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Top 10% Institutions and Economists in the Field of Econometric Time Series, as of May 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 895 authors affiliated with 1148 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
12.01Faculty of Economics, University of Cambridge, Cambridge
22.99Institut for Økonomi, Aarhus Universitet, Aarhus
33Stern School of Business, New York University (NYU), New York City
(4)4.17Center for Research in Econometric Analysis of Time Series (CREATES), Institut for Økonomi, Aarhus Universitet, Aarhus
44.3Department of Economics, Harvard University, Cambridge
55.31Faculteit der Economische Wetenschappen en Bedrijfskunde, Vrije Universiteit, Amsterdam
67.32Department of Economics, Duke University, Durham
79.62Department of Economics, School of Arts and Sciences, Columbia University, New York City
(8)10.55Afdeling Ruimtelijke Economie, Faculteit der Economische Wetenschappen en Bedrijfskunde, Vrije Universiteit, Amsterdam
810.62Department of Economics, Boston University, Boston
912.03Department of Economics, Princeton University, Princeton
(10)12.4Volatility Institute, Stern School of Business, New York University (NYU), New York City
1012.46Federal Reserve Board (Board of Governors of the Federal Reserve System), Washington
1113.78Department of Economics, University of Pennsylvania, Philadelphia
1214.07Department of Economics, University of California-San Diego (UCSD), La Jolla
1315.16Department of Economics, Oxford University, Oxford
1416.41Department of Economics, University of Southern California, Los Angeles
1518.18Department of Economics, University of Chicago, Chicago
1620.78London School of Economics (LSE), London
1722.69Faculty of Business and Economics, Monash University, Clayton
(17)22.69Department of Econometrics and Business Statistics, Faculty of Business and Economics, Monash University, Clayton
1822.73Economics Department, Michigan State University, East Lansing
1924.1Faculteit der Economische Wetenschappen, Erasmus Universiteit, Rotterdam
2024.76Department of Economics, New York University (NYU), New York City
2124.98Cowles Foundation for Research in Economics, Yale University, New Haven
2225.89Department of Economics, University of Kansas, Lawrence
2326.62Økonomisk Institut, Københavns Universitet, København
(24)26.79Econometrisch Instituut, Faculteit der Economische Wetenschappen, Erasmus Universiteit, Rotterdam
2427.79Tinbergen Instituut, Amsterdam
2528.32Economics Department, University of Wisconsin-Madison, Madison
2628.48Department of Economics, Northwestern University, Evanston
2729.1European Central Bank, Frankfurt am Main
2829.96School of Economics, University of Nottingham, Nottingham
(29)30.55Economics Department, London School of Economics (LSE), London
2930.6School of Economics and Political Science, Universität St. Gallen, Sankt Gallen
(30)31.98Research Division, Federal Reserve Bank of St. Louis, St. Louis
3031.98Federal Reserve Bank of St. Louis, St. Louis
3133.75Wirtschaftswissenschaftliche Fakultät, Humboldt-Universität, Berlin
(32)34.96Finance Department, Stern School of Business, New York University (NYU), New York City
3235.79Department of Economics, Indiana University, Bloomington
3336.88Centro de Estudios Monetarios y Financieros (CEMFI), Madrid
3438.54Federal Reserve Bank of New York, New York City
3539.88Cambridge Finance, University of Cambridge, Cambridge
3640.09Economics Department, Queen's University, Kingston
3740.41School of Business and Economics, Maastricht University, Maastricht
3841.24Department of Economics, European University Institute, Firenze
3942.84Department of Economics, University of Warwick, Coventry
4044.69Department of Agricultural and Resource Economics, University of Maryland, College Park
4145.75Anderson Graduate School of Management, University of California-Los Angeles (UCLA), Los Angeles
(42)46.96Research and Statistics Group, Federal Reserve Bank of New York, New York City
4248.07School of Economics, Faculty of Arts and Social Sciences, University of Sydney, Sydney
4348.67Departamento de Economía, Universidad Carlos III de Madrid, Madrid
4451.8Kellogg Graduate School of Management, Northwestern University, Evanston
4552.64Singapore Management University, Singapore
4655.71Business School, University of Technology Sydney, Sydney
(47)55.83Department of Finance, Kellogg Graduate School of Management, Northwestern University, Evanston
(47)56.63Bendheim Center for Finance, Department of Economics, Princeton University, Princeton
4756.77Economics Department, University of Michigan, Ann Arbor
4857.23Wharton School of Business, University of Pennsylvania, Philadelphia
