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 January 2011

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 812 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	2.84	Stern School of Business, New York University, New York City
2	3.41	Department of Economics, University of California-San Diego (UCSD), La Jolla
3	3.61	Faculty of Economics, University of Cambridge, Cambridge
4	3.65	Cowles Foundation for Research in Economics, Yale University, New Haven
5	3.91	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	7.09	Department of Economics, Duke University, Durham
8	7.38	Department of Economics, School of Arts and Sciences, Columbia University, New York City
9	7.44	Department of Economics, Harvard University, Cambridge
10	11	Department of Economics, Boston University, Boston
11	11.6	Department of Economics, Princeton University, Princeton
12	11.7	Economics Department, Yale University, New Haven
13	12.89	Federal Reserve Board (Board of Governors of the Federal Reserve System), Washington
(14)	13.1	Afdeling Ruimtelijke Economie, Faculteit der Economische Wetenschappen en Bedrijfskunde, Vrije Universiteit, Amsterdam
(14)	13.76	Volatility Institute, Stern School of Business, New York University, New York City
14	15.21	Department of Economics, University of Pennsylvania, Philadelphia
15	15.61	Business School, University of Auckland, Auckland
16	15.88	London School of Economics (LSE), London
17	16.75	Department of Economics, Oxford University, Oxford
(18)	16.91	Department of Economics, Business School, University of Auckland, Auckland
18	18.68	Department of Economics, University of Chicago, Chicago
19	19.01	Faculteit der Economische Wetenschappen, Erasmus Universiteit, Rotterdam
20	19.36	Department of Economics, University of Southern California, Los Angeles
(21)	20.93	Econometrisch Instituut, Faculteit der Economische Wetenschappen, Erasmus Universiteit, Rotterdam
21	23.56	Economics Department, Michigan State University, East Lansing
(22)	23.74	Economics Department, London School of Economics (LSE), London
22	23.88	Department of Economics, New York University, New York City
23	28.38	Department of Economics, Northwestern University, Evanston
24	28.39	Økonomisk Institut, Københavns Universitet, København
25	28.98	Economics Department, University of Wisconsin-Madison, Madison
(26)	29.75	Finance Department, Stern School of Business, New York University, New York City
26	30.38	Department of Economics, University of Warwick, Coventry
27	31.99	European Central Bank, Frankfurt am Main
28	33.06	Federal Reserve Bank of St. Louis, St. Louis
29	33.68	Department of Economics, University of Kansas, Lawrence
(30)	34.21	Research Division, Federal Reserve Bank of St. Louis, St. Louis
30	36.11	School of Economics, University of Nottingham, Nottingham
31	38.15	Faculty of Business and Economics, Monash University, Clayton
(31)	38.15	Department of Econometrics and Business Statistics, Faculty of Business and Economics, Monash University, Clayton
32	38.66	Wirtschaftswissenschaftliche Fakultät, Humboldt-Universität, Berlin
33	38.69	Centro de Estudios Monetarios y Financieros (CEMFI), Madrid
34	38.72	Federal Reserve Bank of New York, New York City
35	41.38	Department of Economics, European University Institute, Firenze
36	41.53	Departamento de Economía, Universidad Carlos III de Madrid, Madrid
37	41.95	Economics Department, Queen's University, Kingston
38	42.29	Wharton School of Business, University of Pennsylvania, Philadelphia
(39)	42.32	Research and Statistics Group, Federal Reserve Bank of New York, New York City
39	43.88	School of Finance and Economics, University of Technology, Sydney
40	45.09	Department of Agricultural and Resource Economics, University of Maryland, College Park
41	45.84	School of Economics, Faculty of Arts and Social Sciences, University of Sydney, Sydney
42	46.96	School of Business and Economics, Maastricht University, Maastricht
43	47.53	Faculteit Economie en Bedrijfskunde, Universiteit van Amsterdam, Amsterdam
44	48.4	Department of Economics, University of Toronto, Toronto
45	49.45	Cambridge Finance, University of Cambridge, Cambridge
