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 September 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 805 authors affiliated with 1015 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	2.93	Stern School of Business, New York University, New York City
2	3.21	Department of Economics, University of California-San Diego (UCSD), La Jolla
3	3.64	Faculty of Economics, University of Cambridge, Cambridge
4	3.74	Center for Research in Econometric Analysis of Time Series (CREATES), Aarhus Universitet, Aarhus
5	4.24	Cowles Foundation for Research in Economics, Yale University, New Haven
6	6.08	Faculteit der Economische Wetenschappen en Bedrijfskunde, Vrije Universiteit, Amsterdam
7	6.25	Department of Economics, Harvard University, Cambridge
8	6.65	Department of Economics, School of Arts and Sciences, Columbia University, New York City
9	7.34	Department of Economics, Duke University, Durham
10	10.75	Department of Economics, Boston University, Boston
11	12.03	Department of Economics, Princeton University, Princeton
12	12.37	Federal Reserve Board (Board of Governors of the Federal Reserve System), Washington
(13)	13.1	Afdeling Ruimtelijke Economie, Faculteit der Economische Wetenschappen en Bedrijfskunde, Vrije Universiteit, Amsterdam
(13)	13.51	Volatility Institute, Stern School of Business, New York University, New York City
13	14.49	Department of Economics, Oxford University, Oxford
14	14.66	Economics Department, Yale University, New Haven
15	14.87	London School of Economics (LSE), London
16	15.09	Department of Economics, University of Pennsylvania, Philadelphia
17	17.67	Department of Economics, University of Southern California, Los Angeles
18	17.88	Faculteit der Economische Wetenschappen, Erasmus Universiteit, Rotterdam
(19)	19.9	Econometrisch Instituut, Faculteit der Economische Wetenschappen, Erasmus Universiteit, Rotterdam
19	20.4	Department of Economics, University of Chicago, Chicago
20	21.15	Business School, University of Auckland, Auckland
(21)	22.29	Economics Department, London School of Economics (LSE), London
(21)	22.54	Department of Economics, Business School, University of Auckland, Auckland
21	23.01	Economics Department, Michigan State University, East Lansing
22	23.16	Department of Economics, New York University, New York City
23	25.92	School of Finance and Economics, University of Technology, Sydney
24	27.56	Økonomisk Institut, Københavns Universitet, København
25	27.79	Department of Economics, Northwestern University, Evanston
26	28.85	Economics Department, University of Wisconsin-Madison, Madison
(27)	30.11	Finance Department, Stern School of Business, New York University, New York City
27	30.15	Department of Economics, University of Warwick, Coventry
28	30.24	Federal Reserve Bank of St. Louis, St. Louis
(29)	31.39	Research Division, Federal Reserve Bank of St. Louis, St. Louis
29	32.12	European Central Bank, Frankfurt am Main
30	36.9	Centro de Estudios Monetarios y Financieros (CEMFI), Madrid
(31)	37.72	Department of Econometrics and Business Statistics, Faculty of Business and Economics, Monash University, Clayton
31	37.72	Faculty of Business and Economics, Monash University, Clayton
32	37.79	Department of Economics, European University Institute, Firenze
33	39.73	Wharton School of Business, University of Pennsylvania, Philadelphia
34	40.23	Federal Reserve Bank of New York, New York City
35	40.57	Departamento de Economía, Universidad Carlos III de Madrid, Madrid
36	42.33	Wirtschaftswissenschaftliche Fakultät, Humboldt-Universität, Berlin
37	43.24	Economics Department, Queen's University, Kingston
(38)	43.62	Research and Statistics Group, Federal Reserve Bank of New York, New York City
38	43.95	Department of Agricultural and Resource Economics, University of Maryland, College Park
39	44.21	School of Economics, University of Nottingham, Nottingham
40	46.85	Faculteit Economie en Bedrijfskunde, Universiteit van Amsterdam, Amsterdam
41	47.66	Department of Economics, University of Toronto, Toronto
42	48.79	ECORE, Louvain-la-Neuve/Bruxelles
