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 October 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 809 authors affiliated with 1022 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	2.97	Stern School of Business, New York University, New York City
2	3.33	Department of Economics, University of California-San Diego (UCSD), La Jolla
3	3.62	Faculty of Economics, University of Cambridge, Cambridge
4	3.77	Cowles Foundation for Research in Economics, Yale University, New Haven
5	3.87	Center for Research in Econometric Analysis of Time Series (CREATES), Aarhus Universitet, Aarhus
6	6.07	Faculteit der Economische Wetenschappen en Bedrijfskunde, Vrije Universiteit, Amsterdam
7	6.16	Department of Economics, Harvard University, Cambridge
8	6.89	Department of Economics, School of Arts and Sciences, Columbia University, New York City
9	7.47	Department of Economics, Duke University, Durham
10	10.92	Department of Economics, Boston University, Boston
11	11.33	Economics Department, Yale University, New Haven
12	12.09	Department of Economics, Princeton University, Princeton
13	12.33	Federal Reserve Board (Board of Governors of the Federal Reserve System), Washington
(14)	13.64	Afdeling Ruimtelijke Economie, Faculteit der Economische Wetenschappen en Bedrijfskunde, Vrije Universiteit, Amsterdam
(14)	13.7	Volatility Institute, Stern School of Business, New York University, New York City
14	14.73	Department of Economics, Oxford University, Oxford
15	15.04	Department of Economics, University of Pennsylvania, Philadelphia
16	15.67	London School of Economics (LSE), London
17	16.23	Business School, University of Auckland, Auckland
18	17.49	Department of Economics, University of Southern California, Los Angeles
(19)	17.53	Department of Economics, Business School, University of Auckland, Auckland
19	18.89	Department of Economics, University of Chicago, Chicago
(20)	23.29	Economics Department, London School of Economics (LSE), London
20	23.7	Department of Economics, New York University, New York City
21	24.01	Economics Department, Michigan State University, East Lansing
22	26.42	School of Finance and Economics, University of Technology, Sydney
23	28.75	Department of Economics, Northwestern University, Evanston
24	28.76	Økonomisk Institut, Københavns Universitet, København
25	29.09	Economics Department, University of Wisconsin-Madison, Madison
26	30.11	Department of Economics, University of Warwick, Coventry
27	30.2	Federal Reserve Bank of St. Louis, St. Louis
(28)	30.95	Finance Department, Stern School of Business, New York University, New York City
28	31.41	Department of Economics, University of Kansas, Lawrence
(29)	31.46	Research Division, Federal Reserve Bank of St. Louis, St. Louis
29	31.53	European Central Bank, Frankfurt am Main
30	37.17	Department of Economics, European University Institute, Firenze
31	37.41	Wharton School of Business, University of Pennsylvania, Philadelphia
(32)	37.5	Department of Econometrics and Business Statistics, Faculty of Business and Economics, Monash University, Clayton
32	37.5	Faculty of Business and Economics, Monash University, Clayton
33	38.88	Wirtschaftswissenschaftliche Fakultät, Humboldt-Universität, Berlin
34	38.92	Centro de Estudios Monetarios y Financieros (CEMFI), Madrid
35	40.22	Departamento de Economía, Universidad Carlos III de Madrid, Madrid
36	40.5	Economics Department, Queen's University, Kingston
37	40.51	Federal Reserve Bank of New York, New York City
38	43.72	School of Economics, University of Nottingham, Nottingham
(39)	44.42	Research and Statistics Group, Federal Reserve Bank of New York, New York City
39	44.63	Department of Agricultural and Resource Economics, University of Maryland, College Park
40	46.62	Faculteit der Economische Wetenschappen, Erasmus Universiteit, Rotterdam
41	47.14	Faculteit Economie en Bedrijfskunde, Universiteit van Amsterdam, Amsterdam
42	48.14	Institute of Economic Research, Kyoto University, Kyoto
43	48.51	ECORE, Louvain-la-Neuve/Bruxelles
44	48.95	Department of Economics, University of Toronto, Toronto
