Field Rankings at IDEAS: Econometric Time Series

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This file is part of IDEAS, which uses RePEc data

Top 10% Institutions and Economists in the Field of Econometric Time Series, as of September 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 850 authors affiliated with 1063 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	3.55	Institut for Økonomi, Aarhus Universitet, Aarhus
2	3.69	Stern School of Business, New York University (NYU), New York City
2	3.69	Department of Economics, University of California-San Diego (UCSD), La Jolla
4	3.85	Cowles Foundation for Research in Economics, Yale University, New Haven
5	3.95	Faculty of Economics, University of Cambridge, Cambridge
(6)	5.36	Center for Research in Econometric Analysis of Time Series (CREATES), Institut for Økonomi, Aarhus Universitet, Aarhus
6	5.67	Department of Economics, Harvard University, Cambridge
7	6.09	Faculteit der Economische Wetenschappen en Bedrijfskunde, Vrije Universiteit, Amsterdam
8	7.98	Department of Economics, Duke University, Durham
9	10.69	Department of Economics, Boston University, Boston
10	11.97	Economics Department, Yale University, New Haven
11	11.98	Department of Economics, School of Arts and Sciences, Columbia University, New York City
12	13.13	Department of Economics, Princeton University, Princeton
(13)	13.3	Afdeling Ruimtelijke Economie, Faculteit der Economische Wetenschappen en Bedrijfskunde, Vrije Universiteit, Amsterdam
13	14.57	Federal Reserve Board (Board of Governors of the Federal Reserve System), Washington
(14)	14.96	Volatility Institute, Stern School of Business, New York University (NYU), New York City
14	15.75	London School of Economics (LSE), London
15	16.47	Department of Economics, Oxford University, Oxford
16	16.54	Faculteit der Economische Wetenschappen, Erasmus Universiteit, Rotterdam
17	16.72	Department of Economics, University of Pennsylvania, Philadelphia
(18)	18.31	Econometrisch Instituut, Faculteit der Economische Wetenschappen, Erasmus Universiteit, Rotterdam
18	18.34	Business School, University of Auckland, Auckland
(19)	19.83	Department of Economics, Business School, University of Auckland, Auckland
19	19.86	Department of Economics, University of Southern California, Los Angeles
20	20.53	Department of Economics, University of Chicago, Chicago
(21)	24.35	Economics Department, London School of Economics (LSE), London
21	25.11	Økonomisk Institut, Københavns Universitet, København
22	25.29	Economics Department, Michigan State University, East Lansing
23	26.82	Department of Economics, New York University (NYU), New York City
24	30.55	Economics Department, University of Wisconsin-Madison, Madison
25	31.54	Department of Economics, Northwestern University, Evanston
26	33.09	School of Economics and Political Science, Universität St. Gallen, Sankt Gallen
27	33.77	European Central Bank, Frankfurt am Main
28	34.83	Federal Reserve Bank of St. Louis, St. Louis
29	35.65	Department of Economics, University of Kansas, Lawrence
(30)	35.9	Finance Department, Stern School of Business, New York University (NYU), New York City
(30)	36.12	Research Division, Federal Reserve Bank of St. Louis, St. Louis
30	37.15	Faculty of Business and Economics, Monash University, Clayton
(30)	37.15	Department of Econometrics and Business Statistics, Faculty of Business and Economics, Monash University, Clayton
31	37.58	School of Economics, University of Nottingham, Nottingham
