Top 10% Institutions and Economists in the Field of Econometric Time Series, as of June 2018

What this page is about

This page is part of a larger set of rankings for research items, serials, authors and institutions made available on this site. A FAQ is available.

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 institution according to the weights they have set to each in their profile, or by default according to a formula described here.
Authors affiliated with subentities of institutions listed in EDIRC are also counted in the latter.
Only institutions listed in EDIRC are counted.
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 7611 institutions with 53578 registered authors evaluated for all the rankings.

Similar rankings

Entity	Full ranking		Last 10 years		10 best authors		Last 10 years, 10 best authors		Top 5% authors		More
Authors	Short	Details	Short	Details							More
Institutions	Short	Details	Short	Details	Short	Details	Short	Details	All years	Last 10	More
Regions	Short	Details	Short	Details							More

Same ranking by authors, institutions, countries and regions, and more rankings for , including the individual criteria used here.

The rankings

Top 10% institutions in the field of Econometric Time Series

For Econometric Time Series, these are 739 authors affiliated with 1339 institutions.
All authors classified in this field.

Rank	Institution	Score	Authors	Author shares
1	Department of Economics, Princeton University Princeton, New Jersey (USA)	2.14	50	1.55
2	Institut for Økonomi, Aarhus Universitet Aarhus, Denmark	4.38	109	12.54
3	Department of Economics, School of Arts and Sciences, Columbia University New York City, New York (USA)	5.25	51	2.8
4	Department of Economics, Boston University Boston, Massachusetts (USA)	6.01	57	1.92
---	Center for Research in Econometric Analysis of Time Series (CREATES), Institut for Økonomi, Aarhus Universitet Aarhus, Denmark	6.02	49	11.41
5	Singapore Management University Singapore, Singapore	7.51	38	6.04
6	Department of Economics, Duke University Durham, North Carolina (USA)	8.19	42	1.48
7	Monash Business School, Monash University Melbourne, Australia	8.61	150	10.58
8	Department of Economics, Harvard University Cambridge, Massachusetts (USA)	8.78	77	0.96
---	School of Economics, Singapore Management University Singapore, Singapore	9.12	32	6.03
9	Stern School of Business, New York University (NYU) New York City, New York (USA)	9.27	57	2.24
10	Department of Economics, University of Southern California Los Angeles, California (USA)	10.41	50	1.14
---	Department of Econometrics and Business Statistics, Monash Business School, Monash University Melbourne, Australia	11.04	31	10.52
11	Department of Economics, University of California-San Diego (UCSD) La Jolla, California (USA)	12.73	48	1.92
12	Department of Economics, University of Washington Seattle, Washington (USA)	14.55	19	1.65
13	Department of Economics, University of Pennsylvania Philadelphia, Pennsylvania (USA)	15.24	36	1.17
14	Økonomisk Institut, Københavns Universitet København, Denmark	16.81	71	4.84
14	Cowles Foundation for Research in Economics, Yale University New Haven, Connecticut (USA)	16.81	19	0.46
16	Department of Economics and Related Studies, University of York York, United Kingdom	19.25	88	3.67
17	Faculty of Economics, University of Cambridge Cambridge, United Kingdom	20.91	66	2.42
18	Economics Department, University of Wisconsin-Madison Madison, Wisconsin (USA)	21.29	34	0.67
19	Essex Business School, University of Essex Colchester, United Kingdom	21.4	28	2.74