45	48.96	School of Business and Economics, Maastricht University, Maastricht
(46)	49.86	Econometrisch Instituut, Faculteit der Economische Wetenschappen, Erasmus Universiteit, Rotterdam
46	50.95	Anderson Graduate School of Management, University of California-Los Angeles (UCLA), Los Angeles
47	52.34	Economics Department, University of Michigan, Ann Arbor
48	52.96	Kellogg Graduate School of Management, Northwestern University, Evanston
(49)	54.99	Bendheim Center for Finance, Department of Economics, Princeton University, Princeton
49	55.15	Oxford-Man Institute of Quantitative Finance, Oxford University, Oxford
(50)	56.53	Department of Finance, Kellogg Graduate School of Management, Northwestern University, Evanston
50	57.74	Department of Economics, Boston College, Chestnut Hill
51	57.98	Cambridge Finance, University of Cambridge, Cambridge
52	58.57	London Business School (LBS), London
53	58.76	Federal Reserve Bank of Kansas City, Kansas City
(53)	58.76	Economic Research, Federal Reserve Bank of Kansas City, Kansas City
(54)	60.52	Department of Economics, London Business School (LBS), London
54	61.23	Federal Reserve Bank of Chicago, Chicago
55	62.7	Hoover Institution on War Revolution & Peace, Stanford University, Palo Alto
56	62.82	Dipartimento di Statistica "G. Parenti", Università degli Studi di Firenze, Firenze
57	62.93	Rady School of Management, University of California-San Diego (UCSD), La Jolla
58	63.46	Department of Economics and Related Studies, University of York, York
(59)	67.92	Afdeling Econometrie, Faculteit der Economische Wetenschappen en Bedrijfskunde, Vrije Universiteit, Amsterdam
59	71	Center for Policy Research, Syracuse University, Syracuse
60	71.11	Tinbergen Instituut, Amsterdam
61	71.75	Economics Department, University of Strathclyde, Glasgow
62	73.2	Singapore Management University, Singapore
63	74.15	Institute for Fiscal Studies (IFS), London
64	74.25	Department of Economics, University of Washington, Seattle
65	74.29	Dipartimento di Economia Politica, Università Commerciale Luigi Bocconi, Milano
(66)	75.44	Vakgroep Kwantitatieve Economie, School of Business and Economics, Maastricht University, Maastricht
(66)	75.47	Afdeling Kwantitatieve Economie, Faculteit Economie en Bedrijfskunde, Universiteit van Amsterdam, Amsterdam
(66)	75.98	School of Economics, Singapore Management University, Singapore
(66)	76.74	Center for Operations Research and Econometrics (CORE), ECORE, Louvain-la-Neuve
66	77.04	Bank of Canada, Ottawa
(67)	78.16	Institut für Statistik und Ökonometrie (ISÖ), Wirtschaftswissenschaftliche Fakultät, Humboldt-Universität, Berlin
67	79.79	Department of Economics, Johns Hopkins University, Baltimore
68	82.66	Department of Economics, McGill University, Montréal
69	84.92	Department of Economics, Birkbeck College, London
70	84.98	Department of Economics, Rutgers University-New Brunswick, New Brunswick
71	85.91	Sveriges Riksbank, Stockholm
72	85.97	Department of Economics, University of North Carolina-Chapel-Hill, Chapel Hill
73	86.41	Department of Economics, Korea University, Seoul
(74)	86.59	Department of Economics, Tippie College of Business, University of Iowa, Iowa City
74	86.59	Tippie College of Business, University of Iowa, Iowa City
75	86.97	William E. Simon Graduate School of Business Administration, University of Rochester, Rochester
76	88.53	Department of Economics, University of Houston, Houston
(77)	89.91	Research School of Economics, College of Business and Economics, Australian National University, Canberra
77	89.91	College of Business and Economics, Australian National University, Canberra
78	92.1	Department of Economics, Emory University, Atlanta
79	95.07	Department of Agricultural and Resource Economics, North Carolina State University, Raleigh
80	96.44	Economics, University of Texas-Dallas, Dallas
(81)	96.5	Economics Group, Nuffield College, Department of Economics, Oxford University, Oxford
81	96.65	Faculty of Business, Queensland University of Technology, Brisbane
82	98.14	Department of Economics, University of Maryland, College Park
83	99.95	Department of Economics, Leicester University, Leicester