46	50.14	ECORE, Louvain-la-Neuve/Bruxelles
47	51.46	Anderson Graduate School of Management, University of California-Los Angeles (UCLA), Los Angeles
48	51.68	Kellogg Graduate School of Management, Northwestern University, Evanston
49	53.47	Economics Department, University of Michigan, Ann Arbor
(50)	55.59	Department of Finance, Kellogg Graduate School of Management, Northwestern University, Evanston
(50)	56.44	Bendheim Center for Finance, Department of Economics, Princeton University, Princeton
50	57.44	Oxford-Man Institute of Quantitative Finance, Oxford University, Oxford
51	58	Federal Reserve Bank of Cleveland, Cleveland
52	59.18	Tinbergen Instituut, Amsterdam
53	59.59	Rady School of Management, University of California-San Diego (UCSD), La Jolla
54	59.61	London Business School (LBS), London
(55)	60.8	Economic Research, Federal Reserve Bank of Cleveland, Cleveland
(55)	62.16	Department of Economics, London Business School (LBS), London
55	62.47	Department of Economics, Boston College, Chestnut Hill
56	63.5	Department of Economics and Related Studies, University of York, York
57	63.79	Federal Reserve Bank of Chicago, Chicago
58	65.56	Hoover Institution on War Revolution & Peace, Stanford University, Palo Alto
59	67.6	Dipartimento di Statistica "G. Parenti", Università degli Studi di Firenze, Firenze
(60)	69.21	Afdeling Econometrie, Faculteit der Economische Wetenschappen en Bedrijfskunde, Vrije Universiteit, Amsterdam
60	69.78	Economics Department, University of Strathclyde, Glasgow
(61)	72.68	Vakgroep Kwantitatieve Economie, School of Business and Economics, Maastricht University, Maastricht
61	72.91	Center for Policy Research, Syracuse University, Syracuse
62	74.38	Singapore Management University, Singapore
(63)	75.57	Center for Operations Research and Econometrics (CORE), ECORE, Louvain-la-Neuve
63	75.9	Department of Economics, University of Washington, Seattle
64	76.49	Institute for Fiscal Studies (IFS), London
(65)	76.6	Afdeling Kwantitatieve Economie, Faculteit Economie en Bedrijfskunde, Universiteit van Amsterdam, Amsterdam
65	76.61	Federal Reserve Bank of Atlanta, Atlanta
(66)	76.99	School of Economics, Singapore Management University, Singapore
66	78.32	Dipartimento di Economia Politica, Università Commerciale Luigi Bocconi, Milano
67	79.67	Sveriges Riksbank, Stockholm
68	81.07	Department of Economics, Johns Hopkins University, Baltimore
69	81.81	Bank of Canada, Ottawa
70	82.24	Department of Economics, McGill University, Montréal
71	84.21	Department of Economics, University of North Carolina-Chapel-Hill, Chapel Hill
72	84.43	Department of Economics, Rutgers University-New Brunswick, New Brunswick
73	85.19	College of Business and Economics, Australian National University, Canberra
(73)	85.19	Research School of Economics, College of Business and Economics, Australian National University, Canberra
(74)	85.85	Department of Economics, Tippie College of Business, University of Iowa, Iowa City
74	85.85	Tippie College of Business, University of Iowa, Iowa City
75	86.31	Department of Economics, Korea University, Seoul
76	86.42	Department of Economics, Birkbeck College, London
77	87.1	William E. Simon Graduate School of Business Administration, University of Rochester, Rochester
78	91.46	Department of Economics, University of Houston, Houston
(79)	93.33	Sonderforschungsbereich 373, Quantifikation und Simulation ökonomischer Prozesse, Wirtschaftswissenschaftliche Fakultät, Humboldt-Universität, Berlin
79	98.35	Department of Agricultural and Resource Economics, North Carolina State University, Raleigh
80	99.25	Economics, University of Texas-Dallas, Dallas
81	99.29	Bank of England, London
82	100.26	Department of Economics, University of Maryland, College Park
(83)	100.83	Economics Group, Nuffield College, Department of Economics, Oxford University, Oxford
83	101.74	Economics Department, Georgetown University, Washington
84	102.55	Department of Economics, University of Notre Dame, South Bend
85	109.52	Fakultät für Volkswirtschaftslehre, Universität Mannheim, Mannheim
86	112.79	Rimini Center for Economic Analysis (RCEA), Rimini
