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 February 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 826 authors affiliated with 1040 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	3.34	Department of Economics, University of California-San Diego (UCSD), La Jolla
3	3.58	Faculty of Economics, University of Cambridge, Cambridge
4	3.68	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	5.9	Department of Economics, Harvard University, Cambridge
7	6.05	Faculteit der Economische Wetenschappen en Bedrijfskunde, Vrije Universiteit, Amsterdam
8	7.23	Department of Economics, School of Arts and Sciences, Columbia University, New York City
9	7.52	Department of Economics, Duke University, Durham
10	11.18	Department of Economics, Boston University, Boston
11	11.53	Economics Department, Yale University, New Haven
12	12.5	Federal Reserve Board (Board of Governors of the Federal Reserve System), Washington
13	12.64	Department of Economics, Princeton University, Princeton
(14)	13.46	Afdeling Ruimtelijke Economie, Faculteit der Economische Wetenschappen en Bedrijfskunde, Vrije Universiteit, Amsterdam
(14)	14.02	Volatility Institute, Stern School of Business, New York University, New York City
14	15.05	Department of Economics, University of Pennsylvania, Philadelphia
15	15.79	London School of Economics (LSE), London
16	16.57	Business School, University of Auckland, Auckland
(17)	17.86	Department of Economics, Business School, University of Auckland, Auckland
17	18.42	Department of Economics, University of Chicago, Chicago
18	18.65	Department of Economics, Oxford University, Oxford
19	18.75	Faculteit der Economische Wetenschappen, Erasmus Universiteit, Rotterdam
20	19.18	Department of Economics, University of Southern California, Los Angeles
(21)	20.85	Econometrisch Instituut, Faculteit der Economische Wetenschappen, Erasmus Universiteit, Rotterdam
21	23.16	Economics Department, Michigan State University, East Lansing
(22)	23.33	Economics Department, London School of Economics (LSE), London
22	23.58	Department of Economics, New York University, New York City
23	28.08	Økonomisk Institut, Københavns Universitet, København
24	28.19	Department of Economics, Northwestern University, Evanston
25	28.52	Economics Department, University of Wisconsin-Madison, Madison
(26)	29.62	Finance Department, Stern School of Business, New York University, New York City
26	31.83	European Central Bank, Frankfurt am Main
27	32.68	Federal Reserve Bank of St. Louis, St. Louis
28	33.01	Department of Economics, University of Kansas, Lawrence
(29)	34.11	Research Division, Federal Reserve Bank of St. Louis, St. Louis
29	34.99	Department of Economics, University of Warwick, Coventry
30	35.16	School of Economics, University of Nottingham, Nottingham
31	37.52	Economics Department, Queen's University, Kingston
32	38.52	Federal Reserve Bank of New York, New York City
33	39.02	Centro de Estudios Monetarios y Financieros (CEMFI), Madrid
34	39.35	Wirtschaftswissenschaftliche Fakultät, Humboldt-Universität, Berlin
35	40.23	Department of Economics, European University Institute, Firenze
36	40.95	Faculty of Business and Economics, Monash University, Clayton
(36)	40.95	Department of Econometrics and Business Statistics, Faculty of Business and Economics, Monash University, Clayton
37	41.34	Departamento de Economía, Universidad Carlos III de Madrid, Madrid
(38)	42.55	Research and Statistics Group, Federal Reserve Bank of New York, New York City
38	43.06	Wharton School of Business, University of Pennsylvania, Philadelphia
39	44.23	School of Finance and Economics, University of Technology, Sydney
40	44.56	School of Business and Economics, Maastricht University, Maastricht
41	44.75	School of Economics, Faculty of Arts and Social Sciences, University of Sydney, Sydney
42	44.97	Department of Agricultural and Resource Economics, University of Maryland, College Park
43	47.45	Faculteit Economie en Bedrijfskunde, Universiteit van Amsterdam, Amsterdam
44	48.37	Department of Economics, University of Toronto, Toronto
45	49.43	Cambridge Finance, University of Cambridge, Cambridge
46	50.53	ECORE, Louvain-la-Neuve/Bruxelles
