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

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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 8291 institutions with 61488 registered authors evaluated for all the rankings.

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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 789 authors affiliated with 1519 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	50	1.67
2	Institut for Økonomi, Aarhus Universitet Aarhus, Denmark	4.15	118	11.36
3	Department of Economics, Princeton University Princeton, New Jersey (USA)	4.53	57	1.36
---	Center for Research in Econometric Analysis of Time Series (CREATES), Institut for Økonomi, Aarhus Universitet Aarhus, Denmark	6.01	49	10.07
4	Department of Economics, Boston University Boston, Massachusetts (USA)	8.43	64	1.78
5	Singapore Management University Singapore, Singapore	8.59	40	6.65
6	Monash Business School, Monash University Melbourne, Australia	8.69	169	11.6
7	African Governance and Development Institute (AGDI) Yaoundé, Cameroun	9.49	8	0.99
8	Department of Economics, University of Southern California Los Angeles, California (USA)	9.6	53	1.11
---	School of Economics, Singapore Management University Singapore, Singapore	10.16	35	6.64
9	Stern School of Business, New York University (NYU) New York City, New York (USA)	10.58	55	2.09
10	Department of Economics, School of Arts and Sciences, Columbia University New York City, New York (USA)	10.98	54	1.04
11	Department of Economics, University of California-San Diego (UCSD) La Jolla, California (USA)	11.46	51	1.84
---	Department of Econometrics and Business Statistics, Monash Business School, Monash University Melbourne, Australia	11.97	37	10.83
12	Department of Economics, Harvard University Cambridge, Massachusetts (USA)	12.02	73	0.87
13	Økonomisk Institut, Københavns Universitet København, Denmark	14.17	78	4.73
14	Department of Economics, University of Pennsylvania Philadelphia, Pennsylvania (USA)	14.79	44	1.92
15	Cowles Foundation for Research in Economics, Yale University New Haven, Connecticut (USA)	16.08	16	0.49
16	Faculty of Economics, University of Cambridge Cambridge, United Kingdom	18.25	64	2.89
17	European Central Bank Frankfurt am Main, Germany	19.74	240	8.47
18	Department of Economics, Oxford University Oxford, United Kingdom	20.65	177	3.58
19	Economics Department, University of Wisconsin-Madison Madison, Wisconsin (USA)	21.66	36	0.69
20	Department of Economics and Related Studies, University of York York, United Kingdom	22.05	86	3.35
21	School of Economics, University of Nottingham Nottingham, United Kingdom	22.06	131	4.49
22	Department of Economics, University of Washington Seattle, Washington (USA)	22.51	19	1.6
23	Economics Division, University of Southampton Southampton, United Kingdom	26.98	30	1.72
24	Economics Department, Michigan State University East Lansing, Michigan (USA)	27.07	61	1.26
---	Finance Department, Stern School of Business, New York University (NYU) New York City, New York (USA)	27.44	16	0.58
25	Department of Economics, University of Chicago Chicago, Illinois (USA)	30.39	74	0.61
26	Essex Business School, University of Essex Colchester, United Kingdom	34.12	31	2.77
27	Centro de Estudios Monetarios y Financieros (CEMFI) Madrid, Spain	36.59	23	1.03
28	Economics Department, Queen's University Kingston, Canada	36.6	51	2.57
---	Department of Economics, Business School, University of Auckland Auckland, New Zealand	37	19	0.26
29	Business School, University of Auckland Auckland, New Zealand	37	25	0.26
30	Federal Reserve Board (Board of Governors of the Federal Reserve System) Washington, District of Columbia (USA)	38.29	197	4.48
