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

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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 7545 institutions with 51591 registered authors evaluated for all the rankings.

The rankings

Ranking of institutions
Ranking of authors
Details

For Econometric Time Series, these are 734 authors affiliated with 1333 institutions.
All authors classified in this field.

Top 10% institutions in the field of Econometric Time Series

Rank	Institution	Score	Authors	Author shares
1	Stern School of Business, New York University (NYU) New York City, New York (USA)	2.75	58	2.66
2	Institut for Økonomi, Aarhus Universitet Aarhus, Denmark	2.87	116	15.13
3	Department of Economics, Princeton University Princeton, New Jersey (USA)	3.09	50	1.4
---	Center for Research in Econometric Analysis of Time Series (CREATES), Institut for Økonomi, Aarhus Universitet Aarhus, Denmark	4.39	55	13.52
4	Department of Economics, Duke University Durham, North Carolina (USA)	5.81	43	1.72
5	Department of Economics, School of Arts and Sciences, Columbia University New York City, New York (USA)	6.87	53	2.89
6	Singapore Management University Singapore, Singapore	6.89	40	5.61
---	School of Economics, Singapore Management University Singapore, Singapore	8.56	32	5.6
7	Department of Economics, Boston University Boston, Massachusetts (USA)	9.23	57	1.82
8	Department of Economics, Harvard University Cambridge, Massachusetts (USA)	10.17	74	1.04
9	Monash Business School, Monash University Melbourne, Australia	10.93	152	10.82
10	Department of Economics, University of Southern California Los Angeles, California (USA)	10.99	47	1.15
---	Department of Econometrics and Business Statistics, Monash Business School, Monash University Melbourne, Australia	12.82	30	10.78
11	Department of Economics, University of California-San Diego (UCSD) La Jolla, California (USA)	14.56	50	1.96
12	Department of Economics, University of Pennsylvania Philadelphia, Pennsylvania (USA)	16.76	36	1.15
---	Volatility Institute, Stern School of Business, New York University (NYU) New York City, New York (USA)	16.81	3	0.45
13	Cowles Foundation for Research in Economics, Yale University New Haven, Connecticut (USA)	18.03	22	0.37
14	Department of Economics, University of Washington Seattle, Washington (USA)	18.51	19	1.61
---	Finance Department, Stern School of Business, New York University (NYU) New York City, New York (USA)	18.99	17	0.82
15	Økonomisk Institut, Københavns Universitet København, Denmark	20.11	71	5.01
16	Faculty of Economics, University of Cambridge Cambridge, United Kingdom	20.29	70	2.5
17	Department of Economics and Related Studies, University of York York, United Kingdom	20.63	84	3.67
18	Department of Economics, Oxford University Oxford, United Kingdom	22.42	181	4.1
19	Essex Business School, University of Essex Colchester, United Kingdom	22.46	26	2.8
20	Economics Department, University of Wisconsin-Madison Madison, Wisconsin (USA)	23.1	34	0.65
21	European Central Bank Frankfurt am Main, Germany	23.61	194	7.2
22	Economics Division, University of Southampton Southampton, United Kingdom	23.83	35	2.02
23	Business School, University of Auckland Auckland, New Zealand	30.95	25	0.33
24	Department of Economics, University of Chicago Chicago, Illinois (USA)	31.97	59	0.36
---	Department of Economics, Business School, University of Auckland Auckland, New Zealand	32.93	18	0.27
25	Economics Department, Michigan State University East Lansing, Michigan (USA)	34.53	48	1.2
26	Brookings Institution Washington, District of Columbia (USA)	36.91	34	0.2
---	Economic Studies, Brookings Institution Washington, District of Columbia (USA)	38.22	12	0.2
27	Tinbergen Instituut Amsterdam, Netherlands	39.09	140	3.57
27	Department of Economics, New York University (NYU) New York City, New York (USA)	39.09	52	1
29	National Bureau of Economic Research (NBER) Cambridge, Massachusetts (USA)	39.11	493	0.55
30	Federal Reserve Board (Board of Governors of the Federal Reserve System) Washington, District of Columbia (USA)	39.72	169	3.78
31	Economics Department, Queen's University Kingston, Canada	40.5	55	1.76
