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Top 10% Institutions and Economists in the Field of Econometric Time Series, as of March 2017

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 7379 institutions with 49761 registered authors evaluated for all the rankings.

The rankings

Ranking of institutions
Ranking of authors
Details

For Econometric Time Series, these are 1146 authors affiliated with 1315 institutions.
All authors classified in this field.

Top 10% institutions in the field of Econometric Time Series

RankInstitutionScoreAuthorsAuthor shares
1Institut for Økonomi, Aarhus Universitet

Aarhus, Denmark

1.8312316.48
2Stern School of Business, New York University (NYU)

New York City, New York (USA)

2.95572.67
---Center for Research in Econometric Analysis of Time Series (CREATES), Institut for Økonomi, Aarhus Universitet

Aarhus, Denmark

3.085714.5
3Department of Economics, Princeton University

Princeton, New Jersey (USA)

3.42481.41
4Department of Economics, Duke University

Durham, North Carolina (USA)

6.09461.73
5Singapore Management University

Singapore, Singapore

7.5395.65
6Department of Economics, School of Arts and Sciences, Columbia University

New York City, New York (USA)

7.73522.48
---School of Economics, Singapore Management University

Singapore, Singapore

8.95325.65
7Department of Economics, Boston University

Boston, Massachusetts (USA)

9.21551.85
8Department of Economics, University of Southern California

Los Angeles, California (USA)

10.38421.2
9Monash Business School, Monash University

Melbourne, Australia

10.531389.79
10Department of Economics, Harvard University

Cambridge, Massachusetts (USA)

10.55701.05
---Department of Econometrics and Business Statistics, Monash Business School, Monash University

Melbourne, Australia

12.35319.74
11Department of Economics, University of California-San Diego (UCSD)

La Jolla, California (USA)

13.67442.09
12Department of Economics, University of Pennsylvania

Philadelphia, Pennsylvania (USA)

16.61381.15
---Volatility Institute, Stern School of Business, New York University (NYU)

New York City, New York (USA)

17.2230.46
13Cowles Foundation for Research in Economics, Yale University

New Haven, Connecticut (USA)

17.77190.38
14Department of Economics, University of Washington

Seattle, Washington (USA)

18.5191.61
15Økonomisk Institut, Københavns Universitet

København, Denmark

19.95684.03
---Finance Department, Stern School of Business, New York University (NYU)

New York City, New York (USA)

20.59170.83
16European Central Bank

Frankfurt am Main, Germany

20.781857.08
17Faculty of Economics, University of Cambridge

Cambridge, United Kingdom

21.38721.89
18Economics Division, University of Southampton

Southampton, United Kingdom

21.82352.31
19Department of Economics and Related Studies, University of York

York, United Kingdom

21.85843.5
20Economics Department, University of Wisconsin-Madison

Madison, Wisconsin (USA)

21.87360.65
21Department of Economics, Oxford University

Oxford, United Kingdom

21.961713.58
22Essex Business School, University of Essex

Colchester, United Kingdom

22.59242.49
23Business School, University of Auckland

Auckland, New Zealand

30.14230.35
24Department of Economics, University of Chicago

Chicago, Illinois (USA)

30.75550.37
---Department of Economics, Business School, University of Auckland

Auckland, New Zealand

32.1180.28
25Economics Department, Michigan State University

East Lansing, Michigan (USA)

34.57501.2
26Brookings Institution

Washington, District of Columbia (USA)

37.3300.2
27Federal Reserve Board (Board of Governors of the Federal Reserve System)

Washington, District of Columbia (USA)

37.431653.97
28Tinbergen Instituut

Amsterdam, Netherlands

37.681372.77
29Federal Reserve Bank of New York

New York City, New York (USA)

38.25822.19
---Economic Studies, Brookings Institution

Washington, District of Columbia (USA)

38.62120.2
30Economics Department, Queen's University

Kingston, Canada

39.02561.59
31Department of Agricultural and Resource Economics, University of Maryland

College Park, Maryland (USA)

40.89271
32Department of Economics, Northwestern University

Evanston, Illinois (USA)

41.09370.36
33Department of Economics, New York University (NYU)

New York City, New York (USA)

41.54540.62
34Centre de Recherche en Économie et Statistique (CREST)

France

41.92932.78
35Department of Economics, Indiana University

Bloomington, Indiana (USA)

42.14301.33
36Department of Economics, Boston College

Chestnut Hill, Massachusetts (USA)