47	51.4	Kellogg Graduate School of Management, Northwestern University, Evanston
48	51.96	Anderson Graduate School of Management, University of California-Los Angeles (UCLA), Los Angeles
49	52.77	Economics Department, University of Michigan, Ann Arbor
(50)	55.65	Department of Finance, Kellogg Graduate School of Management, Northwestern University, Evanston
50	56.65	Oxford-Man Institute of Quantitative Finance, Oxford University, Oxford
51	56.91	Federal Reserve Bank of Cleveland, Cleveland
(52)	57.41	Bendheim Center for Finance, Department of Economics, Princeton University, Princeton
52	58.55	Tinbergen Instituut, Amsterdam
(53)	59.74	Economic Research, Federal Reserve Bank of Cleveland, Cleveland
53	59.79	London Business School (LBS), London
54	61.69	Department of Economics, Boston College, Chestnut Hill
55	61.7	Rady School of Management, University of California-San Diego (UCSD), La Jolla
(56)	62.54	Department of Economics, London Business School (LBS), London
56	64.01	Hoover Institution on War Revolution & Peace, Stanford University, Palo Alto
57	64.04	Federal Reserve Bank of Chicago, Chicago
58	65.52	Department of Economics and Related Studies, University of York, York
(59)	68.31	Vakgroep Kwantitatieve Economie, School of Business and Economics, Maastricht University, Maastricht
59	69.5	Dipartimento di Statistica "G. Parenti", Università degli Studi di Firenze, Firenze
(60)	69.86	Afdeling Econometrie, Faculteit der Economische Wetenschappen en Bedrijfskunde, Vrije Universiteit, Amsterdam
60	70.81	Economics Department, University of Strathclyde, Glasgow
61	73.23	Center for Policy Research, Syracuse University, Syracuse
62	74.74	Singapore Management University, Singapore
63	75.28	Department of Economics, University of Washington, Seattle
(64)	75.71	Center for Operations Research and Econometrics (CORE), ECORE, Louvain-la-Neuve
64	75.87	Institute for Fiscal Studies (IFS), London
65	76.18	Dipartimento di Economia Politica, Università Commerciale Luigi Bocconi, Milano
66	76.29	Federal Reserve Bank of Atlanta, Atlanta
(67)	76.44	Afdeling Kwantitatieve Economie, Faculteit Economie en Bedrijfskunde, Universiteit van Amsterdam, Amsterdam
(67)	78.02	School of Economics, Singapore Management University, Singapore
67	78.94	Sveriges Riksbank, Stockholm
68	80.78	Department of Economics, McGill University, Montréal
69	80.83	Department of Economics, Johns Hopkins University, Baltimore
70	82	Bank of Canada, Ottawa
71	82.28	Department of Economics, University of North Carolina-Chapel-Hill, Chapel Hill
72	84.62	Department of Economics, Korea University, Seoul
73	85.4	Department of Economics, Rutgers University-New Brunswick, New Brunswick
(74)	85.68	Department of Economics, Tippie College of Business, University of Iowa, Iowa City
74	85.68	Tippie College of Business, University of Iowa, Iowa City
75	86.5	Department of Economics, Mathematics and Statistics, Birkbeck College, London
76	86.98	William E. Simon Graduate School of Business Administration, University of Rochester, Rochester
77	90.81	Department of Economics, University of Houston, Houston
(78)	93.96	Sonderforschungsbereich 373, Quantifikation und Simulation ökonomischer Prozesse, Wirtschaftswissenschaftliche Fakultät, Humboldt-Universität, Berlin
78	95.25	College of Business and Economics, Australian National University, Canberra
(78)	95.25	Research School of Economics, College of Business and Economics, Australian National University, Canberra
79	97.32	Economics, University of Texas-Dallas, Dallas
80	98.75	Department of Agricultural and Resource Economics, North Carolina State University, Raleigh
81	99.3	Department of Economics, University of Maryland, College Park
82	102.01	Economics Department, Georgetown University, Washington
83	102.2	Department of Economics, University of Notre Dame, South Bend
(84)	103.02	Economics Group, Nuffield College, Department of Economics, Oxford University, Oxford
84	105.81	Bank of England, London
85	108.81	Fakultät für Volkswirtschaftslehre, Universität Mannheim, Mannheim
86	112.08	Institut National de la Statistique et des Études Économiques (INSEE), Government of France, Paris
