Top 10% Institutions and Economists in the Field of Econometric Time Series, as of October 2016

What this page is about

This page is part of a larger set of rankings for research items, serial, individuals and institutions made available on this site. A FAQ is available. Additional detail specific to this particular ranking are:

Only authors registered with the RePEc Author Service are considered.
Only works listed on RePEc and claimed as theirs by registered authors are counted.
A series of rankings by different criteria are aggregated. The average rank score is determined by taking a harmonic mean of the ranks in each criterion. For a list of criteria, see the general ranking page.
Authors with multiple affiliations are attributed to each according to the weights they have set to each in their profile, or by default according to a formula described here.
Only institutions listed in EDIRC are counted.
Authors affiliated with subentities of institutions listed in EDIRC are also counted in the latter.
Subentities of ranked institutions do not increment the rank count and have their rank listed in parentheses.
The scores of institutions in each field are determined by a weighted sum of all scores of authors affiliated with the respective institutions, where the authors have provided weights if they have multiple affiliations. The weights are determined, for each author, by the proportion of all working papers announced in NEP that have also been announced in this NEP report.
Please note that rankings can depend on the number of registered authors in the respective institutions. Register at the RePEc Author Service to be counted.
There are 7262 institutions with 48432 registered authors evaluated for all the rankings.

The rankings

Ranking of institutions
Ranking of authors
Details

For Econometric Time Series, these are 1125 authors affiliated with 1306 institutions.
All authors classified in this field.