43.01561.75
37Department of Economics, University of North Carolina-Chapel-Hill

Chapel Hill, North Carolina (USA)

43.22191.17
38Faculteit Economie en Bedrijfskunde, Universiteit van Amsterdam

Amsterdam, Netherlands

45.26843.77
39Federal Reserve Bank of Cleveland

Cleveland, Ohio (USA)

46.46472.8
40Departamento de Economía, Universidad Carlos III de Madrid

Madrid, Spain

46.88582.58
41Centro de Estudios Monetarios y Financieros (CEMFI)

Madrid, Spain

48.66220.85
42Federal Reserve Bank of St. Louis

St. Louis, Missouri (USA)

48.89611.35
---Research Division, Federal Reserve Bank of St. Louis

St. Louis, Missouri (USA)

50.28511.33
43Faculteit der Economische Wetenschappen en Bedrijfskunde, Vrije Universiteit

Amsterdam, Netherlands

51.91974.22
---Economic Research, Federal Reserve Bank of Cleveland

Cleveland, Ohio (USA)

52.03371.65
44Barcelona Graduate School of Economics (Barcelona GSE)

Barcelona, Spain

52.711574.16
45Economics Department, University of Michigan

Ann Arbor, Michigan (USA)

53.4650.47
46Economics Department, University of Strathclyde

Glasgow, United Kingdom

57.31321.63
---Department of Finance, Kellogg Graduate School of Management, Northwestern University

Evanston, Illinois (USA)

57.99180.4
47Kellogg Graduate School of Management, Northwestern University

Evanston, Illinois (USA)

57.99430.4
48Economics Department, Yale University

New Haven, Connecticut (USA)

58.75490.48
49School of Economics and Finance, Queen Mary University of London

London, United Kingdom

59.12412.41
---Bendheim Center for Finance, Department of Economics, Princeton University

Princeton, New Jersey (USA)

59.5450.58
50Department of Economics, University of California-Berkeley

Berkeley, California (USA)

60.65520.66
---Amsterdam School of Economics, Faculteit Economie en Bedrijfskunde, Universiteit van Amsterdam

Amsterdam, Netherlands

61.89242.57
---Research and Statistics Group, Federal Reserve Bank of New York

New York City, New York (USA)

63.17621.16
51Department of Economics, Mathematics and Statistics, Birkbeck College

London, United Kingdom

66.25231.97
52Department of Economics, University College London (UCL)

London, United Kingdom

69.49761.3
53Federal Reserve Bank of Atlanta

Atlanta, Georgia (USA)

71.6281.61
54Business School, University of Technology Sydney

Sydney, Australia

72.71832.13
55Warwick Business School, University of Warwick

Coventry, United Kingdom

74.79272.62
---Afdeling Econometrie, Faculteit der Economische Wetenschappen en Bedrijfskunde, Vrije Universiteit

Amsterdam, Netherlands

75.04143.26
56Department of Economics, University of California-Riverside

Riverside, California (USA)

75.43261.38
57London Business School (LBS)

London, United Kingdom

77.66320.33
---Department of Economics, London Business School (LBS)

London, United Kingdom

77.66120.33
58Hoover Institution on War Revolution & Peace, Stanford University

Stanford, California (USA)

78.02100.11
59Dipartimento di Statistica, Informatica, Applicazioni "G. Parenti", Università degli Studi di Firenze

Firenze, Italy

78.76162.69
60National Bureau of Economic Research (NBER)

Cambridge, Massachusetts (USA)

79.894910.22
61Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam

Rotterdam, Netherlands

81.061093.35
62Handelshögskolan, Örebro Universitet

Örebro, Sweden

82.14130.97
63Department of Economics, Ohio State University

Columbus, Ohio (USA)

82.17381.9
64Department of Economics, University of Warwick

Coventry, United Kingdom

82.37701.25
65Dipartimento di Scienze Statistiche "Paolo Fortunati", Alma Mater Studiorum - Università di Bologna

Bologna, Italy

83.17233.89
66Crawford School of Public Policy, Australian National University

Canberra, Australia

83.681540.85
---Economics Discipline Group, Business School, University of Technology Sydney

Sydney, Australia

84.36311.67
67Economics Department, Massachusetts Institute of Technology (MIT)

Cambridge, Massachusetts (USA)

85.88460.13
68Bank of Canada

Ottawa, Canada

87.041182.98
69Federal Reserve Bank of Chicago

Chicago, Illinois (USA)

