Top 10% Institutions and Economists in the Field of Econometric Time Series, as of January 2021

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.
To be classified, an author needs to have five or more working papers announced in the NEP report for this field. For authors whose first paper is less that 10 years old, having 25% of the papers in the NEP report is sufficient.
There are no such restrictions for institutions, it is thus possible that more institutions than authors are classified.
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 8269 institutions with 61219 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 792 authors affiliated with 1517 institutions.
All authors classified in this field.

Rank	Institution	Score	Authors	Author shares
1	Department of Economics, Duke University Durham, North Carolina (USA)	2.71	49	1.67
2	Institut for Økonomi, Aarhus Universitet Aarhus, Denmark	4.44	117	11.36
3	Department of Economics, Princeton University Princeton, New Jersey (USA)	4.58	56	1.34
---	Center for Research in Econometric Analysis of Time Series (CREATES), Institut for Økonomi, Aarhus Universitet Aarhus, Denmark	6.15	49	10.07
4	Department of Economics, University of Southern California Los Angeles, California (USA)	6.78	51	1.11
5	Department of Economics, Boston University Boston, Massachusetts (USA)	7.55	63	1.78
6	Monash Business School, Monash University Melbourne, Australia	8.71	168	11.6
7	Singapore Management University Singapore, Singapore	8.75	40	6.65
8	African Governance and Development Institute (AGDI) Yaoundé, Cameroun	9.51	8	1
---	School of Economics, Singapore Management University Singapore, Singapore	10.63	35	6.64
9	Department of Economics, School of Arts and Sciences, Columbia University New York City, New York (USA)	11.19	54	1.04
10	Department of Economics, University of California-San Diego (UCSD) La Jolla, California (USA)	11.46	51	1.84
11	Stern School of Business, New York University (NYU) New York City, New York (USA)	11.47	55	2.09
---	Department of Econometrics and Business Statistics, Monash Business School, Monash University Melbourne, Australia	12.15	37	10.83
12	Department of Economics, Harvard University Cambridge, Massachusetts (USA)	12.22	74	0.87
13	Økonomisk Institut, Københavns Universitet København, Denmark	14.98	78	4.73
14	Department of Economics, University of Pennsylvania Philadelphia, Pennsylvania (USA)	15	44	1.92
15	Cowles Foundation for Research in Economics, Yale University New Haven, Connecticut (USA)	16.68	17	0.49
16	Faculty of Economics, University of Cambridge Cambridge, United Kingdom	18.7	64	2.89
17	European Central Bank Frankfurt am Main, Germany	18.95	239	8.75
18	Department of Economics, Oxford University Oxford, United Kingdom	20.55	178	3.95
19	School of Economics, University of Nottingham Nottingham, United Kingdom	21.52	131	4.5
20	Economics Department, University of Wisconsin-Madison Madison, Wisconsin (USA)	21.84	36	0.69
21	Department of Economics and Related Studies, University of York York, United Kingdom	21.97	88	3.35
22	Department of Economics, University of Washington Seattle, Washington (USA)	22.42	19	1.6
23	Economics Department, Michigan State University East Lansing, Michigan (USA)	27.11	60	1.26
24	Economics Division, University of Southampton Southampton, United Kingdom	27.64	30	1.72
---	Finance Department, Stern School of Business, New York University (NYU) New York City, New York (USA)	27.98	16	0.58
25	Department of Economics, University of Chicago Chicago, Illinois (USA)	29.81	74	0.61
26	Essex Business School, University of Essex Colchester, United Kingdom	35.21	31	2.76
27	Economics Department, Queen's University Kingston, Canada	36.42	51	2.57
