Top 10% Institutions and Economists in the Field of Econometric Time Series, as of September 2019

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 7926 institutions with 56942 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 793 authors affiliated with 1455 institutions.
All authors classified in this field.

Rank	Institution	Score	Authors	Author shares
1	Department of Economics, Princeton University Princeton, New Jersey (USA)	2.42	55	1.49
2	Institut for Økonomi, Aarhus Universitet Aarhus, Denmark	4.35	114	12.11
3	Department of Economics, Boston University Boston, Massachusetts (USA)	5.71	57	1.81
---	Center for Research in Econometric Analysis of Time Series (CREATES), Institut for Økonomi, Aarhus Universitet Aarhus, Denmark	5.99	49	10.59
4	Singapore Management University Singapore, Singapore	6.92	37	6.32
5	Department of Economics, School of Arts and Sciences, Columbia University New York City, New York (USA)	8.23	49	1.18
6	Department of Economics, Harvard University Cambridge, Massachusetts (USA)	8.34	76	0.94
---	School of Economics, Singapore Management University Singapore, Singapore	8.66	32	6.31
7	Monash Business School, Monash University Melbourne, Australia	9.01	157	11.46
8	Department of Economics, Duke University Durham, North Carolina (USA)	9.13	45	1.46
9	Department of Economics, University of Southern California Los Angeles, California (USA)	9.36	48	1.25
10	Økonomisk Institut, Københavns Universitet København, Denmark	11.24	73	4.78
11	Department of Economics, University of California-San Diego (UCSD) La Jolla, California (USA)	11.29	48	1.95
---	Department of Econometrics and Business Statistics, Monash Business School, Monash University Melbourne, Australia	11.42	33	11.33
12	Stern School of Business, New York University (NYU) New York City, New York (USA)	12.46	51	2.22
13	Cowles Foundation for Research in Economics, Yale University New Haven, Connecticut (USA)	15.2	17	0.5
14	Department of Economics, University of Pennsylvania Philadelphia, Pennsylvania (USA)	16.09	38	1.18
15	European Central Bank Frankfurt am Main, Germany	17.62	220	9.14
16	Faculty of Economics, University of Cambridge Cambridge, United Kingdom	17.78	65	2.96
17	Department of Economics, University of Washington Seattle, Washington (USA)	20.01	19	1.57
18	Economics Department, University of Wisconsin-Madison Madison, Wisconsin (USA)	21.16	38	0.7
19	School of Economics, University of Nottingham Nottingham, United Kingdom	21.25	108	5.05
20	Department of Economics and Related Studies, University of York York, United Kingdom	21.8	90	3.23
21	Economics Division, University of Southampton Southampton, United Kingdom	25.04	32	2.27
22	Economics Department, Michigan State University East Lansing, Michigan (USA)	25.52	57	1.27
23	Department of Economics, Oxford University Oxford, United Kingdom	26.83	175	3.68
24	Department of Economics, University of Chicago Chicago, Illinois (USA)	28.21	76	0.63
---	Finance Department, Stern School of Business, New York University (NYU) New York City, New York (USA)	28.73	13	0.64
25	Economics Department, Queen's University Kingston, Canada	32.7	51	1.59
26	Essex Business School, University of Essex Colchester, United Kingdom	33.39	29	2.8
---	Department of Economics, Business School, University of Auckland Auckland, New Zealand	34.56	18	0.27
27	Business School, University of Auckland Auckland, New Zealand	34.56	24	0.27
28	Centro de Estudios Monetarios y Financieros (CEMFI) Madrid, Spain	40.35	22	0.75
29	Departamento de Economía, Universidad Carlos III de Madrid Madrid, Spain	42.47	56	2.16
---	Economic Studies, Brookings Institution Washington, District of Columbia (USA)	42.85	11	0.18
30	Federal Reserve Bank of Cleveland Cleveland, Ohio (USA)	42.85	50	2.81
29	Brookings Institution Washington, District of Columbia (USA)	42.85	32	0.18
32	Federal Reserve Board (Board of Governors of the Federal Reserve System) Washington, District of Columbia (USA)	42.9	182	3.91