87.48630.81
70Department of Economics, McGill University

Montréal, Canada

88.04340.71
71DIW Berlin (Deutsches Institut für Wirtschaftsforschung)

Berlin, Germany

88.751500.47
72Department of Economics, Korea University

Seoul, South Korea

89.34251.26
---Centre for Applied Macroeconomic Analysis (CAMA), Crawford School of Public Policy, Australian National University

Canberra, Australia

89.63660.83
---Econometrisch Instituut, Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam

Rotterdam, Netherlands

91.65232.68
73SKEMA Business School

Lille, France

92.01110.7
74Facoltà di Economia, Università degli Studi di Roma "Tor Vergata"

Roma, Italy

92.38993.25
75Anderson Graduate School of Management, University of California-Los Angeles (UCLA)

Los Angeles, California (USA)

94.16350.5
---Dipartimento di Economia e Finanza, Facoltà di Economia, Università degli Studi di Roma "Tor Vergata"

Roma, Italy

96.04603.22
76International Monetary Fund (IMF)

Washington, District of Columbia (USA)

97.483903.45
77Department of Economics, University of Texas-Dallas

Dallas, Texas (USA)

97.81110.87
78Departamento de Estadistica, Universidad Carlos III de Madrid

Madrid, Spain

101.0973.98
79Department of Economics, Pennsylvania State University

State College, Pennsylvania (USA)

101.75260.38
80Department of Economics, Emory University

Atlanta, Georgia (USA)

102.95191.02
81School of Business and Economics, Maastricht University

Maastricht, Netherlands

103.25962.88
---Departament d'Economia i Empresa, Universitat Pompeu Fabra, Barcelona Graduate School of Economics (Barcelona GSE)

Barcelona, Spain

103.43873.06
---Nationalekonomiska Institutionen, Ekonomihögskolan, Lunds Universitet

Lund, Sweden

104.1651.16
82Ekonomihögskolan, Lunds Universitet

Lund, Sweden

104.1931.16
83Toulouse School of Economics (TSE)

Toulouse, France

106.811661.12
84Department of Economics, University of Birmingham

Birmingham, United Kingdom

107.07351.63
85School of Economics, University of Nottingham

Nottingham, United Kingdom

109.46901.44
86College of Economics, Sogang University

Seoul, South Korea

111220.94
87Department of Economics, Johns Hopkins University

Baltimore, Maryland (USA)

111.41200.59
88William E. Simon Graduate School of Business Administration, University of Rochester

Rochester, New York (USA)

112.95120.23
89Department of Economics, University of Connecticut

Storrs, Connecticut (USA)

113.07421.51
90Politiikan ja Talouden Tutkimuksen Laitos, Valtiotieteellinen tiedekunta, Helsingin Yliopisto

Helsinki, Finland

113.09232.19
91Department of Economics, Vanderbilt University

Nashville, Tennessee (USA)

113.48390.53
92Economics Department, University of Essex

Colchester, United Kingdom

113.95462.09
---Economic Research Department, Federal Reserve Bank of Atlanta

Atlanta, Georgia (USA)

114.93251.37
93London School of Economics (LSE)

London, United Kingdom

115.662991.77
94Fakultät für Wirtschaftswissenschaften, Universität Wien

Wien, Austria

117.24591.77
95Istituto Einaudi per l'Economia e la Finanza (EIEF)

Roma, Italy

118230.52
96Athens University of Economics and Business (AUEB)

Athens, Greece

119.5752.72
---European Centre for Advanced Research in Economics and Statistics (ECARES), Solvay Brussels School of Economics and Management, Université Libre de Bruxelles

Bruxelles, Belgium

120.63712.72
97Solvay Brussels School of Economics and Management, Université Libre de Bruxelles

Bruxelles, Belgium

120.631692.72
98Department of Economics, Rutgers University-New Brunswick

New Brunswick, New Jersey (USA)

120.73341.56
99Department of Economics, George Washington University

Washington, District of Columbia (USA)

120.8672.65
100Department of Economics, Washington University in St. Louis

St. Louis, Missouri (USA)

122.39250.62
101School of Economics, Faculty of Arts and Social Sciences, University of Sydney

Sydney, Australia

122.63581.15
102Department of Economics, University of Houston

Houston, Texas (USA)