31	Departamento de Economía, Universidad Carlos III de Madrid Madrid, Spain	39.45	61	2.24
32	Federal Reserve Bank of Cleveland Cleveland, Ohio (USA)	40.36	59	3.11
33	Centre de Recherche en Économie et Statistique (CREST) Palaiseau, France	41.88	91	3.21
34	School of Business and Economics, Vrije Universiteit Amsterdam Amsterdam, Netherlands	42.61	108	4.01
35	Economics Department, University of Strathclyde Glasgow, United Kingdom	44.65	30	1.22
36	National Bureau of Economic Research (NBER) Cambridge, Massachusetts (USA)	44.95	442	0.48
37	Department of Economics, University of North Carolina-Chapel-Hill Chapel Hill, North Carolina (USA)	45.88	20	1.33
38	Federal Reserve Bank of Dallas Dallas, Texas (USA)	46.03	61	0.83
39	Barcelona Graduate School of Economics (Barcelona GSE) Barcelona, Spain	47.83	166	2.98
---	Economic Research, Federal Reserve Bank of Cleveland Cleveland, Ohio (USA)	48.42	42	2.09
40	Department of Economics, Northwestern University Evanston, Illinois (USA)	50.88	39	0.35
41	Louvain Institute of data Analysis and Modelling in Economics and Statistics (LIDAM), Université Catholique de Louvain Louvain-la-Neuve, Belgium	51.17	134	2.66
42	School of Economics, Faculty of Arts and Social Sciences, University of Sydney Sydney, Australia	52.5	63	2.15
43	Federal Reserve Bank of St. Louis St. Louis, Missouri (USA)	53.24	67	1.26
44	Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam Rotterdam, Netherlands	54.04	114	3.03
---	Research Division, Federal Reserve Bank of St. Louis St. Louis, Missouri (USA)	54.78	57	1.25
45	Economics Department, Yale University New Haven, Connecticut (USA)	57.41	55	0.47
46	Department of Economics, McGill University Montréal, Canada	59.63	32	1.38
47	Department of Economics, Indiana University Bloomington, Indiana (USA)	60.23	28	1.12
48	Department of Economics, Cornell University Ithaca, New York (USA)	60.66	42	1.09
49	Department of Economics, University of California-Berkeley Berkeley, California (USA)	60.69	56	0.65
---	Econometrisch Instituut, Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam Rotterdam, Netherlands	60.91	21	2.56
50	Department of Economics, Boston College Chestnut Hill, Massachusetts (USA)	61.28	60	1.03
51	Università Commerciale Luigi Bocconi Milano, Italy	61.35	173	1.8
---	Volatility Institute, Stern School of Business, New York University (NYU) New York City, New York (USA)	61.36	2	0.13
---	Afdeling Econometrie and Operations Research, School of Business and Economics, Vrije Universiteit Amsterdam Amsterdam, Netherlands	62.39	15	3.09
52	Economics Department, Massachusetts Institute of Technology (MIT) Cambridge, Massachusetts (USA)	62.39	55	0.19
53	School of Economics and Finance, Queen Mary University of London London, United Kingdom	63.41	62	2.01
54	Tinbergen Instituut Amsterdam, Netherlands	64.34	122	3.26
55	Department of Economics, New York University (NYU) New York City, New York (USA)	69.91	59	0.97
56	Federal Reserve Bank of Atlanta Atlanta, Georgia (USA)	70.47	29	1.75
57	Faculteit Economie en Bedrijfskunde, Universiteit van Amsterdam Amsterdam, Netherlands	72.06	89	2.15
---	Economic Studies, Brookings Institution Washington, District of Columbia (USA)	78.15	13	0.11
58	Brookings Institution Washington, District of Columbia (USA)	78.15	38	0.11
---	Bendheim Center for Finance, Department of Economics, Princeton University Princeton, New Jersey (USA)	78.18	6	0.47
59	Department of Economics, University College London (UCL) London, United Kingdom	81.27	66	1.08
---	Granger Centre for Time Series Econometrics, School of Economics, University of Nottingham Nottingham, United Kingdom	81.37	8	1.65
60	Department of Economics, Ohio State University Columbus, Ohio (USA)	83.97	39	2