33	Department of Economics, University of North Carolina-Chapel-Hill Chapel Hill, North Carolina (USA)	42.96	20	1.12
34	National Bureau of Economic Research (NBER) Cambridge, Massachusetts (USA)	45.96	424	0.47
35	Centre de Recherche en Économie et Statistique (CREST) France	46.38	91	2.17
36	Federal Reserve Bank of Dallas Dallas, Texas (USA)	48.09	60	0.84
37	Economics Department, University of Strathclyde Glasgow, United Kingdom	49.34	29	0.81
38	Department of Economics, Northwestern University Evanston, Illinois (USA)	49.39	40	0.36
39	Federal Reserve Bank of St. Louis St. Louis, Missouri (USA)	49.69	67	1.43
40	Department of Economics, Boston College Chestnut Hill, Massachusetts (USA)	50.63	57	1.43
---	Economic Research, Federal Reserve Bank of Cleveland Cleveland, Ohio (USA)	50.98	36	1.7
---	Research Division, Federal Reserve Bank of St. Louis St. Louis, Missouri (USA)	50.99	56	1.42
41	Federal Reserve Bank of New York New York City, New York (USA)	52.79	81	2.61
42	School of Business and Economics, Vrije Universiteit Amsterdam Amsterdam, Netherlands	55.9	100	3.4
43	School of Economics and Finance, Queen Mary University of London London, United Kingdom	56.72	42	2.25
44	Economics Department, Yale University New Haven, Connecticut (USA)	57.86	47	0.47
45	Department of Economics, Indiana University Bloomington, Indiana (USA)	59.59	29	1.16
46	Department of Economics, University of California-Berkeley Berkeley, California (USA)	60.65	56	0.67
47	Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam Rotterdam, Netherlands	61.09	117	3.13
48	Economics Department, Massachusetts Institute of Technology (MIT) Cambridge, Massachusetts (USA)	62.04	53	0.18
49	Università Commerciale Luigi Bocconi Milano, Italy	62.28	169	1.81
50	Federal Reserve Bank of Atlanta Atlanta, Georgia (USA)	62.29	27	2.09
---	Volatility Institute, Stern School of Business, New York University (NYU) New York City, New York (USA)	62.66	3	0.2
51	Department of Economics, McGill University Montréal, Canada	62.96	34	1.35
52	Department of Economics, Cornell University Ithaca, New York (USA)	63.86	40	1
53	Department of Economics, New York University (NYU) New York City, New York (USA)	64.14	54	0.87
54	Barcelona Graduate School of Economics (Barcelona GSE) Barcelona, Spain	64.15	163	2.89
---	Bendheim Center for Finance, Department of Economics, Princeton University Princeton, New Jersey (USA)	64.36	6	0.53
55	Department of Economics, University College London (UCL) London, United Kingdom	64.82	72	1.31
56	Tinbergen Instituut Amsterdam, Netherlands	66.82	125	3.07
---	Econometrisch Instituut, Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam Rotterdam, Netherlands	68.01	23	2.57
57	École des Sciences Économiques de Louvain, Université Catholique de Louvain Louvain-la-Neuve, Belgium	69.06	120	1.6
---	Granger Centre for Time Series Econometrics, School of Economics, University of Nottingham Nottingham, United Kingdom	70.14	6	3.4
58	Faculteit Economie en Bedrijfskunde, Universiteit van Amsterdam Amsterdam, Netherlands	71.75	85	2.24
---	Research and Statistics Group, Federal Reserve Bank of New York New York City, New York (USA)	72.89	60	1.62
59	Federal Reserve Bank of Chicago Chicago, Illinois (USA)	74.08	59	0.85
---	Center for Operations Research and Econometrics (CORE), École des Sciences Économiques de Louvain, Université Catholique de Louvain Louvain-la-Neuve, Belgium	74.28	58	1.21
60	Department of Economics, University of Toronto Toronto, Canada	80.82	61	1.22
---	Afdeling Econometrie and Operations Research, School of Business and Economics, Vrije Universiteit Amsterdam Amsterdam, Netherlands	82.46	14	2.59
61	Department of Economics, Ohio State University Columbus, Ohio (USA)	84.31	38	2
62	Anderson Graduate School of Management, University of California-Los Angeles (UCLA) Los Angeles, California (USA)	86.48	30	0.51