Top 10% institutions in the field of Econometric Time Series

Rank	Institution	Score	Authors	Author shares
1	Institut for Økonomi, Aarhus Universitet Aarhus, Denmark	1.95	122	16.94
2	Stern School of Business, New York University (NYU) New York City, New York (USA)	2.75	57	2.69
---	Center for Research in Econometric Analysis of Time Series (CREATES), Institut for Økonomi, Aarhus Universitet Aarhus, Denmark	3.21	57	15.12
3	Department of Economics, Princeton University Princeton, New Jersey (USA)	3.38	46	1.39
4	Department of Economics, Duke University Durham, North Carolina (USA)	6.32	47	1.71
5	Department of Economics, School of Arts and Sciences, Columbia University New York City, New York (USA)	7.45	49	2.49
6	Singapore Management University Singapore, Singapore	7.61	37	5.67
---	School of Economics, Singapore Management University Singapore, Singapore	9.02	30	5.66
7	Department of Economics, Harvard University Cambridge, Massachusetts (USA)	9.4	69	1.04
8	Department of Economics, Boston University Boston, Massachusetts (USA)	9.47	56	1.85
9	Department of Economics, University of Southern California Los Angeles, California (USA)	10.36	42	1.21
10	Monash Business School, Monash University Melbourne, Australia	10.8	132	9.81
---	Department of Econometrics and Business Statistics, Monash Business School, Monash University Melbourne, Australia	10.8	28	9.81
11	Department of Economics, University of California-San Diego (UCSD) La Jolla, California (USA)	13.19	43	2.09
---	Volatility Institute, Stern School of Business, New York University (NYU) New York City, New York (USA)	16.09	3	0.47
12	Department of Economics, University of Pennsylvania Philadelphia, Pennsylvania (USA)	16.8	38	1.65
13	Cowles Foundation for Research in Economics, Yale University New Haven, Connecticut (USA)	17.49	19	0.4
14	Department of Economics, University of Washington Seattle, Washington (USA)	18.31	20	1.61
15	Økonomisk Institut, Københavns Universitet København, Denmark	19.25	68	4.03
16	Faculty of Economics, University of Cambridge Cambridge, United Kingdom	20.76	75	2.08
17	European Central Bank Frankfurt am Main, Germany	20.82	179	7.12
---	Finance Department, Stern School of Business, New York University (NYU) New York City, New York (USA)	21.03	17	0.84
18	Department of Economics, Oxford University Oxford, United Kingdom	21.04	171	3.6
19	Economics Division, University of Southampton Southampton, United Kingdom	21.27	37	2.37
20	Essex Business School, University of Essex Colchester, United Kingdom	22.78	21	2.49
21	Economics Department, University of Wisconsin-Madison Madison, Wisconsin (USA)	22.94	36	0.65
22	Department of Economics and Related Studies, University of York York, United Kingdom	23.06	85	3.28
23	Business School, University of Auckland Auckland, New Zealand	29.72	24	0.35
24	Department of Economics, University of Chicago Chicago, Illinois (USA)	30.59	54	0.37
---	Department of Economics, Business School, University of Auckland Auckland, New Zealand	31.55	18	0.29
25	Economics Department, Michigan State University East Lansing, Michigan (USA)	35.19	49	1.2
26	Centro de Estudios Monetarios y Financieros (CEMFI) Madrid, Spain	37.42	23	0.93
27	Brookings Institution Washington, District of Columbia (USA)	37.93	30	0.2
28	Economics Department, Queen's University Kingston, Canada	38.02	56	1.26
29	Federal Reserve Board (Board of Governors of the Federal Reserve System) Washington, District of Columbia (USA)	38.87	152	3.93
---	Economic Studies, Brookings Institution Washington, District of Columbia (USA)	39.26	12	0.2
30	Federal Reserve Bank of New York New York City, New York (USA)	39.44	83	2.15
31	Department of Economics, New York University (NYU) New York City, New York (USA)	40.06	54	0.63
32	Department of Economics, Indiana University Bloomington, Indiana (USA)	40.07	29	1.34
33	Department of Agricultural and Resource Economics, University of Maryland College Park, Maryland (USA)	40.2	26	1
