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Top 10% Institutions and Economists in the Field of Econometric Time Series, as of January 2012

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 876 authors affiliated with 1104 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
13.07Institut for Økonomi, Aarhus Universitet, Aarhus
23.47Stern School of Business, New York University (NYU), New York City
33.58Faculty of Economics, University of Cambridge, Cambridge
44.19Department of Economics, University of California-San Diego (UCSD), La Jolla
54.23Department of Economics, Harvard University, Cambridge
64.28Cowles Foundation for Research in Economics, Yale University, New Haven
(7)4.82Center for Research in Econometric Analysis of Time Series (CREATES), Institut for Økonomi, Aarhus Universitet, Aarhus
75.87Faculteit der Economische Wetenschappen en Bedrijfskunde, Vrije Universiteit, Amsterdam
88.88Department of Economics, Duke University, Durham
912.37Department of Economics, School of Arts and Sciences, Columbia University, New York City
(10)12.71Afdeling Ruimtelijke Economie, Faculteit der Economische Wetenschappen en Bedrijfskunde, Vrije Universiteit, Amsterdam
1012.86Department of Economics, Boston University, Boston
1113.18Economics Department, Yale University, New Haven
(12)13.93Volatility Institute, Stern School of Business, New York University (NYU), New York City
1214.48Department of Economics, Princeton University, Princeton
1314.7Federal Reserve Board (Board of Governors of the Federal Reserve System), Washington
1416.35Department of Economics, University of Pennsylvania, Philadelphia
1516.53Department of Economics, Oxford University, Oxford
1618.47London School of Economics (LSE), London
1718.53Department of Economics, University of Southern California, Los Angeles
1819.9Department of Economics, University of Chicago, Chicago
1920.53Economia, Universidade Católica de Brasilia, Brasilia
2022.87Business School, University of Auckland, Auckland
2123.97Faculty of Business and Economics, Monash University, Clayton
(21)23.97Department of Econometrics and Business Statistics, Faculty of Business and Economics, Monash University, Clayton
(22)24.16Department of Economics, Business School, University of Auckland, Auckland
2224.22Economics Department, Michigan State University, East Lansing
2326.35Department of Economics, New York University (NYU), New York City
(24)27.45Economics Department, London School of Economics (LSE), London
2427.84Økonomisk Institut, Københavns Universitet, København
2529.78Economics Department, University of Wisconsin-Madison, Madison
2630.62Department of Economics, University of Kansas, Lawrence
2731.63Department of Economics, Northwestern University, Evanston
2832.4School of Economics and Political Science, Universität St. Gallen, Sankt Gallen
2932.79European Central Bank, Frankfurt am Main
3033.63School of Economics, University of Nottingham, Nottingham
3134.18Federal Reserve Bank of St. Louis, St. Louis
(32)34.78Finance Department, Stern School of Business, New York University (NYU), New York City
3236.21Wirtschaftswissenschaftliche Fakultät, Humboldt-Universität, Berlin
3336.46Department of Economics, European University Institute, Firenze
(34)37.07Research Division, Federal Reserve Bank of St. Louis, St. Louis
3439.01Department of Economics, Indiana University, Bloomington
(35)39.03Schweizerisches Institut für empirische Wirtschaftsforschung, School of Economics and Political Science, Universität St. Gallen, Sankt Gallen
3539.89Federal Reserve Bank of New York, New York City
3642.01Centro de Estudios Monetarios y Financieros (CEMFI), Madrid
3742.07Economics Department, Queen's University, Kingston
3842.17Department of Economics, University of Warwick, Coventry
3943.33Departamento de Economía, Universidad Carlos III de Madrid, Madrid
4044.64Cambridge Finance, University of Cambridge, Cambridge
4145.01School of Business and Economics, Maastricht University, Maastricht
(42)48.62Research and Statistics Group, Federal Reserve Bank of New York, New York City
4249.69Anderson Graduate School of Management, University of California-Los Angeles (UCLA), Los Angeles
4351.98Department of Agricultural and Resource Economics, University of Maryland, College Park
4452.87School of Economics, Faculty of Arts and Social Sciences, University of Sydney, Sydney
4553.4Kellogg Graduate School of Management, Northwestern University, Evanston