87	112.88	Institut National de la Statistique et des Études Économiques (INSEE), Government of France, Paris
(87)	112.88	Centre de Recherche en Économie et Statistique (CREST), Institut National de la Statistique et des Études Économiques (INSEE), Government of France, Paris
88	114.58	Economics Department, University of Essex, Colchester
89	114.85	Department of Economics, National University of Singapore, Singapore
90	115.1	Department of Economics, University of Minnesota, Minneapolis
91	116.32	School of Economics and Finance, Queen Mary, London
(92)	116.41	Global Economics & Management Group, Anderson Graduate School of Management, University of California-Los Angeles (UCLA), Los Angeles
92	116.88	Federal Reserve Bank of Minneapolis, Minneapolis
93	117.62	Faculty of Economics, Keio University, Tokyo
(94)	120.36	Department of Economics, Management School, Lancaster University, Lancaster
94	120.36	Management School, Lancaster University, Lancaster
95	122.35	Innocenzo Gasparini Institute for Economic Research (IGIER), Università Commerciale Luigi Bocconi, Milano
96	122.8	Department of Economics & Finance, Institut für Höhere Studien (IHS), Wien
97	124.86	CentER for Economic Research, Universiteit van Tilburg, Tilburg
98	125.83	Facultad de Ciencias Económicas y Empresariales, Universidad de Navarra, Pamplona
99	127.45	National Bureau of Economic Research (NBER), Cambridge
(100)	129.31	Centre for Applied Macroeconomic Analysis (CAMA), Research School of Economics, College of Business and Economics, Australian National University, Canberra
100	134.79	UFR Mathématiques Sciences Économiques et Sociales, Université Charles-de-Gaulle (Lille 3), Lille
(101)	135.47	Economic Research Department, Federal Reserve Bank of Atlanta, Atlanta
101	136.54	Federal Reserve Bank of Philadelphia, Philadelphia
102	137.27	Cass Business School, City University, London

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.	1.17	Peter C. B. Phillips
2.	1.98	M Hashem Pesaran
3.	3.14	Robert F. Engle
4.	5.92	Tim Bollerslev
5.	6.33	Pierre Perron
6.	8.34	Clive W. J. Granger †
7.	9.15	James H. Stock
8.	10.28	Donald W. K. Andrews
9.	10.94	Michael McAleer
10.	11.74	Lars Peter Hansen
11.	12.13	Christopher Sims
12.	12.19	Jushan Bai
13.	12.31	Thomas J. Sargent
14.	13.29	Halbert White
15.	14.67	Francis X. Diebold
16.	15.82	Ben S. Bernanke
17.	15.87	David F. Hendry
18.	16.14	Massimiliano Marcellino
19.	16.96	Peter M. Robinson
20.	19.03	Soren Johansen
21.	19.45	Kenneth D. West
22.	20.56	Serena Ng
23.	22.35	Andrew C. Harvey
24.	22.68	Marc Nerlove
25.	22.94	Wolfgang Karl Härdle
26.	23.76	Timo Teräsvirta
27.	24.69	Graham Elliott
28.	25.19	Torben G. Andersen
29.	26.59	Neil Shephard
30.	26.9	Lawrence J. Christiano
31.	28.42	J. Scott Armstrong
32.	28.69	James Hamilton
33.	31.36	Adrian Rodney Pagan
34.	33.58	Christian S. Gourieroux
35.	34.21	Robert Taylor
36.	34.9	Helmut Lütkepohl
37.	34.97	Manuel Arellano
38.	35.28	Yacine Ait-Sahalia
39.	35.87	Todd Clark
40.	36.34	Allan Timmermann
41.	37.69	Stephen Roy Bond
42.	38.47	Lucrezia Reichlin
43.	39.49	Richard T. Baillie
44.	39.91	George Tauchen
45.	40.46	John Geweke
46.	41.18	Lutz Kilian
47.	43.62	Gary Koop
48.	50.77	Cheng Hsiao
49.	51.43	Michael Peter Clements
50.	52.06	Ole E. Barndorff-Nielsen
51.	52.23	Neil R. Ericsson
52.	53.93	Charles H. Whiteman
53.	54.34	Eric Ghysels
54.	54.35	Chang-Jin Kim
55.	55.45	Michael McCracken
56.	56.2	Norman Rasmus Swanson
57.	58.53	James MacKinnon
58.	60.49	Sam Ouliaris
59.	60.69	Carlos Velasco
60.	60.94	Donggyu Sul
61.	61.16	Peter E. Rossi
62.	61.51	Siem Jan Koopman
63.	61.88	Jean-Marie Dufour
64.	62.1	Roberto S. Mariano
65.	62.46	Atsushi Inoue
66.	63.01	Kenneth Frank Wallis
67.	66.19	Luis Alberiko Gil-Alana
68.	69.57	Simon Potter
69.	69.75	David H. Papell
70.	70.34	Nelson C. Mark
71.	70.86	Richard J. Smith
72.	72.4	Chihwa Kao
73.	72.91	Timothy Vogelsang
74.	74.94	Jean-Michel Zakoian
75.	77.04	Luc Bauwens
76.	78.57	Masao Ogaki
77.	78.62	Morten Ørregaard Nielsen
78.	80.77	Peter Reinhard Hansen
79.	81.75	Zhijie Xiao
80.	82.98	Jonathan H. Wright
81.	83.62	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.