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Top 10% Institutions and Economists in the Field of Econometric Time Series, as of February 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 867 authors affiliated with 1105 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
13.01Institut for Økonomi, Aarhus Universitet, Aarhus
23.1Stern School of Business, New York University (NYU), New York City
33.82Faculty of Economics, University of Cambridge, Cambridge
44.36Cowles Foundation for Research in Economics, Yale University, New Haven
54.47Department of Economics, Harvard University, Cambridge
64.58Department of Economics, University of California-San Diego (UCSD), La Jolla
(7)4.6Center for Research in Econometric Analysis of Time Series (CREATES), Institut for Økonomi, Aarhus Universitet, Aarhus
75.95Faculteit der Economische Wetenschappen en Bedrijfskunde, Vrije Universiteit, Amsterdam
88.38Department of Economics, Duke University, Durham
911.73Economics Department, Yale University, New Haven
1011.85Department of Economics, School of Arts and Sciences, Columbia University, New York City
1112.76Department of Economics, Boston University, Boston
(12)13.93Afdeling Ruimtelijke Economie, Faculteit der Economische Wetenschappen en Bedrijfskunde, Vrije Universiteit, Amsterdam
1214.13Federal Reserve Board (Board of Governors of the Federal Reserve System), Washington
(13)14.2Volatility Institute, Stern School of Business, New York University (NYU), New York City
1314.65Department of Economics, Princeton University, Princeton
1416.93Department of Economics, Oxford University, Oxford
1517.01Department of Economics, University of Pennsylvania, Philadelphia
1618.45Department of Economics, University of Southern California, Los Angeles
1718.59London School of Economics (LSE), London
1820.13Department of Economics, University of Chicago, Chicago
1921.34Department of Economics, European University Institute, Firenze
2023Business School, University of Auckland, Auckland
2124.25Economics Department, Michigan State University, East Lansing
(22)24.31Department of Economics, Business School, University of Auckland, Auckland
2225.26Faculty of Business and Economics, Monash University, Clayton
(22)25.26Department of Econometrics and Business Statistics, Faculty of Business and Economics, Monash University, Clayton
2327.08Faculteit der Economische Wetenschappen, Erasmus Universiteit, Rotterdam
2427.35Department of Economics, New York University (NYU), New York City
(25)27.53Economics Department, London School of Economics (LSE), London
2528.48Tinbergen Instituut, Amsterdam
2628.55Økonomisk Institut, Københavns Universitet, København
(27)30.12Econometrisch Instituut, Faculteit der Economische Wetenschappen, Erasmus Universiteit, Rotterdam
2730.28Economics Department, University of Wisconsin-Madison, Madison
2831.3Department of Economics, Northwestern University, Evanston
2934.18School of Economics, University of Nottingham, Nottingham
(30)34.85Finance Department, Stern School of Business, New York University (NYU), New York City
3035.07European Central Bank, Frankfurt am Main
3135.51Federal Reserve Bank of St. Louis, St. Louis
3235.95School of Economics and Political Science, Universität St. Gallen, Sankt Gallen
3337.02Wirtschaftswissenschaftliche Fakultät, Humboldt-Universität, Berlin
(34)38.11Research Division, Federal Reserve Bank of St. Louis, St. Louis
3439.2Centro de Estudios Monetarios y Financieros (CEMFI), Madrid
3539.46Federal Reserve Bank of New York, New York City
3640.31Department of Economics, Indiana University, Bloomington
(37)40.5Schweizerisches Institut für empirische Wirtschaftsforschung, School of Economics and Political Science, Universität St. Gallen, Sankt Gallen
3742.92Department of Economics, University of Warwick, Coventry
3843.7Economics Department, Queen's University, Kingston
3946.58Cambridge Finance, University of Cambridge, Cambridge
(40)47.39Research and Statistics Group, Federal Reserve Bank of New York, New York City
4047.48Economics Division, University of Southampton, Southampton
4148.49School of Business and Economics, Maastricht University, Maastricht
4248.85Department of Agricultural and Resource Economics, University of Maryland, College Park
4349.78Anderson Graduate School of Management, University of California-Los Angeles (UCLA), Los Angeles
4451.58Departamento de Economía, Universidad Carlos III de Madrid, Madrid
4552.71School of Economics, Faculty of Arts and Social Sciences, University of Sydney, Sydney
