IDEAS home Printed from https://ideas.repec.org/top/old/1912/top.ets.html
 

Top 10% Institutions and Economists in the Field of Econometric Time Series, as of December 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 8000 institutions with 57594 registered authors evaluated for all the rankings.

Similar rankings

EntityFull rankingLast 10 years10 best authorsLast 10 years, 10 best authorsTop 5% authorsMore
AuthorsShort Details Short Details More
InstitutionsShort Details Short Details Short Details Short Details All yearsLast 10 More
RegionsShort 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 795 authors affiliated with 1455 institutions.
All authors classified in this field.

RankInstitutionScoreAuthorsAuthor shares
1Department of Economics, Princeton University

Princeton, New Jersey (USA)

2.48581.49
2Institut for Økonomi, Aarhus Universitet

Aarhus, Denmark

4.211411.96
3Department of Economics, Boston University

Boston, Massachusetts (USA)

5.12571.82
---Center for Research in Econometric Analysis of Time Series (CREATES), Institut for Økonomi, Aarhus Universitet

Aarhus, Denmark

6.164910.44
4Singapore Management University

Singapore, Singapore

7.09376.31
5Department of Economics, Harvard University

Cambridge, Massachusetts (USA)

7.97740.94
6Monash Business School, Monash University

Melbourne, Australia

8.3316211.4
---School of Economics, Singapore Management University

Singapore, Singapore

8.82326.31
7Department of Economics, Duke University

Durham, North Carolina (USA)

8.97481.46
8Department of Economics, University of Southern California

Los Angeles, California (USA)

8.98481.24
9Department of Economics, School of Arts and Sciences, Columbia University

New York City, New York (USA)

10.29481.06
---Department of Econometrics and Business Statistics, Monash Business School, Monash University

Melbourne, Australia

10.83411.27
10Department of Economics, University of California-San Diego (UCSD)

La Jolla, California (USA)

11.14491.95
11Stern School of Business, New York University (NYU)

New York City, New York (USA)

12.51512.22
12Økonomisk Institut, Københavns Universitet

København, Denmark

13.17724.73
13Cowles Foundation for Research in Economics, Yale University

New Haven, Connecticut (USA)

14.74160.5
14Department of Economics, University of Pennsylvania

Philadelphia, Pennsylvania (USA)

15.66381.17
15Faculty of Economics, University of Cambridge

Cambridge, United Kingdom

17.15652.92
16European Central Bank

Frankfurt am Main, Germany

17.272259.21
17Department of Economics, University of Washington

Seattle, Washington (USA)

20.06191.57
18Department of Economics and Related Studies, University of York

York, United Kingdom

20.28903.24
19Economics Department, University of Wisconsin-Madison

Madison, Wisconsin (USA)

20.69380.7
20School of Economics, University of Nottingham

Nottingham, United Kingdom

20.781125.05
21Economics Department, Michigan State University

East Lansing, Michigan (USA)

25.88571.26
22Economics Division, University of Southampton

Southampton, United Kingdom

26.55331.77
23Department of Economics, Oxford University

Oxford, United Kingdom

26.891763.22
24Department of Economics, University of Chicago

Chicago, Illinois (USA)

28.31750.57
---Finance Department, Stern School of Business, New York University (NYU)

New York City, New York (USA)

29.77130.64
25Economics Department, Queen's University

Kingston, Canada

31.89501.59
26Essex Business School, University of Essex

Colchester, United Kingdom

32.55292.8
---Department of Economics, Business School, University of Auckland

Auckland, New Zealand

35.75180.27
27Business School, University of Auckland

Auckland, New Zealand

35.75230.27
28Centro de Estudios Monetarios y Financieros (CEMFI)

Madrid, Spain

39.93230.73
29Federal Reserve Board (Board of Governors of the Federal Reserve System)

Washington, District of Columbia (USA)

40.911874.41
30Departamento de Economía, Universidad Carlos III de Madrid

Madrid, Spain

41.82572.17
31Department of Economics, University of North Carolina-Chapel-Hill

Chapel Hill, North Carolina (USA)

42.62211.12
---Economic Studies, Brookings Institution

Washington, District of Columbia (USA)