122.96210.91
103Rotman School of Management, University of Toronto

Toronto, Canada

123.02400.74
---Finance, Rotman School of Management, University of Toronto

Toronto, Canada

123.0280.74
104Department of Economics and Finance, Brunel University

Uxbridge, United Kingdom

123.44181.87
105Department of Quantitative Finance, National Tsing Hua University

Hsin-Chu, Taiwan

123.83120.58
106Department of Economics, University of Toronto

Toronto, Canada

124.29631.05
---Groupement de Recherche en Économie Quantitative d'Aix-Marseille (GREQAM), Aix-Marseille School of Economics (AMSE)

Marseille, France

125.52962.9
107Aix-Marseille School of Economics (AMSE)

Aix-en-Provence/Marseille, France

125.521122.9
108Sveriges Riksbank

Stockholm, Sweden

125.83401.72
109Fachbereich Wirtschaftswissenschaft, Freie Universität Berlin

Berlin, Germany

125.97370.41
---Abteilung Volkswirtschaftslehre, Fachbereich Wirtschaftswissenschaft, Freie Universität Berlin

Berlin, Germany

125.97160.41
110Dipartimento di Economia "Marco Biagi", Università degli Studi di Modena e Reggio Emilia

Modena, Italy

130.51440.49
111Rady School of Management, University of California-San Diego (UCSD)

La Jolla, California (USA)

131.07100.29
---Department of Statistics and Operations Research, Fakultät für Wirtschaftswissenschaften, Universität Wien

Wien, Austria

136.1761.49
112Deutsche Bundesbank

Frankfurt, Germany

136.51992.76
---Vakgroep Kwantitatieve Economie, School of Business and Economics, Maastricht University

Maastricht, Netherlands

137.5161.88
113Economics Department, Georgetown University

Washington, District of Columbia (USA)

138.15420.44
114Management School, Lancaster University

Lancaster, United Kingdom

139.01561.75
115Erasmus Research Institute of Management (ERIM), Erasmus Universiteit Rotterdam

Rotterdam, Netherlands

140.92300.58
116Department of Economics, Maxwell School, Syracuse University

Syracuse, New York (USA)

140.95180.44
117Smeal College of Business Administration, Pennsylvania State University

State College, Pennsylvania (USA)

142.9100.83
118Bank of England

London, United Kingdom

144.371784.87
119Economics Department, Brown University

Providence, Rhode Island (USA)

144.76600.97
120Henley Business School, University of Reading

Reading, United Kingdom

145.22300.34
---ICMA Centre for Financial Markets, Henley Business School, University of Reading

Reading, United Kingdom

145.22120.34
121Dipartimento di Economia, Università Ca' Foscari Venezia

Venezia, Italy

148.56701.57
122School of Economics, Finance and Management, University of Bristol

Bristol, United Kingdom

149.31550.58
123Cass Business School, City University

London, United Kingdom

149.64390.7
124Innocenzo Gasparini Institute for Economic Research (IGIER), Università Commerciale Luigi Bocconi

Milano, Italy

152.29400.26
125DeGroote School of Business, McMaster University

Hamilton, Canada

152.6882.2
126Management School, University of Liverpool

Liverpool, United Kingdom

154.4261.78
127Business School, Deakin University

Melbourne, Australia

154.91571.99
128Dipartimento di Economia "Ettore Bocconi", Università Commerciale Luigi Bocconi

Milano, Italy

158.19290.29
129Institut für Ökonometrie und OR, Rheinische Friedrich-Wilhelms-Universität Bonn

Bonn, Germany

158.4410.5
130Joint Research Centre, European Commission

Ispra, Italy

160.83711.86
131Helsinki Center for Economic Research (HECER)

Helsinki, Finland

162.41201.01

Top 10% authors in the field of Econometric Time Series

Ranking of institutions
Ranking of authors
Details

RankAuthorScore
1Peter C. B. Phillips

Cowles Foundation for Research in Economics, Yale University, New Haven, Connecticut (USA)
School of Economics, Singapore Management University, Singapore, Singapore

1.6
2Robert F. Engle III

Volatility Institute, Stern School of Business, New York University (NYU), New York City, New York (USA)

2.55
3Clive W. J. Granger †

4.55
4Pierre Perron

Department of Economics, Boston University, Boston, Massachusetts (USA)

4.76
5Tim Bollerslev

Department of Economics, Duke University, Durham, North Carolina (USA)

5.86
6Mark W. Watson

Department of Economics, Princeton University, Princeton, New Jersey (USA)