28	Centro de Estudios Monetarios y Financieros (CEMFI) Madrid, Spain	36.87	23	1.05
---	Department of Economics, Business School, University of Auckland Auckland, New Zealand	37.14	19	0.26
29	Business School, University of Auckland Auckland, New Zealand	37.14	25	0.26
30	Federal Reserve Board (Board of Governors of the Federal Reserve System) Washington, District of Columbia (USA)	38.23	197	4.48
31	Departamento de Economía, Universidad Carlos III de Madrid Madrid, Spain	39.54	62	2.24
32	Federal Reserve Bank of Cleveland Cleveland, Ohio (USA)	39.96	58	3.11
33	Centre de Recherche en Économie et Statistique (CREST) Palaiseau, France	41.52	91	3.21
34	School of Business and Economics, Vrije Universiteit Amsterdam Amsterdam, Netherlands	42.79	107	4
35	Federal Reserve Bank of Dallas Dallas, Texas (USA)	43.21	62	0.82
36	Economics Department, University of Strathclyde Glasgow, United Kingdom	44.41	30	1.19
37	National Bureau of Economic Research (NBER) Cambridge, Massachusetts (USA)	45.32	441	0.48
38	Department of Economics, University of North Carolina-Chapel-Hill Chapel Hill, North Carolina (USA)	46.82	20	1.33
---	Economic Research, Federal Reserve Bank of Cleveland Cleveland, Ohio (USA)	47.05	42	2.09
39	Barcelona Graduate School of Economics (Barcelona GSE) Barcelona, Spain	47.88	164	2.98
40	Department of Economics, Northwestern University Evanston, Illinois (USA)	50.09	39	0.35
41	Federal Reserve Bank of St. Louis St. Louis, Missouri (USA)	52.86	68	1.26
42	Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam Rotterdam, Netherlands	54.13	114	3.03
---	Research Division, Federal Reserve Bank of St. Louis St. Louis, Missouri (USA)	54.25	58	1.25
43	School of Economics, Faculty of Arts and Social Sciences, University of Sydney Sydney, Australia	54.73	62	2.14
44	Louvain Institute of data Analysis and Modelling in Economics and Statistics (LIDAM), Université Catholique de Louvain Louvain-la-Neuve, Belgium	54.88	116	1.94
45	Department of Economics, Indiana University Bloomington, Indiana (USA)	58.65	28	1.12
46	Economics Department, Yale University New Haven, Connecticut (USA)	59.29	55	0.47
47	Department of Economics, Cornell University Ithaca, New York (USA)	59.68	42	1.09
48	Department of Economics, McGill University Montréal, Canada	60.06	32	1.38
---	Econometrisch Instituut, Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam Rotterdam, Netherlands	60.36	21	2.56
49	Department of Economics, Boston College Chestnut Hill, Massachusetts (USA)	61.02	60	1.03
---	Volatility Institute, Stern School of Business, New York University (NYU) New York City, New York (USA)	61.27	2	0.13
50	Department of Economics, University of California-Berkeley Berkeley, California (USA)	61.53	57	0.65
51	Università Commerciale Luigi Bocconi Milano, Italy	61.61	171	1.81
52	Economics Department, Massachusetts Institute of Technology (MIT) Cambridge, Massachusetts (USA)	62.17	54	0.19
53	School of Economics and Finance, Queen Mary University of London London, United Kingdom	62.68	62	2.01
---	Afdeling Econometrie and Operations Research, School of Business and Economics, Vrije Universiteit Amsterdam Amsterdam, Netherlands	63.31	15	3.09
54	Tinbergen Instituut Amsterdam, Netherlands	65.05	121	3.26
55	Federal Reserve Bank of Atlanta Atlanta, Georgia (USA)	67.63	29	1.79
56	Department of Economics, New York University (NYU) New York City, New York (USA)	69.23	59	0.97
57	Faculteit Economie en Bedrijfskunde, Universiteit van Amsterdam Amsterdam, Netherlands	72.47	91	2.15
---	Economic Studies, Brookings Institution Washington, District of Columbia (USA)	78.42	13	0.11