20	European Central Bank Frankfurt am Main, Germany	22.57	200	7.4
21	Economics Division, University of Southampton Southampton, United Kingdom	24.1	34	2.37
---	Finance Department, Stern School of Business, New York University (NYU) New York City, New York (USA)	25.07	15	0.65
22	Department of Economics, Oxford University Oxford, United Kingdom	27.73	174	3.55
---	Department of Economics, Business School, University of Auckland Auckland, New Zealand	33.77	18	0.26
23	Business School, University of Auckland Auckland, New Zealand	33.77	24	0.26
24	Department of Economics, University of Chicago Chicago, Illinois (USA)	33.94	59	0.33
25	Economics Department, Michigan State University East Lansing, Michigan (USA)	34.3	58	1.2
---	Economic Studies, Brookings Institution Washington, District of Columbia (USA)	35.67	11	0.2
26	Brookings Institution Washington, District of Columbia (USA)	35.67	33	0.2
27	School of Economics, University of Nottingham Nottingham, United Kingdom	39.1	90	3.88
28	Tinbergen Instituut Amsterdam, Netherlands	40.23	125	3.69
29	Economics Department, Queen's University Kingston, Canada	40.72	54	1.72
30	Centre de Recherche en Économie et Statistique (CREST) France	40.97	89	2.26
31	Federal Reserve Board (Board of Governors of the Federal Reserve System) Washington, District of Columbia (USA)	41.47	173	3.71
32	Department of Economics, Northwestern University Evanston, Illinois (USA)	43.04	38	0.38
33	Federal Reserve Bank of New York New York City, New York (USA)	44.11	75	2.06
34	National Bureau of Economic Research (NBER) Cambridge, Massachusetts (USA)	44.24	378	0.48
35	Department of Economics, New York University (NYU) New York City, New York (USA)	44.33	51	0.98
36	Department of Economics, Boston College Chestnut Hill, Massachusetts (USA)	46.54	53	1.66
37	Department of Agricultural and Resource Economics, University of Maryland College Park, Maryland (USA)	46.76	27	1
38	Department of Economics, University of North Carolina-Chapel-Hill Chapel Hill, North Carolina (USA)	46.88	18	1.01
39	Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam Rotterdam, Netherlands	48.58	111	4.94
40	Federal Reserve Bank of St. Louis St. Louis, Missouri (USA)	48.9	65	1.34
41	Federal Reserve Bank of Cleveland Cleveland, Ohio (USA)	49.61	46	2.67
---	Research Division, Federal Reserve Bank of St. Louis St. Louis, Missouri (USA)	50.38	54	1.32
42	Departamento de Economía, Universidad Carlos III de Madrid Madrid, Spain	50.76	55	1.79
43	Department of Economics, Indiana University Bloomington, Indiana (USA)	50.91	31	1.3
---	Econometrisch Instituut, Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam Rotterdam, Netherlands	51.3	23	4.26
44	Economics Department, University of Strathclyde Glasgow, United Kingdom	52.04	31	1.64
45	Barcelona Graduate School of Economics (Barcelona GSE) Barcelona, Spain	52.05	149	3.76
---	Volatility Institute, Stern School of Business, New York University (NYU) New York City, New York (USA)	52.56	3	0.2
46	Economics Department, University of Michigan Ann Arbor, Michigan (USA)	55.23	61	0.45
---	Bendheim Center for Finance, Department of Economics, Princeton University Princeton, New Jersey (USA)	57.41	6	0.55
---	Economic Research, Federal Reserve Bank of Cleveland Cleveland, Ohio (USA)	57.85	34	1.48
47	School of Business and Economics, Vrije Universiteit Amsterdam Amsterdam, Netherlands	58.9	95	3.4
48	School of Economics and Finance, Queen Mary University of London London, United Kingdom	60.07	42	2.2