8.22
7Jushan Bai

Department of Economics, School of Arts and Sciences, Columbia University, New York City, New York (USA)

8.69
8M Hashem Pesaran

Department of Economics, University of Southern California, Los Angeles, California (USA)

8.77
9Marc Nerlove

Department of Agricultural and Resource Economics, University of Maryland, College Park, Maryland (USA)

11.53
10Charles R. Nelson

Department of Economics, University of Washington, Seattle, Washington (USA)

13.34
11James H. Stock

Department of Economics, Harvard University, Cambridge, Massachusetts (USA)

14.04
12Robert Taylor

Essex Business School, University of Essex, Colchester, United Kingdom

14.98
13Soren Johansen

Økonomisk Institut, Københavns Universitet, København, Denmark

15.8
14Thomas J. Sargent

Department of Economics, New York University (NYU), New York City, New York (USA)

16.47
15Francis X. Diebold

Department of Economics, University of Pennsylvania, Philadelphia, Pennsylvania (USA)

17.14
16Timo Teräsvirta

Center for Research in Econometric Analysis of Time Series (CREATES), Institut for Økonomi, Aarhus Universitet, Aarhus, Denmark

17.46
17Helmut Lütkepohl

DIW Berlin (Deutsches Institut für Wirtschaftsforschung), Berlin, Germany

18.31
18Donald W. K. Andrews

Economics Department, Yale University, New Haven, Connecticut (USA)
Cowles Foundation for Research in Economics, Yale University, New Haven, Connecticut (USA)

19
19Yongcheol Shin

Department of Economics and Related Studies, University of York, York, United Kingdom

19.08
20Christopher Sims

Department of Economics, Princeton University, Princeton, New Jersey (USA)

19.83
21Serena Ng

Department of Economics, School of Arts and Sciences, Columbia University, New York City, New York (USA)

20.24
22Pentti Saikkonen

Helsinki Center for Economic Research (HECER), Helsinki, Finland

21.13
23David F. Hendry

Department of Economics, Oxford University, Oxford, United Kingdom

21.28
24Lars Peter Hansen

Department of Economics, University of Chicago, Chicago, Illinois (USA)

21.7
25George Tauchen

Department of Economics, Duke University, Durham, North Carolina (USA)

22.09
26Graham Elliott

Department of Economics, University of California-San Diego (UCSD), La Jolla, California (USA)

22.46
27Andrew C. Harvey

Faculty of Economics, University of Cambridge, Cambridge, United Kingdom

25.13
28Joon Y. Park

Department of Economics, Indiana University, Bloomington, Indiana (USA)

25.41
29Kenneth D. West

Economics Department, University of Wisconsin-Madison, Madison, Wisconsin (USA)

26.24
30Torben G. Andersen

Department of Finance, Kellogg Graduate School of Management, Northwestern University, Evanston, Illinois (USA)

26.87
31Halbert White †

27.29
32Allan Timmermann

Department of Economics, University of California-San Diego (UCSD), La Jolla, California (USA)

31.84
33Neil Shephard

Department of Economics, Harvard University, Cambridge, Massachusetts (USA)

32.86
34Gary Koop

Economics Department, University of Strathclyde, Glasgow, United Kingdom

33.56
35Adrian Rodney Pagan

School of Economics, Faculty of Arts and Social Sciences, University of Sydney, Sydney, Australia
Centre for Applied Macroeconomic Analysis (CAMA), Crawford School of Public Policy, Australian National University, Canberra, Australia

33.65
36Siem Jan Koopman

Afdeling Econometrie, Faculteit der Economische Wetenschappen en Bedrijfskunde, Vrije Universiteit, Amsterdam, Netherlands
Tinbergen Instituut, Amsterdam, Netherlands

35.62
37Todd Clark

Economic Research, Federal Reserve Bank of Cleveland, Cleveland, Ohio (USA)

36.49
38Bruce E. Hansen

Economics Department, University of Wisconsin-Madison, Madison, Wisconsin (USA)

39.82
39Lawrence J. Christiano

Department of Economics, Northwestern University, Evanston, Illinois (USA)

40.71
40James Hamilton

Department of Economics, University of California-San Diego (UCSD), La Jolla, California (USA)

41.76
41Yacine Ait-Sahalia

Bendheim Center for Finance, Department of Economics, Princeton University, Princeton, New Jersey (USA)