34	Department of Economics, Northwestern University Evanston, Illinois (USA)	40.87	38	0.34
35	Departamento de Economía, Universidad Carlos III de Madrid Madrid, Spain	42.99	61	2.65
36	Federal Reserve Bank of Cleveland Cleveland, Ohio (USA)	43.86	46	2.67
37	Tinbergen Instituut Amsterdam, Netherlands	44.98	139	2.62
38	Faculteit Economie en Bedrijfskunde, Universiteit van Amsterdam Amsterdam, Netherlands	45.06	83	3.76
39	Centre de Recherche en Économie et Statistique (CREST) France	46.38	86	2.58
---	Economic Research, Federal Reserve Bank of Cleveland Cleveland, Ohio (USA)	48.79	36	1.6
---	Department of Finance, Kellogg Graduate School of Management, Northwestern University Evanston, Illinois (USA)	49.2	17	0.48
40	Kellogg Graduate School of Management, Northwestern University Evanston, Illinois (USA)	49.2	43	0.48
41	Economics Department, University of Michigan Ann Arbor, Michigan (USA)	50.05	63	0.49
42	Department of Economics, Boston College Chestnut Hill, Massachusetts (USA)	51.35	52	1.04
43	Economics Department, University of Strathclyde Glasgow, United Kingdom	54.76	32	1.63
44	Economics Department, Yale University New Haven, Connecticut (USA)	55.32	47	0.51
45	Barcelona Graduate School of Economics (Barcelona GSE) Barcelona, Spain	55.63	151	4.09
46	Federal Reserve Bank of St. Louis St. Louis, Missouri (USA)	57.03	59	1.28
47	Department of Economics, University of California-Berkeley Berkeley, California (USA)	57.52	53	0.66
48	School of Economics and Finance, Queen Mary University of London London, United Kingdom	57.81	45	2.48
---	Research Division, Federal Reserve Bank of St. Louis St. Louis, Missouri (USA)	59.33	47	1.21
---	Bendheim Center for Finance, Department of Economics, Princeton University Princeton, New Jersey (USA)	61.07	5	0.58
---	Amsterdam School of Economics, Faculteit Economie en Bedrijfskunde, Universiteit van Amsterdam Amsterdam, Netherlands	61.75	24	2.56
---	Research and Statistics Group, Federal Reserve Bank of New York New York City, New York (USA)	63.26	63	1.11
49	Department of Economics, Mathematics and Statistics, Birkbeck College London, United Kingdom	64.51	24	1.97
50	Department of Economics, European University Institute Firenze, Italy	65.04	38	0.72
51	Department of Economics, University College London (UCL) London, United Kingdom	68.1	74	1.32
52	Federal Reserve Bank of Atlanta Atlanta, Georgia (USA)	68.67	27	1.64
53	Faculteit der Economische Wetenschappen en Bedrijfskunde, Vrije Universiteit Amsterdam, Netherlands	70.03	100	4.04
54	Department of Economics, University of California-Riverside Riverside, California (USA)	70.89	24	1.42
55	Faculty of Business and Economics, University of Melbourne Melbourne, Australia	71.49	98	3.12
56	Dipartimento di Statistica, Informatica, Applicazioni "G. Parenti", Università degli Studi di Firenze Firenze, Italy	73.28	15	2.73
57	Hoover Institution on War Revolution & Peace, Stanford University Stanford, California (USA)	73.99	11	0.11
58	Helsinki Center for Economic Research (HECER) Helsinki, Finland	74.26	20	1.38
59	London Business School (LBS) London, United Kingdom	75.38	32	0.34
---	Department of Economics, London Business School (LBS) London, United Kingdom	75.38	12	0.34
60	Department of Economics, Ohio State University Columbus, Ohio (USA)	75.44	36	1.9
61	Department of Economics, University of Warwick Coventry, United Kingdom	76.46	75	1.61
62	Handelshögskolan, Örebro Universitet Örebro, Sweden	80.52	13	0.98
63	National Bureau of Economic Research (NBER) Cambridge, Massachusetts (USA)	80.65	490	0.21
64	Department of Economics, McGill University Montréal, Canada	80.85	35	0.73
65	Warwick Business School, University of Warwick Coventry, United Kingdom	82.55	24	2.5
66	Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam Rotterdam, Netherlands	83.06	109	4.06
67	Bank of Canada Ottawa, Canada	84.58	111	3.16
68	Economics Department, Massachusetts Institute of Technology (MIT) Cambridge, Massachusetts (USA)	85.2	44	0.13
