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Top 10% Institutions and Economists in the Field of Econometric Time Series, as of November 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 810 authors affiliated with 1018 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).
RankScoreInstitution
12.86Stern School of Business, New York University, New York City
23.41Department of Economics, University of California-San Diego (UCSD), La Jolla
33.42Faculty of Economics, University of Cambridge, Cambridge
43.7Center for Research in Econometric Analysis of Time Series (CREATES), Aarhus Universitet, Aarhus
53.81Cowles Foundation for Research in Economics, Yale University, New Haven
66.41Faculteit der Economische Wetenschappen en Bedrijfskunde, Vrije Universiteit, Amsterdam
76.73Department of Economics, School of Arts and Sciences, Columbia University, New York City
87.47Department of Economics, Duke University, Durham
97.52Department of Economics, Harvard University, Cambridge
1011.66Department of Economics, Princeton University, Princeton
1111.91Economics Department, Yale University, New Haven
1212.3Department of Economics, Boston University, Boston
1312.69Federal Reserve Board (Board of Governors of the Federal Reserve System), Washington
(14)13.8Volatility Institute, Stern School of Business, New York University, New York City
(14)14.06Afdeling Ruimtelijke Economie, Faculteit der Economische Wetenschappen en Bedrijfskunde, Vrije Universiteit, Amsterdam
1414.57Department of Economics, Oxford University, Oxford
1515.17Department of Economics, University of Pennsylvania, Philadelphia
1615.76London School of Economics (LSE), London
1716.33Business School, University of Auckland, Auckland
(18)17.87Department of Economics, Business School, University of Auckland, Auckland
1818.86Faculteit der Economische Wetenschappen, Erasmus Universiteit, Rotterdam
1919.05Department of Economics, University of Southern California, Los Angeles
2019.26Department of Economics, University of Chicago, Chicago
(21)20.91Econometrisch Instituut, Faculteit der Economische Wetenschappen, Erasmus Universiteit, Rotterdam
2122.15School of Finance and Economics, University of Technology, Sydney
(22)23.23Economics Department, London School of Economics (LSE), London
2224.39Department of Economics, New York University, New York City
2324.87Economics Department, Michigan State University, East Lansing
2428.7Department of Economics, Northwestern University, Evanston
2528.89Økonomisk Institut, Københavns Universitet, København
2629.58Economics Department, University of Wisconsin-Madison, Madison
2731.3Department of Economics, University of Warwick, Coventry
(28)31.4Finance Department, Stern School of Business, New York University, New York City
2831.71Federal Reserve Bank of St. Louis, St. Louis
2932.65Department of Economics, University of Kansas, Lawrence
(30)32.98Research Division, Federal Reserve Bank of St. Louis, St. Louis
3033.94European Central Bank, Frankfurt am Main
3138.54Centro de Estudios Monetarios y Financieros (CEMFI), Madrid
3238.6Department of Economics, European University Institute, Firenze
(33)39.49Department of Econometrics and Business Statistics, Faculty of Business and Economics, Monash University, Clayton
3339.49Faculty of Business and Economics, Monash University, Clayton
3439.58Federal Reserve Bank of New York, New York City
3541.21Wharton School of Business, University of Pennsylvania, Philadelphia
3641.25Economics Department, Queen's University, Kingston
3741.44Wirtschaftswissenschaftliche Fakultät, Humboldt-Universität, Berlin
3841.46Departamento de Economía, Universidad Carlos III de Madrid, Madrid
(39)43.32Research and Statistics Group, Federal Reserve Bank of New York, New York City
3945.46Department of Agricultural and Resource Economics, University of Maryland, College Park
4046.03School of Economics, University of Nottingham, Nottingham
4148.36Faculteit Economie en Bedrijfskunde, Universiteit van Amsterdam, Amsterdam
4249.16School of Business and Economics, Maastricht University, Maastricht
4349.48ECORE, Louvain-la-Neuve/Bruxelles
4450.14Department of Economics, University of Toronto, Toronto
4550.89Cambridge Finance, University of Cambridge, Cambridge
4651.48Anderson Graduate School of Management, University of California-Los Angeles (UCLA), Los Angeles
4752.28Kellogg Graduate School of Management, Northwestern University, Evanston
4852.58Economics Department, University of Michigan, Ann Arbor
(49)55.92Department of Finance, Kellogg Graduate School of Management, Northwestern University, Evanston
4956.19Federal Reserve Bank of Kansas City, Kansas City
(49)56.19Economic Research, Federal Reserve Bank of Kansas City, Kansas City
5056.24Oxford-Man Institute of Quantitative Finance, Oxford University, Oxford
(51)56.59Bendheim Center for Finance, Department of Economics, Princeton University, Princeton