42.97
42Lutz Kilian

Economics Department, University of Michigan, Ann Arbor, Michigan (USA)

43.81
43Yakov Amihud

Finance Department, Stern School of Business, New York University (NYU), New York City, New York (USA)

43.86
44Chang-Jin Kim

Department of Economics, Korea University, Seoul, South Korea
Department of Economics, University of Washington, Seattle, Washington (USA)

44.78
45Luc Bauwens

SKEMA Business School, Lille, France

48.97
46Lucrezia Reichlin

Department of Economics, London Business School (LBS), London, United Kingdom

49.16
47Richard T. Baillie

Economics Department, Michigan State University, East Lansing, Michigan (USA)
School of Economics and Finance, Queen Mary University of London, London, United Kingdom

49.61
48Hal Ronald Varian

Department of Economics, University of California-Berkeley, Berkeley, California (USA)

52.32
49Morten Ørregaard Nielsen

Economics Department, Queen's University, Kingston, Canada

52.56
50Massimiliano 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

52.95
51Jun Yu

School of Economics, Singapore Management University, Singapore, Singapore

54.63
52Peter Reinhard Hansen

Department of Economics, University of North Carolina-Chapel-Hill, Chapel Hill, North Carolina (USA)

55.54
53Andrew Patton

Department of Economics, Duke University, Durham, North Carolina (USA)

58.13
54Michael McAleer

Department of Quantitative Finance, National Tsing Hua University, Hsin-Chu, Taiwan

58.4
55Zhijie Xiao

Department of Economics, Boston College, Chestnut Hill, Massachusetts (USA)

58.58
56Joakim Westerlund

Nationalekonomiska Institutionen, Ekonomihögskolan, Lunds Universitet, Lund, Sweden

59.28
57Sune Karlsson

Handelshögskolan, Örebro Universitet, Örebro, Sweden

60.94
58Ole E. Barndorff-Nielsen

Center for Research in Econometric Analysis of Time Series (CREATES), Institut for Økonomi, Aarhus Universitet, Aarhus, Denmark

62.49
59Donggyu Sul

Department of Economics, University of Texas-Dallas, Dallas, Texas (USA)

63.76
60Timothy Vogelsang

Economics Department, Michigan State University, East Lansing, Michigan (USA)

64.1
61Jean-Michel Zakoian

Centre de Recherche en Économie et Statistique (CREST), France

65.26
62Christopher F Baum

Department of Economics, Boston College, Chestnut Hill, Massachusetts (USA)

66.66
63Marcus J. Chambers

Economics Department, University of Essex, Colchester, United Kingdom

66.95
64Cheng Hsiao

Department of Economics, University of Southern California, Los Angeles, California (USA)

67.57
65Michael McCracken

Research Division, Federal Reserve Bank of St. Louis, St. Louis, Missouri (USA)

67.75
66Jean-Marie Dufour

Department of Economics, McGill University, Montréal, Canada

69.25
67A. Ronald Gallant

Department of Economics, Pennsylvania State University, State College, Pennsylvania (USA)

70.54
68Kenneth Frank Wallis

Department of Economics, University of Warwick, Coventry, United Kingdom

70.97
69Eric Ghysels

Department of Economics, University of North Carolina-Chapel-Hill, Chapel Hill, North Carolina (USA)

72.31
70Giuseppe Cavaliere

Dipartimento di Scienze Statistiche "Paolo Fortunati", Alma Mater Studiorum - Università di Bologna, Bologna, Italy

73.02
71Roberto S. Mariano

Department of Economics, University of Pennsylvania, Philadelphia, Pennsylvania (USA)
School of Economics, Singapore Management University, Singapore, Singapore

75.1
72Atsushi Inoue

Department of Economics, Vanderbilt University, Nashville, Tennessee (USA)

76
73Stephen Roy Bond

Institute for Fiscal Studies (IFS), London, United Kingdom

76.35
74Jean-Pierre Urbain †

76.76
75Frank Kleibergen

Amsterdam School of Economics, Faculteit Economie en Bedrijfskunde, Universiteit van Amsterdam, Amsterdam, Netherlands

77.88
76Martin Eichenbaum

Department of Economics, Northwestern University, Evanston, Illinois (USA)

78.93
77James MacKinnon

Economics Department, Queen's University, Kingston, Canada

79.3
78Badi H. Baltagi

Department of Economics, Maxwell School, Syracuse University, Syracuse, New York (USA)