69	Business School, University of Technology Sydney Sydney, Australia	86.11	80	1.71
70	Federal Reserve Bank of Chicago Chicago, Illinois (USA)	86.79	62	0.73
71	Department of Economics, Korea University Seoul, South Korea	87.89	26	1.31
72	Dipartimento di Scienze Statistiche "Paolo Fortunati", Alma Mater Studiorum - Università di Bologna Bologna, Italy	88.22	22	3.39
73	DIW Berlin (Deutsches Institut für Wirtschaftsforschung) Berlin, Germany	88.98	155	0.48
---	Econometrisch Instituut, Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam Rotterdam, Netherlands	91.6	23	3.39
74	SKEMA Business School Lille, France	91.89	10	0.7
75	Anderson Graduate School of Management, University of California-Los Angeles (UCLA) Los Angeles, California (USA)	94.82	34	0.5
76	Department of Economics, University of Texas-Dallas Dallas, Texas (USA)	95.27	9	0.87
77	International Monetary Fund (IMF) Washington, District of Columbia (USA)	95.4	381	3.31
78	Department of Economics, University of North Carolina-Chapel-Hill Chapel Hill, North Carolina (USA)	95.6	18	0.74
79	Department of Economics, Pennsylvania State University State College, Pennsylvania (USA)	99.24	28	0.38
80	Departamento de Estadistica, Universidad Carlos III de Madrid Madrid, Spain	99.85	6	3.69
81	Economics Department, University of Essex Colchester, United Kingdom	102.92	44	2.09
82	Department of Economics, University of Birmingham Birmingham, United Kingdom	102.93	35	1.63
---	Economics Discipline Group, Business School, University of Technology Sydney Sydney, Australia	103.13	29	1.09
83	School of Economics, University of Nottingham Nottingham, United Kingdom	104.75	91	1.77
84	Department of Economics, Emory University Atlanta, Georgia (USA)	105.81	19	1.01
85	School of Business and Economics, Maastricht University Maastricht, Netherlands	106.81	94	2.62
86	Ekonomihögskolan, Lunds Universitet Lund, Sweden	107.06	92	1.16
---	Nationalekonomiska Institutionen, Ekonomihögskolan, Lunds Universitet Lund, Sweden	107.06	66	1.16
87	Department of Economics, University of Connecticut Storrs, Connecticut (USA)	108.22	41	1.53
---	Departament d'Economia i Empresa, Universitat Pompeu Fabra, Barcelona Graduate School of Economics (Barcelona GSE) Barcelona, Spain	108.23	86	3.03
---	Afdeling Econometrie, Faculteit der Economische Wetenschappen en Bedrijfskunde, Vrije Universiteit Amsterdam, Netherlands	110.51	14	3.12
---	Economic Research Department, Federal Reserve Bank of Atlanta Atlanta, Georgia (USA)	110.63	24	1.41
88	Facoltà di Economia, Università degli Studi di Roma "Tor Vergata" Roma, Italy	110.72	97	3.22
89	Department of Economics, Vanderbilt University Nashville, Tennessee (USA)	111.22	38	0.54
90	Toulouse School of Economics (TSE) Toulouse, France	112.14	165	1.09
91	Department of Economics, Johns Hopkins University Baltimore, Maryland (USA)	112.67	20	0.58
92	College of Economics, Sogang University Seoul, South Korea	113.63	23	0.94
93	Politiikan ja Talouden Tutkimuksen Laitos, Valtiotieteellinen tiedekunta, Helsingin Yliopisto Helsinki, Finland	114.85	23	2.21
---	Dipartimento di Economia e Finanza, Facoltà di Economia, Università degli Studi di Roma "Tor Vergata" Roma, Italy	115.61	59	3.19
94	Fachbereich Wirtschaftswissenschaft, Freie Universität Berlin Berlin, Germany	115.76	38	0.88
95	William E. Simon Graduate School of Business Administration, University of Rochester Rochester, New York (USA)	116.43	12	0.23
96	Istituto Einaudi per l'Economia e la Finanza (EIEF) Roma, Italy	116.75	23	0.52
97	Department of Economics, George Washington University Washington, District of Columbia (USA)	116.99	64	2.91
98	Athens University of Economics and Business (AUEB) Athens, Greece	118.17	75	2.74
99	Solvay Brussels School of Economics and Management, Université Libre de Bruxelles Bruxelles, Belgium	119.13	170	2.72
---	European Centre for Advanced Research in Economics and Statistics (ECARES), Solvay Brussels School of Economics and Management, Université Libre de Bruxelles Bruxelles, Belgium	119.13	73	2.72