(49)57.97Department of Economics, London Business School (LBS), London
4957.97London Business School (LBS), London
(50)58.07Finance Discipline Group, Business School, University of Technology Sydney, Sydney
5058.86Oxford-Man Institute of Quantitative Finance, Oxford University, Oxford
5159.22Department of Economics, Boston College, Chestnut Hill
5259.85Rady School of Management, University of California-San Diego (UCSD), La Jolla
5360.15École des Sciences Économiques de Louvain, Université Catholique de Louvain, Louvain-la-Neuve
5461.42Federal Reserve Bank of Cleveland, Cleveland
(55)62.28Vakgroep Kwantitatieve Economie, School of Business and Economics, Maastricht University, Maastricht
5562.39Department of Food and Resource Economics, Korea University, Seoul
5663.7Department of Economics, University of Toronto, Toronto
(57)64.37Economic Research, Federal Reserve Bank of Cleveland, Cleveland
(57)64.59Afdeling Econometrie, Faculteit der Economische Wetenschappen en Bedrijfskunde, Vrije Universiteit, Amsterdam
5764.96Economics Department, University of Strathclyde, Glasgow
5866.46Hoover Institution on War Revolution & Peace, Stanford University, Stanford
5966.5Center for Policy Research, Syracuse University, Syracuse
6069.34Faculteit Economie en Bedrijfskunde, Universiteit van Amsterdam, Amsterdam
(61)70.64School of Economics, Singapore Management University, Singapore
6170.94Federal Reserve Bank of Chicago, Chicago
(62)71.64Center for Operations Research and Econometrics (CORE), École des Sciences Économiques de Louvain, Université Catholique de Louvain, Louvain-la-Neuve
6272.91Department of Economics, Korea University, Seoul
6374.18Barcelona Graduate School of Economics (Barcelona GSE), Barcelona
6476.28Central University of Finance and Economics (CUFE), Beijing
(65)77.59China Economics and Management Academy, Central University of Finance and Economics (CUFE), Beijing
6579.46Federal Reserve Bank of Atlanta, Atlanta
6681.07Dipartimento di Statistica "G. Parenti", Università degli Studi di Firenze, Firenze
6782.52International Monetary Fund (IMF), Washington
6882.86Institute for Fiscal Studies (IFS), London
6986.33Australian School of Business, University of New South Wales, Sydney
7086.53Sveriges Riksbank, Stockholm
(71)88.33Sonderforschungsbereich 373, Quantifikation und Simulation ökonomischer Prozesse, Wirtschaftswissenschaftliche Fakultät, Humboldt-Universität, Berlin
(71)89.3School of Economics, Australian School of Business, University of New South Wales, Sydney
7189.85Bank of Canada, Ottawa
7290.98Helsinki Center for Economic Research (HECER), Helsinki
7393.64Department of Economics, Ohio State University, Columbus
7494.76Department of Economics, University of North Carolina-Chapel-Hill, Chapel Hill
7594.92Department of Economics, Johns Hopkins University, Baltimore
7695.06Department of Economics, McGill University, Montréal
7795.38Toulouse School of Economics (TSE), Toulouse
7895.64Rimini Centre for Economic Analysis (RCEA), Rimini
7997.11College of Business and Economics, Australian National University, Canberra
8097.95Department of Economics, Rutgers University-New Brunswick, New Brunswick
(81)98.8Economics Group, Nuffield College, Department of Economics, Oxford University, Oxford
81100.8Department of Economics, University of Houston, Houston
(82)101.13Research School of Economics, College of Business and Economics, Australian National University, Canberra
(82)101.9Department of Economics, Faculty of Economic and Management Sciences, University of Pretoria, Pretoria
82101.9Faculty of Economic and Management Sciences, University of Pretoria, Pretoria
83110.1Department of Economics, University of Washington, Seattle
84110.17Economics, University of Texas-Dallas, Dallas
85110.5Bank of England, London
86111.84Economics Department, Brown University, Providence
87112.9Department of Economics, Mathematics and Statistics, Birkbeck College, London
88113.55Department of Economics & Finance, Institut für Höhere Studien (IHS), Wien
89114.34Warwick Business School, University of Warwick, Coventry
90115.6DIW Berlin (Deutsches Institut für Wirtschaftsforschung), Berlin
91116.17Department of Agricultural and Resource Economics, North Carolina State University, Raleigh
92116.38Facoltà di Economia "Marco Biagi", Università degli Studi di Modena e Reggio Emilia, Modena
93118.28Economics Department, Yale University, New Haven
(94)118.78European Centre for Advanced Research in Economics and Statistics (ECARES), Solvay Brussels School of Economics and Management, Université Libre de Bruxelles, Bruxelles
94118.78Solvay Brussels School of Economics and Management, Université Libre de Bruxelles, Bruxelles