63	Department of Economics, Mathematics and Statistics, Birkbeck College London, United Kingdom	92.14	28	1.77
---	Amsterdam School of Economics, Faculteit Economie en Bedrijfskunde, Universiteit van Amsterdam Amsterdam, Netherlands	92.71	28	1.42
64	School of Economics, Faculty of Arts and Social Sciences, University of Sydney Sydney, Australia	93.35	65	1.76
65	Crawford School of Public Policy, Australian National University Canberra, Australia	94.92	154	0.78
66	Department of Economics, Pennsylvania State University State College, Pennsylvania (USA)	95.08	33	0.64
67	Departamento de Estadistica, Universidad Carlos III de Madrid Madrid, Spain	95.98	9	5.14
68	Department of Economics, Emory University Atlanta, Georgia (USA)	96.55	25	1.74
69	Institute of Labor Economics (IZA) Bonn, Germany	98.39	891	0.57
---	Economic Research Department, Federal Reserve Bank of Atlanta Atlanta, Georgia (USA)	101.72	22	1.84
70	Department of Economics, University of Warwick Coventry, United Kingdom	102.54	81	1.68
71	Department of Economics, University of California-Riverside Riverside, California (USA)	103.02	26	1.26
72	Center for Applied Statistics and Econometrics (CASE), Humboldt-Universität Berlin Berlin, Germany	104.22	21	0.89
73	DIW Berlin (Deutsches Institut für Wirtschaftsforschung) Berlin, Germany	104.33	147	1.09
---	Centre for Applied Macroeconomic Analysis (CAMA), Crawford School of Public Policy, Australian National University Canberra, Australia	104.79	67	0.75
74	College of Economics, Sogang University Seoul, South Korea	106.26	22	1
---	Department of Finance, College of Management, Asia University Wufeng, Taiwan	107.08	8	0.41
75	College of Management, Asia University Wufeng, Taiwan	107.08	20	0.41
76	Department of Economics, University of California-Los Angeles (UCLA) Los Angeles, California (USA)	108.37	54	0.67
77	Istituto Einaudi per l'Economia e la Finanza (EIEF) Roma, Italy	108.46	23	0.59
78	Bank of Canada Ottawa, Canada	110.03	151	4.73
---	Departament d'Economia i Empresa, Universitat Pompeu Fabra, Barcelona Graduate School of Economics (Barcelona GSE) Barcelona, Spain	111.95	93	1.99
79	Department of Agricultural and Resource Economics, University of Maryland College Park, Maryland (USA)	112.48	26	0.5
80	Ekonomihögskolan, Lunds Universitet Lund, Sweden	113.21	111	1.71
---	Nationalekonomiska Institutionen, Ekonomihögskolan, Lunds Universitet Lund, Sweden	113.21	69	1.71
81	Department of Economics, Korea University Seoul, South Korea	113.81	25	1.04
82	School of Business and Economics, Maastricht University Maastricht, Netherlands	114.65	92	3.97
83	Department of Economics, Johns Hopkins University Baltimore, Maryland (USA)	115.68	17	0.6
84	Department of Economics, Rutgers University-New Brunswick New Brunswick, New Jersey (USA)	115.93	37	0.67
85	Business School, University of Technology Sydney Sydney, Australia	115.97	88	1.73
86	Deutsche Bundesbank Frankfurt, Germany	117.01	157	3.28
87	Dipartimento di Scienze Economiche, Alma Mater Studiorum - Università di Bologna Bologna, Italy	117.64	107	1.79
88	Economics Department, Georgetown University Washington, District of Columbia (USA)	118.03	48	0.67
89	Department of Economics, University of Texas-Dallas Dallas, Texas (USA)	118.45	10	0.75
90	Facoltà di Economia, Università degli Studi di Roma "Tor Vergata" Roma, Italy	119.49	102	2.61
91	Rady School of Management, University of California-San Diego (UCSD) La Jolla, California (USA)	119.65	12	0.4
92	Centre for Economic Policy Research (CEPR) London, United Kingdom	120.77	311	0.34
93	Krannert School of Management, Purdue University West Lafayette, Indiana (USA)	121.4	31	2.28
---	Department of Economics, Krannert School of Management, Purdue University West Lafayette, Indiana (USA)	121.4	28	2.28
---	Dipartimento di Economia e Finanza, Facoltà di Economia, Università degli Studi di Roma "Tor Vergata" Roma, Italy	124.74	57	2.59
94	Warwick Business School, University of Warwick Coventry, United Kingdom	125.23	28	2.5