84	101.57	Economics Department, Georgetown University, Washington
85	101.82	Bank of England, London
86	101.85	Department of Economics, University of Notre Dame, South Bend
(87)	107.69	School of Economics and Finance, Faculty of Business, Queensland University of Technology, Brisbane
87	110.62	Fakultät für Volkswirtschaftslehre, Universität Mannheim, Mannheim
88	111.77	Desautels Faculty of Management, McGill University, Montréal
89	112.2	Department of Economics, Queen Mary, London
90	114.36	Department of Economics, University of Minnesota, Minneapolis
91	115.58	Federal Reserve Bank of Atlanta, Atlanta
(92)	115.72	Centre de Recherche en Économie et Statistique (CREST), Institut National de la Statistique et des Études Économiques (INSEE), Government of France, Paris
92	115.72	Institut National de la Statistique et des Études Économiques (INSEE), Government of France, Paris
93	116.77	Rimini Center for Economic Analysis (RCEA), Rimini
94	117.29	Economics Department, University of Essex, Colchester
(95)	117.79	Department of Economics, Management School, Lancaster University, Lancaster
95	117.79	Management School, Lancaster University, Lancaster
96	118.72	Federal Reserve Bank of Minneapolis, Minneapolis
(97)	119.79	Global Economics & Management Group, Anderson Graduate School of Management, University of California-Los Angeles (UCLA), Los Angeles
97	120.53	Department of Economics, National University of Singapore, Singapore
98	120.61	Faculty of Economics, Keio University, Tokyo
99	122.66	Department of Economics & Finance, Institut für Höhere Studien (IHS), Wien
100	123.7	Facultad de Ciencias Económicas y Empresariales, Universidad de Navarra, Pamplona
101	125.12	Innocenzo Gasparini Institute for Economic Research (IGIER), Università Commerciale Luigi Bocconi, Milano
102	127.35	CentER for Economic Research, Universiteit van Tilburg, Tilburg

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.	1.21	Peter C. B. Phillips
2.	1.88	M Hashem Pesaran
3.	3.33	Robert F. Engle
4.	6.21	Tim Bollerslev
5.	6.55	Pierre Perron
6.	8.05	James H. Stock
7.	8.86	Clive W. J. Granger †
8.	10.53	Donald W. K. Andrews
9.	10.68	Michael McAleer
10.	11.85	Lars Peter Hansen
11.	12.02	Thomas J. Sargent
12.	12.24	Jushan Bai
13.	12.33	Christopher Sims
14.	13.34	David F. Hendry
15.	13.8	Halbert White
16.	14.59	Francis X. Diebold
17.	15.83	Ben S. Bernanke
18.	15.99	Massimiliano Marcellino
19.	17.19	Peter M. Robinson
20.	18.95	Soren Johansen
21.	19.27	Kenneth D. West
22.	20.48	Serena Ng
23.	22.54	Timo Teräsvirta
24.	23.14	Marc Nerlove
25.	23.81	Graham Elliott
26.	24.66	Wolfgang Karl Härdle
27.	24.87	Andrew C. Harvey
28.	25.25	Torben G. Andersen
29.	25.26	Neil Shephard
30.	26.58	James Hamilton
31.	27.22	Lawrence J. Christiano
32.	28.7	J. Scott Armstrong
33.	33.38	Adrian Rodney Pagan
34.	34.94	Robert Taylor
35.	35.13	Yacine Ait-Sahalia
36.	35.55	Manuel Arellano
37.	36.01	Allan Timmermann
38.	36.29	Christian S. Gourieroux
39.	36.55	Helmut Lütkepohl
40.	37.78	Todd Clark
41.	38.16	Stephen Roy Bond
42.	38.62	Lucrezia Reichlin
43.	39.8	Richard T. Baillie
44.	40.37	George Tauchen
45.	40.99	Lutz Kilian
46.	41.3	John Geweke
47.	46.17	Gary Koop
48.	49.03	Michael Peter Clements
49.	50.84	Ole E. Barndorff-Nielsen
50.	51.14	Neil R. Ericsson
51.	51.84	Cheng Hsiao
52.	53.43	Michael McCracken
53.	54.74	James MacKinnon
54.	55.4	Charles H. Whiteman
55.	55.75	Chang-Jin Kim
56.	56.83	Eric Ghysels
57.	57.07	Norman Rasmus Swanson
58.	58.29	Carlos Velasco
59.	59.77	Siem Jan Koopman
60.	59.85	Donggyu Sul
61.	60.97	Sam Ouliaris
62.	61.23	Jean-Marie Dufour
63.	61.45	Peter E. Rossi
64.	61.92	Atsushi Inoue
65.	62.4	Luis Alberiko Gil-Alana
66.	62.83	Roberto S. Mariano
67.	64.42	Kenneth Frank Wallis
68.	69.62	David H. Papell
69.	71.35	Nelson C. Mark
70.	71.83	Richard J. Smith
71.	72.55	Chihwa Kao
72.	75.49	Timothy Vogelsang
73.	76.12	Luc Bauwens
74.	77.9	Zhijie Xiao
75.	77.97	Jean-Michel Zakoian
76.	78.11	Simon Potter
77.	80.12	Masao Ogaki
78.	82.16	Morten Ørregaard Nielsen
79.	82.65	Jonathan H. Wright
80.	83.59	Peter Reinhard Hansen

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.