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Top 10% Institutions and Economists in the Field of Econometric Time Series, as of March 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 881 authors affiliated with 1124 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
13.11Stern School of Business, New York University (NYU), New York City
23.26Faculty of Economics, University of Cambridge, Cambridge
33.28Institut for Økonomi, Aarhus Universitet, Aarhus
44.22Cowles Foundation for Research in Economics, Yale University, New Haven
(5)4.37Center for Research in Econometric Analysis of Time Series (CREATES), Institut for Økonomi, Aarhus Universitet, Aarhus
54.42Department of Economics, Harvard University, Cambridge
65.53Faculteit der Economische Wetenschappen en Bedrijfskunde, Vrije Universiteit, Amsterdam
78.08Department of Economics, Duke University, Durham
810.73Economics Department, Yale University, New Haven
(8)10.73Afdeling Ruimtelijke Economie, Faculteit der Economische Wetenschappen en Bedrijfskunde, Vrije Universiteit, Amsterdam
911.32Department of Economics, School of Arts and Sciences, Columbia University, New York City
1011.89Department of Economics, Boston University, Boston
(11)12.97Volatility Institute, Stern School of Business, New York University (NYU), New York City
1113.82Federal Reserve Board (Board of Governors of the Federal Reserve System), Washington
1214.26Department of Economics, Princeton University, Princeton
1315.09London School of Economics (LSE), London
1415.19Department of Economics, University of California-San Diego (UCSD), La Jolla
1516.65Department of Economics, University of Pennsylvania, Philadelphia
1617.42Department of Economics, Oxford University, Oxford
1718.97Department of Economics, University of Southern California, Los Angeles
1820.26Department of Economics, European University Institute, Firenze
1920.58Department of Economics, University of Chicago, Chicago
2022.71Business 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)23.99Department of Economics, Business School, University of Auckland, Auckland
2224.91Economics Department, Michigan State University, East Lansing
(23)25.97Economics Department, London School of Economics (LSE), London
2326.87Faculteit der Economische Wetenschappen, Erasmus Universiteit, Rotterdam
2427.06Department of Economics, New York University (NYU), New York City
2527.66Økonomisk Institut, Københavns Universitet, København
(26)29.95Econometrisch Instituut, Faculteit der Economische Wetenschappen, Erasmus Universiteit, Rotterdam
2630.57Tinbergen Instituut, Amsterdam
2730.86Economics Department, University of Wisconsin-Madison, Madison
2831.54Department of Economics, University of Kansas, Lawrence
2932.03Department of Economics, Northwestern University, Evanston
3033.65School of Economics and Political Science, Universität St. Gallen, Sankt Gallen
3134.22School of Economics, University of Nottingham, Nottingham
3234.52European Central Bank, Frankfurt am Main
3335.18Federal Reserve Bank of St. Louis, St. Louis
3435.79Wirtschaftswissenschaftliche Fakultät, Humboldt-Universität, Berlin
(35)35.95Finance Department, Stern School of Business, New York University (NYU), New York City
(35)38.08Research Division, Federal Reserve Bank of St. Louis, St. Louis
3540.25Department of Economics, Indiana University, Bloomington
3640.48Centro de Estudios Monetarios y Financieros (CEMFI), Madrid
3743.19Federal Reserve Bank of New York, New York City
3843.33Economics Department, Queen's University, Kingston
3945.43Cambridge Finance, University of Cambridge, Cambridge
4046.73Department of Economics, University of Warwick, Coventry
4147.02School of Business and Economics, Maastricht University, Maastricht
4247.53Economics Division, University of Southampton, Southampton
4349.12Department of Agricultural and Resource Economics, University of Maryland, College Park
4449.95Anderson Graduate School of Management, University of California-Los Angeles (UCLA), Los Angeles
(45)51.62Research and Statistics Group, Federal Reserve Bank of New York, New York City
4552.31School of Economics, Faculty of Arts and Social Sciences, University of Sydney, Sydney
4654.95Departamento de Economía, Universidad Carlos III de Madrid, Madrid
4757.96Wharton School of Business, University of Pennsylvania, Philadelphia
4858.65Kellogg Graduate School of Management, Northwestern University, Evanston
4959.32Economics Department, University of Michigan, Ann Arbor
5059.33Singapore Management University, Singapore
5159.71Business School, University of Technology Sydney, Sydney