100	Aix-Marseille School of Economics (AMSE) Aix-en-Provence/Marseille, France	119.79	111	2.94
---	Groupement de Recherche en Économie Quantitative d'Aix-Marseille (GREQAM), Aix-Marseille School of Economics (AMSE) Marseille, France	119.79	95	2.94
101	Fakultät für Wirtschaftswissenschaften, Universität Wien Wien, Austria	119.82	59	1.72
102	Department of Economics, Rutgers University-New Brunswick New Brunswick, New Jersey (USA)	120.23	35	1.56
103	Department of Economics and Finance, Brunel University Uxbridge, United Kingdom	121.28	18	1.87
104	School of Economics, Faculty of Arts and Social Sciences, University of Sydney Sydney, Australia	123.19	58	1.14
105	Sveriges Riksbank Stockholm, Sweden	123.97	41	1.74
106	Department of Economics, University of Houston Houston, Texas (USA)	124.26	20	0.92
107	Department of Economics, Washington University in St. Louis St. Louis, Missouri (USA)	125.19	27	0.59
---	Melbourne Institute of Applied Economic and Social Research (MIAESR), Faculty of Business and Economics, University of Melbourne Melbourne, Australia	125.53	44	0.74
108	Rotman School of Management, University of Toronto Toronto, Canada	125.64	39	0.75
---	Finance, Rotman School of Management, University of Toronto Toronto, Canada	125.64	8	0.75
---	Abteilung Volkswirtschaftslehre, Fachbereich Wirtschaftswissenschaft, Freie Universität Berlin Berlin, Germany	125.66	17	0.42
109	Department of Economics, University of Toronto Toronto, Canada	127.43	61	1.05
110	Henley Business School, University of Reading Reading, United Kingdom	128.6	29	0.37
---	ICMA Centre for Financial Markets, Henley Business School, University of Reading Reading, United Kingdom	128.6	12	0.37
111	Department of Quantitative Finance, National Tsing Hua University Hsin-Chu, Taiwan	130.49	12	0.58
112	Dipartimento di Economia "Marco Biagi", Università degli Studi di Modena e Reggio Emilia Modena, Italy	132.19	46	0.49
113	Rady School of Management, University of California-San Diego (UCSD) La Jolla, California (USA)	135.35	10	0.29
114	Bank of England London, United Kingdom	136.48	164	5.27
---	Vakgroep Kwantitatieve Economie, School of Business and Economics, Maastricht University Maastricht, Netherlands	136.79	6	1.8
115	Economics Department, Georgetown University Washington, District of Columbia (USA)	139.12	41	0.44
116	Smeal College of Business Administration, Pennsylvania State University State College, Pennsylvania (USA)	139.72	10	0.83
---	Department of Statistics and Operations Research, Fakultät für Wirtschaftswissenschaften, Universität Wien Wien, Austria	141.06	6	1.44
117	Deutsche Bundesbank Frankfurt, Germany	143.3	96	2.26
118	Dipartimento di Economia, Università Ca' Foscari Venezia Venezia, Italy	143.66	65	1.62
119	Department of Economics, Maxwell School, Syracuse University Syracuse, New York (USA)	144.25	19	0.44
120	London School of Economics (LSE) London, United Kingdom	151.28	290	1.7
121	DeGroote School of Business, McMaster University Hamilton, Canada	151.59	8	2.2
122	Cass Business School, City University London, United Kingdom	151.8	35	0.73
123	Management School, University of Liverpool Liverpool, United Kingdom	153.32	26	1.78
124	Erasmus Research Institute of Management (ERIM), Erasmus Universiteit Rotterdam Rotterdam, Netherlands	153.67	30	0.59
125	Economics Department, Brown University Providence, Rhode Island (USA)	154.58	54	0.98
126	Crawford School of Public Policy, Australian National University Canberra, Australia	156.42	153	0.77
127	Dipartimento di Economia "Ettore Bocconi", Università Commerciale Luigi Bocconi Milano, Italy	156.85	31	0.33
128	Innocenzo Gasparini Institute for Economic Research (IGIER), Università Commerciale Luigi Bocconi Milano, Italy	157.84	42	0.25
129	Business School, Deakin University Melbourne, Australia	159.23	56	1.98
130	Management School, Lancaster University Lancaster, United Kingdom	159.37	55	1.7