95	Fakultät für Wirtschaftswissenschaften, Universität Wien Wien, Austria	125.68	57	2.04
---	Department of Economics, W.P. Carey School of Business, Arizona State University Tempe, Arizona (USA)	126.03	45	1.3
96	W.P. Carey School of Business, Arizona State University Tempe, Arizona (USA)	126.03	56	1.3
---	Department of Finance, Kellogg Graduate School of Management, Northwestern University Evanston, Illinois (USA)	126.55	17	0.2
97	Kellogg Graduate School of Management, Northwestern University Evanston, Illinois (USA)	126.55	48	0.2
98	Department of Economics, University of Connecticut Storrs, Connecticut (USA)	127.72	48	1.71
99	Department of Economics, Vanderbilt University Nashville, Tennessee (USA)	127.81	40	0.47
100	Sveriges Riksbank Stockholm, Sweden	130.43	39	2.02
101	Dipartimento di Economia "Marco Biagi", Università degli Studi di Modena e Reggio Emilia Modena, Italy	131.37	47	0.41
---	Vakgroep Kwantitatieve Economie, School of Business and Economics, Maastricht University Maastricht, Netherlands	131.59	9	3.66
102	Solvay Brussels School of Economics and Management, Université Libre de Bruxelles Bruxelles, Belgium	132.37	158	2.25
103	Economics Department, University of Essex Colchester, United Kingdom	133.21	46	1.25
---	Economics Discipline Group, Business School, University of Technology Sydney Sydney, Australia	134.84	40	1.4
104	Joint Research Centre, European Commission Ispra, Italy	135.63	76	3.3
105	London School of Economics (LSE) London, United Kingdom	136.13	291	1.55
106	Adam Smith Business School, University of Glasgow Glasgow, United Kingdom	136.3	61	2.2
---	Department of Economics, Adam Smith Business School, University of Glasgow Glasgow, United Kingdom	136.3	48	2.2
107	International Monetary Fund (IMF) Washington, District of Columbia (USA)	136.91	426	3.25
108	Politiikan ja Talouden Tutkimuksen Laitos, Valtiotieteellinen tiedekunta, Helsingin Yliopisto Helsinki, Finland	138.37	26	1.95
109	Athens University of Economics and Business (AUEB) Athens, Greece	138.81	77	2.93
110	Department of Economics, Washington University in St. Louis St. Louis, Missouri (USA)	138.95	26	0.61
111	Department of Economics, University of Birmingham Birmingham, United Kingdom	142	34	1.71
112	École d'Économie d'Aix-Marseille, Aix-Marseille Université Aix-en-Provence/Marseille, France	143.04	108	2.59
113	Fachbereich Wirtschaftswissenschaft, Freie Universität Berlin Berlin, Germany	145.47	41	0.88
114	School of Business and Economics, Universidade Nova de Lisboa Lisboa, Portugal	147.21	50	0.89
115	School of Economics, Finance and Management, University of Bristol Bristol, United Kingdom	147.94	59	0.69
116	Department of Economics, University of Houston Houston, Texas (USA)	147.97	22	1
117	Scuola di Economia e Management, Università degli Studi di Firenze Firenze, Italy	148.28	79	2.26
118	Dipartimento di Economia, Università Ca' Foscari Venezia Venezia, Italy	148.65	73	1.56
---	European Centre for Advanced Research in Economics and Statistics (ECARES), Solvay Brussels School of Economics and Management, Université Libre de Bruxelles Bruxelles, Belgium	150.02	63	2.2
119	Institute for Fiscal Studies (IFS) London, United Kingdom	151.8	67	0.2
120	Fachbereich Wirtschaftswissenschaft, Goethe Universität Frankfurt am Main Frankfurt am Main, Germany	151.98	66	1.72
121	Economics Department, Brown University Providence, Rhode Island (USA)	152.29	54	0.69
---	Department of Statistics and Operations Research, Fakultät für Wirtschaftswissenschaften, Universität Wien Wien, Austria	153.04	7	1.67
122	Faculty of Business and Economics, University of Melbourne Melbourne, Australia	154.4	101	3.12
---	Dipartimento di Statistica, Informatica, Applicazioni "G. Parenti", Scuola di Economia e Management, Università degli Studi di Firenze Firenze, Italy	155.17	15	2.02
---	Abteilung Volkswirtschaftslehre, Fachbereich Wirtschaftswissenschaft, Freie Universität Berlin Berlin, Germany	158.22	18	0.46