43	49.17	School of Business and Economics, Maastricht University, Maastricht
44	50.26	Anderson Graduate School of Management, University of California-Los Angeles (UCLA), Los Angeles
45	51.57	Economics Department, University of Michigan, Ann Arbor
46	52.07	Kellogg Graduate School of Management, Northwestern University, Evanston
47	53.64	Oxford-Man Institute of Quantitative Finance, Oxford University, Oxford
(48)	55.7	Department of Finance, Kellogg Graduate School of Management, Northwestern University, Evanston
(48)	56.2	Bendheim Center for Finance, Department of Economics, Princeton University, Princeton
48	56.45	Department of Economics, Boston College, Chestnut Hill
49	57.13	Federal Reserve Bank of Kansas City, Kansas City
(49)	57.13	Economic Research, Federal Reserve Bank of Kansas City, Kansas City
50	57.34	Tinbergen Instituut, Amsterdam
51	58.14	London Business School (LBS), London
52	58.18	Cambridge Finance, University of Cambridge, Cambridge
(53)	60.59	Department of Economics, London Business School (LBS), London
53	60.79	Federal Reserve Bank of Chicago, Chicago
54	62.29	Hoover Institution on War Revolution & Peace, Stanford University, Palo Alto
54	62.29	Rady School of Management, University of California-San Diego (UCSD), La Jolla
56	62.91	Dipartimento di Statistica "G. Parenti", Università degli Studi di Firenze, Firenze
57	64.4	Department of Economics and Related Studies, University of York, York
(58)	67.35	Afdeling Econometrie, Faculteit der Economische Wetenschappen en Bedrijfskunde, Vrije Universiteit, Amsterdam
58	70.13	Center for Policy Research, Syracuse University, Syracuse
59	71.51	Economics Department, University of Strathclyde, Glasgow
60	71.9	Singapore Management University, Singapore
61	73.31	Department of Economics, University of Washington, Seattle
62	73.42	Institute for Fiscal Studies (IFS), London
63	73.53	Dipartimento di Economia Politica, Università Commerciale Luigi Bocconi, Milano
(64)	73.76	Vakgroep Kwantitatieve Economie, School of Business and Economics, Maastricht University, Maastricht
(64)	74.41	Center for Operations Research and Econometrics (CORE), ECORE, Louvain-la-Neuve
(64)	74.85	School of Economics, Singapore Management University, Singapore
(64)	75.49	Afdeling Kwantitatieve Economie, Faculteit Economie en Bedrijfskunde, Universiteit van Amsterdam, Amsterdam
64	77.38	Bank of Canada, Ottawa
(65)	79.27	Institut für Statistik und Ökonometrie (ISÖ), Wirtschaftswissenschaftliche Fakultät, Humboldt-Universität, Berlin
65	80.08	Department of Economics, Johns Hopkins University, Baltimore
66	81.87	Department of Economics, McGill University, Montréal
67	83.23	Department of Economics, Rutgers University-New Brunswick, New Brunswick
68	83.72	Department of Economics, Birkbeck College, London
69	85.12	Sveriges Riksbank, Stockholm
(70)	85.37	Department of Economics, Tippie College of Business, University of Iowa, Iowa City
70	85.37	Tippie College of Business, University of Iowa, Iowa City
71	86.09	Department of Economics, University of North Carolina-Chapel-Hill, Chapel Hill
72	86.1	Department of Economics, Korea University, Seoul
73	86.41	William E. Simon Graduate School of Business Administration, University of Rochester, Rochester
(74)	89	Research School of Economics, College of Business and Economics, Australian National University, Canberra
74	89	College of Business and Economics, Australian National University, Canberra
75	89.03	Department of Economics, University of Houston, Houston
76	90.73	Department of Economics, Emory University, Atlanta
77	91.78	Bank of England, London
(78)	93.93	Economics Group, Nuffield College, Department of Economics, Oxford University, Oxford
78	95.43	Department of Agricultural and Resource Economics, North Carolina State University, Raleigh
79	95.63	Department of Economics, University of Maryland, College Park
80	96.72	Faculty of Business, Queensland University of Technology, Brisbane
81	96.85	Economics, University of Texas-Dallas, Dallas
82	97.56	Department of Economics, Leicester University, Leicester