61	Department of Economics, University of Toronto Toronto, Canada	84.57	67	1.22
62	Federal Reserve Bank of Chicago Chicago, Illinois (USA)	87.35	59	0.8
63	Business School, University of Exeter Exeter, United Kingdom	88.4	46	1.14
64	Ekonomihögskolan, Lunds Universitet Lund, Sweden	89.26	113	1.66
---	Nationalekonomiska Institutionen, Ekonomihögskolan, Lunds Universitet Lund, Sweden	89.26	69	1.66
---	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	90.15	52	0.97
---	Amsterdam School of Economics, Faculteit Economie en Bedrijfskunde, Universiteit van Amsterdam Amsterdam, Netherlands	91.24	28	1.39
65	Anderson Graduate School of Management, University of California-Los Angeles (UCLA) Los Angeles, California (USA)	91.59	31	0.52
66	Center for Applied Statistics and Econometrics (CASE), Humboldt-Universität Berlin Berlin, Germany	92.19	23	0.92
67	Dipartimento di Scienze Economiche, Alma Mater Studiorum - Università di Bologna Bologna, Italy	93.79	112	2.71
68	Department of Economics, Emory University Atlanta, Georgia (USA)	94	29	1.92
---	Department of Finance, College of Management, Asia University Wufeng, Taiwan	94.1	7	0.4
69	College of Management, Asia University Wufeng, Taiwan	94.1	19	0.4
70	Department of Economics, Mathematics and Statistics, Birkbeck College London, United Kingdom	94.13	29	2.29
71	Departamento de Estadistica, Universidad Carlos III de Madrid Madrid, Spain	94.29	9	5.13
---	Departament d'Economia i Empresa, Universitat Pompeu Fabra, Barcelona Graduate School of Economics (Barcelona GSE) Barcelona, Spain	96.81	99	2.01
72	Wirtschafts- und Sozialwissenschaftliche Fakultät, Universität zu Köln Köln, Germany	100.92	47	1.88
73	Department of Economics, University of Warwick Coventry, United Kingdom	101.96	86	1.61
74	Institute of Labor Economics (IZA) Bonn, Germany	104.46	939	0.58
75	DIW Berlin (Deutsches Institut für Wirtschaftsforschung) Berlin, Germany	104.72	151	0.89
76	Department of Economics, Korea University Seoul, South Korea	108.15	27	1.3
77	Department of Economics, Pennsylvania State University State College, Pennsylvania (USA)	108.3	34	0.58
---	Department of Economics, W.P. Carey School of Business, Arizona State University Tempe, Arizona (USA)	108.56	44	1.5
78	W.P. Carey School of Business, Arizona State University Tempe, Arizona (USA)	108.56	52	1.5
79	Joint Research Centre, European Commission Ispra, Italy	109.49	79	3.79
80	Athens University of Economics and Business (AUEB) Athens, Greece	111.47	86	3.08
81	Department of Economics, University of Texas-Dallas Dallas, Texas (USA)	111.98	11	0.75
82	International Monetary Fund (IMF) Washington, District of Columbia (USA)	112.37	453	4.38
83	Istituto Einaudi per l'Economia e la Finanza (EIEF) Roma, Italy	112.93	27	0.6
84	Krannert School of Management, Purdue University West Lafayette, Indiana (USA)	113.24	30	2.33
---	Department of Economics, Krannert School of Management, Purdue University West Lafayette, Indiana (USA)	113.24	26	2.33
85	Department of Economics, Rutgers University-New Brunswick New Brunswick, New Jersey (USA)	113.41	39	0.7
86	Facoltà di Economia, Università degli Studi di Roma "Tor Vergata" Roma, Italy	115.76	104	3.2
---	Economic Research Department, Federal Reserve Bank of Atlanta Atlanta, Georgia (USA)	116.16	23	1.5
87	Department of Economics, University of California-Riverside Riverside, California (USA)	116.4	27	1.11
88	Rady School of Management, University of California-San Diego (UCSD) La Jolla, California (USA)	117.69	11	0.4
---	Department of Economics, Business School, University of Exeter Exeter, United Kingdom	117.88	33	0.9
89	Centre for Economic Policy Research (CEPR) London, United Kingdom	117.93	331	0.36
90	Department of Economics, University of Connecticut Storrs, Connecticut (USA)	118.49	49	1.72