5157.84Department of Economics, Boston College, Chestnut Hill
5258.04London Business School (LBS), London
5359.03Tinbergen Instituut, Amsterdam
(54)60.25Department of Economics, London Business School (LBS), London
5461.78Federal Reserve Bank of Chicago, Chicago
5563.07Hoover Institution on War Revolution & Peace, Stanford University, Palo Alto
5663.09Department of Economics and Related Studies, University of York, York
5763.23Rady School of Management, University of California-San Diego (UCSD), La Jolla
5866.56Dipartimento di Statistica "G. Parenti", Università degli Studi di Firenze, Firenze
(59)69.23Afdeling Econometrie, Faculteit der Economische Wetenschappen en Bedrijfskunde, Vrije Universiteit, Amsterdam
5970.13Federal Reserve Bank of Atlanta, Atlanta
6071.24Center for Policy Research, Syracuse University, Syracuse
6172.63Singapore Management University, Singapore
6273.15Economics Department, University of Strathclyde, Glasgow
6374.59Department of Economics, University of Washington, Seattle
6474.75Institute for Fiscal Studies (IFS), London
(65)74.96Vakgroep Kwantitatieve Economie, School of Business and Economics, Maastricht University, Maastricht
(65)75.37School of Economics, Singapore Management University, Singapore
(65)76.54Center for Operations Research and Econometrics (CORE), ECORE, Louvain-la-Neuve
(65)76.85Afdeling Kwantitatieve Economie, Faculteit Economie en Bedrijfskunde, Universiteit van Amsterdam, Amsterdam
(65)78.25Institut für Statistik und Ökonometrie (ISÖ), Wirtschaftswissenschaftliche Fakultät, Humboldt-Universität, Berlin
6578.55Bank of Canada, Ottawa
6678.79Dipartimento di Economia Politica, Università Commerciale Luigi Bocconi, Milano
6780.21Department of Economics, Johns Hopkins University, Baltimore
6882.22Department of Economics, McGill University, Montréal
6984.52Department of Economics, Rutgers University-New Brunswick, New Brunswick
7085.63Sveriges Riksbank, Stockholm
7186.02Department of Economics, Birkbeck College, London
7286.75William E. Simon Graduate School of Business Administration, University of Rochester, Rochester
(73)86.81Department of Economics, Tippie College of Business, University of Iowa, Iowa City
7386.81Tippie College of Business, University of Iowa, Iowa City
7487.2Department of Economics, University of North Carolina-Chapel-Hill, Chapel Hill
7587.55Department of Economics, Korea University, Seoul
(76)90.39Research School of Economics, College of Business and Economics, Australian National University, Canberra
7690.39College of Business and Economics, Australian National University, Canberra
7792.73Department of Economics, University of Houston, Houston
(78)96.06Economics Group, Nuffield College, Department of Economics, Oxford University, Oxford
7896.92Department of Agricultural and Resource Economics, North Carolina State University, Raleigh
7997.02Economics, University of Texas-Dallas, Dallas
8098.02Department of Economics, University of Maryland, College Park
8198.78Department of Economics, Leicester University, Leicester
8299.7Department of Economics, University of Notre Dame, South Bend
83100.1Bank of England, London
84102.51Economics Department, Georgetown University, Washington
85107.48Fakultät für Volkswirtschaftslehre, Universität Mannheim, Mannheim
86110.9School of Economics and Finance, Queen Mary, London
87111.36Desautels Faculty of Management, McGill University, Montréal
88112.99Rimini Center for Economic Analysis (RCEA), Rimini
(89)113.27Centre de Recherche en Économie et Statistique (CREST), Institut National de la Statistique et des Études Économiques (INSEE), Government of France, Paris
89113.27Institut National de la Statistique et des Études Économiques (INSEE), Government of France, Paris
90115.86Department of Economics, University of Minnesota, Minneapolis
91116.5Economics Department, University of Essex, Colchester
92116.84Federal Reserve Bank of Minneapolis, Minneapolis
93117.24Department of Economics, National University of Singapore, Singapore
(94)117.55Global Economics & Management Group, Anderson Graduate School of Management, University of California-Los Angeles (UCLA), Los Angeles
94118.1Faculty of Economics, Keio University, Tokyo
(95)119.44Department of Economics, Management School, Lancaster University, Lancaster
95119.44Management School, Lancaster University, Lancaster
96122.29Innocenzo Gasparini Institute for Economic Research (IGIER), Università Commerciale Luigi Bocconi, Milano
97123.25Facultad de Ciencias Económicas y Empresariales, Universidad de Navarra, Pamplona
98124.58Department of Economics & Finance, Institut für Höhere Studien (IHS), Wien
99126.04CentER for Economic Research, Universiteit van Tilburg, Tilburg
100126.28UFR Mathématiques Sciences Économiques et Sociales, Université Charles-de-Gaulle (Lille 3), Lille
101127.26National Bureau of Economic Research (NBER), Cambridge

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.