4654.16Wharton School of Business, University of Pennsylvania, Philadelphia
4754.81Faculteit Economie en Bedrijfskunde, Universiteit van Amsterdam, Amsterdam
(48)57.2Department of Finance, Kellogg Graduate School of Management, Northwestern University, Evanston
4858.03Singapore Management University, Singapore
(49)58.09Bendheim Center for Finance, Department of Economics, Princeton University, Princeton
4958.47Economics Department, University of Michigan, Ann Arbor
5060.44Rady School of Management, University of California-San Diego (UCSD), La Jolla
5160.8Oxford-Man Institute of Quantitative Finance, Oxford University, Oxford
5261.11Department of Economics, Boston College, Chestnut Hill
5361.88Federal Reserve Bank of Cleveland, Cleveland
5462.1Economics Division, University of Southampton, Southampton
(55)62.99Department of Economics, London Business School (LBS), London
5562.99London Business School (LBS), London
5663.54School of Finance and Economics, University of Technology, Sydney
(57)64.92Economic Research, Federal Reserve Bank of Cleveland, Cleveland
5764.94Department of Food and Resource Economics, Korea University, Seoul
5865.29École des Sciences Économiques de Louvain, Université Catholique de Louvain, Louvain-la-Neuve
5969.2Economics Department, University of Strathclyde, Glasgow
6069.21Department of Economics, University of Toronto, Toronto
6169.48Center for Policy Research, Syracuse University, Syracuse
(62)69.68Afdeling Econometrie, Faculteit der Economische Wetenschappen en Bedrijfskunde, Vrije Universiteit, Amsterdam
6271.2Hoover Institution on War Revolution & Peace, Stanford University, Stanford
(63)72.51Vakgroep Kwantitatieve Economie, School of Business and Economics, Maastricht University, Maastricht
6373.66Federal Reserve Bank of Chicago, Chicago
6474.31Barcelona Graduate School of Economics (Barcelona GSE), Barcelona
6575.82Dipartimento di Economia Politica, Università Commerciale Luigi Bocconi, Milano
(66)76.24Center for Operations Research and Econometrics (CORE), École des Sciences Économiques de Louvain, Université Catholique de Louvain, Louvain-la-Neuve
(66)81.73School of Economics, Singapore Management University, Singapore
6681.81Federal Reserve Bank of Atlanta, Atlanta
6782.07Central University of Finance and Economics (CUFE), Beijing
6882.35Dipartimento di Statistica "G. Parenti", Università degli Studi di Firenze, Firenze
6982.73Department of Economics, Rutgers University-New Brunswick, New Brunswick
(70)83.37China Economics and Management Academy, Central University of Finance and Economics (CUFE), Beijing
7085.32International Monetary Fund (IMF), Washington
7185.72Faculteit der Economische Wetenschappen, Erasmus Universiteit, Rotterdam
7287.49Institute for Fiscal Studies (IFS), London
(73)88.81Sonderforschungsbereich 373, Quantifikation und Simulation ökonomischer Prozesse, Wirtschaftswissenschaftliche Fakultät, Humboldt-Universität, Berlin
7391.96Australian School of Business, University of New South Wales, Sydney
(73)91.96School of Economics, Australian School of Business, University of New South Wales, Sydney
7492.26Department of Economics, Korea University, Seoul
7592.49Sveriges Riksbank, Stockholm
7692.58Department of Economics, University of North Carolina-Chapel-Hill, Chapel Hill
(77)93.84Econometrisch Instituut, Faculteit der Economische Wetenschappen, Erasmus Universiteit, Rotterdam
7794.07Department of Economics, Johns Hopkins University, Baltimore
7894.22Helsinki Center for Economic Research (HECER), Helsinki
7994.41Department of Economics, McGill University, Montréal
8094.87Bank of Canada, Ottawa
(81)95.78Afdeling Kwantitatieve Economie, Faculteit Economie en Bedrijfskunde, Universiteit van Amsterdam, Amsterdam
8196.26Toulouse School of Economics (TSE), Toulouse
82102.69Rimini Centre for Economic Analysis (RCEA), Rimini
83102.74Department of Economics, University of Houston, Houston
(84)103.15Department of Economics, Tippie College of Business, University of Iowa, Iowa City
84103.15Tippie College of Business, University of Iowa, Iowa City
85105.13Department of Economics, Ohio State University, Columbus
(86)107.98Economics Group, Nuffield College, Department of Economics, Oxford University, Oxford
86108College of Business and Economics, Australian National University, Canberra
87109.29Tinbergen Instituut, Amsterdam
88110.12Warwick Business School, University of Warwick, Coventry
(89)111.3Research School of Economics, College of Business and Economics, Australian National University, Canberra