58	Brookings Institution Washington, District of Columbia (USA)	78.42	38	0.11
---	Bendheim Center for Finance, Department of Economics, Princeton University Princeton, New Jersey (USA)	79.6	6	0.47
---	Granger Centre for Time Series Econometrics, School of Economics, University of Nottingham Nottingham, United Kingdom	80.23	8	1.65
59	Department of Economics, University College London (UCL) London, United Kingdom	81.72	66	1.08
60	Department of Economics, University of Toronto Toronto, Canada	83.61	67	1.22
61	Department of Economics, Ohio State University Columbus, Ohio (USA)	84.08	39	2
---	Center for Operations Research and Econometrics (CORE), Louvain Institute of data Analysis and Modelling in Economics and Statistics (LIDAM), Université Catholique de Louvain Louvain-la-Neuve, Belgium	84.61	54	1.23
62	Federal Reserve Bank of Chicago Chicago, Illinois (USA)	86.66	60	0.8
63	Center for Applied Statistics and Econometrics (CASE), Humboldt-Universität Berlin Berlin, Germany	90.9	23	0.92
64	Department of Economics, Mathematics and Statistics, Birkbeck College London, United Kingdom	91.32	29	2.29
65	Business School, University of Exeter Exeter, United Kingdom	91.34	45	1.14
66	Ekonomihögskolan, Lunds Universitet Lund, Sweden	91.36	113	1.66
---	Nationalekonomiska Institutionen, Ekonomihögskolan, Lunds Universitet Lund, Sweden	91.36	69	1.66
67	Anderson Graduate School of Management, University of California-Los Angeles (UCLA) Los Angeles, California (USA)	92.03	31	0.52
---	Amsterdam School of Economics, Faculteit Economie en Bedrijfskunde, Universiteit van Amsterdam Amsterdam, Netherlands	92.51	28	1.39
68	Department of Economics, Emory University Atlanta, Georgia (USA)	92.81	29	1.92
69	Departamento de Estadistica, Universidad Carlos III de Madrid Madrid, Spain	93.48	9	5.13
70	Dipartimento di Scienze Economiche, Alma Mater Studiorum - Università di Bologna Bologna, Italy	93.84	113	2.71
---	Departament d'Economia i Empresa, Universitat Pompeu Fabra, Barcelona Graduate School of Economics (Barcelona GSE) Barcelona, Spain	96.92	97	2.01
---	Department of Finance, College of Management, Asia University Wufeng, Taiwan	99.76	7	0.4
71	College of Management, Asia University Wufeng, Taiwan	99.76	19	0.4
72	Wirtschafts- und Sozialwissenschaftliche Fakultät, Universität zu Köln Köln, Germany	99.87	46	1.88
73	Institute of Labor Economics (IZA) Bonn, Germany	101.95	938	0.58
74	DIW Berlin (Deutsches Institut für Wirtschaftsforschung) Berlin, Germany	101.97	149	0.89
75	Department of Economics, University of Warwick Coventry, United Kingdom	102.53	85	1.61
76	Department of Economics, Korea University Seoul, South Korea	107.64	27	1.34
77	Department of Economics, Pennsylvania State University State College, Pennsylvania (USA)	107.84	34	0.58
---	Department of Economics, W.P. Carey School of Business, Arizona State University Tempe, Arizona (USA)	109.08	44	1.5
78	W.P. Carey School of Business, Arizona State University Tempe, Arizona (USA)	109.08	52	1.5
79	Istituto Einaudi per l'Economia e la Finanza (EIEF) Roma, Italy	111.56	27	0.6
80	Athens University of Economics and Business (AUEB) Athens, Greece	112.12	84	3.08
---	Economic Research Department, Federal Reserve Bank of Atlanta Atlanta, Georgia (USA)	112.98	23	1.54
81	Department of Economics, University of Texas-Dallas Dallas, Texas (USA)	113.83	11	0.75
82	Rady School of Management, University of California-San Diego (UCSD) La Jolla, California (USA)	114.71	11	0.4
83	Krannert School of Management, Purdue University West Lafayette, Indiana (USA)	115.17	30	2.32
---	Department of Economics, Krannert School of Management, Purdue University West Lafayette, Indiana (USA)	115.17	26	2.32