32	Department of Economics, Northwestern University Evanston, Illinois (USA)	41.51	35	0.4
33	Federal Reserve Bank of New York New York City, New York (USA)	43.69	79	2.12
34	Department of Economics, University of North Carolina-Chapel-Hill Chapel Hill, North Carolina (USA)	44.14	17	1.16
35	Department of Agricultural and Resource Economics, University of Maryland College Park, Maryland (USA)	44.59	26	1
36	Department of Economics, Indiana University Bloomington, Indiana (USA)	45.9	31	1.3
37	Department of Economics, Boston College Chestnut Hill, Massachusetts (USA)	46.41	56	1.74
38	Centre de Recherche en Économie et Statistique (CREST) France	46.61	92	2.65
39	Federal Reserve Bank of Cleveland Cleveland, Ohio (USA)	47.31	46	2.78
40	Faculteit Economie en Bedrijfskunde, Universiteit van Amsterdam Amsterdam, Netherlands	47.62	87	3.74
41	Departamento de Economía, Universidad Carlos III de Madrid Madrid, Spain	50.55	57	1.79
42	Federal Reserve Bank of St. Louis St. Louis, Missouri (USA)	52.09	62	1.32
---	Economic Research, Federal Reserve Bank of Cleveland Cleveland, Ohio (USA)	53.45	36	1.63
43	Barcelona Graduate School of Economics (Barcelona GSE) Barcelona, Spain	53.59	156	3.92
---	Research Division, Federal Reserve Bank of St. Louis St. Louis, Missouri (USA)	53.62	51	1.3
44	Economics Department, University of Strathclyde Glasgow, United Kingdom	53.8	32	1.64
45	Economics Department, University of Michigan Ann Arbor, Michigan (USA)	54.16	62	0.45
46	Università Commerciale Luigi Bocconi Milano, Italy	56.52	170	1.99
47	Economics Department, Yale University New Haven, Connecticut (USA)	56.62	48	0.48
48	School of Business and Economics, Vrije Universiteit Amsterdam Amsterdam, Netherlands	58.4	98	3.42
49	Economics Department, Massachusetts Institute of Technology (MIT) Cambridge, Massachusetts (USA)	59.02	47	0.17
50	Department of Economics, University of California-Berkeley Berkeley, California (USA)	59.67	51	0.68
---	Amsterdam School of Economics, Faculteit Economie en Bedrijfskunde, Universiteit van Amsterdam Amsterdam, Netherlands	60.31	24	3.05
51	Department of Economics, McGill University Montréal, Canada	61.43	35	1.3
52	School of Economics and Finance, Queen Mary University of London London, United Kingdom	61.78	44	2.29
---	Bendheim Center for Finance, Department of Economics, Princeton University Princeton, New Jersey (USA)	61.84	6	0.58
53	École des Sciences Économiques de Louvain, Université Catholique de Louvain Louvain-la-Neuve, Belgium	65.23	125	2.4
54	Centro de Estudios Monetarios y Financieros (CEMFI) Madrid, Spain	68.57	21	0.7
---	Center for Operations Research and Econometrics (CORE), École des Sciences Économiques de Louvain, Université Catholique de Louvain Louvain-la-Neuve, Belgium	68.67	64	2.2
55	Department of Economics, University College London (UCL) London, United Kingdom	69.23	75	1.22
56	Department of Economics, Mathematics and Statistics, Birkbeck College London, United Kingdom	70.37	24	2.01
57	Warwick Business School, University of Warwick Coventry, United Kingdom	73.91	29	2.65
58	Federal Reserve Bank of Atlanta Atlanta, Georgia (USA)	75.09	27	1.61
59	Business School, University of Technology Sydney Sydney, Australia	75.27	83	1.78
---	Research and Statistics Group, Federal Reserve Bank of New York New York City, New York (USA)	76.39	60	1.11
60	Crawford School of Public Policy, Australian National University Canberra, Australia	81.16	157	0.9
61	Department of Economics, University of California-Riverside Riverside, California (USA)	81.61	26	1.38
62	Hoover Institution on War Revolution & Peace, Stanford University Stanford, California (USA)	81.69	12	0.1
63	Department of Economics, Korea University Seoul, South Korea	83.45	26	1.49
64	Center for Applied Statistics and Econometrics (CASE), Humboldt-Universität Berlin Berlin, Germany	83.85	25	0.87
65	Dipartimento di Statistica, Informatica, Applicazioni "G. Parenti", Università degli Studi di Firenze Firenze, Italy	84.25	16	2.73
---	Department of Economics, London Business School (LBS) London, United Kingdom	86.12	13	0.29
66	London Business School (LBS) London, United Kingdom	86.12	33	0.29