123	Business School, Deakin University Melbourne, Australia	158.42	81	1.86
---	Finance Division, Sauder School of Business, University of British Columbia Vancouver, Canada	160.52	5	1
124	Sauder School of Business, University of British Columbia Vancouver, Canada	160.52	22	1
125	Department of Economics, University of Maryland College Park, Maryland (USA)	160.56	45	1.66
126	Institut für Ökonometrie und OR, Rheinische Friedrich-Wilhelms-Universität Bonn Bonn, Germany	161.44	1	0.56
127	Management School, Lancaster University Lancaster, United Kingdom	161.84	66	2.9
128	Wirtschaftswissenschaftliche Fakutät, Universität Zürich Zürich, Switzerland	163.4	155	1.65
---	Institut für Volkswirtschaftslehre, Wirtschaftswissenschaftliche Fakutät, Universität Zürich Zürich, Switzerland	163.4	94	1.65
129	Smeal College of Business Administration, Pennsylvania State University State College, Pennsylvania (USA)	164.07	9	0.83
130	Department of Economics, Virginia Polytechnic Institute and State University (Virginia Tech) Blacksburg, Virginia (USA)	164.18	12	1.38
131	Department of Economics, University of Notre Dame South Bend, Indiana (USA)	164.44	43	0.54
132	Toulouse School of Economics (TSE) Toulouse, France	166.27	160	0.81
133	Department of Economics and Finance, Brunel University Uxbridge, United Kingdom	167.07	16	1.56
---	Department of Economics, London Business School (LBS) London, United Kingdom	167.09	13	0.57
134	London Business School (LBS) London, United Kingdom	167.09	30	0.57
---	Dipartimento di Economia "Ettore Bocconi", Università Commerciale Luigi Bocconi Milano, Italy	167.64	34	0.28
135	Department of Economics, Maxwell School, Syracuse University Syracuse, New York (USA)	168.4	20	0.41
136	Cass Business School, City University London, United Kingdom	168.8	38	0.72
137	Department of Economics, University of Illinois at Urbana-Champaign Urbana-Champaign, Illinois (USA)	169.36	47	1.7
138	Département de Sciences Économiques, Université de Montréal Montréal, Canada	172.39	30	0.94
139	Banca d'Italia Roma, Italy	175.55	254	3.27
---	ICMA Centre for Financial Markets, Henley Business School, University of Reading Reading, United Kingdom	176.12	12	0.32
140	Henley Business School, University of Reading Reading, United Kingdom	176.12	28	0.32
141	Bank of England London, United Kingdom	178.23	206	3.42
---	Innocenzo Gasparini Institute for Economic Research (IGIER), Università Commerciale Luigi Bocconi Milano, Italy	178.73	49	0.3
142	William E. Simon Graduate School of Business Administration, University of Rochester Rochester, New York (USA)	182.89	10	0.2
---	Abteilung Empirische Wirtschaftsforschung und International Wirtschaftspolitik, Fachbereich Wirtschaftswissenschaft, Goethe Universität Frankfurt am Main Frankfurt am Main, Germany	183.28	9	1
---	Department of Economics, Faculty of Business and Economics, University of Melbourne Melbourne, Australia	187.16	47	2.71
143	Management School, University of Liverpool Liverpool, United Kingdom	188.7	34	2.13
144	Rimini Centre for Economic Analysis (RCEA) Waterloo, Canada	188.91	47	0.88
145	ESSEC Business School Cergy-Pontoise, France	189.4	34	2.14

The rankings

Top 10% authors in the field of Econometric Time Series

For Econometric Time Series, these are 793 authors affiliated with 1455 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	1.68
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)	2.73
3	Pierre Perron Department of Economics, Boston University, Boston, Massachusetts (USA)	4.27
4	Clive W. J. Granger †	4.72
5	Tim Bollerslev Department of Economics, Duke University, Durham, North Carolina (USA)	7.56
6	M Hashem Pesaran Department of Economics, University of Southern California, Los Angeles, California (USA)	7.85
7	Soren Johansen Økonomisk Institut, Københavns Universitet, København, Denmark	9.79