49	Economics Department, Massachusetts Institute of Technology (MIT) Cambridge, Massachusetts (USA)	60.2	47	0.17
50	Economics Department, Yale University New Haven, Connecticut (USA)	60.68	48	0.47
51	Department of Economics, University of California-Berkeley Berkeley, California (USA)	62.64	51	0.65
52	Department of Economics, McGill University Montréal, Canada	63.2	34	1.33
53	Faculteit Economie en Bedrijfskunde, Universiteit van Amsterdam Amsterdam, Netherlands	64.37	85	3
54	Università Commerciale Luigi Bocconi Milano, Italy	64.68	169	1.76
55	Department of Economics, University College London (UCL) London, United Kingdom	66.18	74	1.29
56	École des Sciences Économiques de Louvain, Université Catholique de Louvain Louvain-la-Neuve, Belgium	67.45	120	1.47
57	Centro de Estudios Monetarios y Financieros (CEMFI) Madrid, Spain	69.85	20	0.67
---	Center for Operations Research and Econometrics (CORE), École des Sciences Économiques de Louvain, Université Catholique de Louvain Louvain-la-Neuve, Belgium	71.23	61	1.21
58	Federal Reserve Bank of Atlanta Atlanta, Georgia (USA)	73.06	27	1.72
---	Research and Statistics Group, Federal Reserve Bank of New York New York City, New York (USA)	75.59	56	1.1
59	Anderson Graduate School of Management, University of California-Los Angeles (UCLA) Los Angeles, California (USA)	82.03	30	0.53
60	Business School, University of Technology Sydney Sydney, Australia	82.49	85	1.64
---	Amsterdam School of Economics, Faculteit Economie en Bedrijfskunde, Universiteit van Amsterdam Amsterdam, Netherlands	83.61	26	2.33
61	Crawford School of Public Policy, Australian National University Canberra, Australia	83.7	152	0.88
62	Department of Economics, Mathematics and Statistics, Birkbeck College London, United Kingdom	84.69	27	1.82
63	Department of Economics, Ohio State University Columbus, Ohio (USA)	85.87	38	1.9
64	Center for Applied Statistics and Econometrics (CASE), Humboldt-Universität Berlin Berlin, Germany	86.16	22	0.82
65	Department of Economics, Korea University Seoul, South Korea	88.41	25	1.29
---	Centre for Applied Macroeconomic Analysis (CAMA), Crawford School of Public Policy, Australian National University Canberra, Australia	89.52	67	0.86
66	Departamento de Estadistica, Universidad Carlos III de Madrid Madrid, Spain	90.95	8	4.66
67	School of Economics, Faculty of Arts and Social Sciences, University of Sydney Sydney, Australia	90.97	63	1.33
---	Afdeling Econometrie and Operations Research, School of Business and Economics, Vrije Universiteit Amsterdam Amsterdam, Netherlands	91.18	13	2.3
68	Bank of Canada Ottawa, Canada	93.47	133	4.16
69	Department of Economics, University of Warwick Coventry, United Kingdom	95.06	81	1.63
---	Economics Discipline Group, Business School, University of Technology Sydney Sydney, Australia	96.45	35	1.29
70	Federal Reserve Bank of Chicago Chicago, Illinois (USA)	96.98	61	0.68
71	Department of Economics, University of California-Riverside Riverside, California (USA)	98.43	26	1.2
---	Departament d'Economia i Empresa, Universitat Pompeu Fabra, Barcelona Graduate School of Economics (Barcelona GSE) Barcelona, Spain	98.47	82	2.66
72	College of Economics, Sogang University Seoul, South Korea	98.95	23	0.98
73	Department of Economics, Pennsylvania State University State College, Pennsylvania (USA)	99.62	34	0.6
74	Dipartimento di Scienze Economiche, Alma Mater Studiorum - Università di Bologna Bologna, Italy	103.17	109	1.36
75	Economics Department, University of Essex Colchester, United Kingdom	105.63	45	1.66
76	Department of Economics, University of Texas-Dallas Dallas, Texas (USA)	106.16	12	0.83