67	Department of Economics, Ohio State University Columbus, Ohio (USA)	86.35	38	1.9
68	Federal Reserve Bank of Chicago Chicago, Illinois (USA)	86.63	64	0.76
---	Economics Discipline Group, Business School, University of Technology Sydney Sydney, Australia	87.56	31	1.32
---	Centre for Applied Macroeconomic Analysis (CAMA), Crawford School of Public Policy, Australian National University Canberra, Australia	87.76	67	0.88
69	Department of Economics, University of Warwick Coventry, United Kingdom	88.36	84	1.58
---	Afdeling Econometrie and Operations Research, School of Business and Economics, Vrije Universiteit Amsterdam Amsterdam, Netherlands	88.96	14	2.33
70	School of Economics, Faculty of Arts and Social Sciences, University of Sydney Sydney, Australia	89.27	61	1.42
71	Departamento de Estadistica, Universidad Carlos III de Madrid Madrid, Spain	89.58	8	4.68
72	Bank of Canada Ottawa, Canada	92.88	127	3.75
73	Dipartimento di Scienze Statistiche "Paolo Fortunati", Alma Mater Studiorum - Università di Bologna Bologna, Italy	93.16	23	3.9
74	Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam Rotterdam, Netherlands	97.53	114	3.78
75	DIW Berlin (Deutsches Institut für Wirtschaftsforschung) Berlin, Germany	100.44	150	0.45
76	Department of Economics, University of Texas-Dallas Dallas, Texas (USA)	100.88	11	0.83
77	Department of Economics, Pennsylvania State University State College, Pennsylvania (USA)	102.17	26	0.38
---	Departament d'Economia i Empresa, Universitat Pompeu Fabra, Barcelona Graduate School of Economics (Barcelona GSE) Barcelona, Spain	103.64	87	2.82
78	Facoltà di Economia, Università degli Studi di Roma "Tor Vergata" Roma, Italy	104.4	101	3.29
---	Econometrisch Instituut, Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam Rotterdam, Netherlands	104.63	24	3.11
79	Politiikan ja Talouden Tutkimuksen Laitos, Valtiotieteellinen tiedekunta, Helsingin Yliopisto Helsinki, Finland	105.66	27	2.48
80	Department of Economics, Emory University Atlanta, Georgia (USA)	105.96	20	1.02
81	William E. Simon Graduate School of Business Administration, University of Rochester Rochester, New York (USA)	107.81	13	0.31
82	Ekonomihögskolan, Lunds Universitet Lund, Sweden	109.86	97	1.16
---	Nationalekonomiska Institutionen, Ekonomihögskolan, Lunds Universitet Lund, Sweden	109.86	67	1.16
---	Dipartimento di Economia e Finanza, Facoltà di Economia, Università degli Studi di Roma "Tor Vergata" Roma, Italy	110.21	63	3.27
83	College of Economics, Sogang University Seoul, South Korea	110.43	23	0.94
84	School of Business and Economics, Maastricht University Maastricht, Netherlands	111.31	96	2.95
85	International Monetary Fund (IMF) Washington, District of Columbia (USA)	111.4	411	3.27
86	Department of Economics, University of Connecticut Storrs, Connecticut (USA)	111.49	45	1.84
87	Department of Economics, University of Toronto Toronto, Canada	112.48	61	1.06
88	Toulouse School of Economics (TSE) Toulouse, France	112.71	161	1.12
89	Department of Economics, Johns Hopkins University Baltimore, Maryland (USA)	114.52	20	0.58
90	School of Economics, University of Nottingham Nottingham, United Kingdom	114.66	91	2.42
91	Deutsche Bundesbank Frankfurt, Germany	114.75	108	3.25
92	Department of Economics, University of Birmingham Birmingham, United Kingdom	115.37	33	1.63
93	Istituto Einaudi per l'Economia e la Finanza (EIEF) Roma, Italy	117.41	23	0.52
94	Department of Economics, Vanderbilt University Nashville, Tennessee (USA)	118.8	37	0.53
---	Department of Finance, Kellogg Graduate School of Management, Northwestern University Evanston, Illinois (USA)	119.14	18	0.2
95	Kellogg Graduate School of Management, Northwestern University Evanston, Illinois (USA)	119.14	46	0.2
96	Fakultät für Wirtschaftswissenschaften, Universität Wien Wien, Austria	119.18	60	1.76
---	Economic Research Department, Federal Reserve Bank of Atlanta Atlanta, Georgia (USA)	119.48	24	1.37
97	Anderson Graduate School of Management, University of California-Los Angeles (UCLA) Los Angeles, California (USA)	120.32	32	0.36
98	Economics Department, University of Essex Colchester, United Kingdom	121.62	49	2.09