8	Mark W. Watson Department of Economics, Princeton University, Princeton, New Jersey (USA)	12.6
9	Jushan Bai Department of Economics, School of Arts and Sciences, Columbia University, New York City, New York (USA)	12.63
10	Charles R. Nelson Department of Economics, University of Washington, Seattle, Washington (USA)	13.72
11	Donald W. K. Andrews Economics Department, Yale University, New Haven, Connecticut (USA) Cowles Foundation for Research in Economics, Yale University, New Haven, Connecticut (USA)	15.69
12	Robert Taylor Essex Business School, University of Essex, Colchester, United Kingdom	16.59
13	Lars Peter Hansen Department of Economics, University of Chicago, Chicago, Illinois (USA)	16.69
14	Francis X. Diebold Department of Economics, University of Pennsylvania, Philadelphia, Pennsylvania (USA)	17.09
15	James H. Stock Department of Economics, Harvard University, Cambridge, Massachusetts (USA)	17.4
16	Yongcheol Shin Department of Economics and Related Studies, University of York, York, United Kingdom	18.88
17	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	19.23
18	Andrew C. Harvey Faculty of Economics, University of Cambridge, Cambridge, United Kingdom	20.22
19	David F. Hendry Department of Economics, Oxford University, Oxford, United Kingdom	21.47
20	Serena Ng Department of Economics, School of Arts and Sciences, Columbia University, New York City, New York (USA)	22.73
21	Kenneth D. West Economics Department, University of Wisconsin-Madison, Madison, Wisconsin (USA)	24.01
22	Helmut Lütkepohl DIW Berlin (Deutsches Institut für Wirtschaftsforschung), Berlin, Germany	24.71
23	George Tauchen Department of Economics, Duke University, Durham, North Carolina (USA)	25.27
24	Stephen Leybourne School of Economics, University of Nottingham, Nottingham, United Kingdom	26.17
25	Graham Elliott Department of Economics, University of California-San Diego (UCSD), La Jolla, California (USA)	26.22
26	Gary Koop Economics Department, University of Strathclyde, Glasgow, United Kingdom	26.22
27	Neil Shephard Department of Economics, Harvard University, Cambridge, Massachusetts (USA)	26.41
28	James Hamilton Department of Economics, University of California-San Diego (UCSD), La Jolla, California (USA)	27.51
29	Torben G. Andersen National Bureau of Economic Research (NBER), Cambridge, Massachusetts (USA)	27.9
30	Joon Y. Park Department of Economics, Indiana University, Bloomington, Indiana (USA)	28.16
31	Pentti Saikkonen	29.19
32	Allan Timmermann Department of Economics, University of California-San Diego (UCSD), La Jolla, California (USA)	30.93
33	Halbert White †	33.02
34	Thomas J. Sargent Department of Economics, New York University (NYU), New York City, New York (USA)	33.5
35	Todd Clark Economic Research, Federal Reserve Bank of Cleveland, Cleveland, Ohio (USA)	34.41
36	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	35.59
37	Manuel Arellano Centro de Estudios Monetarios y Financieros (CEMFI), Madrid, Spain	36.78
38	Morten Ørregaard Nielsen Economics Department, Queen's University, Kingston, Canada	37.11
39	Yacine Ait-Sahalia Bendheim Center for Finance, Department of Economics, Princeton University, Princeton, New Jersey (USA)	38.29
40	Peter Reinhard Hansen Department of Economics, University of North Carolina-Chapel-Hill, Chapel Hill, North Carolina (USA)	43.42
41	Christian S. Gourieroux Department of Economics, University of Toronto, Toronto, Canada	44.81
42	Lawrence J. Christiano Department of Economics, Northwestern University, Evanston, Illinois (USA)	46.53
43	Chang-Jin Kim Department of Economics, Korea University, Seoul, South Korea Department of Economics, University of Washington, Seattle, Washington (USA)	48.7
44	Lutz Kilian Federal Reserve Bank of Dallas, Dallas, Texas (USA)	49.12
45	Luc Bauwens Center for Operations Research and Econometrics (CORE), École des Sciences Économiques de Louvain, Université Catholique de Louvain, Louvain-la-Neuve, Belgium	49.27
