11.	12.43	Thomas J. Sargent
12.	12.93	Lars Peter Hansen
13.	13.78	Halbert White
14.	13.83	David F. Hendry
15.	14.21	Michael McAleer
16.	15.47	Francis X. Diebold
17.	16.59	Ben S. Bernanke
18.	16.71	Peter M. Robinson
19.	17.08	Massimiliano Marcellino
20.	17.65	Soren Johansen
21.	19.48	Kenneth D. West
22.	20.56	Serena Ng
23.	21.76	Timo Teräsvirta
24.	22.64	Graham Elliott
25.	22.94	Marc Nerlove
26.	23.81	Wolfgang Karl Härdle
27.	24.01	Neil Shephard
28.	26.35	Torben G. Andersen
29.	26.85	J. Scott Armstrong
30.	27.06	Andrew C. Harvey
31.	27.92	James Hamilton
32.	29.29	Lawrence Christiano
33.	33.31	Allan Timmermann
34.	33.34	Adrian Rodney Pagan
35.	34.53	Robert Taylor
36.	35.11	Yacine Ait-Sahalia
37.	35.23	Manuel Arellano
38.	35.3	Christian S. Gourieroux
39.	35.96	Helmut Lütkepohl
40.	37.23	Todd Clark
41.	38.01	Lucrezia Reichlin
42.	38.39	Stephen Roy Bond
43.	39.08	Richard T. Baillie
44.	40.16	George Tauchen
45.	43.74	Lutz Kilian
46.	45.83	Gary Koop
47.	47.84	Michael Peter Clements
48.	50.69	Neil R. Ericsson
49.	51.34	Cheng Hsiao
50.	53.03	Chang-Jin Kim
51.	54.82	Norman Rasmus Swanson
52.	54.88	Michael McCracken
53.	55.5	Charles H. Whiteman
54.	55.75	Eric Ghysels
55.	56.81	John Geweke
56.	57.29	Carlos Velasco
57.	57.38	Ole E. Barndorff-Nielsen
58.	59.16	Siem Jan Koopman
59.	59.3	Sam Ouliaris
60.	59.95	Peter E. Rossi
61.	60.82	Donggyu Sul
62.	60.92	Jean-Marie Dufour
63.	63.38	Atsushi Inoue
64.	63.97	Nelson C. Mark
65.	64.06	Roberto S. Mariano
66.	64.19	Timothy Vogelsang
67.	65.59	Luis Alberiko Gil-Alana
68.	67.5	Kenneth Frank Wallis
69.	68.6	David H. Papell
70.	71.3	Chihwa Kao
71.	71.31	Richard J. Smith
72.	74.9	Zhijie Xiao
73.	76.9	Simon Potter
74.	76.91	Arnold Zellner
75.	78.28	Masao Ogaki
76.	78.92	Luc Bauwens
77.	79.53	Jean-Michel Zakoian
78.	81.33	Peter Reinhard Hansen
79.	83.59	Morten Ørregaard Nielsen

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.