---	European Centre for Advanced Research in Economics and Statistics (ECARES), Solvay Brussels School of Economics and Management, Université Libre de Bruxelles Bruxelles, Belgium	122.78	68	2.45
99	Solvay Brussels School of Economics and Management, Université Libre de Bruxelles Bruxelles, Belgium	122.78	167	2.45
100	Department of Economics, Washington University in St. Louis St. Louis, Missouri (USA)	123.06	27	0.61
101	Athens University of Economics and Business (AUEB) Athens, Greece	124.87	73	2.66
102	Aix-Marseille School of Economics (AMSE) Aix-en-Provence/Marseille, France	126.49	117	2.88
---	Groupement de Recherche en Économie Quantitative d'Aix-Marseille (GREQAM), Aix-Marseille School of Economics (AMSE) Marseille, France	126.49	102	2.88
103	Department of Economics, Rutgers University-New Brunswick New Brunswick, New Jersey (USA)	128.85	36	1.55
104	London School of Economics (LSE) London, United Kingdom	129.68	309	1.77
105	Rotman School of Management, University of Toronto Toronto, Canada	129.83	41	0.73
---	Finance, Rotman School of Management, University of Toronto Toronto, Canada	129.83	8	0.73
106	Rady School of Management, University of California-San Diego (UCSD) La Jolla, California (USA)	133.82	11	0.29
107	Sveriges Riksbank Stockholm, Sweden	134.04	40	1.71
108	Department of Economics, University of Houston Houston, Texas (USA)	135.18	21	0.91
109	Department of Quantitative Finance, National Tsing Hua University Hsin-Chu, Taiwan	135.33	12	0.59
110	Department of Economics, George Washington University Washington, District of Columbia (USA)	136.35	69	2.59
111	Department of Economics and Finance, Brunel University Uxbridge, United Kingdom	137.21	16	1.86
112	Dipartimento di Economia "Marco Biagi", Università degli Studi di Modena e Reggio Emilia Modena, Italy	138.22	45	0.45
---	Department of Statistics and Operations Research, Fakultät für Wirtschaftswissenschaften, Universität Wien Wien, Austria	138.86	6	1.48
---	Abteilung Volkswirtschaftslehre, Fachbereich Wirtschaftswissenschaft, Freie Universität Berlin Berlin, Germany	139.44	16	0.41
113	Fachbereich Wirtschaftswissenschaft, Freie Universität Berlin Berlin, Germany	139.44	38	0.41
114	Economics Department, Brown University Providence, Rhode Island (USA)	144.21	58	0.97
---	Vakgroep Kwantitatieve Economie, School of Business and Economics, Maastricht University Maastricht, Netherlands	145.19	6	1.86
115	Department of Economics, Maxwell School, Syracuse University Syracuse, New York (USA)	145.87	21	0.41
116	Smeal College of Business Administration, Pennsylvania State University State College, Pennsylvania (USA)	146.24	10	0.83
117	Economics Department, Georgetown University Washington, District of Columbia (USA)	146.66	44	0.43
118	Erasmus Research Institute of Management (ERIM), Erasmus Universiteit Rotterdam Rotterdam, Netherlands	148.48	30	0.66
119	Dipartimento di Economia, Università Ca' Foscari Venezia Venezia, Italy	148.69	73	1.56
---	ICMA Centre for Financial Markets, Henley Business School, University of Reading Reading, United Kingdom	148.98	12	0.34
120	Henley Business School, University of Reading Reading, United Kingdom	148.98	28	0.34
121	Department of Economics, University of California-Los Angeles (UCLA) Los Angeles, California (USA)	151.88	47	0.57
122	School of Economics and Management, Wuhan University Hubei, China	153.62	15	0.67
123	Faculty of Business and Economics, University of Melbourne Melbourne, Australia	154.68	99	3.32
---	Dipartimento di Economia "Ettore Bocconi", Università Commerciale Luigi Bocconi Milano, Italy	154.78	35	0.3
124	Business School, Deakin University Melbourne, Australia	156.33	56	2.03
125	DeGroote School of Business, McMaster University Hamilton, Canada	157.52	8	2.21
126	Helsinki Center for Economic Research (HECER) Helsinki, Finland	161.78	20	1.19
127	Handelshögskolan, Örebro Universitet Örebro, Sweden	161.99	14	0.94
128	Cass Business School, City University London, United Kingdom	163.26	41	0.68
129	Institut für Ökonometrie und OR, Rheinische Friedrich-Wilhelms-Universität Bonn Bonn, Germany	163.43	1	0.5
130	Management School, Lancaster University Lancaster, United Kingdom	167.85	59	1.94