46	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	50.18
47	David I. Harvey Granger Centre for Time Series Econometrics, School of Economics, University of Nottingham, Nottingham, United Kingdom	50.58
48	Andrew Patton Department of Economics, Duke University, Durham, North Carolina (USA)	51.13
49	Michael McAleer Department of Finance, College of Management, Asia University, Wufeng, Taiwan	51.54
50	Ole E. Barndorff-Nielsen Center for Research in Econometric Analysis of Time Series (CREATES), Institut for Økonomi, Aarhus Universitet, Aarhus, Denmark	54.76
51	Siem Jan Koopman Afdeling Econometrie and Operations Research, School of Business and Economics, Vrije Universiteit Amsterdam, Amsterdam, Netherlands	56.1
52	Joakim Westerlund Nationalekonomiska Institutionen, Ekonomihögskolan, Lunds Universitet, Lund, Sweden	56.3
53	Michael McCracken Research Division, Federal Reserve Bank of St. Louis, St. Louis, Missouri (USA)	56.41
54	Lucrezia Reichlin Department of Economics, London Business School (LBS), London, United Kingdom Centre for Economic Policy Research (CEPR), London, United Kingdom	56.62
55	Jun Yu School of Economics, Singapore Management University, Singapore, Singapore	58.01
56	James MacKinnon Economics Department, Queen's University, Kingston, Canada	58.56
57	In Choi College of Economics, Sogang University, Seoul, South Korea	64.1
58	Jean-Michel Zakoian Centre de Recherche en Économie et Statistique (CREST), France	64.34
59	Marco Lippi Istituto Einaudi per l'Economia e la Finanza (EIEF), Roma, Italy	65.12
60	Frank Schorfheide Department of Economics, University of Pennsylvania, Philadelphia, Pennsylvania (USA)	65.16
61	Donggyu Sul Department of Economics, University of Texas-Dallas, Dallas, Texas (USA)	65.39
62	Cheng Hsiao Department of Economics, University of Southern California, Los Angeles, California (USA)	65.69
63	Christopher F Baum Department of Economics, Boston College, Chestnut Hill, Massachusetts (USA)	65.71
64	Timothy Vogelsang Economics Department, Michigan State University, East Lansing, Michigan (USA)	69.14
65	Asger Lunde Center for Research in Econometric Analysis of Time Series (CREATES), Institut for Økonomi, Aarhus Universitet, Aarhus, Denmark	69.46
66	Jean-Marie Dufour Department of Economics, McGill University, Montréal, Canada	69.5
67	Eric Ghysels Department of Economics, University of North Carolina-Chapel-Hill, Chapel Hill, North Carolina (USA)	69.98
68	Norman Rasmus Swanson Department of Economics, Rutgers University-New Brunswick, New Brunswick, New Jersey (USA)	70.07
69	Atsushi Inoue Department of Economics, Vanderbilt University, Nashville, Tennessee (USA)	70.74
70	Marcus J. Chambers Economics Department, University of Essex, Colchester, United Kingdom	71.4
71	Zhijie Xiao Department of Economics, Boston College, Chestnut Hill, Massachusetts (USA)	73.12
72	Hyungsik Roger Moon Department of Economics, University of Southern California, Los Angeles, California (USA)	75.03
73	Mario Forni Dipartimento di Economia "Marco Biagi", Università degli Studi di Modena e Reggio Emilia, Modena, Italy	78.95
74	Domenico Giannone Research and Statistics Group, Federal Reserve Bank of New York, New York City, New York (USA)	79.24
75	Badi H. Baltagi Department of Economics, Maxwell School, Syracuse University, Syracuse, New York (USA)	80.03
76	Giuseppe Cavaliere Dipartimento di Scienze Economiche, Alma Mater Studiorum - Università di Bologna, Bologna, Italy	80.67
77	Jörg Breitung Institut für Ökonometrie und OR, Rheinische Friedrich-Wilhelms-Universität Bonn, Bonn, Germany	80.79
78	Oliver Bruce Linton Faculty of Economics, University of Cambridge, Cambridge, United Kingdom	82.31
79	Yixiao Sun Department of Economics, University of California-San Diego (UCSD), La Jolla, California (USA)	82.43

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 September 2019

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