4657.24Kellogg Graduate School of Management, Northwestern University, Evanston
4758.3Singapore Management University, Singapore
4858.62Faculteit Economie en Bedrijfskunde, Universiteit van Amsterdam, Amsterdam
(49)59.47Bendheim Center for Finance, Department of Economics, Princeton University, Princeton
4959.71Economics Department, University of Michigan, Ann Arbor
5060.41Business School, University of Technology Sydney, Sydney
5161.33Sveriges Riksbank, Stockholm
(52)61.38Department of Finance, Kellogg Graduate School of Management, Northwestern University, Evanston
5261.52Oxford-Man Institute of Quantitative Finance, Oxford University, Oxford
5361.7Wharton School of Business, University of Pennsylvania, Philadelphia
5461.74Rady School of Management, University of California-San Diego (UCSD), La Jolla
(55)62Finance Discipline Group, Business School, University of Technology Sydney, Sydney
(55)64.18Department of Economics, London Business School (LBS), London
5564.18London Business School (LBS), London
5665.13Federal Reserve Bank of Cleveland, Cleveland
5765.42École des Sciences Économiques de Louvain, Université Catholique de Louvain, Louvain-la-Neuve
5866.36Hoover Institution on War Revolution & Peace, Stanford University, Stanford
5967.21Department of Food and Resource Economics, Korea University, Seoul
(60)68.3Economic Research, Federal Reserve Bank of Cleveland, Cleveland
6070.15Center for Policy Research, Syracuse University, Syracuse
6170.3Department of Economics, University of Toronto, Toronto
6270.33Economics Department, University of Strathclyde, Glasgow
(63)72.02Afdeling Econometrie, Faculteit der Economische Wetenschappen en Bedrijfskunde, Vrije Universiteit, Amsterdam
(63)72.47Vakgroep Kwantitatieve Economie, School of Business and Economics, Maastricht University, Maastricht
6374.66Federal Reserve Bank of Chicago, Chicago
6474.8Barcelona Graduate School of Economics (Barcelona GSE), Barcelona
(65)75.77Center for Operations Research and Econometrics (CORE), École des Sciences Économiques de Louvain, Université Catholique de Louvain, Louvain-la-Neuve
6581.56Institute for Fiscal Studies (IFS), London
(66)82.07School of Economics, Singapore Management University, Singapore
6683.55Dipartimento di Statistica "G. Parenti", Università degli Studi di Firenze, Firenze
6784.61International Monetary Fund (IMF), Washington
6885Central University of Finance and Economics (CUFE), Beijing
6985.05Federal Reserve Bank of Atlanta, Atlanta
(70)86.48China Economics and Management Academy, Central University of Finance and Economics (CUFE), Beijing
(70)88.88Sonderforschungsbereich 373, Quantifikation und Simulation ökonomischer Prozesse, Wirtschaftswissenschaftliche Fakultät, Humboldt-Universität, Berlin
7091.55Australian School of Business, University of New South Wales, Sydney
7192.37Department of Economics, Boston College, Chestnut Hill
7292.62Department of Economics, Korea University, Seoul
7394.45Bank of Canada, Ottawa
7494.6Rimini Centre for Economic Analysis (RCEA), Rimini
(75)94.66School of Economics, Australian School of Business, University of New South Wales, Sydney
7595.54Department of Economics, University of North Carolina-Chapel-Hill, Chapel Hill
7695.73Toulouse School of Economics (TSE), Toulouse
7795.95Helsinki Center for Economic Research (HECER), Helsinki
7896.71Department of Economics, Johns Hopkins University, Baltimore
7997.89Department of Economics, Rutgers University-New Brunswick, New Brunswick
(80)99.26Afdeling Kwantitatieve Economie, Faculteit Economie en Bedrijfskunde, Universiteit van Amsterdam, Amsterdam
(80)101.87Economics Group, Nuffield College, Department of Economics, Oxford University, Oxford
(80)103.01Department of Economics, Tippie College of Business, University of Iowa, Iowa City
80103.01Tippie College of Business, University of Iowa, Iowa City
81103.16Department of Economics, University of Houston, Houston
82103.5College of Business and Economics, Australian National University, Canberra
83104.47Department of Economics, McGill University, Montréal
84104.49Department of Economics, Ohio State University, Columbus
(85)107.61Research School of Economics, College of Business and Economics, Australian National University, Canberra
85111.08Warwick Business School, University of Warwick, Coventry
86112.18Economics Department, Brown University, Providence
87112.39Department of Economics, Mathematics and Statistics, Birkbeck College, London
88113.38Economics, University of Texas-Dallas, Dallas