89111.65Economics Department, Brown University, Providence
90113.02Department of Economics, Mathematics and Statistics, Birkbeck College, London
91113.75Department of Agricultural and Resource Economics, North Carolina State University, Raleigh
92114.95Economics, University of Texas-Dallas, Dallas
93118Department of Economics & Finance, Institut für Höhere Studien (IHS), Wien
94119.2ECORE, Louvain-la-Neuve/Bruxelles
95119.7Department of Economics, University of Notre Dame, South Bend
96121.81William E. Simon Graduate School of Business Administration, University of Rochester, Rochester
97122.88Bank of England, London
98123.16Centre de Recherche en Économie et Statistique (CREST), Groupe des Écoles Nationales d'Économie et Statistique (GENES), Paris
99123.62Cass Business School, City University, London
100125.21Department of Economics, University of Maryland, College Park
101126.09Facoltà di Economia "Marco Biagi", Università degli Studi di Modena e Reggio Emilia, Modena
102127.66Department of Economics, University of Washington, Seattle
(103)128.58Department of Economics, Finance and Legal Studies, Culverhouse College of Commerce & Business Administration, University of Alabama-Tuscaloosa, Tuscaloosa
103128.58Culverhouse College of Commerce & Business Administration, University of Alabama-Tuscaloosa, Tuscaloosa
104129.88Department of Economics, University of Birmingham, Birmingham
105130.24School of Economics and Finance, Queen Mary, London
106130.43Fakultät für Volkswirtschaftslehre, Universität Mannheim, Mannheim
(107)131.07Dipartimento di Economia Politica, Facoltà di Economia "Marco Biagi", Università degli Studi di Modena e Reggio Emilia, Modena
(107)131.65Groupe de Recherche en Économie Mathématique et Quantitative (GREMAQ), Toulouse School of Economics (TSE), Toulouse
107131.99Rotman School of Management, University of Toronto, Toronto
(107)131.99Finance, Rotman School of Management, University of Toronto, Toronto
108133.71Federal Reserve Bank of Minneapolis, Minneapolis
109133.78Economics Department, Georgetown University, Washington
110135.71Facultad de Ciencias Económicas y Empresariales, Universidad de Navarra, Pamplona

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
1.1.41Peter C. B. Phillips
2.1.6M Hashem Pesaran
3.3.22Robert F. Engle
4.5.77James H. Stock
5.6.97Clive W. J. Granger †
6.7.31Pierre Perron
7.8.43Tim Bollerslev
8.9.56Michael McAleer
9.11.83Thomas J. Sargent
10.12.21Jushan Bai
11.12.26Lars Peter Hansen
12.12.35Donald W. K. Andrews
13.14.03Massimiliano Marcellino
14.14.44Francis X. Diebold
15.15.07Christopher Sims
16.15.28Halbert White
17.15.79David F. Hendry
18.16.29Soren Johansen
19.17.35Peter M. Robinson
20.17.94Kenneth D. West
21.20.24Serena Ng
22.20.41Wolfgang Karl Härdle
23.21.88Graham Elliott
24.22.21Timo Teräsvirta
25.23.56Torben G. Andersen
26.23.99Marc Nerlove
27.24.59Joon Y. Park
28.24.62Andrew C. Harvey
29.26.3Neil Shephard
30.28.51Lawrence J. Christiano
31.28.59Robert Taylor
32.29.81Pentti Saikkonen
33.32.53James Hamilton
34.32.64J. Scott Armstrong
35.33.07Adrian Rodney Pagan
36.33.91Allan Timmermann
37.34Helmut Lütkepohl
38.36Manuel Arellano
39.36.84Yacine Ait-Sahalia
40.37.14George Tauchen
41.37.48Lucrezia Reichlin
42.37.83Richard T. Baillie
43.37.94Todd Clark
44.39.83Gary Koop
45.40.01Stephen Roy Bond
46.41.62Lutz Kilian
47.48.41Cheng Hsiao
48.48.65John Geweke
49.49.48Norman Rasmus Swanson
50.49.92Christian S. Gourieroux
51.50.13Chang-Jin Kim
52.52.92Peter E. Rossi
53.53.76Siem Jan Koopman
54.54.25Neil R. Ericsson
55.54.82Eric Ghysels
56.55.75Michael McCracken
57.57.18Ole E. Barndorff-Nielsen
58.57.86James MacKinnon
59.59.62Charles H. Whiteman
60.61.97Kenneth Frank Wallis
61.62.67Carlos Velasco
62.63.7Donggyu Sul
63.64.04Roberto S. Mariano
64.64.25Jean-Marie Dufour
65.65.37Chihwa Kao
66.66.12Atsushi Inoue
67.66.79Luis Alberiko Gil-Alana
68.68.49Michael Peter Clements
69.70.31Jean-Michel Zakoian
70.70.73Zhijie Xiao
71.71.39Timothy Vogelsang
72.72.04Morten Ørregaard Nielsen
73.72.86David H. Papell
74.73.67Luc Bauwens
75.74.91Nelson C. Mark
76.75.24Peter Reinhard Hansen
77.78.48Simon Potter
78.80.87Mario Forni
79.81.4Marco Lippi
80.83.3Jonathan H. Wright
81.83.36Richard J. Smith
82.87.08Masao Ogaki
83.87.95Nour Meddahi
84.88.67Anindya Banerjee
85.89.53Eric Michel Renault
86.92.6Marcus J. Chambers
87.93.38Christopher F Baum

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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