RankScoreAuthor
1.1.24Peter C. B. Phillips
2.1.85M Hashem Pesaran
3.3.17Robert F. Engle
4.6.16Tim Bollerslev
5.6.94Pierre Perron
6.8.5Clive W. J. Granger †
7.9.18James H. Stock
8.10.32Donald W. K. Andrews
9.10.78Michael McAleer
10.11.71Thomas J. Sargent
11.11.79Lars Peter Hansen
12.12.05Christopher Sims
13.12.14Jushan Bai
14.13.05David F. Hendry
15.14.37Halbert White
16.14.75Francis X. Diebold
17.15.67Ben S. Bernanke
18.16.57Massimiliano Marcellino
19.17.23Peter M. Robinson
20.19Soren Johansen
21.19.29Kenneth D. West
22.20.58Serena Ng
23.22.79Marc Nerlove
24.22.89Timo Teräsvirta
25.22.97Andrew C. Harvey
26.24.41Graham Elliott
27.24.48Wolfgang Karl Härdle
28.25.37Torben G. Andersen
29.25.39Neil Shephard
30.26.5James Hamilton
31.26.68Lawrence J. Christiano
32.29.15J. Scott Armstrong
33.33.37Adrian Rodney Pagan
34.35.07Robert Taylor
35.35.15Manuel Arellano
36.35.41Yacine Ait-Sahalia
37.35.76Todd Clark
38.35.86Allan Timmermann
39.36.34Helmut Lütkepohl
40.36.6Christian S. Gourieroux
41.37.94Stephen Roy Bond
42.37.97Lucrezia Reichlin
43.39.95George Tauchen
44.40.53Richard T. Baillie
45.40.63John Geweke
46.41.16Lutz Kilian
47.47.01Gary Koop
48.49.11Michael Peter Clements
49.51.64Neil R. Ericsson
50.51.86Cheng Hsiao
51.52.65Ole E. Barndorff-Nielsen
52.54.76James MacKinnon
53.54.95Charles H. Whiteman
54.56.08Michael McCracken
55.56.49Norman Rasmus Swanson
56.56.55Chang-Jin Kim
57.57.52Eric Ghysels
58.59.44Carlos Velasco
59.60.14Sam Ouliaris
60.60.4Donggyu Sul
61.60.86Siem Jan Koopman
62.61.35Peter E. Rossi
63.61.78Roberto S. Mariano
64.62.46Luis Alberiko Gil-Alana
65.62.6Jean-Marie Dufour
66.62.89Atsushi Inoue
67.64.18Kenneth Frank Wallis
68.70.09Nelson C. Mark
69.70.36Simon Potter
70.72.17Chihwa Kao
71.72.67Richard J. Smith
72.73.09David H. Papell
73.74.53Timothy Vogelsang
74.74.96Jean-Michel Zakoian
75.76.09Zhijie Xiao
76.76.73Luc Bauwens
77.79.19Masao Ogaki
78.82.33Jonathan H. Wright
79.82.35Morten Ørregaard Nielsen
80.82.47Peter Reinhard Hansen
81.85.82Marcus 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.

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