77	DIW Berlin (Deutsches Institut für Wirtschaftsforschung) Berlin, Germany	106.5	144	0.44
78	Deutsche Bundesbank Frankfurt, Germany	106.63	105	3.13
79	Department of Economics, Emory University Atlanta, Georgia (USA)	106.64	23	1.02
80	Warwick Business School, University of Warwick Coventry, United Kingdom	111.2	29	2.54
81	Ekonomihögskolan, Lunds Universitet Lund, Sweden	111.58	101	1.16
---	Nationalekonomiska Institutionen, Ekonomihögskolan, Lunds Universitet Lund, Sweden	111.58	66	1.16
---	Department of Finance, College of Management, Asia University Wufeng, Taiwan	111.98	7	0.36
82	College of Management, Asia University Wufeng, Taiwan	111.98	18	0.36
---	Economic Research Department, Federal Reserve Bank of Atlanta Atlanta, Georgia (USA)	114.76	22	1.49
83	Department of Economics, University of Connecticut Storrs, Connecticut (USA)	115.34	44	1.84
84	Department of Economics, University of Toronto Toronto, Canada	115.38	58	1.06
85	Department of Economics, Johns Hopkins University Baltimore, Maryland (USA)	115.72	18	0.58
86	Facoltà di Economia, Università degli Studi di Roma "Tor Vergata" Roma, Italy	116.03	100	2.53
87	Department of Economics, University of Birmingham Birmingham, United Kingdom	116.85	33	1.62
88	Department of Economics, Vanderbilt University Nashville, Tennessee (USA)	117.9	39	0.52
89	Athens University of Economics and Business (AUEB) Athens, Greece	117.92	74	2.96
90	London School of Economics (LSE) London, United Kingdom	119.98	299	1.8
---	Dipartimento di Economia e Finanza, Facoltà di Economia, Università degli Studi di Roma "Tor Vergata" Roma, Italy	120.14	59	2.51
91	Politiikan ja Talouden Tutkimuksen Laitos, Valtiotieteellinen tiedekunta, Helsingin Yliopisto Helsinki, Finland	120.4	25	1.96
92	School of Business and Economics, Maastricht University Maastricht, Netherlands	121.43	82	2.5
---	European Centre for Advanced Research in Economics and Statistics (ECARES), Solvay Brussels School of Economics and Management, Université Libre de Bruxelles Bruxelles, Belgium	121.51	68	2.43
93	Solvay Brussels School of Economics and Management, Université Libre de Bruxelles Bruxelles, Belgium	121.51	162	2.43
---	Department of Finance, Kellogg Graduate School of Management, Northwestern University Evanston, Illinois (USA)	121.74	17	0.2
94	Kellogg Graduate School of Management, Northwestern University Evanston, Illinois (USA)	121.74	45	0.2
95	Istituto Einaudi per l'Economia e la Finanza (EIEF) Roma, Italy	122.52	23	0.5
96	Fakultät für Wirtschaftswissenschaften, Universität Wien Wien, Austria	123.05	55	1.75
97	École d'Économie d'Aix-Marseille, Aix-Marseille Université Aix-en-Provence/Marseille, France	124.96	104	2.1
98	Department of Economics, Rutgers University-New Brunswick New Brunswick, New Jersey (USA)	126.13	39	0.54
99	Sveriges Riksbank Stockholm, Sweden	128.04	39	1.87
100	Rady School of Management, University of California-San Diego (UCSD) La Jolla, California (USA)	130.34	11	0.29
101	Department of Economics, Washington University in St. Louis St. Louis, Missouri (USA)	132.42	27	0.6
102	Department of Economics and Finance, Brunel University Uxbridge, United Kingdom	133.39	16	1.87
103	Department of Economics, University of Houston Houston, Texas (USA)	134.94	22	0.9
104	Dipartimento di Economia "Marco Biagi", Università degli Studi di Modena e Reggio Emilia Modena, Italy	135.08	45	0.37
105	International Monetary Fund (IMF) Washington, District of Columbia (USA)	137.91	408	2.98