(52)60.19Bendheim Center for Finance, Department of Economics, Princeton University, Princeton
5260.81Oxford-Man Institute of Quantitative Finance, Oxford University, Oxford
5361.89Rady School of Management, University of California-San Diego (UCSD), La Jolla
(54)62.01Finance Discipline Group, Business School, University of Technology Sydney, Sydney
(54)62.22Department of Economics, London Business School (LBS), London
5462.22London Business School (LBS), London
5562.81Department of Economics, Boston College, Chestnut Hill
(56)63.26Department of Finance, Kellogg Graduate School of Management, Northwestern University, Evanston
5664.97École des Sciences Économiques de Louvain, Université Catholique de Louvain, Louvain-la-Neuve
5765.38Federal Reserve Bank of Cleveland, Cleveland
(58)68.34Economic Research, Federal Reserve Bank of Cleveland, Cleveland
5869.08Economics Department, University of Strathclyde, Glasgow
5969.12Department of Food and Resource Economics, Korea University, Seoul
6069.43Department of Economics, University of Toronto, Toronto
(61)69.51Afdeling Econometrie, Faculteit der Economische Wetenschappen en Bedrijfskunde, Vrije Universiteit, Amsterdam
6169.99Center for Policy Research, Syracuse University, Syracuse
(62)70.97Vakgroep Kwantitatieve Economie, School of Business and Economics, Maastricht University, Maastricht
6271.9Hoover Institution on War Revolution & Peace, Stanford University, Stanford
6373.4Faculteit Economie en Bedrijfskunde, Universiteit van Amsterdam, Amsterdam
6474.53Federal Reserve Bank of Chicago, Chicago
(65)75.63Center for Operations Research and Econometrics (CORE), École des Sciences Économiques de Louvain, Université Catholique de Louvain, Louvain-la-Neuve
6578.73Central University of Finance and Economics (CUFE), Beijing
6679.24Barcelona Graduate School of Economics (Barcelona GSE), Barcelona
(67)79.95China Economics and Management Academy, Central University of Finance and Economics (CUFE), Beijing
6780.66Institute for Fiscal Studies (IFS), London
6884.15Dipartimento di Statistica "G. Parenti", Università degli Studi di Firenze, Firenze
(69)84.45School of Economics, Singapore Management University, Singapore
6985.21International Monetary Fund (IMF), Washington
7086.6Federal Reserve Bank of Atlanta, Atlanta
7187.8Toulouse School of Economics (TSE), Toulouse
7289.94Department of Economics, Korea University, Seoul
7390.48Sveriges Riksbank, Stockholm
(74)91.98Sonderforschungsbereich 373, Quantifikation und Simulation ökonomischer Prozesse, Wirtschaftswissenschaftliche Fakultät, Humboldt-Universität, Berlin
7493.35Australian School of Business, University of New South Wales, Sydney
7595.74Helsinki Center for Economic Research (HECER), Helsinki
7695.89Bank of Canada, Ottawa
7795.92Department of Economics, University of North Carolina-Chapel-Hill, Chapel Hill
(78)96.33School of Economics, Australian School of Business, University of New South Wales, Sydney
7897.57Department of Economics, Johns Hopkins University, Baltimore
7998.81Department of Economics, Rutgers University-New Brunswick, New Brunswick
80100.18Department of Economics, Ohio State University, Columbus
81101.73College of Business and Economics, Australian National University, Canberra
(82)102.14Department of Economics, Tippie College of Business, University of Iowa, Iowa City
82102.14Tippie College of Business, University of Iowa, Iowa City
83103.82Rimini Centre for Economic Analysis (RCEA), Rimini
84104.8Department of Economics, University of Houston, Houston
(85)105.1Economics Group, Nuffield College, Department of Economics, Oxford University, Oxford
85105.7Department of Economics, McGill University, Montréal
(86)106.79Research School of Economics, College of Business and Economics, Australian National University, Canberra
86113.46Warwick Business School, University of Warwick, Coventry
87113.74Economics Department, Brown University, Providence
88115Department of Economics, Mathematics and Statistics, Birkbeck College, London
89115.16Economics, University of Texas-Dallas, Dallas
(90)115.83Department of Economics, Faculty of Economic and Management Sciences, University of Pretoria, Pretoria
90115.83Faculty of Economic and Management Sciences, University of Pretoria, Pretoria
91117.71Department of Agricultural and Resource Economics, North Carolina State University, Raleigh
(92)117.78Groupe de Recherche en Économie Mathématique et Quantitative (GREMAQ), Toulouse School of Economics (TSE), Toulouse
92120.47Department of Economics & Finance, Institut für Höhere Studien (IHS), Wien