(86)	112.08	Centre de Recherche en Économie et Statistique (CREST), Institut National de la Statistique et des Études Économiques (INSEE), Government of France, Paris
87	113.07	Rimini Center for Economic Analysis (RCEA), Rimini
88	113.5	Economics Department, University of Essex, Colchester
89	114.8	Department of Economics, University of Minnesota, Minneapolis
90	114.92	Department of Economics, National University of Singapore, Singapore
91	115.84	School of Economics and Finance, Queen Mary, London
(92)	116.17	Global Economics & Management Group, Anderson Graduate School of Management, University of California-Los Angeles (UCLA), Los Angeles
92	117.77	Federal Reserve Bank of Minneapolis, Minneapolis
93	118.25	Faculty of Economics, Keio University, Tokyo
94	118.43	Innocenzo Gasparini Institute for Economic Research (IGIER), Università Commerciale Luigi Bocconi, Milano
95	121.25	Department of Economics & Finance, Institut für Höhere Studien (IHS), Wien
(96)	123.68	Department of Economics, Management School, Lancaster University, Lancaster
96	123.68	Management School, Lancaster University, Lancaster
97	124.52	CentER for Economic Research, Universiteit van Tilburg, Tilburg
98	126.01	Facultad de Ciencias Económicas y Empresariales, Universidad de Navarra, Pamplona
99	130.99	National Bureau of Economic Research (NBER), Cambridge
(100)	131.53	Centre for Applied Macroeconomic Analysis (CAMA), Research School of Economics, College of Business and Economics, Australian National University, Canberra
100	132.32	Facoltà di Economia, Università degli Studi di Roma "Tor Vergata", Roma
101	135.3	UFR Mathématiques Sciences Économiques et Sociales, Université Charles-de-Gaulle (Lille 3), Lille
102	135.79	Federal Reserve Bank of Philadelphia, Philadelphia
(103)	136.02	Economic Research Department, Federal Reserve Bank of Atlanta, Atlanta
103	137.12	Cass Business School, City University, London
104	137.54	Département de Sciences Économiques, Université de Montréal, Montréal

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.	1.96	M Hashem Pesaran
3.	3.15	Robert F. Engle
4.	6.25	Tim Bollerslev
5.	6.52	Pierre Perron
6.	7.82	James H. Stock
7.	8.37	Clive W. J. Granger †
8.	10.46	Donald W. K. Andrews
9.	10.89	Michael McAleer
10.	11.76	Lars Peter Hansen
11.	11.99	Thomas J. Sargent
12.	12.23	Jushan Bai
13.	12.28	Christopher Sims
14.	13.54	Halbert White
15.	14.84	Francis X. Diebold
16.	15.64	Massimiliano Marcellino
17.	15.68	Ben S. Bernanke
18.	17.08	Peter M. Robinson
19.	18.19	David F. Hendry
20.	18.74	Soren Johansen
21.	19.27	Kenneth D. West
22.	20.5	Serena Ng
23.	22.12	Andrew C. Harvey
24.	22.7	Marc Nerlove
25.	23.03	Wolfgang Karl Härdle
26.	23.98	Timo Teräsvirta
27.	24.55	Graham Elliott
28.	25.09	Torben G. Andersen
29.	26.59	Neil Shephard
30.	27.17	Lawrence J. Christiano
31.	28.54	James Hamilton
32.	28.57	J. Scott Armstrong
33.	30.96	Adrian Rodney Pagan
34.	32.79	Robert Taylor
35.	33.57	Christian S. Gourieroux
36.	34.98	Helmut Lütkepohl
37.	35.39	Manuel Arellano
38.	35.8	Todd Clark
39.	35.85	Yacine Ait-Sahalia
40.	36.52	Allan Timmermann
41.	38.44	Stephen Roy Bond
42.	39.12	Richard T. Baillie
43.	39.12	Lucrezia Reichlin
44.	40.26	George Tauchen
45.	41.05	Lutz Kilian
46.	41.39	John Geweke
47.	44	Gary Koop
48.	50.71	James MacKinnon
49.	50.93	Cheng Hsiao
50.	52.04	Neil R. Ericsson
51.	52.24	Ole E. Barndorff-Nielsen
52.	53.16	Eric Ghysels
53.	53.82	Charles H. Whiteman
54.	54.47	Michael McCracken
55.	54.59	Chang-Jin Kim
56.	56.62	Norman Rasmus Swanson
57.	60.33	Sam Ouliaris
58.	60.33	Donggyu Sul
59.	60.55	Carlos Velasco
60.	61.03	Jean-Marie Dufour
61.	61.68	Roberto S. Mariano
62.	61.71	Peter E. Rossi
63.	62.28	Siem Jan Koopman
64.	62.64	Atsushi Inoue
65.	62.76	Kenneth Frank Wallis
66.	64.57	Luis Alberiko Gil-Alana
67.	69.55	Richard J. Smith
68.	69.59	Simon Potter
69.	69.7	David H. Papell
70.	70.08	Nelson C. Mark
71.	72.09	Chihwa Kao
72.	73.12	Michael Peter Clements
73.	73.39	Timothy Vogelsang
74.	73.59	Jean-Michel Zakoian
75.	75.75	Morten Ørregaard Nielsen
76.	77.07	Luc Bauwens
77.	78.88	Masao Ogaki
78.	80.41	Peter Reinhard Hansen
79.	82.5	Jonathan H. Wright
80.	83.14	Marcus J. Chambers
81.	83.51	Zhijie Xiao
82.	85.09	Niels Haldrup

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.