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Top 10% Institutions and Economists in the Field of Econometric Time Series, as of April 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 885 authors affiliated with 1136 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
12.37Faculty of Economics, University of Cambridge, Cambridge
23.35Stern School of Business, New York University (NYU), New York City
33.42Institut for Økonomi, Aarhus Universitet, Aarhus
44.24Cowles Foundation for Research in Economics, Yale University, New Haven
(5)4.48Center for Research in Econometric Analysis of Time Series (CREATES), Institut for Økonomi, Aarhus Universitet, Aarhus
54.49Department of Economics, Harvard University, Cambridge
65.53Faculteit der Economische Wetenschappen en Bedrijfskunde, Vrije Universiteit, Amsterdam
77.96Department of Economics, Duke University, Durham
(8)10.73Afdeling Ruimtelijke Economie, Faculteit der Economische Wetenschappen en Bedrijfskunde, Vrije Universiteit, Amsterdam
810.74Department of Economics, School of Arts and Sciences, Columbia University, New York City
911.52Economics Department, Yale University, New Haven
1011.83Department of Economics, Boston University, Boston
(11)13.35Volatility Institute, Stern School of Business, New York University (NYU), New York City
1113.48Department of Economics, Princeton University, Princeton
1213.61Federal Reserve Board (Board of Governors of the Federal Reserve System), Washington
1316.05Department of Economics, University of California-San Diego (UCSD), La Jolla
1416.27Department of Economics, University of Pennsylvania, Philadelphia
1517.46Department of Economics, Oxford University, Oxford
1618.52Department of Economics, University of Southern California, Los Angeles
1720.55Department of Economics, European University Institute, Firenze
1821Department of Economics, University of Chicago, Chicago
1922.66Business School, University of Auckland, Auckland
(20)24.12Department of Economics, Business School, University of Auckland, Auckland
2024.49Faculty of Business and Economics, Monash University, Clayton
(20)24.49Department of Econometrics and Business Statistics, Faculty of Business and Economics, Monash University, Clayton
2124.6Economics Department, Michigan State University, East Lansing
2225.39London School of Economics (LSE), London
2326.79Faculteit der Economische Wetenschappen, Erasmus Universiteit, Rotterdam
2426.97Økonomisk Institut, Københavns Universitet, København
2526.99Department of Economics, New York University (NYU), New York City
(26)29.66Econometrisch Instituut, Faculteit der Economische Wetenschappen, Erasmus Universiteit, Rotterdam
2630.58Economics Department, University of Wisconsin-Madison, Madison
2730.68Tinbergen Instituut, Amsterdam
2830.71Department of Economics, University of Kansas, Lawrence
2931.83Department of Economics, Northwestern University, Evanston
3032.49European Central Bank, Frankfurt am Main
3133.31School of Economics, University of Nottingham, Nottingham
3233.37School of Economics and Political Science, Universität St. Gallen, Sankt Gallen
3335.81Federal Reserve Bank of St. Louis, St. Louis
(34)36.27Economics Department, London School of Economics (LSE), London
(34)36.74Finance Department, Stern School of Business, New York University (NYU), New York City
3437.06Wirtschaftswissenschaftliche Fakultät, Humboldt-Universität, Berlin
(35)38.29Research Division, Federal Reserve Bank of St. Louis, St. Louis
3539.64Department of Economics, Indiana University, Bloomington
3640.46Centro de Estudios Monetarios y Financieros (CEMFI), Madrid
3742.5Federal Reserve Bank of New York, New York City
3843.26Economics Department, Queen's University, Kingston
3944.3Cambridge Finance, University of Cambridge, Cambridge
4046.83School of Business and Economics, Maastricht University, Maastricht
4148.48Economics Division, University of Southampton, Southampton
4248.69Department of Economics, University of Warwick, Coventry
4349.07Anderson Graduate School of Management, University of California-Los Angeles (UCLA), Los Angeles
4449.64Department of Agricultural and Resource Economics, University of Maryland, College Park
(45)50.92Research and Statistics Group, Federal Reserve Bank of New York, New York City
4551.6School of Economics, Faculty of Arts and Social Sciences, University of Sydney, Sydney
4654.37Departamento de Economía, Universidad Carlos III de Madrid, Madrid
4754.66Kellogg Graduate School of Management, Northwestern University, Evanston
4855.98Singapore Management University, Singapore
4958.5Wharton School of Business, University of Pennsylvania, Philadelphia