84	Department of Economics, Rutgers University-New Brunswick New Brunswick, New Jersey (USA)	115.59	39	0.7
85	Department of Economics, University of California-Riverside Riverside, California (USA)	115.98	27	1.11
86	Centre for Economic Policy Research (CEPR) London, United Kingdom	116.25	332	0.36
87	Joint Research Centre, European Commission Ispra, Italy	116.94	78	3.5
88	International Monetary Fund (IMF) Washington, District of Columbia (USA)	117.4	454	4.63
89	Business School, University of Technology Sydney Sydney, Australia	117.68	91	1.53
90	Department of Economics, University of Connecticut Storrs, Connecticut (USA)	118.68	49	1.72
91	Sveriges Riksbank Stockholm, Sweden	119.46	39	2.59
92	School of Business and Economics, Maastricht University Maastricht, Netherlands	119.53	92	4.06
93	Facoltà di Economia, Università degli Studi di Roma "Tor Vergata" Roma, Italy	119.63	105	3.2
94	Deutsche Bundesbank Frankfurt, Germany	119.97	164	3.31
95	Department of Economics, Vanderbilt University Nashville, Tennessee (USA)	121.79	41	0.48
96	Department of Economics, Johns Hopkins University Baltimore, Maryland (USA)	122.29	21	0.58
---	Department of Economics, Business School, University of Exeter Exeter, United Kingdom	122.49	34	0.9
97	Department of Economics, University of California-Los Angeles (UCLA) Los Angeles, California (USA)	122.7	54	0.65
98	Department of Agricultural and Resource Economics, University of Maryland College Park, Maryland (USA)	122.79	27	0.5
99	Fakultät für Wirtschaftswissenschaften, Universität Wien Wien, Austria	124.65	58	2.01
---	Dipartimento di Economia e Finanza, Facoltà di Economia, Università degli Studi di Roma "Tor Vergata" Roma, Italy	124.73	61	3.18
100	Solvay Brussels School of Economics and Management, Université Libre de Bruxelles Bruxelles, Belgium	127.67	163	2.56
101	College of Economics, Sogang University Seoul, South Korea	128.83	20	0.86
102	Dipartimento di Economia, Università Ca' Foscari Venezia Venezia, Italy	130.14	75	1.39
103	Economics Department, University of Essex Colchester, United Kingdom	131.39	45	1.61
---	Department of Finance, Kellogg Graduate School of Management, Northwestern University Evanston, Illinois (USA)	133.41	16	0.2
104	Kellogg Graduate School of Management, Northwestern University Evanston, Illinois (USA)	133.41	49	0.2
105	Dipartimento di Economia "Marco Biagi", Università degli Studi di Modena e Reggio Emilia Modena, Italy	135.34	50	0.54
106	Department of Economics and Finance, Brunel University Uxbridge, United Kingdom	135.42	19	1.64
107	Politiikan ja Talouden Tutkimuksen Laitos, Valtiotieteellinen tiedekunta, Helsingin Yliopisto Helsinki, Finland	136.96	30	2.45
108	École d'Économie d'Aix-Marseille, Aix-Marseille Université Aix-en-Provence/Marseille, France	137.06	109	2.52
---	Economics Discipline Group, Business School, University of Technology Sydney Sydney, Australia	138.42	42	1.21
---	Seminar für Wirtschafts- und Sozialgeschichte, Wirtschafts- und Sozialwissenschaftliche Fakultät, Universität zu Köln Köln, Germany	140.47	2	0.62
---	Vakgroep Kwantitatieve Economie, School of Business and Economics, Maastricht University Maastricht, Netherlands	141.43	11	3.74
---	European Centre for Advanced Research in Economics and Statistics (ECARES), Solvay Brussels School of Economics and Management, Université Libre de Bruxelles Bruxelles, Belgium	143.1	65	2.52
109	Fachbereich Wirtschaftswissenschaft, Freie Universität Berlin Berlin, Germany	144.51	41	0.7
110	Wirtschaftswissenschaftliche Fakutät, Universität Zürich Zürich, Switzerland	144.7	157	1.7
---	Institut für Volkswirtschaftslehre, Wirtschaftswissenschaftliche Fakutät, Universität Zürich Zürich, Switzerland	144.7	91	1.7
