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 December 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 807 authors affiliated with 1027 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	3	Department of Economics, University of California-San Diego (UCSD), La Jolla
2	3.15	Faculty of Economics, University of Cambridge, Cambridge
3	3.53	Cowles Foundation for Research in Economics, Yale University, New Haven
4	3.71	Stern School of Business, New York University, New York City
5	3.78	Center for Research in Econometric Analysis of Time Series (CREATES), Aarhus Universitet, Aarhus
6	6.06	Faculteit der Economische Wetenschappen en Bedrijfskunde, Vrije Universiteit, Amsterdam
7	7.03	Department of Economics, Harvard University, Cambridge
8	7.96	Department of Economics, School of Arts and Sciences, Columbia University, New York City
9	8.32	Department of Economics, Duke University, Durham
10	10.11	Department of Economics, Princeton University, Princeton
11	10.29	Department of Economics, Boston University, Boston
12	12.06	Economics Department, Yale University, New Haven
13	13.14	Federal Reserve Board (Board of Governors of the Federal Reserve System), Washington
(14)	13.61	Afdeling Ruimtelijke Economie, Faculteit der Economische Wetenschappen en Bedrijfskunde, Vrije Universiteit, Amsterdam
(14)	14.66	Volatility Institute, Stern School of Business, New York University, New York City
14	15.25	Department of Economics, Oxford University, Oxford
15	15.88	London School of Economics (LSE), London
16	15.9	Department of Economics, University of Pennsylvania, Philadelphia
17	15.95	Business School, University of Auckland, Auckland
(18)	17.46	Department of Economics, Business School, University of Auckland, Auckland
18	18.21	Department of Economics, University of Chicago, Chicago
19	19.19	Faculteit der Economische Wetenschappen, Erasmus Universiteit, Rotterdam
20	19.25	Department of Economics, University of Southern California, Los Angeles
(21)	21.32	Econometrisch Instituut, Faculteit der Economische Wetenschappen, Erasmus Universiteit, Rotterdam
21	21.49	School of Finance and Economics, University of Technology, Sydney
(22)	23.32	Economics Department, London School of Economics (LSE), London
22	24.09	Economics Department, Michigan State University, East Lansing
23	26.51	Department of Economics, New York University, New York City
24	28.2	Department of Economics, Northwestern University, Evanston
25	29.35	Economics Department, University of Wisconsin-Madison, Madison
26	30.84	Økonomisk Institut, Københavns Universitet, København
27	31.71	Department of Economics, University of Warwick, Coventry
28	32.68	European Central Bank, Frankfurt am Main
(29)	32.88	Finance Department, Stern School of Business, New York University, New York City
29	33.35	Federal Reserve Bank of St. Louis, St. Louis
30	33.89	Department of Economics, University of Kansas, Lawrence
(31)	34.73	Research Division, Federal Reserve Bank of St. Louis, St. Louis
31	37.28	Department of Economics, European University Institute, Firenze
32	38.39	Centro de Estudios Monetarios y Financieros (CEMFI), Madrid
33	38.68	Faculty of Business and Economics, Monash University, Clayton
(33)	38.68	Department of Econometrics and Business Statistics, Faculty of Business and Economics, Monash University, Clayton
34	39.23	Federal Reserve Bank of New York, New York City
35	40.36	Departamento de Economía, Universidad Carlos III de Madrid, Madrid
36	41.47	Economics Department, Queen's University, Kingston
37	41.48	Wirtschaftswissenschaftliche Fakultät, Humboldt-Universität, Berlin
(38)	42.78	Research and Statistics Group, Federal Reserve Bank of New York, New York City
38	42.84	Wharton School of Business, University of Pennsylvania, Philadelphia
39	45.05	School of Economics, University of Nottingham, Nottingham
40	45.34	Department of Agricultural and Resource Economics, University of Maryland, College Park
41	47.05	School of Business and Economics, Maastricht University, Maastricht
42	48	Cambridge Finance, University of Cambridge, Cambridge
43	48.23	Faculteit Economie en Bedrijfskunde, Universiteit van Amsterdam, Amsterdam
44	50.07	Department of Economics, University of Toronto, Toronto