(50)58.63Department of Finance, Kellogg Graduate School of Management, Northwestern University, Evanston
5059.26Economics Department, University of Michigan, Ann Arbor
5159.45Business School, University of Technology Sydney, Sydney
(52)60.15Bendheim Center for Finance, Department of Economics, Princeton University, Princeton
(52)61.6Finance Discipline Group, Business School, University of Technology Sydney, Sydney
5262.24Department of Economics, Boston College, Chestnut Hill
5362.38Rady School of Management, University of California-San Diego (UCSD), La Jolla
5463.07Oxford-Man Institute of Quantitative Finance, Oxford University, Oxford
(55)63.42Department of Economics, London Business School (LBS), London
5563.42London Business School (LBS), London
5663.97École des Sciences Économiques de Louvain, Université Catholique de Louvain, Louvain-la-Neuve
5764.94Federal Reserve Bank of Cleveland, Cleveland
5866.91Department of Food and Resource Economics, Korea University, Seoul
(59)67.94Economic Research, Federal Reserve Bank of Cleveland, Cleveland
5968.06Economics Department, University of Strathclyde, Glasgow
6069.34Department of Economics, University of Toronto, Toronto
(61)69.7Afdeling Econometrie, Faculteit der Economische Wetenschappen en Bedrijfskunde, Vrije Universiteit, Amsterdam
6170.32Center for Policy Research, Syracuse University, Syracuse
6271.29Hoover Institution on War Revolution & Peace, Stanford University, Stanford
(63)71.68Vakgroep Kwantitatieve Economie, School of Business and Economics, Maastricht University, Maastricht
6372.62Faculteit Economie en Bedrijfskunde, Universiteit van Amsterdam, Amsterdam
(64)73.67School of Economics, Singapore Management University, Singapore
6474.97Federal Reserve Bank of Chicago, Chicago
(65)75.1Center for Operations Research and Econometrics (CORE), École des Sciences Économiques de Louvain, Université Catholique de Louvain, Louvain-la-Neuve
6577.99Barcelona Graduate School of Economics (Barcelona GSE), Barcelona
6679.57Central University of Finance and Economics (CUFE), Beijing
6779.96Institute for Fiscal Studies (IFS), London
(68)80.96China Economics and Management Academy, Central University of Finance and Economics (CUFE), Beijing
6884.94Federal Reserve Bank of Atlanta, Atlanta
6985.06Dipartimento di Statistica "G. Parenti", Università degli Studi di Firenze, Firenze
7085.32International Monetary Fund (IMF), Washington
7189.07Sveriges Riksbank, Stockholm
7291.53Department of Economics, Korea University, Seoul
7391.62Australian School of Business, University of New South Wales, Sydney
7493.54Bank of Canada, Ottawa
(75)93.76Sonderforschungsbereich 373, Quantifikation und Simulation ökonomischer Prozesse, Wirtschaftswissenschaftliche Fakultät, Humboldt-Universität, Berlin
7594.13Department of Economics, Ohio State University, Columbus
(76)94.56School of Economics, Australian School of Business, University of New South Wales, Sydney
7695.48Toulouse School of Economics (TSE), Toulouse
7797.3Helsinki Center for Economic Research (HECER), Helsinki
7898.26Department of Economics, University of North Carolina-Chapel-Hill, Chapel Hill
7998.44Department of Economics, Johns Hopkins University, Baltimore
8099.37Department of Economics, Rutgers University-New Brunswick, New Brunswick
81100.81College of Business and Economics, Australian National University, Canberra
82102.56Rimini Centre for Economic Analysis (RCEA), Rimini
(83)103.1Economics Group, Nuffield College, Department of Economics, Oxford University, Oxford
(83)103.32Department of Economics, Tippie College of Business, University of Iowa, Iowa City
83103.32Tippie College of Business, University of Iowa, Iowa City
84103.77Department of Economics, University of Houston, Houston
(85)105.62Research School of Economics, College of Business and Economics, Australian National University, Canberra
85105.65Department of Economics, McGill University, Montréal
(86)113.04Department of Economics, Faculty of Economic and Management Sciences, University of Pretoria, Pretoria
86113.04Faculty of Economic and Management Sciences, University of Pretoria, Pretoria
87114.1Economics Department, Brown University, Providence
88114.33Economics, University of Texas-Dallas, Dallas
89115.81Department of Economics, Mathematics and Statistics, Birkbeck College, London
90116.25Warwick Business School, University of Warwick, Coventry
91117.55Department of Agricultural and Resource Economics, North Carolina State University, Raleigh
92119.91Department of Economics & Finance, Institut für Höhere Studien (IHS), Wien
93120.02Bank of England, London
94120.46Facoltà di Economia "Marco Biagi", Università degli Studi di Modena e Reggio Emilia, Modena