43.13110.18
32Brookings Institution

Washington, District of Columbia (USA)

43.13320.18
33Centre de Recherche en Économie et Statistique (CREST)

France

45.52912.09
34Federal Reserve Bank of St. Louis

St. Louis, Missouri (USA)

46.85671.45
35Economics Department, University of Strathclyde

Glasgow, United Kingdom

47.12301.04
36Federal Reserve Bank of Dallas

Dallas, Texas (USA)

47.24590.82
37National Bureau of Economic Research (NBER)

Cambridge, Massachusetts (USA)

47.934250.46
---Research Division, Federal Reserve Bank of St. Louis

St. Louis, Missouri (USA)

48.45561.43
38Department of Economics, Northwestern University

Evanston, Illinois (USA)

48.71390.36
39Federal Reserve Bank of New York

New York City, New York (USA)

51.42812.58
40Department of Economics, Boston College

Chestnut Hill, Massachusetts (USA)

52.62591.42
41School of Business and Economics, Vrije Universiteit Amsterdam

Amsterdam, Netherlands

53.961003.47
42School of Economics and Finance, Queen Mary University of London

London, United Kingdom

56.07512.31
43Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam

Rotterdam, Netherlands

56.751173.24
44Economics Department, Yale University

New Haven, Connecticut (USA)

57.08490.47
45Department of Economics, University of California-Berkeley

Berkeley, California (USA)

59.08560.66
46Department of Economics, Indiana University

Bloomington, Indiana (USA)

60.09291.15
47Department of Economics, Cornell University

Ithaca, New York (USA)

60.29411.09
48Department of Economics, McGill University

Montréal, Canada

60.31331.37
49Department of Economics, New York University (NYU)

New York City, New York (USA)

61.78520.87
50Department of Economics, University College London (UCL)

London, United Kingdom

61.84701.31
51Federal Reserve Bank of Atlanta

Atlanta, Georgia (USA)

62.08272.08
---Econometrisch Instituut, Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam

Rotterdam, Netherlands

62.12232.69
52Università Commerciale Luigi Bocconi

Milano, Italy

62.41691.8
---Volatility Institute, Stern School of Business, New York University (NYU)

New York City, New York (USA)

62.6430.19
53Economics Department, Massachusetts Institute of Technology (MIT)

Cambridge, Massachusetts (USA)

62.75550.17
54École des Sciences Économiques de Louvain, Université Catholique de Louvain

Louvain-la-Neuve, Belgium

62.851211.66
55Tinbergen Instituut

Amsterdam, Netherlands

64.241233.08
55Barcelona Graduate School of Economics (Barcelona GSE)

Barcelona, Spain

64.241592.87
57Faculteit Economie en Bedrijfskunde, Universiteit van Amsterdam

Amsterdam, Netherlands

65.26852.27
---Center for Operations Research and Econometrics (CORE), École des Sciences Économiques de Louvain, Université Catholique de Louvain

Louvain-la-Neuve, Belgium

67.4571.28
---Granger Centre for Time Series Econometrics, School of Economics, University of Nottingham

Nottingham, United Kingdom

67.6163.4
---Bendheim Center for Finance, Department of Economics, Princeton University

Princeton, New Jersey (USA)

70.6560.53
---Research and Statistics Group, Federal Reserve Bank of New York

New York City, New York (USA)

71.21591.28
58Federal Reserve Bank of Chicago

Chicago, Illinois (USA)

74.67610.84
---Afdeling Econometrie and Operations Research, School of Business and Economics, Vrije Universiteit Amsterdam

Amsterdam, Netherlands

78.49142.66
59Department of Economics, University of Toronto

Toronto, Canada

81.01611.22
---Amsterdam School of Economics, Faculteit Economie en Bedrijfskunde, Universiteit van Amsterdam

Amsterdam, Netherlands

83.3271.45
60Department of Economics, Ohio State University

Columbus, Ohio (USA)

84.73382
61Department of Economics, Mathematics and Statistics, Birkbeck College

London, United Kingdom

89.65281.82
62Ekonomihögskolan, Lunds Universitet

Lund, Sweden

90.071131.74
---Nationalekonomiska Institutionen, Ekonomihögskolan, Lunds Universitet