111	Department of Economics, Washington University in St. Louis St. Louis, Missouri (USA)	144.92	29	0.6
112	Department of Economics, University of Houston Houston, Texas (USA)	145.53	25	1.01
---	Abteilung Volkswirtschaftslehre, Fachbereich Wirtschaftswissenschaft, Freie Universität Berlin Berlin, Germany	148.31	19	0.45
113	Department of Economics, University of Notre Dame South Bend, Indiana (USA)	148.73	46	0.59
114	Economics Department, Georgetown University Washington, District of Columbia (USA)	149.13	46	0.57
115	School of Business and Economics, Universidade Nova de Lisboa Lisboa, Portugal	149.38	52	0.79
116	Adam Smith Business School, University of Glasgow Glasgow, United Kingdom	149.71	68	2.16
---	Department of Economics, Adam Smith Business School, University of Glasgow Glasgow, United Kingdom	149.71	53	2.16
---	Department of Statistics and Operations Research, Fakultät für Wirtschaftswissenschaften, Universität Wien Wien, Austria	151.72	7	1.63
117	Department of Economics, University of Maryland College Park, Maryland (USA)	152.29	47	1.66
118	BI Handelshøyskolen Oslo, Norway	154.1	52	1.1
119	Federal Reserve Bank of New York New York City, New York (USA)	154.19	84	1.49
120	Scuola di Economia e Management, Università degli Studi di Firenze Firenze, Italy	155.32	80	2.21
121	Fachbereich Wirtschaftswissenschaft, Goethe Universität Frankfurt am Main Frankfurt am Main, Germany	156.04	66	1.44
122	Toulouse School of Economics (TSE) Toulouse, France	156.17	158	1.13
123	Faculty of Business and Economics, University of Melbourne Melbourne, Australia	156.44	99	3.2
124	Department of Economics, University of Birmingham Birmingham, United Kingdom	157.44	44	1.63
125	Management School, Lancaster University Lancaster, United Kingdom	158.15	67	3.42
---	Dipartimento di Economia "Ettore Bocconi", Università Commerciale Luigi Bocconi Milano, Italy	159	31	0.29
---	Dipartimento di Statistica, Informatica, Applicazioni "G. Parenti", Scuola di Economia e Management, Università degli Studi di Firenze Firenze, Italy	164.32	16	2
126	Warwick Business School, University of Warwick Coventry, United Kingdom	164.36	26	1.98
127	Bank of England London, United Kingdom	166.04	206	3.61
128	Banca d'Italia Roma, Italy	169.53	261	3.66
129	Graduate School of Business, Columbia University New York City, New York (USA)	172	48	0.16
---	Institutt for samfunnsøkonomi, BI Handelshøyskolen Oslo, Norway	172.72	22	0.69
---	Innocenzo Gasparini Institute for Economic Research (IGIER), Università Commerciale Luigi Bocconi Milano, Italy	175.62	52	0.3
130	Department of Economics, Maxwell School, Syracuse University Syracuse, New York (USA)	175.98	22	0.54
---	Abteilung Empirische Wirtschaftsforschung und International Wirtschaftspolitik, Fachbereich Wirtschaftswissenschaft, Goethe Universität Frankfurt am Main Frankfurt am Main, Germany	176.41	11	1
131	Management School, University of Liverpool Liverpool, United Kingdom	176.82	34	2.17
132	Institute for Fiscal Studies (IFS) London, United Kingdom	176.96	69	0.17
133	Crawford School of Public Policy, Australian National University Canberra, Australia	179.05	168	0.69
134	Department of Economics, Virginia Polytechnic Institute and State University (Virginia Tech) Blacksburg, Virginia (USA)	179.16	15	1.43
135	Smeal College of Business Administration, Pennsylvania State University State College, Pennsylvania (USA)	180.27	11	0.83
136	Département de Sciences Économiques, Université de Montréal Montréal, Canada	182.75	27	0.87
137	Centro Ricerche Nord Sud (CRENoS) Italy	183.88	46	0.92
138	Bank of Canada Ottawa, Canada	185.01	166	4.6