32	38.12	Department of Economics, European University Institute, Firenze
33	38.82	Economics Department, Queen's University, Kingston
(34)	39.55	Schweizerisches Institut für empirische Wirtschaftsforschung, School of Economics and Political Science, Universität St. Gallen, Sankt Gallen
34	40.08	Centro de Estudios Monetarios y Financieros (CEMFI), Madrid
35	41.76	Department of Economics, Indiana University, Bloomington
36	43.24	Wirtschaftswissenschaftliche Fakultät, Humboldt-Universität, Berlin
37	44.01	Federal Reserve Bank of New York, New York City
38	45.39	Departamento de Economía, Universidad Carlos III de Madrid, Madrid
39	46.84	School of Business and Economics, Maastricht University, Maastricht
39	46.84	Department of Economics, University of Warwick, Coventry
(41)	48.62	Research and Statistics Group, Federal Reserve Bank of New York, New York City
41	50.07	Department of Agricultural and Resource Economics, University of Maryland, College Park
42	50.81	Wharton School of Business, University of Pennsylvania, Philadelphia
43	51.12	Faculteit Economie en Bedrijfskunde, Universiteit van Amsterdam, Amsterdam
44	52.14	Cambridge Finance, University of Cambridge, Cambridge
45	52.98	Kellogg Graduate School of Management, Northwestern University, Evanston
46	53.77	Anderson Graduate School of Management, University of California-Los Angeles (UCLA), Los Angeles
47	54.06	School of Economics, Faculty of Arts and Social Sciences, University of Sydney, Sydney
48	54.46	Economics Department, University of Michigan, Ann Arbor
(49)	56.51	Department of Finance, Kellogg Graduate School of Management, Northwestern University, Evanston
49	56.52	Federal Reserve Bank of Cleveland, Cleveland
50	56.53	Oxford-Man Institute of Quantitative Finance, Oxford University, Oxford
51	58.33	School of Finance and Economics, University of Technology, Sydney
52	59.02	Rady School of Management, University of California-San Diego (UCSD), La Jolla
53	59.65	Department of Economics, University of Toronto, Toronto
(54)	59.72	Economic Research, Federal Reserve Bank of Cleveland, Cleveland
54	59.85	Singapore Management University, Singapore
55	60.43	Department of Economics, Boston College, Chestnut Hill
(56)	61.72	Bendheim Center for Finance, Department of Economics, Princeton University, Princeton
(56)	63.22	Department of Economics, London Business School (LBS), London
56	63.22	London Business School (LBS), London
57	67.39	Economics Department, University of Strathclyde, Glasgow
58	67.52	Tinbergen Instituut, Amsterdam
59	70.56	Federal Reserve Bank of Chicago, Chicago
60	70.87	Central University of Finance and Economics (CUFE), Beijing
(61)	71.5	China Economics and Management Academy, Central University of Finance and Economics (CUFE), Beijing
(61)	71.75	Vakgroep Kwantitatieve Economie, School of Business and Economics, Maastricht University, Maastricht
61	72.39	Hoover Institution on War Revolution & Peace, Stanford University, Stanford
(62)	75.4	Afdeling Econometrie, Faculteit der Economische Wetenschappen en Bedrijfskunde, Vrije Universiteit, Amsterdam
62	75.67	Dipartimento di Economia Politica, Università Commerciale Luigi Bocconi, Milano
63	78.77	Dipartimento di Statistica "G. Parenti", Università degli Studi di Firenze, Firenze
64	79.52	Institute for Fiscal Studies (IFS), London
65	79.63	Center for Policy Research, Syracuse University, Syracuse
66	82.04	Department of Economics and Related Studies, University of York, York