Top 10% authors in the field of Econometric Time Series

Ranking of institutions
Ranking of authors
Details

Rank	Author	Score
1	Peter C. B. Phillips Cowles Foundation for Research in Economics, Yale University, New Haven, Connecticut (USA) School of Economics, Singapore Management University, Singapore, Singapore	1.69
2	Robert F. Engle III Volatility Institute, Stern School of Business, New York University (NYU), New York City, New York (USA)	2.26
3	Clive W. J. Granger †	4.57
4	Pierre Perron Department of Economics, Boston University, Boston, Massachusetts (USA)	4.88
5	Tim Bollerslev Department of Economics, Duke University, Durham, North Carolina (USA)	5.7
6	Mark W. Watson Department of Economics, Princeton University, Princeton, New Jersey (USA)	8.66
7	M Hashem Pesaran Department of Economics, University of Southern California, Los Angeles, California (USA)	8.69
8	Jushan Bai Department of Economics, School of Arts and Sciences, Columbia University, New York City, New York (USA)	9.08
9	Marc Nerlove Department of Agricultural and Resource Economics, University of Maryland, College Park, Maryland (USA)	11.33
10	Charles R. Nelson Department of Economics, University of Washington, Seattle, Washington (USA)	13.63
11	James H. Stock Department of Economics, Harvard University, Cambridge, Massachusetts (USA)	13.83
12	Soren Johansen Økonomisk Institut, Københavns Universitet, København, Denmark	14.89
13	Thomas J. Sargent Department of Economics, New York University (NYU), New York City, New York (USA)	16.05
14	Robert Taylor Essex Business School, University of Essex, Colchester, United Kingdom	17.01
15	Timo Teräsvirta Center for Research in Econometric Analysis of Time Series (CREATES), Institut for Økonomi, Aarhus Universitet, Aarhus, Denmark	17.25
16	Francis X. Diebold Department of Economics, University of Pennsylvania, Philadelphia, Pennsylvania (USA)	17.41
17	Helmut Lütkepohl DIW Berlin (Deutsches Institut für Wirtschaftsforschung), Berlin, Germany	18.14
18	Donald W. K. Andrews Economics Department, Yale University, New Haven, Connecticut (USA) Cowles Foundation for Research in Economics, Yale University, New Haven, Connecticut (USA)	18.16
19	Yongcheol Shin Department of Economics and Related Studies, University of York, York, United Kingdom	19.33
20	David F. Hendry Department of Economics, Oxford University, Oxford, United Kingdom	19.7
21	Christopher Sims Department of Economics, Princeton University, Princeton, New Jersey (USA)	20.47
22	Serena Ng Department of Economics, School of Arts and Sciences, Columbia University, New York City, New York (USA)	20.81
23	Graham Elliott Department of Economics, University of California-San Diego (UCSD), La Jolla, California (USA)	21.59
24	George Tauchen Department of Economics, Duke University, Durham, North Carolina (USA)	21.69
25	Pentti Saikkonen Helsinki Center for Economic Research (HECER), Helsinki, Finland	21.73
26	Lars Peter Hansen Department of Economics, University of Chicago, Chicago, Illinois (USA)	22.43
27	Joon Y. Park Department of Economics, Indiana University, Bloomington, Indiana (USA)	23.87
28	Andrew C. Harvey Faculty of Economics, University of Cambridge, Cambridge, United Kingdom	25.1
29	Kenneth D. West Economics Department, University of Wisconsin-Madison, Madison, Wisconsin (USA)	26.94
30	Torben G. Andersen Department of Finance, Kellogg Graduate School of Management, Northwestern University, Evanston, Illinois (USA)	27.73
31	Halbert White †	28.87
32	Neil Shephard Department of Economics, Harvard University, Cambridge, Massachusetts (USA)	31.33
33	Gary Koop Economics Department, University of Strathclyde, Glasgow, United Kingdom	32.65
34	Allan Timmermann Department of Economics, University of California-San Diego (UCSD), La Jolla, California (USA)	33.67
35	Adrian Rodney Pagan School of Economics, Faculty of Arts and Social Sciences, University of Sydney, Sydney, Australia Melbourne Institute of Applied Economic and Social Research (MIAESR), Faculty of Business and Economics, University of Melbourne, Melbourne, Australia	34.34
36	Todd Clark Economic Research, Federal Reserve Bank of Cleveland, Cleveland, Ohio (USA)	35.09
37	Manuel Arellano Centro de Estudios Monetarios y Financieros (CEMFI), Madrid, Spain	37.21
38	Lutz Kilian Economics Department, University of Michigan, Ann Arbor, Michigan (USA)	40.24
39	Lawrence J. Christiano Department of Economics, Northwestern University, Evanston, Illinois (USA)	41.11
40	James Hamilton Department of Economics, University of California-San Diego (UCSD), La Jolla, California (USA)	42.19
41	Yacine Ait-Sahalia Bendheim Center for Finance, Department of Economics, Princeton University, Princeton, New Jersey (USA)	42.59