Lund, Sweden

90.07701.74
63Department of Economics, Emory University

Atlanta, Georgia (USA)

90.6251.9
64Anderson Graduate School of Management, University of California-Los Angeles (UCLA)

Los Angeles, California (USA)

92.38290.48
65Crawford School of Public Policy, Australian National University

Canberra, Australia

92.931530.77
66Department of Economics, Pennsylvania State University

State College, Pennsylvania (USA)

93.14320.64
67Institute of Labor Economics (IZA)

Bonn, Germany

94.639020.56
68Departamento de Estadistica, Universidad Carlos III de Madrid

Madrid, Spain

97.9994.12
69Center for Applied Statistics and Econometrics (CASE), Humboldt-Universität Berlin

Berlin, Germany

98.49210.88
70Department of Economics, University of Warwick

Coventry, United Kingdom

100.7811.68
71School of Economics, Faculty of Arts and Social Sciences, University of Sydney

Sydney, Australia

101.02641.4
72DIW Berlin (Deutsches Institut für Wirtschaftsforschung)

Berlin, Germany

101.611491.05
---Centre for Applied Macroeconomic Analysis (CAMA), Crawford School of Public Policy, Australian National University

Canberra, Australia

102.66670.73
---Economic Research Department, Federal Reserve Bank of Atlanta

Atlanta, Georgia (USA)

103.26221.83
73Istituto Einaudi per l'Economia e la Finanza (EIEF)

Roma, Italy

104.57220.59
74College of Economics, Sogang University

Seoul, South Korea

105.55210.98
---Department of Finance, College of Management, Asia University

Wufeng, Taiwan

105.8380.41
75College of Management, Asia University

Wufeng, Taiwan

105.83200.41
76Bank of Canada

Ottawa, Canada

106.911544.73
77Department of Economics, Korea University

Seoul, South Korea

109.16251.04
78Dipartimento di Scienze Economiche, Alma Mater Studiorum - Università di Bologna

Bologna, Italy

109.251051.7
79Department of Agricultural and Resource Economics, University of Maryland

College Park, Maryland (USA)

109.34270.5
80School of Business and Economics, Maastricht University

Maastricht, Netherlands

110.43913.97
---Departament d'Economia i Empresa, Universitat Pompeu Fabra, Barcelona Graduate School of Economics (Barcelona GSE)

Barcelona, Spain

110.59891.97
81Department of Economics, Rutgers University-New Brunswick

New Brunswick, New Jersey (USA)

111.89370.67
82Krannert School of Management, Purdue University

West Lafayette, Indiana (USA)

112.09312.29
---Department of Economics, Krannert School of Management, Purdue University

West Lafayette, Indiana (USA)

112.09282.29
83Deutsche Bundesbank

Frankfurt, Germany

112.731583.26
84Department of Economics, Johns Hopkins University

Baltimore, Maryland (USA)

114190.6
85Department of Economics, University of California-Los Angeles (UCLA)

Los Angeles, California (USA)

114.63550.65
86Department of Economics, University of Texas-Dallas

Dallas, Texas (USA)

115.78110.75
87Business School, University of Technology Sydney

Sydney, Australia

116.45901.57
88Economics Department, Georgetown University

Washington, District of Columbia (USA)

117.8460.67
89Solvay Brussels School of Economics and Management, Université Libre de Bruxelles

Bruxelles, Belgium

117.941592.08
90Facoltà di Economia, Università degli Studi di Roma "Tor Vergata"

Roma, Italy

119.151022.61
91Warwick Business School, University of Warwick

Coventry, United Kingdom

120.68262.5
92Department of Economics, University of California-Riverside

Riverside, California (USA)

121.79261.05
93Department of Economics, University of Connecticut

Storrs, Connecticut (USA)

122.08471.71
94Rady School of Management, University of California-San Diego (UCSD)

La Jolla, California (USA)

122.94120.4
95Fakultät für Wirtschaftswissenschaften, Universität Wien

Wien, Austria

123.42582.03
---Department of Economics, W.P. Carey School of Business, Arizona State University

Tempe, Arizona (USA)