91	Sveriges Riksbank Stockholm, Sweden	119.01	39	2.58
92	School of Business and Economics, Maastricht University Maastricht, Netherlands	119.04	92	4
93	Business School, University of Technology Sydney Sydney, Australia	120.44	90	1.53
94	Department of Economics, Vanderbilt University Nashville, Tennessee (USA)	120.7	41	0.48
---	Dipartimento di Economia e Finanza, Facoltà di Economia, Università degli Studi di Roma "Tor Vergata" Roma, Italy	120.7	60	3.18
95	Fakultät für Wirtschaftswissenschaften, Universität Wien Wien, Austria	121.59	56	2.01
96	Deutsche Bundesbank Frankfurt, Germany	121.61	164	2.96
97	Department of Economics, Johns Hopkins University Baltimore, Maryland (USA)	122.72	21	0.57
98	Department of Economics, University of California-Los Angeles (UCLA) Los Angeles, California (USA)	124.04	54	0.65
99	Department of Agricultural and Resource Economics, University of Maryland College Park, Maryland (USA)	125.17	27	0.5
100	College of Economics, Sogang University Seoul, South Korea	125.94	20	0.86
101	Solvay Brussels School of Economics and Management, Université Libre de Bruxelles Bruxelles, Belgium	129.81	162	2.56
---	Department of Finance, Kellogg Graduate School of Management, Northwestern University Evanston, Illinois (USA)	131.09	17	0.2
102	Kellogg Graduate School of Management, Northwestern University Evanston, Illinois (USA)	131.09	50	0.2
103	Dipartimento di Economia, Università Ca' Foscari Venezia Venezia, Italy	131.56	76	1.38
104	Politiikan ja Talouden Tutkimuksen Laitos, Valtiotieteellinen tiedekunta, Helsingin Yliopisto Helsinki, Finland	131.69	30	2.45
105	Economics Department, University of Essex Colchester, United Kingdom	136.05	44	1.61
106	Dipartimento di Economia "Marco Biagi", Università degli Studi di Modena e Reggio Emilia Modena, Italy	136.73	50	0.54
107	École d'Économie d'Aix-Marseille, Aix-Marseille Université Aix-en-Provence/Marseille, France	137.26	108	2.52
---	Seminar für Wirtschafts- und Sozialgeschichte, Wirtschafts- und Sozialwissenschaftliche Fakultät, Universität zu Köln Köln, Germany	141.4	2	0.62
---	Vakgroep Kwantitatieve Economie, School of Business and Economics, Maastricht University Maastricht, Netherlands	141.7	11	3.68
---	Economics Discipline Group, Business School, University of Technology Sydney Sydney, Australia	141.94	42	1.21
108	Department of Economics, Washington University in St. Louis St. Louis, Missouri (USA)	143.65	29	0.6
109	Department of Economics and Finance, Brunel University Uxbridge, United Kingdom	145.27	19	1.64
---	European Centre for Advanced Research in Economics and Statistics (ECARES), Solvay Brussels School of Economics and Management, Université Libre de Bruxelles Bruxelles, Belgium	145.33	65	2.52
110	Wirtschaftswissenschaftliche Fakutät, Universität Zürich Zürich, Switzerland	146.39	156	1.7
---	Institut für Volkswirtschaftslehre, Wirtschaftswissenschaftliche Fakutät, Universität Zürich Zürich, Switzerland	146.39	91	1.7
111	Department of Economics, University of Notre Dame South Bend, Indiana (USA)	147.7	47	0.59
---	Department of Statistics and Operations Research, Fakultät für Wirtschaftswissenschaften, Universität Wien Wien, Austria	148.07	7	1.63
112	Fachbereich Wirtschaftswissenschaft, Freie Universität Berlin Berlin, Germany	148.64	41	0.7
113	Adam Smith Business School, University of Glasgow Glasgow, United Kingdom	149.01	68	2.16
---	Department of Economics, Adam Smith Business School, University of Glasgow Glasgow, United Kingdom	149.01	53	2.16
114	Department of Economics, University of Houston Houston, Texas (USA)	149.1	25	1.01
115	Economics Department, Georgetown University Washington, District of Columbia (USA)	149.12	46	0.57