80.79
79Marco Lippi

Istituto Einaudi per l'Economia e la Finanza (EIEF), Roma, Italy

81.3
80Robert De Jong

Department of Economics, Ohio State University, Columbus, Ohio (USA)

82.07
81In Choi

College of Economics, Sogang University, Seoul, South Korea

82.67
82Oliver Bruce Linton

Faculty of Economics, University of Cambridge, Cambridge, United Kingdom

82.75
83Christian S. Gourieroux

Department of Economics, University of Toronto, Toronto, Canada

83.31
84Hyungsik Roger Moon

Department of Economics, University of Southern California, Los Angeles, California (USA)

83.97
85Domenico Giannone

Research and Statistics Group, Federal Reserve Bank of New York, New York City, New York (USA)

85.37
86Chihwa Kao

Department of Economics, University of Connecticut, Storrs, Connecticut (USA)

86.33
87Anindya Banerjee

Department of Economics, University of Birmingham, Birmingham, United Kingdom

87.47
88Philip Hans Franses

Econometrisch Instituut, Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam, Rotterdam, Netherlands

88.28
89Neil R. Ericsson

Federal Reserve Board (Board of Governors of the Federal Reserve System), Washington, District of Columbia (USA)

88.46
90Frank Schorfheide

Department of Economics, University of Pennsylvania, Philadelphia, Pennsylvania (USA)

89.13
91Christian Francq

Centre de Recherche en Économie et Statistique (CREST), France

90.11
92Asger Lunde

Center for Research in Econometric Analysis of Time Series (CREATES), Institut for Økonomi, Aarhus Universitet, Aarhus, Denmark

90.64
93Norman Rasmus Swanson

Department of Economics, Rutgers University-New Brunswick, New Brunswick, New Jersey (USA)

90.82
94Markku Lanne

Politiikan ja Talouden Tutkimuksen Laitos, Valtiotieteellinen tiedekunta, Helsingin Yliopisto, Helsinki, Finland

92.37
95Werner Ploberger

Department of Economics, Washington University in St. Louis, St. Louis, Missouri (USA)

92.58
96Mario Forni

Dipartimento di Economia "Marco Biagi", Università degli Studi di Modena e Reggio Emilia, Modena, Italy

95.48
97Michael Peter Clements

ICMA Centre for Financial Markets, Henley Business School, University of Reading, Reading, United Kingdom

95.83
98Luis Alberiko Gil-Alana

Facultad de Ciencias Económicas y Empresariales, Universidad de Navarra, Pamplona, Spain
Navarra Center for International Development, Universidad de Navarra, Pamplona, Spain

96.8
99Herman K. van Dijk

Tinbergen Instituut, Amsterdam, Netherlands

98.07
100James Durbin †

98.81
101Aman Ullah

Department of Economics, University of California-Riverside, Riverside, California (USA)

99.6
102Dick van Dijk

Erasmus Research Institute of Management (ERIM), Erasmus Universiteit Rotterdam, Rotterdam, Netherlands

99.89
103Lajos Horvath

100.79
104Jörg Breitung

Institut für Ökonometrie und OR, Rheinische Friedrich-Wilhelms-Universität Bonn, Bonn, Germany

101.07
105Zacharias Psaradakis

Department of Economics, Mathematics and Statistics, Birkbeck College, London, United Kingdom

101.21
106John M. Maheu

DeGroote School of Business, McMaster University, Hamilton, Canada

102.68
107Esther Ruiz

Departamento de Estadistica, Universidad Carlos III de Madrid, Madrid, Spain

103.48
108Marc Hallin

European Centre for Advanced Research in Economics and Statistics (ECARES), Solvay Brussels School of Economics and Management, Université Libre de Bruxelles, Bruxelles, Belgium

103.77
109Jonathan H. Wright

Department of Economics, Johns Hopkins University, Baltimore, Maryland (USA)

104.46
110Jiti Gao

Department of Econometrics and Business Statistics, Monash Business School, Monash University, Melbourne, Australia

107.77
111Enrique Sentana

Centro de Estudios Monetarios y Financieros (CEMFI), Madrid, Spain

108.12
112Yixiao Sun

Department of Economics, University of California-San Diego (UCSD), La Jolla, California (USA)

110.4
113Juan F Rubio-Ramirez

Department of Economics, Emory University, Atlanta, Georgia (USA)

111.27
114Fabio Canova

Department of Economics, European University Institute, Firenze, Italy

115.57

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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