42	Chang-Jin Kim Department of Economics, Korea University, Seoul, South Korea Department of Economics, University of Washington, Seattle, Washington (USA)	44.03
43	Bruce E. Hansen Economics Department, University of Wisconsin-Madison, Madison, Wisconsin (USA)	45.43
44	Yakov Amihud Finance Department, Stern School of Business, New York University (NYU), New York City, New York (USA)	47.12
45	Lucrezia Reichlin Department of Economics, London Business School (LBS), London, United Kingdom	48.89
46	Luc Bauwens SKEMA Business School, Lille, France	49.57
47	Richard T. Baillie Economics Department, Michigan State University, East Lansing, Michigan (USA) School of Economics and Finance, Queen Mary University of London, London, United Kingdom	50.16
48	Morten Ørregaard Nielsen Economics Department, Queen's University, Kingston, Canada	50.79
49	Hal Ronald Varian Department of Economics, University of California-Berkeley, Berkeley, California (USA)	51.74
50	Jun Yu School of Economics, Singapore Management University, Singapore, Singapore	56.46
51	Massimiliano Marcellino Dipartimento di Economia "Ettore Bocconi", Università Commerciale Luigi Bocconi, Milano, Italy Innocenzo Gasparini Institute for Economic Research (IGIER), Università Commerciale Luigi Bocconi, Milano, Italy	57.48
52	Sune Karlsson Handelshögskolan, Örebro Universitet, Örebro, Sweden	58.02
53	Joakim Westerlund Nationalekonomiska Institutionen, Ekonomihögskolan, Lunds Universitet, Lund, Sweden	59.15
54	Peter Reinhard Hansen Department of Economics, European University Institute, Firenze, Italy	59.71
55	Zhijie Xiao Department of Economics, Boston College, Chestnut Hill, Massachusetts (USA)	61.21
56	Michael McAleer Department of Quantitative Finance, National Tsing Hua University, Hsin-Chu, Taiwan	62.29
57	Jean-Marie Dufour Department of Economics, McGill University, Montréal, Canada	62.92
58	Donggyu Sul Department of Economics, University of Texas-Dallas, Dallas, Texas (USA)	63.11
59	Ole E. Barndorff-Nielsen Center for Research in Econometric Analysis of Time Series (CREATES), Institut for Økonomi, Aarhus Universitet, Aarhus, Denmark	63.17
60	Timothy Vogelsang Economics Department, Michigan State University, East Lansing, Michigan (USA)	63.75
61	Jean-Michel Zakoian Centre de Recherche en Économie et Statistique (CREST), France	63.95
62	Marcus J. Chambers Economics Department, University of Essex, Colchester, United Kingdom	64.65
63	Cheng Hsiao Department of Economics, University of Southern California, Los Angeles, California (USA)	65
64	Michael McCracken Research Division, Federal Reserve Bank of St. Louis, St. Louis, Missouri (USA)	67.02
65	Christopher F Baum Department of Economics, Boston College, Chestnut Hill, Massachusetts (USA)	67.18
66	A. Ronald Gallant Department of Economics, Pennsylvania State University, State College, Pennsylvania (USA)	70.2
67	Eric Ghysels Department of Economics, University of North Carolina-Chapel-Hill, Chapel Hill, North Carolina (USA)	70.78
68	Kenneth Frank Wallis Department of Economics, University of Warwick, Coventry, United Kingdom	71.63
69	Andrew Patton Department of Economics, Duke University, Durham, North Carolina (USA)	74.78
70	Robert De Jong Department of Economics, Ohio State University, Columbus, Ohio (USA)	74.85
71	Atsushi Inoue Department of Economics, Vanderbilt University, Nashville, Tennessee (USA)	75.05
72	Giuseppe Cavaliere Dipartimento di Scienze Statistiche "Paolo Fortunati", Alma Mater Studiorum - Università di Bologna, Bologna, Italy	75.37
73	Roberto S. Mariano Department of Economics, University of Pennsylvania, Philadelphia, Pennsylvania (USA) School of Economics, Singapore Management University, Singapore, Singapore	75.63
74	Martin Eichenbaum Department of Economics, Northwestern University, Evanston, Illinois (USA)	76.49
75	Stephen Roy Bond Institute for Fiscal Studies (IFS), London, United Kingdom	76.92
76	Jean-Pierre Urbain †	76.98
77	James MacKinnon Economics Department, Queen's University, Kingston, Canada	79.6
78	Frank Kleibergen Amsterdam School of Economics, Faculteit Economie en Bedrijfskunde, Universiteit van Amsterdam, Amsterdam, Netherlands	80.15
79	Neil R. Ericsson Federal Reserve Board (Board of Governors of the Federal Reserve System), Washington, District of Columbia (USA)	80.42
80	Domenico Giannone Research and Statistics Group, Federal Reserve Bank of New York, New York City, New York (USA)	81.06
81	Badi H. Baltagi Department of Economics, Maxwell School, Syracuse University, Syracuse, New York (USA)	81.92
82	Marco Lippi Istituto Einaudi per l'Economia e la Finanza (EIEF), Roma, Italy	82