106	Economics Department, Brown University Providence, Rhode Island (USA)	141.02	57	0.97
---	Department of Statistics and Operations Research, Fakultät für Wirtschaftswissenschaften, Universität Wien Wien, Austria	141.76	6	1.46
---	Abteilung Volkswirtschaftslehre, Fachbereich Wirtschaftswissenschaft, Freie Universität Berlin Berlin, Germany	142.51	18	0.4
107	Fachbereich Wirtschaftswissenschaft, Freie Universität Berlin Berlin, Germany	142.51	39	0.4
108	Toulouse School of Economics (TSE) Toulouse, France	143.65	154	0.92
109	Department of Economics, Maxwell School, Syracuse University Syracuse, New York (USA)	143.71	21	0.41
---	Groupement de Recherche en Économie Quantitative d'Aix-Marseille (GREQAM), École d'Économie d'Aix-Marseille, Aix-Marseille Université Marseille, France	143.87	89	1.1
110	Smeal College of Business Administration, Pennsylvania State University State College, Pennsylvania (USA)	144.47	10	0.83
111	Economics Department, Georgetown University Washington, District of Columbia (USA)	145.26	43	0.38
112	Dipartimento di Economia, Università Ca' Foscari Venezia Venezia, Italy	147.25	72	1.52
---	Vakgroep Kwantitatieve Economie, School of Business and Economics, Maastricht University Maastricht, Netherlands	147.72	6	1.83
113	Joint Research Centre, European Commission Ispra, Italy	147.91	76	1.81
114	Department of Economics, University of California-Los Angeles (UCLA) Los Angeles, California (USA)	152.48	57	0.56
115	Business School, Deakin University Melbourne, Australia	153.69	78	2.03
---	ICMA Centre for Financial Markets, Henley Business School, University of Reading Reading, United Kingdom	154.64	12	0.33
116	Henley Business School, University of Reading Reading, United Kingdom	154.64	27	0.33
117	Dipartimento di Statistica, Informatica, Applicazioni "G. Parenti", Università degli Studi di Firenze Firenze, Italy	155.82	15	2.05
118	Faculty of Business and Economics, University of Melbourne Melbourne, Australia	156.62	98	3.16
119	Cass Business School, City University London, United Kingdom	157.14	39	0.68
120	Department of Economics, University of Notre Dame South Bend, Indiana (USA)	157.79	37	0.3
---	Dipartimento di Economia "Ettore Bocconi", Università Commerciale Luigi Bocconi Milano, Italy	157.98	34	0.27
121	Institut für Ökonometrie und OR, Rheinische Friedrich-Wilhelms-Universität Bonn Bonn, Germany	160.61	1	0.5
122	Bank of England London, United Kingdom	161.82	191	3.93
123	DeGroote School of Business, McMaster University Hamilton, Canada	162.11	8	2.18
124	School of Economics, Finance and Management, University of Bristol Bristol, United Kingdom	163.47	55	0.48
125	Management School, Lancaster University Lancaster, United Kingdom	163.72	60	2.39
126	School of Economics and Management, Wuhan University Hubei, China	165.22	16	0.67
---	Innocenzo Gasparini Institute for Economic Research (IGIER), Università Commerciale Luigi Bocconi Milano, Italy	166.77	49	0.29
127	Department of Economics, University of Illinois at Urbana-Champaign Urbana-Champaign, Illinois (USA)	169.53	44	1.53
128	Handelshögskolan, Örebro Universitet Örebro, Sweden	171.1	13	0.86
129	School of Economics, University of Manchester Manchester, United Kingdom	173.56	48	0.8
130	Olin School of Business, Washington University in St. Louis St. Louis, Missouri (USA)	174.09	20	0.33
131	Management School, University of Liverpool Liverpool, United Kingdom	174.12	30	1.68
132	Département de Sciences Économiques, Université de Montréal Montréal, Canada	174.77	31	0.63
133	Institute for Fiscal Studies (IFS) London, United Kingdom	176.24	66	0.16