139	William E. Simon Graduate School of Business Administration, University of Rochester Rochester, New York (USA)	185.88	10	0.2
140	Department of Economics, University of Illinois at Urbana-Champaign Urbana-Champaign, Illinois (USA)	186.42	41	1.01
141	Banco de España Madrid, Spain	189.19	118	2.6
142	Gordon Lang School of Business and Economics, University of Guelph Guelph, Canada	189.6	48	1.51
---	Department of Economics and Finance, Gordon Lang School of Business and Economics, University of Guelph Guelph, Canada	189.6	42	1.51
---	Department of Economics, Faculty of Business and Economics, University of Melbourne Melbourne, Australia	189.62	47	2.77
---	Finance Division, Sauder School of Business, University of British Columbia Vancouver, Canada	191.2	6	1
143	Sauder School of Business, University of British Columbia Vancouver, Canada	191.2	25	1
144	ESSEC Business School Cergy-Pontoise, France	192.32	34	2.14
145	Graduate School of Economics/Faculty of Economics, Hitotsubashi University Tokyo, Japan	193	31	1.86
---	Finance and Economics Department, Graduate School of Business, Columbia University New York City, New York (USA)	194.66	27	0.13
---	Economics Group, Nuffield College, Department of Economics, Oxford University Oxford, United Kingdom	194.86	26	0.46
---	ICMA Centre for Financial Markets, Henley Business School, University of Reading Reading, United Kingdom	196.35	14	0.28
146	Henley Business School, University of Reading Reading, United Kingdom	196.35	33	0.28
147	School of Economics, University of Manchester Manchester, United Kingdom	203.14	49	0.83
---	Department of Economics, London Business School (LBS) London, United Kingdom	204.57	16	0.48
148	London Business School (LBS) London, United Kingdom	204.57	34	0.48
149	Handelshögskolan, Örebro Universitet Örebro, Sweden	205.24	22	2.21
150	London School of Economics (LSE) London, United Kingdom	205.83	302	1.07
151	Olin School of Business, Washington University in St. Louis St. Louis, Missouri (USA)	207.69	25	0.34

The rankings

Top 10% authors in the field of Econometric Time Series

For Econometric Time Series, these are 792 authors affiliated with 1517 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	1.78
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)	2.47
3	Clive W. J. Granger †	4.45
4	Pierre Perron Department of Economics, Boston University, Boston, Massachusetts (USA)	5.25
5	Tim Bollerslev Department of Economics, Duke University, Durham, North Carolina (USA)	6.06
6	M Hashem Pesaran Department of Economics, University of Southern California, Los Angeles, California (USA)	6.26
7	Mark W. Watson Department of Economics, Princeton University, Princeton, New Jersey (USA)	11.79
8	Soren Johansen Økonomisk Institut, Københavns Universitet, København, Denmark	12.51
9	Robert Taylor Essex Business School, University of Essex, Colchester, United Kingdom	14.75
10	Donald W. K. Andrews Economics Department, Yale University, New Haven, Connecticut (USA) Cowles Foundation for Research in Economics, Yale University, New Haven, Connecticut (USA)	15.72
11	Jushan Bai Department of Economics, School of Arts and Sciences, Columbia University, New York City, New York (USA)	15.86
12	Francis X. Diebold Department of Economics, University of Pennsylvania, Philadelphia, Pennsylvania (USA)	15.89
13	Charles R. Nelson Department of Economics, University of Washington, Seattle, Washington (USA)	17.46
14	Lars Peter Hansen Department of Economics, University of Chicago, Chicago, Illinois (USA)	18.2
15	Timo Terasvirta 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	18.22
16	Yongcheol Shin Department of Economics and Related Studies, University of York, York, United Kingdom	19.6