---	Innocenzo Gasparini Institute for Economic Research (IGIER), Università Commerciale Luigi Bocconi Milano, Italy	169.17	49	0.29
131	School of Economics, Finance and Management, University of Bristol Bristol, United Kingdom	169.35	54	0.5
132	Management School, University of Liverpool Liverpool, United Kingdom	170.22	27	1.78
133	Institute for Fiscal Studies (IFS) London, United Kingdom	171.28	70	0.18

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	1.66
2	Robert F. Engle III Volatility Institute, Stern School of Business, New York University (NYU), New York City, New York (USA)	2.39
3	Clive W. J. Granger †	4.41
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)	6.01
6	Jushan Bai Department of Economics, School of Arts and Sciences, Columbia University, New York City, New York (USA)	7.4
7	Mark W. Watson Department of Economics, Princeton University, Princeton, New Jersey (USA)	8.4
8	M Hashem Pesaran Department of Economics, University of Southern California, Los Angeles, California (USA)	8.68
9	Charles R. Nelson Department of Economics, University of Washington, Seattle, Washington (USA)	12.81
10	Robert Taylor Essex Business School, University of Essex, Colchester, United Kingdom	14.34
11	Timo Teräsvirta Center for Research in Econometric Analysis of Time Series (CREATES), Institut for Økonomi, Aarhus Universitet, Aarhus, Denmark Center for Applied Statistics and Econometrics (CASE), Humboldt-Universität Berlin, Berlin, Germany	14.76
12	James H. Stock Department of Economics, Harvard University, Cambridge, Massachusetts (USA)	15.2
13	Soren Johansen Økonomisk Institut, Københavns Universitet, København, Denmark	15.21
14	Francis X. Diebold Department of Economics, University of Pennsylvania, Philadelphia, Pennsylvania (USA)	17.11
15	Donald W. K. Andrews Economics Department, Yale University, New Haven, Connecticut (USA) Cowles Foundation for Research in Economics, Yale University, New Haven, Connecticut (USA)	17.32
16	Thomas J. Sargent Department of Economics, New York University (NYU), New York City, New York (USA)	17.36
17	Yongcheol Shin Department of Economics and Related Studies, University of York, York, United Kingdom	17.93
18	Serena Ng Department of Economics, School of Arts and Sciences, Columbia University, New York City, New York (USA)	18.67
19	Graham Elliott Department of Economics, University of California-San Diego (UCSD), La Jolla, California (USA)	19.73
20	George Tauchen Department of Economics, Duke University, Durham, North Carolina (USA)	19.82
21	Helmut Lütkepohl DIW Berlin (Deutsches Institut für Wirtschaftsforschung), Berlin, Germany	20.11
22	David F. Hendry Department of Economics, Oxford University, Oxford, United Kingdom	21.15
23	Lars Peter Hansen Department of Economics, University of Chicago, Chicago, Illinois (USA)	21.72
24	Andrew C. Harvey Faculty of Economics, University of Cambridge, Cambridge, United Kingdom	22.01
25	Pentti Saikkonen Helsinki Center for Economic Research (HECER), Helsinki, Finland	22.54
26	Kenneth D. West Economics Department, University of Wisconsin-Madison, Madison, Wisconsin (USA)	24.67
27	Joon Y. Park Department of Economics, Indiana University, Bloomington, Indiana (USA)	24.8
28	Torben G. Andersen National Bureau of Economic Research (NBER), Cambridge, Massachusetts (USA)	26.98
29	Neil Shephard Department of Economics, Harvard University, Cambridge, Massachusetts (USA)	28.84
30	Halbert White †	28.85
31	Gary Koop Economics Department, University of Strathclyde, Glasgow, United Kingdom	28.87
32	Allan Timmermann Department of Economics, University of California-San Diego (UCSD), La Jolla, California (USA)	29.84
33	Adrian 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	31.5
34	Todd Clark Economic Research, Federal Reserve Bank of Cleveland, Cleveland, Ohio (USA)	33.42
35	James Hamilton Department of Economics, University of California-San Diego (UCSD), La Jolla, California (USA)	33.76
36	Siem Jan Koopman Afdeling Econometrie and Operations Research, School of Business and Economics, Vrije Universiteit Amsterdam, Amsterdam, Netherlands Tinbergen Instituut, Amsterdam, Netherlands	35.55