(95)121.88European Centre for Advanced Research in Economics and Statistics (ECARES), Solvay Brussels School of Economics and Management, Université Libre de Bruxelles, Bruxelles
95121.88Solvay Brussels School of Economics and Management, Université Libre de Bruxelles, Bruxelles
96122.62Department of Economics, University of Notre Dame, South Bend
97123.92Centre de Recherche en Économie et Statistique (CREST), Groupe des Écoles Nationales d'Économie et Statistique (GENES), Paris
(98)124.04Department of Economics, Finance and Legal Studies, Culverhouse College of Commerce & Business Administration, University of Alabama-Tuscaloosa, Tuscaloosa
98124.04Culverhouse College of Commerce & Business Administration, University of Alabama-Tuscaloosa, Tuscaloosa
99125.33Department of Economics, University of Washington, Seattle
(100)125.58Dipartimento di Economia Politica, Facoltà di Economia "Marco Biagi", Università degli Studi di Modena e Reggio Emilia, Modena
100125.6William E. Simon Graduate School of Business Administration, University of Rochester, Rochester
101125.61Department of Economics, University of Maryland, College Park
102126.5School of Economics and Finance, Queen Mary, London
103127.06Department of Economics, University of Birmingham, Birmingham
104130.09Abteilung für Volkswirtschaftslehre, Universität Mannheim, Mannheim
(105)130.59Afdeling Kwantitatieve Economie, Faculteit Economie en Bedrijfskunde, Universiteit van Amsterdam, Amsterdam
105130.85Rotman School of Management, University of Toronto, Toronto
(105)130.85Finance, Rotman School of Management, University of Toronto, Toronto
106131.64Cass Business School, City University, London
107131.71School of Accounting, Economics and Finance, Deakin University, Melbourne
108131.73Faculty of Economics, Keio University, Tokyo
109131.8UFR Mathématiques Sciences Économiques et Sociales, Université Charles-de-Gaulle (Lille 3), Lille
110132.57Dipartimento di Scienze Statistiche, Facoltà di Scienze Statistiche, Università degli Studi di Roma "La Sapienza", Roma
(111)132.69Groupe de Recherche en Économie Mathématique et Quantitative (GREMAQ), Toulouse School of Economics (TSE), Toulouse
111134.18Federal Reserve Bank of Minneapolis, Minneapolis
112134.53Economics Department, Georgetown University, Washington
113136.23National Bureau of Economic Research (NBER), Cambridge

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
1.1.49Peter C. B. Phillips
2.1.57M Hashem Pesaran
3.3.29Robert F. Engle
4.6.67James H. Stock
5.7.23Pierre Perron
6.7.27Clive W. J. Granger †
7.8.22Tim Bollerslev
8.8.8Michael McAleer
9.11.98Jushan Bai
10.12Thomas J. Sargent
11.12.64Donald W. K. Andrews
12.13.56Lars Peter Hansen
13.14.23Massimiliano Marcellino
14.14.89Francis X. Diebold
15.16.1Christopher Sims
16.16.41Soren Johansen
17.17.24Halbert White †
18.18.57Peter M. Robinson
19.18.83Wolfgang Karl Härdle
20.18.99David F. Hendry
21.19.23Kenneth D. West
22.19.85Serena Ng
23.21.16Timo Teräsvirta
24.23.99Marc Nerlove
25.24.13Graham Elliott
26.24.88Andrew C. Harvey
27.25.25Torben G. Andersen
28.25.79Joon Y. Park
29.25.92Neil Shephard
30.28.75Lawrence J. Christiano
31.29.41Robert Taylor
32.30.84Pentti Saikkonen
33.31.96Adrian Rodney Pagan
34.32.48Helmut Lütkepohl
35.34.69Allan Timmermann
36.35.56Manuel Arellano
37.37.43Gary Koop
38.37.73J. Scott Armstrong
39.38.07Stephen Roy Bond
40.38.57Richard T. Baillie
41.38.82George Tauchen
42.38.9Lucrezia Reichlin
43.39.67Yacine Ait-Sahalia
44.39.88Todd Clark
45.42.32Lutz Kilian
46.46.28Christian S. Gourieroux
47.46.83Cheng Hsiao
48.47.72John Geweke
49.51.13Chang-Jin Kim
50.54.08Siem Jan Koopman
51.54.3Peter E. Rossi
52.56.83Eric Ghysels
53.57.62Neil R. Ericsson
54.59.08Michael McCracken
55.59.63Ole E. Barndorff-Nielsen
56.60.54Charles H. Whiteman
57.61.04Norman Rasmus Swanson
58.64.13Luc Bauwens
59.64.19Kenneth Frank Wallis
60.64.35Donggyu Sul
61.65.62James MacKinnon
62.65.83Jean-Michel Zakoian
63.66.79Chihwa Kao
64.67Luis Alberiko Gil-Alana
65.67.35Roberto S. Mariano
66.68.32Atsushi Inoue
67.68.74Jean-Marie Dufour
68.69.43Marco Lippi
69.70.87Timothy Vogelsang
70.70.9Morten Ørregaard Nielsen
71.71.49Zhijie Xiao
72.75.6David H. Papell
73.75.8Christopher F Baum
74.75.82Simon Potter
75.77.22Nelson C. Mark
76.77.79Peter Reinhard Hansen
77.78.24Michael Peter Clements
78.78.7Mario Forni
79.83.97Anindya Banerjee
80.84.13Masao Ogaki
81.85.15Domenico Giannone
82.85.24Richard J. Smith
83.85.99Jonathan H. Wright
84.89.33Nour Meddahi
85.90.43Carlos Velasco
86.90.61Eric Michel Renault
87.92.65Robert De Jong
88.94.42Niels 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.

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