45	50.92	Economics Department, University of Michigan, Ann Arbor
46	51.15	Kellogg Graduate School of Management, Northwestern University, Evanston
47	51.73	ECORE, Louvain-la-Neuve/Bruxelles
48	51.77	Anderson Graduate School of Management, University of California-Los Angeles (UCLA), Los Angeles
49	54.58	Oxford-Man Institute of Quantitative Finance, Oxford University, Oxford
(50)	54.87	Department of Finance, Kellogg Graduate School of Management, Northwestern University, Evanston
(50)	55.73	Bendheim Center for Finance, Department of Economics, Princeton University, Princeton
50	55.8	London Business School (LBS), London
(51)	58.11	Department of Economics, London Business School (LBS), London
51	59.25	Tinbergen Instituut, Amsterdam
52	60.26	Department of Economics, Boston College, Chestnut Hill
53	60.64	Federal Reserve Bank of Cleveland, Cleveland
54	61.89	Department of Economics and Related Studies, University of York, York
55	62.64	Rady School of Management, University of California-San Diego (UCSD), La Jolla
(56)	63.64	Economic Research, Federal Reserve Bank of Cleveland, Cleveland
56	64.56	Federal Reserve Bank of Chicago, Chicago
57	64.57	Dipartimento di Statistica "G. Parenti", Università degli Studi di Firenze, Firenze
58	67.92	Economics Department, University of Strathclyde, Glasgow
59	68.29	Hoover Institution on War Revolution & Peace, Stanford University, Palo Alto
(60)	68.98	Afdeling Econometrie, Faculteit der Economische Wetenschappen en Bedrijfskunde, Vrije Universiteit, Amsterdam
(60)	71.41	Vakgroep Kwantitatieve Economie, School of Business and Economics, Maastricht University, Maastricht
60	74.5	Department of Economics, University of Washington, Seattle
61	74.6	Singapore Management University, Singapore
62	76.29	Dipartimento di Economia Politica, Università Commerciale Luigi Bocconi, Milano
(63)	76.41	Center for Operations Research and Econometrics (CORE), ECORE, Louvain-la-Neuve
63	76.58	Center for Policy Research, Syracuse University, Syracuse
(64)	77.02	Afdeling Kwantitatieve Economie, Faculteit Economie en Bedrijfskunde, Universiteit van Amsterdam, Amsterdam
64	77.05	Department of Economics, Johns Hopkins University, Baltimore
65	77.07	Federal Reserve Bank of Atlanta, Atlanta
(66)	77.53	School of Economics, Singapore Management University, Singapore
(66)	77.84	Institut für Statistik und Ökonometrie (ISÖ), Wirtschaftswissenschaftliche Fakultät, Humboldt-Universität, Berlin
66	78.95	Bank of Canada, Ottawa
67	80.78	Department of Economics, McGill University, Montréal
68	83.05	Department of Economics, Rutgers University-New Brunswick, New Brunswick
69	83.17	Institute for Fiscal Studies (IFS), London
(70)	83.39	Department of Economics, Tippie College of Business, University of Iowa, Iowa City
70	83.39	Tippie College of Business, University of Iowa, Iowa City
71	84.25	William E. Simon Graduate School of Business Administration, University of Rochester, Rochester
72	84.68	College of Business and Economics, Australian National University, Canberra
(72)	84.68	Research School of Economics, College of Business and Economics, Australian National University, Canberra
73	85.17	Department of Economics, Birkbeck College, London
74	85.35	Department of Economics, Korea University, Seoul
75	85.38	Sveriges Riksbank, Stockholm
76	87.06	Department of Economics, University of North Carolina-Chapel-Hill, Chapel Hill
77	90.9	Department of Economics, University of Houston, Houston
78	95.12	Economics, University of Texas-Dallas, Dallas
79	96.57	Department of Economics, Leicester University, Leicester
80	96.73	Economics Department, Georgetown University, Washington
81	98.52	Department of Economics, University of Maryland, College Park
82	99.04	Department of Economics, University of Notre Dame, South Bend
(83)	99.75	Economics Group, Nuffield College, Department of Economics, Oxford University, Oxford
83	101.21	Bank of England, London
84	103.14	Department of Agricultural and Resource Economics, North Carolina State University, Raleigh
85	105.76	Fakultät für Volkswirtschaftslehre, Universität Mannheim, Mannheim
86	111.18	School of Economics and Finance, Queen Mary, London