116	Department of Economics, University of Maryland College Park, Maryland (USA)	152.11	47	1.66
117	Banca d'Italia Roma, Italy	152.43	263	3.87
---	Abteilung Volkswirtschaftslehre, Fachbereich Wirtschaftswissenschaft, Freie Universität Berlin Berlin, Germany	152.87	19	0.45
118	Federal Reserve Bank of New York New York City, New York (USA)	153.6	85	1.49
119	BI Handelshøyskolen Oslo, Norway	155.77	53	1.08
120	Toulouse School of Economics (TSE) Toulouse, France	156.35	158	1.13
121	Scuola di Economia e Management, Università degli Studi di Firenze Firenze, Italy	156.71	80	2.21
122	Fachbereich Wirtschaftswissenschaft, Goethe Universität Frankfurt am Main Frankfurt am Main, Germany	157.47	68	1.31
123	Department of Economics, University of Birmingham Birmingham, United Kingdom	158.68	45	1.63
124	School of Business and Economics, Universidade Nova de Lisboa Lisboa, Portugal	158.71	50	0.75
125	Faculty of Business and Economics, University of Melbourne Melbourne, Australia	158.75	99	3.2
126	Management School, Lancaster University Lancaster, United Kingdom	159.12	67	3.42
---	Dipartimento di Economia "Ettore Bocconi", Università Commerciale Luigi Bocconi Milano, Italy	159.42	33	0.29
127	Warwick Business School, University of Warwick Coventry, United Kingdom	162.06	26	1.98
---	Dipartimento di Statistica, Informatica, Applicazioni "G. Parenti", Scuola di Economia e Management, Università degli Studi di Firenze Firenze, Italy	166.33	16	2
128	Bank of England London, United Kingdom	169.05	205	3.59
129	Graduate School of Business, Columbia University New York City, New York (USA)	170.55	48	0.16
---	Institutt for samfunnsøkonomi, BI Handelshøyskolen Oslo, Norway	173.66	22	0.67
130	Crawford School of Public Policy, Australian National University Canberra, Australia	174.57	167	0.7
131	Institute for Fiscal Studies (IFS) London, United Kingdom	174.7	69	0.17
---	Innocenzo Gasparini Institute for Economic Research (IGIER), Università Commerciale Luigi Bocconi Milano, Italy	176.75	52	0.3
---	Abteilung Empirische Wirtschaftsforschung und International Wirtschaftspolitik, Fachbereich Wirtschaftswissenschaft, Goethe Universität Frankfurt am Main Frankfurt am Main, Germany	177.33	11	1
132	Department of Economics, Maxwell School, Syracuse University Syracuse, New York (USA)	178.07	22	0.54
133	Management School, University of Liverpool Liverpool, United Kingdom	178.15	34	2.17
134	Smeal College of Business Administration, Pennsylvania State University State College, Pennsylvania (USA)	178.5	11	0.83
135	Department of Economics, Virginia Polytechnic Institute and State University (Virginia Tech) Blacksburg, Virginia (USA)	180.67	15	1.43
136	Département de Sciences Économiques, Université de Montréal Montréal, Canada	182.34	27	0.87
137	Centro Ricerche Nord Sud (CRENoS) Italy	184.66	47	0.92
138	Department of Economics, University of Illinois at Urbana-Champaign Urbana-Champaign, Illinois (USA)	185.14	41	1.01
139	Bank of Canada Ottawa, Canada	186.13	169	4.51
140	Gordon Lang School of Business and Economics, University of Guelph Guelph, Canada	186.29	48	1.51
---	Department of Economics and Finance, Gordon Lang School of Business and Economics, University of Guelph Guelph, Canada	186.29	42	1.51
141	Banco de España Madrid, Spain	187.73	118	2.58
---	Department of Economics, Faculty of Business and Economics, University of Melbourne Melbourne, Australia	190.95	47	2.77
---	Finance Division, Sauder School of Business, University of British Columbia Vancouver, Canada	191.06	6	1
142	Sauder School of Business, University of British Columbia Vancouver, Canada	191.06	25	1
---	Finance and Economics Department, Graduate School of Business, Columbia University New York City, New York (USA)	193.93	27	0.13