37	Lawrence J. Christiano Department of Economics, Northwestern University, Evanston, Illinois (USA)	38.52
38	Chang-Jin Kim Department of Economics, Korea University, Seoul, South Korea Department of Economics, University of Washington, Seattle, Washington (USA)	38.64
39	Lutz Kilian Economics Department, University of Michigan, Ann Arbor, Michigan (USA)	39.89
40	Yacine Ait-Sahalia Bendheim Center for Finance, Department of Economics, Princeton University, Princeton, New Jersey (USA)	41.37
41	Luc Bauwens Center for Operations Research and Econometrics (CORE), École des Sciences Économiques de Louvain, Université Catholique de Louvain, Louvain-la-Neuve, Belgium	46.2
42	Peter Reinhard Hansen Department of Economics, University of North Carolina-Chapel-Hill, Chapel Hill, North Carolina (USA)	47.72
43	Morten Ørregaard Nielsen Economics Department, Queen's University, Kingston, Canada	48.54
44	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	48.86
45	Lucrezia Reichlin Department of Economics, London Business School (LBS), London, United Kingdom	49.4
46	Andrew Patton Department of Economics, Duke University, Durham, North Carolina (USA)	50.53
47	Jun Yu School of Economics, Singapore Management University, Singapore, Singapore	52.05
48	Ole E. Barndorff-Nielsen Center for Research in Econometric Analysis of Time Series (CREATES), Institut for Økonomi, Aarhus Universitet, Aarhus, Denmark	52.67
49	Timothy Vogelsang Economics Department, Michigan State University, East Lansing, Michigan (USA)	54.65
50	Donggyu Sul Department of Economics, University of Texas-Dallas, Dallas, Texas (USA)	55.26
51	Joakim Westerlund Nationalekonomiska Institutionen, Ekonomihögskolan, Lunds Universitet, Lund, Sweden	55.26
52	Jean-Michel Zakoian Centre de Recherche en Économie et Statistique (CREST), France	57.67
53	Zhijie Xiao Department of Economics, Boston College, Chestnut Hill, Massachusetts (USA)	58.13
54	Michael McCracken Research Division, Federal Reserve Bank of St. Louis, St. Louis, Missouri (USA)	58.24
55	Michael McAleer Department of Quantitative Finance, National Tsing Hua University, Hsin-Chu, Taiwan	59.64
56	Christian S. Gourieroux Department of Economics, University of Toronto, Toronto, Canada	63.13
57	A. Ronald Gallant Department of Economics, Pennsylvania State University, State College, Pennsylvania (USA)	63.15
58	Jean-Marie Dufour Department of Economics, McGill University, Montréal, Canada	64.68
59	Eric Ghysels Department of Economics, University of North Carolina-Chapel-Hill, Chapel Hill, North Carolina (USA)	65.81
60	Atsushi Inoue Department of Economics, Vanderbilt University, Nashville, Tennessee (USA)	66.49
61	Cheng Hsiao Department of Economics, University of Southern California, Los Angeles, California (USA)	66.63
62	In Choi College of Economics, Sogang University, Seoul, South Korea	67.2
63	Marcus J. Chambers Economics Department, University of Essex, Colchester, United Kingdom	67.45
64	Giuseppe Cavaliere Dipartimento di Scienze Statistiche "Paolo Fortunati", Alma Mater Studiorum - Università di Bologna, Bologna, Italy	67.91
65	Jean-Pierre Urbain †	69.74
66	Marco Lippi Istituto Einaudi per l'Economia e la Finanza (EIEF), Roma, Italy	69.93
67	Asger Lunde Center for Research in Econometric Analysis of Time Series (CREATES), Institut for Økonomi, Aarhus Universitet, Aarhus, Denmark	70.37
68	Christopher F Baum Department of Economics, Boston College, Chestnut Hill, Massachusetts (USA)	72.01
69	Chihwa Kao Department of Economics, University of Connecticut, Storrs, Connecticut (USA)	72.25
70	Badi H. Baltagi Department of Economics, Maxwell School, Syracuse University, Syracuse, New York (USA)	72.67
71	Frank Schorfheide Department of Economics, University of Pennsylvania, Philadelphia, Pennsylvania (USA)	73.82
72	Hyungsik Roger Moon Department of Economics, University of Southern California, Los Angeles, California (USA)	74.82
73	James MacKinnon Economics Department, Queen's University, Kingston, Canada	74.84

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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.

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