17	Andrew C. Harvey Faculty of Economics, University of Cambridge, Cambridge, United Kingdom	19.99
18	Helmut Lutkepohl DIW Berlin (Deutsches Institut für Wirtschaftsforschung), Berlin, Germany	21.36
19	David F. Hendry Department of Economics, Oxford University, Oxford, United Kingdom	21.37
20	Joon Y. Park Department of Economics, Indiana University, Bloomington, Indiana (USA)	21.64
21	James H. Stock Department of Economics, Harvard University, Cambridge, Massachusetts (USA)	23.35
22	Kenneth D. West Economics Department, University of Wisconsin-Madison, Madison, Wisconsin (USA)	23.71
23	Gary Koop Economics Department, University of Strathclyde, Glasgow, United Kingdom	23.97
24	Serena Ng Department of Economics, School of Arts and Sciences, Columbia University, New York City, New York (USA)	24.27
25	Neil Shephard Department of Economics, Harvard University, Cambridge, Massachusetts (USA)	24.9
26	Stephen Leybourne School of Economics, University of Nottingham, Nottingham, United Kingdom	25.09
27	George Tauchen Department of Economics, Duke University, Durham, North Carolina (USA)	25.39
28	James Hamilton Department of Economics, University of California-San Diego (UCSD), La Jolla, California (USA)	26.11
29	Pentti Saikkonen	27.01
30	Graham Elliott Department of Economics, University of California-San Diego (UCSD), La Jolla, California (USA)	28.2
31	Torben G. Andersen National Bureau of Economic Research (NBER), Cambridge, Massachusetts (USA)	29.62
32	Thomas J. Sargent Department of Economics, New York University (NYU), New York City, New York (USA)	30.56
33	Allan Timmermann Department of Economics, University of California-San Diego (UCSD), La Jolla, California (USA)	31.4
34	Halbert White †	32.28
35	Todd Clark Economic Research, Federal Reserve Bank of Cleveland, Cleveland, Ohio (USA)	32.71
36	Manuel Arellano Centro de Estudios Monetarios y Financieros (CEMFI), Madrid, Spain	33.72
37	Adrian Rodney Pagan School of Economics, Faculty of Arts and Social Sciences, University of Sydney, Sydney, Australia	36.45
38	Morten Orregaard Nielsen Economics Department, Queen's University, Kingston, Canada	38.7
39	Joakim Westerlund Nationalekonomiska Institutionen, Ekonomihögskolan, Lunds Universitet, Lund, Sweden	41.81
40	David I. Harvey Granger Centre for Time Series Econometrics, School of Economics, University of Nottingham, Nottingham, United Kingdom	42.34
41	Peter Reinhard Hansen Department of Economics, University of North Carolina-Chapel-Hill, Chapel Hill, North Carolina (USA)	42.53
42	Lutz Kilian Federal Reserve Bank of Dallas, Dallas, Texas (USA)	43.92
43	Christian S. Gourieroux Department of Economics, University of Toronto, Toronto, Canada	45.98
44	Massimiliano Marcellino Dipartimento di Economia "Ettore Bocconi", Università Commerciale Luigi Bocconi, Milano, Italy Innocenzo Gasparini Institute for Economic Research (IGIER), Università Commerciale Luigi Bocconi, Milano, Italy	46.92
45	Michael McAleer Department of Finance, College of Management, Asia University, Wufeng, Taiwan	48.24
46	Chang-Jin Kim Department of Economics, Korea University, Seoul, South Korea Department of Economics, University of Washington, Seattle, Washington (USA)	49.41
47	Siem Jan Koopman Afdeling Econometrie and Operations Research, School of Business and Economics, Vrije Universiteit Amsterdam, Amsterdam, Netherlands	49.49
48	Andrew Patton Department of Economics, Duke University, Durham, North Carolina (USA)	49.69
49	Luc Bauwens Center for Operations Research and Econometrics (CORE), Louvain Institute of data Analysis and Modelling in Economics and Statistics (LIDAM), Université Catholique de Louvain, Louvain-la-Neuve, Belgium	50.61