143	ESSEC Business School Cergy-Pontoise, France	193.93	34	2.14
144	Graduate School of Economics/Faculty of Economics, Hitotsubashi University Tokyo, Japan	194.13	32	1.86
---	ICMA Centre for Financial Markets, Henley Business School, University of Reading Reading, United Kingdom	195.43	14	0.28
145	Henley Business School, University of Reading Reading, United Kingdom	195.43	33	0.28
146	Cass Business School, City University London, United Kingdom	198.39	38	0.84
---	Centre for Applied Macroeconomic Analysis (CAMA), Crawford School of Public Policy, Australian National University Canberra, Australia	200.94	73	0.66
147	School of Economics, University of Manchester Manchester, United Kingdom	201.51	49	0.83
---	Economics Group, Nuffield College, Department of Economics, Oxford University Oxford, United Kingdom	202.83	25	0.27
---	Department of Economics, London Business School (LBS) London, United Kingdom	203.79	16	0.48
148	London Business School (LBS) London, United Kingdom	203.79	34	0.48
149	Faculty of Economics, University of Tokyo Tokyo, Japan	205.03	40	1.03
150	Handelshögskolan, Örebro Universitet Örebro, Sweden	205.23	22	2.21
151	London School of Economics (LSE) London, United Kingdom	206.5	306	1.07

The rankings

Top 10% authors in the field of Econometric Time Series

For Econometric Time Series, these are 789 authors affiliated with 1519 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	1.76
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)	2.5
3	Clive W. J. Granger †	4.22
4	Pierre Perron Department of Economics, Boston University, Boston, Massachusetts (USA)	5.23
5	Tim Bollerslev Department of Economics, Duke University, Durham, North Carolina (USA)	6.22
6	M Hashem Pesaran Department of Economics, University of Southern California, Los Angeles, California (USA)	8.6
7	Mark W. Watson Department of Economics, Princeton University, Princeton, New Jersey (USA)	11.3
8	Soren Johansen Økonomisk Institut, Københavns Universitet, København, Denmark	11.97
9	Robert Taylor Essex Business School, University of Essex, Colchester, United Kingdom	13.93
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)	14.49
11	Jushan Bai Department of Economics, School of Arts and Sciences, Columbia University, New York City, New York (USA)	16.01
12	Francis X. Diebold Department of Economics, University of Pennsylvania, Philadelphia, Pennsylvania (USA)	16.06
13	Charles R. Nelson Department of Economics, University of Washington, Seattle, Washington (USA)	17.86
14	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	18.03
15	Lars Peter Hansen Department of Economics, University of Chicago, Chicago, Illinois (USA)	19.1
16	Yongcheol Shin Department of Economics and Related Studies, University of York, York, United Kingdom	19.35
17	Andrew C. Harvey Faculty of Economics, University of Cambridge, Cambridge, United Kingdom	19.78
18	David F. Hendry Department of Economics, Oxford University, Oxford, United Kingdom	20.79
19	Helmut Lütkepohl DIW Berlin (Deutsches Institut für Wirtschaftsforschung), Berlin, Germany	21.86
20	Joon Y. Park Department of Economics, Indiana University, Bloomington, Indiana (USA)	22.74
21	Stephen Leybourne School of Economics, University of Nottingham, Nottingham, United Kingdom	23.49
22	James H. Stock Department of Economics, Harvard University, Cambridge, Massachusetts (USA)	23.51
23	Kenneth D. West Economics Department, University of Wisconsin-Madison, Madison, Wisconsin (USA)	23.53
24	Gary Koop Economics Department, University of Strathclyde, Glasgow, United Kingdom	23.59
25	Serena Ng Department of Economics, School of Arts and Sciences, Columbia University, New York City, New York (USA)	23.67