87	111.69	Rimini Center for Economic Analysis (RCEA), Rimini
88	111.85	Institut National de la Statistique et des Études Économiques (INSEE), Government of France, Paris
(88)	111.85	Centre de Recherche en Économie et Statistique (CREST), Institut National de la Statistique et des Études Économiques (INSEE), Government of France, Paris
89	115.59	Department of Economics, National University of Singapore, Singapore
90	116.19	Economics Department, University of Essex, Colchester
91	116.78	Faculty of Economics, Keio University, Tokyo
92	116.94	Desautels Faculty of Management, McGill University, Montréal
93	117.26	Innocenzo Gasparini Institute for Economic Research (IGIER), Università Commerciale Luigi Bocconi, Milano
94	118.24	Department of Economics, University of Minnesota, Minneapolis
(95)	120.18	Department of Economics, Management School, Lancaster University, Lancaster
95	120.18	Management School, Lancaster University, Lancaster
(96)	121.01	Global Economics & Management Group, Anderson Graduate School of Management, University of California-Los Angeles (UCLA), Los Angeles
96	121.74	Department of Economics & Finance, Institut für Höhere Studien (IHS), Wien
97	124.46	Federal Reserve Bank of Minneapolis, Minneapolis
98	127.27	CentER for Economic Research, Universiteit van Tilburg, Tilburg
99	128.7	Facultad de Ciencias Económicas y Empresariales, Universidad de Navarra, Pamplona
100	129.63	UFR Mathématiques Sciences Économiques et Sociales, Université Charles-de-Gaulle (Lille 3), Lille
(101)	130.5	Sonderforschungsbereich 373, Quantifikation und Simulation ökonomischer Prozesse, Wirtschaftswissenschaftliche Fakultät, Humboldt-Universität, Berlin
101	131.29	National Bureau of Economic Research (NBER), Cambridge
(102)	131.42	Centre for Applied Macroeconomic Analysis (CAMA), Research School of Economics, College of Business and Economics, Australian National University, Canberra
102	133.99	Federal Reserve Bank of Philadelphia, Philadelphia

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.	1.2	Peter C. B. Phillips
2.	1.84	M Hashem Pesaran
3.	3.55	Robert F. Engle
4.	5.97	Pierre Perron
5.	6.79	Tim Bollerslev
6.	8.22	James H. Stock
7.	8.68	Clive W. J. Granger †
8.	10.36	Donald W. K. Andrews
9.	10.7	Lars Peter Hansen
10.	11.12	Michael McAleer
11.	11.34	Christopher Sims
12.	12.77	Thomas J. Sargent
13.	13.11	Jushan Bai
14.	13.6	David F. Hendry
15.	14.02	Halbert White
16.	15.89	Massimiliano Marcellino
17.	16.1	Francis X. Diebold
18.	16.77	Ben S. Bernanke
19.	16.97	Peter M. Robinson
20.	18	Kenneth D. West
21.	20.26	Soren Johansen
22.	22.23	Serena Ng
23.	22.36	Marc Nerlove
24.	22.61	Graham Elliott
25.	23.39	Timo Teräsvirta
26.	23.47	Torben G. Andersen
27.	24.09	Andrew C. Harvey
28.	24.55	Wolfgang Karl Härdle
29.	25.05	Neil Shephard
30.	25.27	Lawrence J. Christiano
31.	25.53	James Hamilton
32.	28.27	J. Scott Armstrong
33.	30.53	Adrian Rodney Pagan
34.	32.5	Manuel Arellano
35.	34.49	Robert Taylor
36.	34.58	Helmut Lütkepohl
37.	35.28	Yacine Ait-Sahalia
38.	35.96	Allan Timmermann
39.	36.04	Christian S. Gourieroux
40.	36.73	Lucrezia Reichlin
41.	38	Todd Clark
42.	39.11	George Tauchen
43.	39.35	Richard T. Baillie
44.	40.51	Lutz Kilian
45.	42.06	Gary Koop
46.	42.47	John Geweke
47.	42.83	Stephen Roy Bond
48.	51.17	Ole E. Barndorff-Nielsen
49.	51.23	Cheng Hsiao
50.	52.13	Neil R. Ericsson
51.	53.95	Michael Peter Clements
52.	53.95	Charles H. Whiteman
53.	54.24	Chang-Jin Kim
54.	55.84	Norman Rasmus Swanson
55.	56.89	James MacKinnon
56.	57.19	Eric Ghysels
57.	58.9	Sam Ouliaris
58.	58.98	Donggyu Sul
59.	59.49	Carlos Velasco
60.	59.59	Roberto S. Mariano
61.	59.79	Michael McCracken
62.	59.94	Jean-Marie Dufour
63.	60.37	Peter E. Rossi
64.	61.6	Siem Jan Koopman
65.	63.36	Kenneth Frank Wallis
66.	64.59	Luis Alberiko Gil-Alana
67.	67.3	Atsushi Inoue
68.	69.21	Simon Potter
69.	69.34	David H. Papell
70.	69.46	Nelson C. Mark
71.	69.57	Richard J. Smith
72.	72.1	Timothy Vogelsang
73.	75.74	Jean-Michel Zakoian
74.	77.49	Chihwa Kao
75.	78.42	Masao Ogaki
76.	79.92	Jonathan H. Wright
77.	80.54	Luc Bauwens
78.	80.75	Morten Ørregaard Nielsen
79.	80.92	Peter Reinhard Hansen
80.	82.42	Zhijie Xiao

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.