95119.53Department of Economics, University of Notre Dame, South Bend
(96)120.64Department of Economics, Finance and Legal Studies, Culverhouse College of Commerce & Business Administration, University of Alabama-Tuscaloosa, Tuscaloosa
96120.64Culverhouse College of Commerce & Business Administration, University of Alabama-Tuscaloosa, Tuscaloosa
97120.85Centre de Recherche en Économie et Statistique (CREST), Groupe des Écoles Nationales d'Économie et Statistique (GENES), Paris
(98)121.3Dipartimento di Economia Politica, Facoltà di Economia "Marco Biagi", Università degli Studi di Modena e Reggio Emilia, Modena
98122.5Department of Economics, University of Maryland, College Park
99123.16William E. Simon Graduate School of Business Administration, University of Rochester, Rochester
(100)123.83Department of Economics, Tippie College of Business, University of Iowa, Iowa City
100123.83Tippie College of Business, University of Iowa, Iowa City
101123.85Department of Economics, University of Birmingham, Birmingham
102124.7School of Economics and Finance, Queen Mary, London
103125.68UFR Mathématiques Sciences Économiques et Sociales, Université Charles-de-Gaulle (Lille 3), Lille
104125.76Abteilung für Volkswirtschaftslehre, Universität Mannheim, Mannheim
105128.01Rotman School of Management, University of Toronto, Toronto
(105)128.01Finance, Rotman School of Management, University of Toronto, Toronto
106128.02School of Accounting, Economics and Finance, Deakin University, Melbourne
107128.1Dipartimento di Scienze Statistiche, Facoltà di Scienze Statistiche, Università degli Studi di Roma "La Sapienza", Roma
(108)128.99Afdeling Kwantitatieve Economie, Faculteit Economie en Bedrijfskunde, Universiteit van Amsterdam, Amsterdam
108131.1Cass Business School, City University, London
109131.33National Bureau of Economic Research (NBER), Cambridge
110131.44Federal Reserve Bank of Minneapolis, Minneapolis
111131.51Faculty of Economics, Keio University, Tokyo
(112)132.32Groupe de Recherche en Économie Mathématique et Quantitative (GREMAQ), Toulouse School of Economics (TSE), Toulouse
112133.97Economics Department, Georgetown University, Washington
113135Dipartimento di Economia Politica, Università Commerciale Luigi Bocconi, Milano
114137.2Business School, University of Exeter, Exeter

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
1.1.02Peter C. B. Phillips
2.1.17M Hashem Pesaran
3.2.45Robert F. Engle
4.5.55James H. Stock
5.5.97Clive W. J. Granger †
6.6.08Pierre Perron
7.7.02Michael McAleer
8.7.36Tim Bollerslev
9.10.58Thomas J. Sargent
10.10.72Jushan Bai
11.10.95Donald W. K. Andrews
12.11.95Lars Peter Hansen
13.12.54Massimiliano Marcellino
14.13.9Francis X. Diebold
15.14.33Christopher Sims
16.15.77Halbert White †
17.16.32Soren Johansen
18.16.45Wolfgang Karl Härdle
19.16.71Peter M. Robinson
20.17.65David F. Hendry
21.18.6Kenneth D. West
22.18.88Serena Ng
23.19.78Timo Teräsvirta
24.22.11Marc Nerlove
25.23.4Graham Elliott
26.24.26Andrew C. Harvey
27.24.45Joon Y. Park
28.24.69Torben G. Andersen
29.24.82Neil Shephard
30.27.02Robert Taylor
31.27.41Lawrence J. Christiano
32.28.48Pentti Saikkonen
33.30.16Helmut Lütkepohl
34.31.16Adrian Rodney Pagan
35.33.29Manuel Arellano
36.34.29Allan Timmermann
37.34.36J. Scott Armstrong
38.36.42Chang-Jin Kim
39.36.46George Tauchen
40.36.58Stephen Roy Bond
41.36.83Gary Koop
42.36.9Lucrezia Reichlin
43.38.94Richard T. Baillie
44.39.05Todd Clark
45.39.17Yacine Ait-Sahalia
46.42.14Lutz Kilian
47.45.69Christian S. Gourieroux
48.45.88Cheng Hsiao
49.46.47John Geweke
50.52.58Siem Jan Koopman
51.53.69Peter E. Rossi
52.56.28Eric Ghysels
53.56.39Michael McCracken
54.57Neil R. Ericsson
55.60.12Ole E. Barndorff-Nielsen
56.61.16Norman Rasmus Swanson
57.62.6Jean-Michel Zakoian
58.62.87Kenneth Frank Wallis
59.63.66James MacKinnon
60.63.68Donggyu Sul
61.64.3Luc Bauwens
62.65.03Luis Alberiko Gil-Alana
63.65.32Chihwa Kao
64.65.53Roberto S. Mariano
65.67.92Marco Lippi
66.68.43Jean-Marie Dufour
67.68.79Timothy Vogelsang
68.68.97Atsushi Inoue
69.70.28Michael Peter Clements
70.72.14Zhijie Xiao
71.72.69Morten Ørregaard Nielsen
72.73.13Christopher F Baum
73.74.31David H. Papell
74.75.26Charles H. Whiteman
75.75.41Simon Potter
76.76.52Nelson C. Mark
77.77.16Peter Reinhard Hansen
78.78.02Mario Forni
79.83.29Oliver Bruce Linton
80.83.59Richard J. Smith
81.83.66Anindya Banerjee
82.83.8Domenico Giannone
83.84.17Masao Ogaki
84.86.59Jonathan H. Wright
85.90.41Frank Schorfheide
86.90.8Nour Meddahi
87.90.98Eric Michel Renault
88.91.08Carlos Velasco
89.91.25Niels 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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