67	82.65	Federal Reserve Bank of Atlanta, Atlanta
68	83.25	International Monetary Fund (IMF), Washington
(69)	83.58	School of Economics, Singapore Management University, Singapore
69	84.82	École des Sciences Économiques de Louvain, Université Catholique de Louvain, Louvain-la-Neuve
70	87.92	Bank of Canada, Ottawa
71	88.01	Sveriges Riksbank, Stockholm
(72)	88.84	Afdeling Kwantitatieve Economie, Faculteit Economie en Bedrijfskunde, Universiteit van Amsterdam, Amsterdam
72	90.83	Helsinki Center for Economic Research (HECER), Helsinki
73	91.27	ECORE, Louvain-la-Neuve/Bruxelles
74	91.42	Toulouse School of Economics (TSE), Toulouse
75	92.03	Department of Economics, Korea University, Seoul
76	92.33	Department of Economics, Johns Hopkins University, Baltimore
77	92.5	Department of Economics, University of North Carolina-Chapel-Hill, Chapel Hill
78	92.59	Barcelona Graduate School of Economics (Barcelona GSE), Barcelona
79	93.08	Department of Economics, Rutgers University-New Brunswick, New Brunswick
80	94.29	Department of Economics, McGill University, Montréal
81	96.18	Australian School of Business, University of New South Wales, Sydney
(82)	98.05	Department of Economics, Tippie College of Business, University of Iowa, Iowa City
82	98.05	Tippie College of Business, University of Iowa, Iowa City
(83)	99.16	Economics Group, Nuffield College, Department of Economics, Oxford University, Oxford
(83)	100.32	Center for Operations Research and Econometrics (CORE), École des Sciences Économiques de Louvain, Université Catholique de Louvain, Louvain-la-Neuve
83	102.73	Warwick Business School, University of Warwick, Coventry
(84)	102.82	Sonderforschungsbereich 373, Quantifikation und Simulation ökonomischer Prozesse, Wirtschaftswissenschaftliche Fakultät, Humboldt-Universität, Berlin
84	104.51	Department of Economics, Mathematics and Statistics, Birkbeck College, London
85	106.17	College of Business and Economics, Australian National University, Canberra
86	106.74	Department of Agricultural and Resource Economics, North Carolina State University, Raleigh
(87)	108.25	Research School of Economics, College of Business and Economics, Australian National University, Canberra
87	109.17	Economics, University of Texas-Dallas, Dallas
(88)	110.12	School of Economics, Australian School of Business, University of New South Wales, Sydney
88	112.46	Rimini Center for Economic Analysis (RCEA), Rimini
89	114.16	Department of Economics, University of Notre Dame, South Bend
90	114.27	Department of Economics, University of Maryland, College Park
91	116.87	William E. Simon Graduate School of Business Administration, University of Rochester, Rochester
92	117.05	Department of Economics & Finance, Institut für Höhere Studien (IHS), Wien
93	117.3	Fakultät für Volkswirtschaftslehre, Universität Mannheim, Mannheim
94	118.24	Centre de Recherche en Économie et Statistique (CREST), Groupe des Écoles Nationales d'Économie et Statistique (GENES), Paris
(95)	119.4	Groupe de Recherche en Économie Mathématique et Quantitative (GREMAQ), Toulouse School of Economics (TSE), Toulouse
(95)	119.7	Department of Economics, Finance and Legal Studies, Culverhouse College of Commerce & Business Administration, University of Alabama-Tuscaloosa, Tuscaloosa
95	119.7	Culverhouse College of Commerce & Business Administration, University of Alabama-Tuscaloosa, Tuscaloosa
96	120.25	School of Economics and Finance, Queen Mary, London