The rankings

Top 10% authors in the field of Econometric Time Series

For Econometric Time Series, these are 739 authors affiliated with 1339 institutions.
All authors classified in this field.

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	1.71
2	Robert F. Engle III Finance Department, Stern School of Business, New York University (NYU), New York City, New York (USA) Volatility Institute, Stern School of Business, New York University (NYU), New York City, New York (USA)	2.44
3	Clive W. J. Granger †	4.56
4	Pierre Perron Department of Economics, Boston University, Boston, Massachusetts (USA)	4.93
5	Tim Bollerslev Department of Economics, Duke University, Durham, North Carolina (USA)	6.11
6	Mark W. Watson Department of Economics, Princeton University, Princeton, New Jersey (USA)	9.51
7	M Hashem Pesaran Department of Economics, University of Southern California, Los Angeles, California (USA)	9.86
8	Jushan Bai Department of Economics, School of Arts and Sciences, Columbia University, New York City, New York (USA)	10.34
9	Charles R. Nelson Department of Economics, University of Washington, Seattle, Washington (USA)	10.68
10	Soren Johansen Økonomisk Institut, Københavns Universitet, København, Denmark	13.81
11	Robert Taylor Essex Business School, University of Essex, Colchester, United Kingdom	13.98
12	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	15.26
13	James H. Stock Department of Economics, Harvard University, Cambridge, Massachusetts (USA)	15.8
14	Francis X. Diebold Department of Economics, University of Pennsylvania, Philadelphia, Pennsylvania (USA)	16.82
15	Thomas J. Sargent Department of Economics, New York University (NYU), New York City, New York (USA)	17.88
16	Yongcheol Shin Department of Economics and Related Studies, University of York, York, United Kingdom	18.47
17	Donald W. K. Andrews Economics Department, Yale University, New Haven, Connecticut (USA) Cowles Foundation for Research in Economics, Yale University, New Haven, Connecticut (USA)	19.93
18	Graham Elliott Department of Economics, University of California-San Diego (UCSD), La Jolla, California (USA)	20.01
19	Serena Ng Department of Economics, School of Arts and Sciences, Columbia University, New York City, New York (USA)	20.06
20	Helmut Lütkepohl DIW Berlin (Deutsches Institut für Wirtschaftsforschung), Berlin, Germany	23.1
21	David F. Hendry Department of Economics, Oxford University, Oxford, United Kingdom	23.19
22	Andrew C. Harvey Faculty of Economics, University of Cambridge, Cambridge, United Kingdom	23.35
23	George Tauchen Department of Economics, Duke University, Durham, North Carolina (USA)	23.67
24	Pentti Saikkonen	23.74
25	Lars Peter Hansen Department of Economics, University of Chicago, Chicago, Illinois (USA)	24.21
26	Kenneth D. West Economics Department, University of Wisconsin-Madison, Madison, Wisconsin (USA)	25.02
27	Torben G. Andersen National Bureau of Economic Research (NBER), Cambridge, Massachusetts (USA)	27.46
28	Stephen Leybourne School of Economics, University of Nottingham, Nottingham, United Kingdom	27.76
29	Gary Koop Economics Department, University of Strathclyde, Glasgow, United Kingdom	28.72
30	Joon Y. Park Department of Economics, Indiana University, Bloomington, Indiana (USA)	29.72
31	Allan Timmermann Department of Economics, University of California-San Diego (UCSD), La Jolla, California (USA)	29.94
32	Halbert White †	31.13
33	James Hamilton Department of Economics, University of California-San Diego (UCSD), La Jolla, California (USA)	32.23
34	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	32.69
35	Neil Shephard Department of Economics, Harvard University, Cambridge, Massachusetts (USA)	32.89
36	Yacine Ait-Sahalia Bendheim Center for Finance, Department of Economics, Princeton University, Princeton, New Jersey (USA)	35.09
37	Todd Clark Economic Research, Federal Reserve Bank of Cleveland, Cleveland, Ohio (USA)	35.9