123.52441.3
96W.P. Carey School of Business, Arizona State University

Tempe, Arizona (USA)

123.52551.3
---Dipartimento di Economia e Finanza, Facoltà di Economia, Università degli Studi di Roma "Tor Vergata"

Roma, Italy

123.57582.59
97Dipartimento di Economia "Marco Biagi", Università degli Studi di Modena e Reggio Emilia

Modena, Italy

124.92480.41
98Economics Department, University of Essex

Colchester, United Kingdom

125.23461.4
99Department of Economics, Vanderbilt University

Nashville, Tennessee (USA)

125.75410.46
100Sveriges Riksbank

Stockholm, Sweden

125.85392.02
101Athens University of Economics and Business (AUEB)

Athens, Greece

125.94783
102Centre for Economic Policy Research (CEPR)

London, United Kingdom

127.833180.32
---Vakgroep Kwantitatieve Economie, School of Business and Economics, Maastricht University

Maastricht, Netherlands

128.2693.67
103École d'Économie d'Aix-Marseille, Aix-Marseille Université

Aix-en-Provence/Marseille, France

130.811102.63
104Politiikan ja Talouden Tutkimuksen Laitos, Valtiotieteellinen tiedekunta, Helsingin Yliopisto

Helsinki, Finland

131.86292.29
105Joint Research Centre, European Commission

Ispra, Italy

132.28753.24
---European Centre for Advanced Research in Economics and Statistics (ECARES), Solvay Brussels School of Economics and Management, Université Libre de Bruxelles

Bruxelles, Belgium

133.25642.03
---Economics Discipline Group, Business School, University of Technology Sydney

Sydney, Australia

133.67411.4
106Department of Economics, Washington University in St. Louis

St. Louis, Missouri (USA)

134.68270.61
---Department of Finance, Kellogg Graduate School of Management, Northwestern University

Evanston, Illinois (USA)

134.98170.2
107Kellogg Graduate School of Management, Northwestern University

Evanston, Illinois (USA)

134.98490.2
108International Monetary Fund (IMF)

Washington, District of Columbia (USA)

135.314313.23
109Department of Economics, University of Birmingham

Birmingham, United Kingdom

136.97341.72
110Dipartimento di Economia, Università Ca' Foscari Venezia

Venezia, Italy

138.5711.49
111Department of Economics, University of Houston

Houston, Texas (USA)

140.16221.02
112Adam Smith Business School, University of Glasgow

Glasgow, United Kingdom

140.17632.2
---Department of Economics, Adam Smith Business School, University of Glasgow

Glasgow, United Kingdom

140.17502.2
113Fachbereich Wirtschaftswissenschaft, Freie Universität Berlin

Berlin, Germany

142.85420.85
114Fachbereich Wirtschaftswissenschaft, Goethe Universität Frankfurt am Main

Frankfurt am Main, Germany

142.87641.72
115Scuola di Economia e Management, Università degli Studi di Firenze

Firenze, Italy

143.57812.26
116Institut für Ökonometrie und OR, Rheinische Friedrich-Wilhelms-Universität Bonn

Bonn, Germany

143.810.59
117Business School, Deakin University

Melbourne, Australia

144.69741.86
118Institute for Fiscal Studies (IFS)

London, United Kingdom

147.85690.2
---Department of Statistics and Operations Research, Fakultät für Wirtschaftswissenschaften, Universität Wien

Wien, Austria

149.4371.65
119Economics Department, Brown University

Providence, Rhode Island (USA)

149.74550.69
120Faculty of Business and Economics, University of Melbourne

Melbourne, Australia

150.91983.11
---Dipartimento di Statistica, Informatica, Applicazioni "G. Parenti", Scuola di Economia e Management, Università degli Studi di Firenze

Firenze, Italy

151.4162.02
121Department of Economics and Finance, Brunel University

Uxbridge, United Kingdom

152.09151.63
---Abteilung Volkswirtschaftslehre, Fachbereich Wirtschaftswissenschaft, Freie Universität Berlin

Berlin, Germany

154.86190.47
122Department of Economics, University of Maryland

College Park, Maryland (USA)