97	121.48	Bank of England, London
98	125.27	Faculty of Economics, Keio University, Tokyo
99	126.57	Department of Economics, University of Birmingham, Birmingham
(100)	128.75	Global Economics & Management Group, Anderson Graduate School of Management, University of California-Los Angeles (UCLA), Los Angeles
100	128.92	Department of Economics, University of Minnesota, Minneapolis
101	131.9	Facultad de Ciencias Económicas y Empresariales, Universidad de Navarra, Pamplona
102	134.14	Federal Reserve Bank of Minneapolis, Minneapolis
103	134.62	UFR Mathématiques Sciences Économiques et Sociales, Université Charles-de-Gaulle (Lille 3), Lille
104	135.16	Facoltà di Economia "Marco Biagi", Università degli Studi di Modena e Reggio Emilia, Modena
105	135.7	Department of Economics, University of Washington, Seattle
106	138.03	Innocenzo Gasparini Institute for Economic Research (IGIER), Università Commerciale Luigi Bocconi, Milano

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.	1.23	Peter C. B. Phillips
2.	1.74	M Hashem Pesaran
3.	3.39	Robert F. Engle
4.	6.36	Pierre Perron
5.	6.84	Tim Bollerslev
6.	7.79	James H. Stock
7.	7.87	Clive W. J. Granger †
8.	10.81	Michael McAleer
9.	11.54	Jushan Bai
10.	11.76	Donald W. K. Andrews
11.	12.59	Thomas J. Sargent
12.	12.76	Lars Peter Hansen
13.	13.22	Christopher Sims
14.	14.02	Francis X. Diebold
15.	14.76	Massimiliano Marcellino
16.	15.36	David F. Hendry
17.	15.72	Soren Johansen
18.	16.31	Halbert White
19.	16.75	Peter M. Robinson
20.	18.81	Kenneth D. West
21.	19.22	Serena Ng
22.	22.84	Marc Nerlove
23.	23.45	Wolfgang Karl Härdle
24.	23.62	Timo Teräsvirta
25.	23.68	Torben G. Andersen
26.	24.34	Neil Shephard
27.	24.51	Graham Elliott
28.	24.55	Joon Y. Park
29.	26.23	Andrew C. Harvey
30.	27.63	Lawrence J. Christiano
31.	28.3	J. Scott Armstrong
32.	29.82	Pentti Saikkonen
33.	31.29	James Hamilton
34.	32.72	Allan Timmermann
35.	32.91	Robert Taylor
36.	33.05	Adrian Rodney Pagan
37.	33.27	Helmut Lütkepohl
38.	33.58	Todd Clark
39.	33.61	Manuel Arellano
40.	35.34	Stephen Roy Bond
41.	36.37	Yacine Ait-Sahalia
42.	37.78	Lucrezia Reichlin
43.	39.29	Lutz Kilian
44.	39.47	Gary Koop
45.	40.33	George Tauchen
46.	40.72	Richard T. Baillie
47.	42.74	Christian S. Gourieroux
48.	43.62	John Geweke
49.	51.71	James MacKinnon
50.	52.23	Ole E. Barndorff-Nielsen
51.	52.8	Michael McCracken
52.	54.43	Neil R. Ericsson
53.	54.6	Chang-Jin Kim
54.	55.14	Eric Ghysels
55.	55.32	Cheng Hsiao
56.	56.81	Norman Rasmus Swanson
57.	58.04	Charles H. Whiteman
58.	59.72	Timothy Vogelsang
59.	60.58	Peter E. Rossi
60.	60.86	Carlos Velasco
61.	62.2	Donggyu Sul
62.	62.41	Siem Jan Koopman
63.	62.94	Roberto S. Mariano
64.	63.1	Luis Alberiko Gil-Alana
65.	64.92	Atsushi Inoue
66.	67.52	Jean-Marie Dufour
67.	67.54	Kenneth Frank Wallis
68.	68.32	Peter Reinhard Hansen
69.	68.96	Michael Peter Clements
70.	70.19	Morten Ørregaard Nielsen
71.	70.3	Jean-Michel Zakoian
72.	71.33	Zhijie Xiao
73.	72.18	Simon Potter
74.	72.2	Luc Bauwens
75.	72.73	Nelson C. Mark
76.	78.89	Chihwa Kao
77.	80.27	Nour Meddahi
78.	80.64	Masao Ogaki
79.	82.09	Jonathan H. Wright
80.	84.56	Richard J. Smith
81.	87.61	Anindya Banerjee
82.	87.76	Mario Forni
83.	88.54	Marcus J. Chambers
84.	89	Marco Lippi
85.	89.69	Hyungsik Roger Moon

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, Federal Reserve Bank of St. Louis.
RePEc has been initiated by Thomas Krichel, Long Island University.

We do our best, but we cannot exclude errors.