50	Yacine Ait-Sahalia Bendheim Center for Finance, Department of Economics, Princeton University, Princeton, New Jersey (USA)	51.37
51	Jun Yu School of Economics, Singapore Management University, Singapore, Singapore	52.82
52	Lawrence J. Christiano Department of Economics, Northwestern University, Evanston, Illinois (USA)	53.34
53	Ole E. Barndorff-Nielsen Center for Research in Econometric Analysis of Time Series (CREATES), Institut for Økonomi, Aarhus Universitet, Aarhus, Denmark	53.88
54	Michael McCracken Research Division, Federal Reserve Bank of St. Louis, St. Louis, Missouri (USA)	54.14
55	James MacKinnon Economics Department, Queen's University, Kingston, Canada	62.74
56	Jean-Michel Zakoian Centre de Recherche en Économie et Statistique (CREST), Palaiseau, France	63.2
57	Luis Alberiko Gil-Alana Facultad de Ciencias Económicas y Empresariales, Universidad de Navarra, Pamplona, Spain Navarra Center for International Development, Universidad de Navarra, Pamplona, Spain	64.34
58	Cheng Hsiao Department of Economics, University of Southern California, Los Angeles, California (USA)	64.74
59	Donggyu Sul Department of Economics, University of Texas-Dallas, Dallas, Texas (USA)	64.77
60	Frank Schorfheide Department of Economics, University of Pennsylvania, Philadelphia, Pennsylvania (USA)	65.84
61	Asger Lunde Center for Research in Econometric Analysis of Time Series (CREATES), Institut for Økonomi, Aarhus Universitet, Aarhus, Denmark	66.1
62	Marco Lippi Istituto Einaudi per l'Economia e la Finanza (EIEF), Roma, Italy	66.38
63	Marcus J. Chambers Economics Department, University of Essex, Colchester, United Kingdom	66.85
64	Timothy Vogelsang Economics Department, Michigan State University, East Lansing, Michigan (USA)	67.96
65	Atsushi Inoue Department of Economics, Vanderbilt University, Nashville, Tennessee (USA)	68.1
66	Jean-Marie Dufour Department of Economics, McGill University, Montréal, Canada	68.72
67	Jorg Breitung Seminar für Wirtschafts- und Sozialgeschichte, Wirtschafts- und Sozialwissenschaftliche Fakultät, Universität zu Köln, Köln, Germany	69.04
68	Giuseppe Cavaliere Dipartimento di Scienze Economiche, Alma Mater Studiorum - Università di Bologna, Bologna, Italy Department of Economics, Business School, University of Exeter, Exeter, United Kingdom	70.51
69	Lucrezia Reichlin Department of Economics, London Business School (LBS), London, United Kingdom Centre for Economic Policy Research (CEPR), London, United Kingdom	72.52
70	Norman Rasmus Swanson Department of Economics, Rutgers University-New Brunswick, New Brunswick, New Jersey (USA)	72.56
71	Zhijie Xiao Department of Economics, Boston College, Chestnut Hill, Massachusetts (USA)	75.56
72	Yixiao Sun Department of Economics, University of California-San Diego (UCSD), La Jolla, California (USA)	79.4
73	Chihwa Kao Department of Economics, University of Connecticut, Storrs, Connecticut (USA)	80.05
74	Christian Francq Centre de Recherche en Économie et Statistique (CREST), Palaiseau, France	80.45
75	In Choi College of Economics, Sogang University, Seoul, South Korea	80.57
76	Christopher F Baum Department of Economics, Boston College, Chestnut Hill, Massachusetts (USA)	83.08
77	Mario Forni Dipartimento di Economia "Marco Biagi", Università degli Studi di Modena e Reggio Emilia, Modena, Italy	85.48
78	Oliver Bruce Linton Faculty of Economics, University of Cambridge, Cambridge, United Kingdom	85.59
79	Hyungsik Roger Moon Department of Economics, University of Southern California, Los Angeles, California (USA)	86.1

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 January 2021

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