89115.56Department of Agricultural and Resource Economics, North Carolina State University, Raleigh
90116.62Department of Economics & Finance, Institut für Höhere Studien (IHS), Wien
91118.65Bank of England, London
92120.59Facoltà di Economia "Marco Biagi", Università degli Studi di Modena e Reggio Emilia, Modena
93121.72William E. Simon Graduate School of Business Administration, University of Rochester, Rochester
94123.04Department of Economics, University of Notre Dame, South Bend
95123.39Department of Economics, University of Washington, Seattle
96123.82Cass Business School, City University, London
(97)123.87Department of Economics, Finance and Legal Studies, Culverhouse College of Commerce & Business Administration, University of Alabama-Tuscaloosa, Tuscaloosa
97123.87Culverhouse College of Commerce & Business Administration, University of Alabama-Tuscaloosa, Tuscaloosa
(98)124.31Dipartimento di Economia Politica, Facoltà di Economia "Marco Biagi", Università degli Studi di Modena e Reggio Emilia, Modena
98125.63Centre de Recherche en Économie et Statistique (CREST), Groupe des Écoles Nationales d'Économie et Statistique (GENES), Paris
99125.69Department of Economics, University of Maryland, College Park
100127.19School of Economics and Finance, Queen Mary, London
101127.54Federal Reserve Bank of Minneapolis, Minneapolis
102127.71Abteilung für Volkswirtschaftslehre, Universität Mannheim, Mannheim
103128.35Rotman School of Management, University of Toronto, Toronto
(103)128.35Finance, Rotman School of Management, University of Toronto, Toronto
(104)128.85Groupe de Recherche en Économie Mathématique et Quantitative (GREMAQ), Toulouse School of Economics (TSE), Toulouse
104130.04Faculty of Economics, Keio University, Tokyo
105134.14Facultad de Ciencias Económicas y Empresariales, Universidad de Navarra, Pamplona
106134.54Economics Department, Georgetown University, Washington
107135.57Dipartimento di Economia Politica, Università Commerciale Luigi Bocconi, Milano
108138.42UFR Mathématiques Sciences Économiques et Sociales, Université Charles-de-Gaulle (Lille 3), Lille
109140.33Department of Economics and Related Studies, University of York, York
110142.27Department of Economics, University of Birmingham, Birmingham

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
1.1.4Peter C. B. Phillips
2.1.6M Hashem Pesaran
3.3.16Robert F. Engle
4.6.13James H. Stock
5.6.94Clive W. J. Granger †
6.7.11Pierre Perron
7.8.34Tim Bollerslev
8.9.38Michael McAleer
9.11.43Thomas J. Sargent
10.11.48Jushan Bai
11.12.1Lars Peter Hansen
12.12.19Donald W. K. Andrews
13.14.53Francis X. Diebold
14.14.75Massimiliano Marcellino
15.15.06Halbert White
16.15.22Christopher Sims
17.16.51David F. Hendry
18.16.51Soren Johansen
19.17.56Peter M. Robinson
20.18.11Kenneth D. West
21.19.91Serena Ng
22.20.2Wolfgang Karl Härdle
23.22.16Graham Elliott
24.22.31Timo Teräsvirta
25.22.75Marc Nerlove
26.24.4Andrew C. Harvey
27.24.55Torben G. Andersen
28.24.73Joon Y. Park
29.25.33Neil Shephard
30.27.81Lawrence J. Christiano
31.28.83Robert Taylor
32.30.23Pentti Saikkonen
33.32.13Adrian Rodney Pagan
34.32.72J. Scott Armstrong
35.33.25Helmut Lütkepohl
36.33.37Allan Timmermann
37.33.8Manuel Arellano
38.35.37George Tauchen
39.36.14Stephen Roy Bond
40.36.77Yacine Ait-Sahalia
41.37Richard T. Baillie
42.37.75Lucrezia Reichlin
43.37.79Todd Clark
44.39.12Gary Koop
45.41.39Lutz Kilian
46.45.8John Geweke
47.47.26Cheng Hsiao
48.48.54Chang-Jin Kim
49.49.08Christian S. Gourieroux
50.51.55Peter E. Rossi
51.53.08Siem Jan Koopman
52.54.99Neil R. Ericsson
53.55.09Eric Ghysels
54.55.51Ole E. Barndorff-Nielsen
55.56.05Michael McCracken
56.58.08Charles H. Whiteman
57.59.44Norman Rasmus Swanson
58.61.98Kenneth Frank Wallis
59.62.24Donggyu Sul
60.63.19Roberto S. Mariano
61.63.62Chihwa Kao
62.64.99Luc Bauwens
63.65.18Jean-Marie Dufour
64.65.4James MacKinnon
65.65.82Atsushi Inoue
66.66.73Luis Alberiko Gil-Alana
67.67.42Michael Peter Clements
68.67.76Marco Lippi
69.68.55Morten Ørregaard Nielsen
70.69.38Zhijie Xiao
71.69.75Timothy Vogelsang
72.70.14Jean-Michel Zakoian
73.71.38David H. Papell
74.71.95Peter Reinhard Hansen
75.74.41Mario Forni
76.75.85Nelson C. Mark
77.76.74Simon Potter
78.81.88Masao Ogaki
79.83.71Jonathan H. Wright
80.84.26Carlos Velasco
81.85.12Nour Meddahi
82.88.26Anindya Banerjee
83.88.66Eric Michel Renault
84.88.73Richard J. Smith
85.90Dean Croushore
86.91.15Domenico Giannone

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:

We do our best, but we cannot exclude errors.