155.54461.64
123School of Business and Economics, Universidade Nova de Lisboa

Lisboa, Portugal

156.94490.89
124Management School, Lancaster University

Lancaster, United Kingdom

157.68662.9
125Department of Economics, University of Notre Dame

South Bend, Indiana (USA)

161.02460.54
126Toulouse School of Economics (TSE)

Toulouse, France

161.731600.8
---Dipartimento di Economia "Ettore Bocconi", Università Commerciale Luigi Bocconi

Milano, Italy

162.03330.28
127Department of Economics, Virginia Polytechnic Institute and State University (Virginia Tech)

Blacksburg, Virginia (USA)

162.86131.38
128Wirtschaftswissenschaftliche Fakutät, Universität Zürich

Zürich, Switzerland

165.181531.63
---Institut für Volkswirtschaftslehre, Wirtschaftswissenschaftliche Fakutät, Universität Zürich

Zürich, Switzerland

165.18921.63
129School of Economics, Finance and Management, University of Bristol

Bristol, United Kingdom

167.67570.65
130Department of Economics, Maxwell School, Syracuse University

Syracuse, New York (USA)

168.38200.41
131Département de Sciences Économiques, Université de Montréal

Montréal, Canada

168.44300.94
132Smeal College of Business Administration, Pennsylvania State University

State College, Pennsylvania (USA)

168.7590.83
---ICMA Centre for Financial Markets, Henley Business School, University of Reading

Reading, United Kingdom

173.37120.32
133Henley Business School, University of Reading

Reading, United Kingdom

173.37280.32
134Banca d'Italia

Roma, Italy

173.922583.96
---Innocenzo Gasparini Institute for Economic Research (IGIER), Università Commerciale Luigi Bocconi

Milano, Italy

174.28500.3
---Abteilung Empirische Wirtschaftsforschung und International Wirtschaftspolitik, Fachbereich Wirtschaftswissenschaft, Goethe Universität Frankfurt am Main

Frankfurt am Main, Germany

174.581
---Department of Economics, London Business School (LBS)

London, United Kingdom

178.5140.55
135London Business School (LBS)

London, United Kingdom

178.5320.55
136Graduate School of Economics/Faculty of Economics, Hitotsubashi University

Tokyo, Japan

178.62281.81
137Management School, University of Liverpool

Liverpool, United Kingdom

179.61352.14
138Business School, University of Exeter

Exeter, United Kingdom

182.97451.54
---Department of Economics, Faculty of Business and Economics, University of Melbourne

Melbourne, Australia

184.39462.71
139ESSEC Business School

Cergy-Pontoise, France

187.27342.14
140Department of Economics, University of Oregon

Eugene, Oregon (USA)

187.79240.49
141London School of Economics (LSE)

London, United Kingdom

187.822901.05
---Finance Division, Sauder School of Business, University of British Columbia

Vancouver, Canada

188.8451
142Sauder School of Business, University of British Columbia

Vancouver, Canada

188.84221
143Rimini Centre for Economic Analysis (RCEA)

Waterloo, Canada

189.98460.87
144William E. Simon Graduate School of Business Administration, University of Rochester

Rochester, New York (USA)

190.42110.2
---Economic Research Department, Federal Reserve Bank of Chicago

Chicago, Illinois (USA)

192400.38
145School of Economics, University of Manchester

Manchester, United Kingdom

192.22470.82

The rankings

Top 10% authors in the field of Econometric Time Series

For Econometric Time Series, these are 795 authors affiliated with 1455 institutions.
All authors classified in this field.

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

1.69
2Robert 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)