83	Chihwa Kao Department of Economics, University of Connecticut, Storrs, Connecticut (USA)	83.66
84	In Choi College of Economics, Sogang University, Seoul, South Korea	83.67
85	Oliver Bruce Linton Faculty of Economics, University of Cambridge, Cambridge, United Kingdom	83.77
86	Christian S. Gourieroux Department of Economics, University of Toronto, Toronto, Canada	84.5
87	Hyungsik Roger Moon Department of Economics, University of Southern California, Los Angeles, California (USA)	84.94
88	Anindya Banerjee Department of Economics, University of Birmingham, Birmingham, United Kingdom	85.15
89	Michael Peter Clements ICMA Centre for Financial Markets, Henley Business School, University of Reading, Reading, United Kingdom	85.64
90	Luis Alberiko Gil-Alana Facultad de Ciencias Económicas y Empresariales, Universidad de Navarra, Pamplona, Spain Navarra Center for International Development, Universidad de Navarra, Pamplona, Spain	86.26
91	Philip Hans Franses Econometrisch Instituut, Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam, Rotterdam, Netherlands	87.33
92	Siem Jan Koopman Afdeling Econometrie, Faculteit der Economische Wetenschappen en Bedrijfskunde, Vrije Universiteit, Amsterdam, Netherlands Tinbergen Instituut, Amsterdam, Netherlands	89.1
93	Asger Lunde Center for Research in Econometric Analysis of Time Series (CREATES), Institut for Økonomi, Aarhus Universitet, Aarhus, Denmark	90.38
94	Frank Schorfheide Department of Economics, University of Pennsylvania, Philadelphia, Pennsylvania (USA)	90.47
95	Norman Rasmus Swanson Department of Economics, Rutgers University-New Brunswick, New Brunswick, New Jersey (USA)	90.59
96	Werner Ploberger Department of Economics, Washington University in St. Louis, St. Louis, Missouri (USA)	94.49
97	Christian Francq Centre de Recherche en Économie et Statistique (CREST), France	95.74
98	Markku Lanne Politiikan ja Talouden Tutkimuksen Laitos, Valtiotieteellinen tiedekunta, Helsingin Yliopisto, Helsinki, Finland	95.8
99	Mario Forni Dipartimento di Economia "Marco Biagi", Università degli Studi di Modena e Reggio Emilia, Modena, Italy	96.52
100	James Durbin †	96.64
101	Aman Ullah Department of Economics, University of California-Riverside, Riverside, California (USA)	98.38
102	Esther Ruiz Departamento de Estadistica, Universidad Carlos III de Madrid, Madrid, Spain	99.57
103	Herman K. van Dijk Tinbergen Instituut, Amsterdam, Netherlands	100.1
104	Dick van Dijk Erasmus Research Institute of Management (ERIM), Erasmus Universiteit Rotterdam, Rotterdam, Netherlands	101.44
105	Jörg Breitung Institut für Ökonometrie und OR, Rheinische Friedrich-Wilhelms-Universität Bonn, Bonn, Germany	101.74
106	John M. Maheu DeGroote School of Business, McMaster University, Hamilton, Canada	102.02
107	Zacharias Psaradakis Department of Economics, Mathematics and Statistics, Birkbeck College, London, United Kingdom	104.69
108	Marc Hallin European Centre for Advanced Research in Economics and Statistics (ECARES), Solvay Brussels School of Economics and Management, Université Libre de Bruxelles, Bruxelles, Belgium	104.88
109	Lajos Horvath	106.55
110	Enrique Sentana Centro de Estudios Monetarios y Financieros (CEMFI), Madrid, Spain	107.56
111	Jonathan H. Wright Department of Economics, Johns Hopkins University, Baltimore, Maryland (USA)	108.37
112	Jiti Gao Department of Econometrics and Business Statistics, Monash Business School, Monash University, Melbourne, Australia	109.68

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:

Citations from CitEc project by José Manuel Barrueco Cruz, University of Valencia, Spain. Hardware provided by Instituto Valenciano de Investigaciones Económicas (IVIE), Valencia, Spain.
Abstract views and downloads statistics from LogEc project by Sune Karlsson, Örebro University, Sweden.
Author registration by Ivan Kumanov, Minsk, Belarus.
Institutions database and ranking computations by Christian Zimmermann, Federal Reserve Bank of St. Louis.
RePEc has been initiated by Thomas Krichel.

We do our best, but we cannot exclude errors.

Browse Econ Literature

More features

Top 10% Institutions and Economists in the Field of Econometric Time Series, as of October 2016

What this page is about

The rankings

Top 10% institutions in the field of Econometric Time Series

Top 10% authors in the field of Econometric Time Series

More services and features

MyIDEAS

Author registration

Rankings

RePEc Genealogy

RePEc Biblio

MPRA

New papers by email

EconAcademics

Plagiarism

About RePEc

RePEc home

Blog

Help/FAQ

RePEc team

Participating archives

Privacy statement

Help us

Corrections

Volunteers

Get papers listed

Open a RePEc archive

Get RePEc data