38	Siem Jan Koopman Afdeling Econometrie and Operations Research, School of Business and Economics, Vrije Universiteit Amsterdam, Amsterdam, Netherlands Tinbergen Instituut, Amsterdam, Netherlands	39
39	Chang-Jin Kim Department of Economics, Korea University, Seoul, South Korea Department of Economics, University of Washington, Seattle, Washington (USA)	39.62
40	Lawrence J. Christiano Department of Economics, Northwestern University, Evanston, Illinois (USA)	41.08
41	Lutz Kilian Economics Department, University of Michigan, Ann Arbor, Michigan (USA)	42.03
42	Luc Bauwens Center for Operations Research and Econometrics (CORE), École des Sciences Économiques de Louvain, Université Catholique de Louvain, Louvain-la-Neuve, Belgium	47.98
43	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	49.22
44	Andrew Patton Department of Economics, Duke University, Durham, North Carolina (USA)	49.87
45	Morten Ørregaard Nielsen Economics Department, Queen's University, Kingston, Canada	50.42
46	Peter Reinhard Hansen Department of Economics, University of North Carolina-Chapel-Hill, Chapel Hill, North Carolina (USA)	50.81
47	Jun Yu School of Economics, Singapore Management University, Singapore, Singapore	52.34
48	Lucrezia Reichlin	54.69
49	Michael McCracken Research Division, Federal Reserve Bank of St. Louis, St. Louis, Missouri (USA)	54.95
50	Jean-Michel Zakoian Centre de Recherche en Économie et Statistique (CREST), France	56.49
51	Ole E. Barndorff-Nielsen Center for Research in Econometric Analysis of Time Series (CREATES), Institut for Økonomi, Aarhus Universitet, Aarhus, Denmark	57.26
52	Joakim Westerlund Nationalekonomiska Institutionen, Ekonomihögskolan, Lunds Universitet, Lund, Sweden	57.54
53	Timothy Vogelsang Economics Department, Michigan State University, East Lansing, Michigan (USA)	58.64
54	Zhijie Xiao Department of Economics, Boston College, Chestnut Hill, Massachusetts (USA)	58.74
55	Michael McAleer Department of Finance, College of Management, Asia University, Wufeng, Taiwan	58.77
56	Donggyu Sul Department of Economics, University of Texas-Dallas, Dallas, Texas (USA)	59.47
57	Marcus J. Chambers Economics Department, University of Essex, Colchester, United Kingdom	60.55
58	In Choi College of Economics, Sogang University, Seoul, South Korea	60.92
59	Christian S. Gourieroux Department of Economics, University of Toronto, Toronto, Canada	67.69
60	Frank Schorfheide Department of Economics, University of Pennsylvania, Philadelphia, Pennsylvania (USA)	68.18
61	Atsushi Inoue Department of Economics, Vanderbilt University, Nashville, Tennessee (USA)	68.3
62	Giuseppe Cavaliere Dipartimento di Scienze Economiche, Alma Mater Studiorum - Università di Bologna, Bologna, Italy	68.81
63	Cheng Hsiao Department of Economics, University of Southern California, Los Angeles, California (USA)	68.89
64	Eric Ghysels Department of Economics, University of North Carolina-Chapel-Hill, Chapel Hill, North Carolina (USA)	69.27
65	Jean-Marie Dufour Department of Economics, McGill University, Montréal, Canada	73.32
66	Marco Lippi Istituto Einaudi per l'Economia e la Finanza (EIEF), Roma, Italy	74.37
67	Badi H. Baltagi Department of Economics, Maxwell School, Syracuse University, Syracuse, New York (USA)	74.53
68	Asger Lunde Center for Research in Econometric Analysis of Time Series (CREATES), Institut for Økonomi, Aarhus Universitet, Aarhus, Denmark	74.58
69	Chihwa Kao Department of Economics, University of Connecticut, Storrs, Connecticut (USA)	76.92
70	Jean-Pierre Urbain †	76.93
71	James MacKinnon Economics Department, Queen's University, Kingston, Canada	78.9
72	Dick van Dijk Econometrisch Instituut, Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam, Rotterdam, Netherlands	80.52
73	Christopher F Baum Department of Economics, Boston College, Chestnut Hill, Massachusetts (USA)	81.18

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 June 2018

What this page is about

Similar rankings

The rankings

Top 10% institutions in the field of Econometric Time Series

The rankings

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