83	100.68	Economics Department, Georgetown University, Washington
84	101.04	Department of Economics, University of Notre Dame, South Bend
(85)	107.28	School of Economics and Finance, Faculty of Business, Queensland University of Technology, Brisbane
85	108.63	Department of Economics, Queen Mary, London
86	109.55	Desautels Faculty of Management, McGill University, Montréal
87	110.36	Fakultät für Volkswirtschaftslehre, Universität Mannheim, Mannheim
88	114.07	Department of Economics, University of Minnesota, Minneapolis
(89)	114.15	Centre de Recherche en Économie et Statistique (CREST), Institut National de la Statistique et des Études Économiques (INSEE), Government of France, Paris
89	114.15	Institut National de la Statistique et des Études Économiques (INSEE), Government of France, Paris
90	114.77	Federal Reserve Bank of Atlanta, Atlanta
91	115.88	Rimini Center for Economic Analysis (RCEA), Rimini
(92)	116.82	Department of Economics, Management School, Lancaster University, Lancaster
92	116.82	Management School, Lancaster University, Lancaster
93	117.12	Faculty of Economics, Keio University, Tokyo
94	117.87	Federal Reserve Bank of Minneapolis, Minneapolis
(95)	118.04	Global Economics & Management Group, Anderson Graduate School of Management, University of California-Los Angeles (UCLA), Los Angeles
95	118.92	Department of Economics & Finance, Institut für Höhere Studien (IHS), Wien
96	119.8	Department of Economics, National University of Singapore, Singapore
97	121.86	Facultad de Ciencias Económicas y Empresariales, Universidad de Navarra, Pamplona
98	122.01	Innocenzo Gasparini Institute for Economic Research (IGIER), Università Commerciale Luigi Bocconi, Milano
99	124.23	Economics Department, University of Essex, Colchester
100	125.15	CentER for Economic Research, Universiteit van Tilburg, Tilburg
101	127.03	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.	1.46	Peter C. B. Phillips
2.	1.81	M Hashem Pesaran
3.	2.79	Robert F. Engle
4.	6.01	Tim Bollerslev
5.	6.37	Pierre Perron
6.	7.89	James H. Stock
7.	8.85	Clive W. J. Granger †
8.	10.74	Donald W. K. Andrews
9.	10.8	Michael McAleer
10.	11.63	Thomas J. Sargent
11.	12.24	Christopher Sims
12.	12.53	Jushan Bai
13.	12.54	Lars Peter Hansen
14.	13.51	David F. Hendry
15.	14.26	Halbert White
16.	14.89	Francis X. Diebold
17.	15.56	Ben S. Bernanke
18.	16.89	Massimiliano Marcellino
19.	17.2	Peter M. Robinson
20.	17.87	Soren Johansen
21.	19.22	Kenneth D. West
22.	19.91	Serena Ng
23.	21.72	Timo Teräsvirta
24.	22.67	Marc Nerlove
25.	24.2	Neil Shephard
26.	24.65	Graham Elliott
27.	24.95	Wolfgang Karl Härdle
28.	25.53	Torben G. Andersen
29.	26.03	Andrew C. Harvey
30.	26.12	Lawrence J. Christiano
31.	26.61	James Hamilton
32.	28.59	J. Scott Armstrong
33.	33.26	Adrian Rodney Pagan
34.	34.54	Manuel Arellano
35.	34.88	Robert Taylor
36.	35.13	Christian S. Gourieroux
37.	35.36	Allan Timmermann
38.	35.63	Yacine Ait-Sahalia
39.	36.67	Helmut Lütkepohl
40.	37.07	Todd Clark
41.	38.28	Lucrezia Reichlin
42.	38.52	Stephen Roy Bond
43.	39.76	George Tauchen
44.	39.99	Richard T. Baillie
45.	40.08	John Geweke
46.	41.18	Lutz Kilian
47.	46.51	Gary Koop
48.	48.96	Michael Peter Clements
49.	51.45	Ole E. Barndorff-Nielsen
50.	51.49	Neil R. Ericsson
51.	51.6	Cheng Hsiao
52.	54.55	Charles H. Whiteman
53.	55.41	Michael McCracken
54.	55.62	Chang-Jin Kim
55.	55.76	Norman Rasmus Swanson
56.	56.71	Eric Ghysels
57.	58.68	Carlos Velasco
58.	58.76	Siem Jan Koopman
59.	60.33	Donggyu Sul
60.	60.53	Jean-Marie Dufour
61.	60.59	Sam Ouliaris
62.	60.84	Peter E. Rossi
63.	61.77	Atsushi Inoue
64.	62.28	Luis Alberiko Gil-Alana
65.	62.72	Roberto S. Mariano
66.	65.37	Kenneth Frank Wallis
67.	69.48	David H. Papell
68.	70.19	Nelson C. Mark
69.	71.03	Richard J. Smith
70.	71.39	Chihwa Kao
71.	73.37	Luc Bauwens
72.	74.15	Timothy Vogelsang
73.	76.15	Zhijie Xiao
74.	76.72	Simon Potter
75.	76.77	Jean-Michel Zakoian
76.	78.56	Masao Ogaki
77.	82.1	Jonathan H. Wright
78.	82.72	Morten Ørregaard Nielsen
79.	83.38	Peter Reinhard Hansen
80.	85.63	Marcus J. Chambers

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.