2.67
3Pierre Perron

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

4.01
4Clive W. J. Granger †

4.68
5Tim Bollerslev

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

7.23
6M Hashem Pesaran

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

7.96
7Mark W. Watson

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

11.88
8Soren Johansen

Økonomisk Institut, Københavns Universitet, København, Denmark

12.08
9Charles R. Nelson

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

13.67
10Donald W. K. Andrews

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

15.48
11Robert Taylor

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

15.87
12Jushan Bai

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

15.92
13Lars Peter Hansen

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

16.57
14James H. Stock

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

16.88
15Francis X. Diebold

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

17.31
16Yongcheol Shin

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

17.61
17Timo 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

18.73
18Andrew C. Harvey

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

19.76
19David F. Hendry

Department of Economics, Oxford University, Oxford, United Kingdom

21.72
20Serena Ng

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

22.17
21Kenneth D. West

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

23.32
22George Tauchen

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

24.35
23Neil Shephard

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

24.45
24Helmut Lütkepohl

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

25.14
25Stephen Leybourne

School of Economics, University of Nottingham, Nottingham, United Kingdom

25.48
26Graham Elliott

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

26
27Gary Koop

Economics Department, University of Strathclyde, Glasgow, United Kingdom

26.14
28Joon Y. Park

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

26.15
29James Hamilton

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

27.36
30Pentti Saikkonen

27.75
31Torben G. Andersen

National Bureau of Economic Research (NBER), Cambridge, Massachusetts (USA)

30.27
32Thomas J. Sargent

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

32.22
33Allan Timmermann

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

32.29
34Halbert White †

33.05
35Manuel Arellano

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

35.91
36Adrian 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

36.06
37Morten Ørregaard Nielsen

Economics Department, Queen's University, Kingston, Canada

37.16
38Joakim Westerlund

Nationalekonomiska Institutionen, Ekonomihögskolan, Lunds Universitet, Lund, Sweden

41.85
39Peter Reinhard Hansen

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

42.17
40Christian S. Gourieroux

Department of Economics, University of Toronto, Toronto, Canada

44.42
41Yacine Ait-Sahalia

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

45.91
42Lawrence J. Christiano

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

46.72
43Luc Bauwens

Center for Operations Research and Econometrics (CORE), École des Sciences Économiques de Louvain, Université Catholique de Louvain, Louvain-la-Neuve, Belgium

47.19
44Chang-Jin Kim

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

47.65
45Lutz Kilian

Federal Reserve Bank of Dallas, Dallas, Texas (USA)

47.85
46David I. Harvey

Granger Centre for Time Series Econometrics, School of Economics, University of Nottingham, Nottingham, United Kingdom

49.36
47Massimiliano 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

49.84
48Andrew Patton

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

50.6
49Ole E. Barndorff-Nielsen

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

53.36
50Michael McAleer

Department of Finance, College of Management, Asia University, Wufeng, Taiwan

54.2
51Siem Jan Koopman

Afdeling Econometrie and Operations Research, School of Business and Economics, Vrije Universiteit Amsterdam, Amsterdam, Netherlands

54.71
52Michael McCracken

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

55.1
53Jun Yu

School of Economics, Singapore Management University, Singapore, Singapore

56.37
54James MacKinnon

Economics Department, Queen's University, Kingston, Canada

57.23
55Lucrezia Reichlin

Department of Economics, London Business School (LBS), London, United Kingdom
Centre for Economic Policy Research (CEPR), London, United Kingdom

61.2
56Jean-Michel Zakoian

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

62.48
57Marco Lippi

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

63.21
58In Choi

College of Economics, Sogang University, Seoul, South Korea

63.29
59Frank Schorfheide

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

64.12
60Donggyu Sul

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

65.15
61Cheng Hsiao

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

65.81
62Christopher F Baum

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

67.19
63Asger Lunde

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

67.88
64Timothy Vogelsang

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

68.3
65Jean-Marie Dufour

Department of Economics, McGill University, Montréal, Canada

69.37
66Norman Rasmus Swanson

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

69.44
67Eric Ghysels

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

69.47
68Zhijie Xiao

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

70.28
69Luis Alberiko Gil-Alana

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

70.6
70Atsushi Inoue

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

71.2
71Marcus J. Chambers

Economics Department, University of Essex, Colchester, United Kingdom

71.52
72Jörg Breitung

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

73.11
73Hyungsik Roger Moon

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

73.3
74Giuseppe Cavaliere

Dipartimento di Scienze Economiche, Alma Mater Studiorum - Università di Bologna, Bologna, Italy

75.54
75Domenico Giannone

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

76.4
76Mario Forni

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

78.21
77Yixiao Sun

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

78.31
78Oliver Bruce Linton

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

80.03
79Chihwa Kao

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

82.26

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:

We do our best, but we cannot exclude errors.
IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.