93120.48Bank of England, London
94122.33Facoltà di Economia "Marco Biagi", Università degli Studi di Modena e Reggio Emilia, Modena
95122.91William E. Simon Graduate School of Business Administration, University of Rochester, Rochester
(96)123.26European Centre for Advanced Research in Economics and Statistics (ECARES), Solvay Brussels School of Economics and Management, Université Libre de Bruxelles, Bruxelles
96123.26Solvay Brussels School of Economics and Management, Université Libre de Bruxelles, Bruxelles
97123.48Department of Economics, University of Notre Dame, South Bend
(98)124.89Department of Economics, Finance and Legal Studies, Culverhouse College of Commerce & Business Administration, University of Alabama-Tuscaloosa, Tuscaloosa
98124.89Culverhouse College of Commerce & Business Administration, University of Alabama-Tuscaloosa, Tuscaloosa
99124.99Department of Economics, University of Washington, Seattle
100126.24Cass Business School, City University, London
101126.32Centre de Recherche en Économie et Statistique (CREST), Groupe des Écoles Nationales d'Économie et Statistique (GENES), Paris
(102)126.61Dipartimento di Economia Politica, Facoltà di Economia "Marco Biagi", Università degli Studi di Modena e Reggio Emilia, Modena
102126.7Department of Economics, University of Maryland, College Park
103126.8Department of Economics, University of Birmingham, Birmingham
104126.87UFR Mathématiques Sciences Économiques et Sociales, Université Charles-de-Gaulle (Lille 3), Lille
105128.47Economics Department, Georgetown University, Washington
106128.76School of Economics and Finance, Queen Mary, London
107130.04Abteilung für Volkswirtschaftslehre, Universität Mannheim, Mannheim
(108)130.26Afdeling Kwantitatieve Economie, Faculteit Economie en Bedrijfskunde, Universiteit van Amsterdam, Amsterdam
108131.14Faculty of Economics, Keio University, Tokyo
109132.05Rotman School of Management, University of Toronto, Toronto
(109)132.05Finance, Rotman School of Management, University of Toronto, Toronto
110132.55Federal Reserve Bank of Minneapolis, Minneapolis
111135.03Dipartimento di Scienze Statistiche, Facoltà di Scienze Statistiche, Università degli Studi di Roma "La Sapienza", Roma
112135.61Dipartimento di Economia Politica, 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.
RankScoreAuthor
1.1.48Peter C. B. Phillips
2.1.66M Hashem Pesaran
3.3.08Robert F. Engle
4.6.94James H. Stock
5.7.08Clive W. J. Granger †
6.7.3Pierre Perron
7.8.36Tim Bollerslev
8.8.84Michael McAleer
9.12.24Jushan Bai
10.12.28Thomas J. Sargent
11.12.96Donald W. K. Andrews
12.13.73Lars Peter Hansen
13.14.1Massimiliano Marcellino
14.15.16Francis X. Diebold
15.15.99Halbert White †
16.16.28Christopher Sims
17.16.54Soren Johansen
18.17.74Peter M. Robinson
19.17.86David F. Hendry
20.18.76Wolfgang Karl Härdle
21.19.27Kenneth D. West
22.19.94Serena Ng
23.21.6Timo Teräsvirta
24.22.1Graham Elliott
25.23.59Marc Nerlove
26.24.84Andrew C. Harvey
27.26.05Torben G. Andersen
28.26.07Joon Y. Park
29.26.55Neil Shephard
30.28.55Lawrence J. Christiano
31.29.65Robert Taylor
32.30.64Pentti Saikkonen
33.32.12Adrian Rodney Pagan
34.33.36Helmut Lütkepohl
35.34.04Allan Timmermann
36.35.63Manuel Arellano
37.35.96J. Scott Armstrong
38.38.17George Tauchen
39.38.17Gary Koop
40.38.46Lucrezia Reichlin
41.38.56Richard T. Baillie
42.38.81Stephen Roy Bond
43.39.58Yacine Ait-Sahalia
44.40.23Todd Clark
45.41.96Lutz Kilian
46.46.02Christian S. Gourieroux
47.47.02Cheng Hsiao
48.47.47John Geweke
49.50.85Chang-Jin Kim
50.54.23Siem Jan Koopman
51.54.88Peter E. Rossi
52.55.58Eric Ghysels
53.58.02Neil R. Ericsson
54.58.19Michael McCracken
55.59.41Ole E. Barndorff-Nielsen
56.59.72Charles H. Whiteman
57.60.68Norman Rasmus Swanson
58.62.82Kenneth Frank Wallis
59.63.48Luc Bauwens
60.65.22James MacKinnon
61.65.73Donggyu Sul
62.66.07Chihwa Kao
63.66.52Roberto S. Mariano
64.67.46Luis Alberiko Gil-Alana
65.68.4Jean-Marie Dufour
66.69Atsushi Inoue
67.69.42Marco Lippi
68.70.04Morten Ørregaard Nielsen
69.70.51Timothy Vogelsang
70.71.63Zhijie Xiao
71.71.64Michael Peter Clements
72.73.41Jean-Michel Zakoian
73.75.82David H. Papell
74.76.79Christopher F Baum
75.76.83Peter Reinhard Hansen
76.77.55Simon Potter
77.78.15Nelson C. Mark
78.79.36Nour Meddahi
79.79.89Mario Forni
80.83.45Anindya Banerjee
81.84.31Masao Ogaki
82.85.17Richard J. Smith
83.86.74Domenico Giannone
84.87.35Jonathan H. Wright
85.88.18Carlos Velasco
86.90.35Eric Michel Renault
87.93.8Uwe Hassler
88.94.4Oliver Bruce Linton

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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