26	Neil Shephard Department of Economics, Harvard University, Cambridge, Massachusetts (USA)	24.65
27	George Tauchen Department of Economics, Duke University, Durham, North Carolina (USA)	24.85
28	James Hamilton Department of Economics, University of California-San Diego (UCSD), La Jolla, California (USA)	25.96
29	Pentti Saikkonen	27.09
30	Torben G. Andersen National Bureau of Economic Research (NBER), Cambridge, Massachusetts (USA)	28.88
31	Graham Elliott Department of Economics, University of California-San Diego (UCSD), La Jolla, California (USA)	29.79
32	Thomas J. Sargent Department of Economics, New York University (NYU), New York City, New York (USA)	31.24
33	Allan Timmermann Department of Economics, University of California-San Diego (UCSD), La Jolla, California (USA)	32.34
34	Halbert White †	33.25
35	Todd Clark Economic Research, Federal Reserve Bank of Cleveland, Cleveland, Ohio (USA)	33.57
36	Manuel Arellano Centro de Estudios Monetarios y Financieros (CEMFI), Madrid, Spain	33.78
37	Adrian Rodney Pagan School of Economics, Faculty of Arts and Social Sciences, University of Sydney, Sydney, Australia	34.55
38	Morten Ørregaard Nielsen Economics Department, Queen's University, Kingston, Canada	39.1
39	Joakim Westerlund Nationalekonomiska Institutionen, Ekonomihögskolan, Lunds Universitet, Lund, Sweden	41.22
40	Peter Reinhard Hansen Department of Economics, University of North Carolina-Chapel-Hill, Chapel Hill, North Carolina (USA)	41.48
41	Michael McAleer Department of Finance, College of Management, Asia University, Wufeng, Taiwan	42.25
42	David I. Harvey Granger Centre for Time Series Econometrics, School of Economics, University of Nottingham, Nottingham, United Kingdom	43.32
43	Lutz Kilian Federal Reserve Bank of Dallas, Dallas, Texas (USA)	46.03
44	Christian S. Gourieroux Department of Economics, University of Toronto, Toronto, Canada	47.05
45	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	47.39
46	Andrew Patton Department of Economics, Duke University, Durham, North Carolina (USA)	48.15
47	Yacine Ait-Sahalia Bendheim Center for Finance, Department of Economics, Princeton University, Princeton, New Jersey (USA)	48.91
48	Siem Jan Koopman Afdeling Econometrie and Operations Research, School of Business and Economics, Vrije Universiteit Amsterdam, Amsterdam, Netherlands	49.48
49	Chang-Jin Kim Department of Economics, Korea University, Seoul, South Korea Department of Economics, University of Washington, Seattle, Washington (USA)	49.6
50	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	50.49
51	Jun Yu School of Economics, Singapore Management University, Singapore, Singapore	51.97
52	Ole E. Barndorff-Nielsen Center for Research in Econometric Analysis of Time Series (CREATES), Institut for Økonomi, Aarhus Universitet, Aarhus, Denmark	54.06
53	Michael McCracken Research Division, Federal Reserve Bank of St. Louis, St. Louis, Missouri (USA)	54.26
54	Lawrence J. Christiano Department of Economics, Northwestern University, Evanston, Illinois (USA)	54.74
55	James MacKinnon Economics Department, Queen's University, Kingston, Canada	62.79
56	Cheng Hsiao Department of Economics, University of Southern California, Los Angeles, California (USA)	62.94
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	63.95
58	Donggyu Sul Department of Economics, University of Texas-Dallas, Dallas, Texas (USA)	64.04
59	Jean-Michel Zakoian Centre de Recherche en Économie et Statistique (CREST), Palaiseau, France	64.81
60	Asger Lunde Center for Research in Econometric Analysis of Time Series (CREATES), Institut for Økonomi, Aarhus Universitet, Aarhus, Denmark	64.92
61	Frank Schorfheide Department of Economics, University of Pennsylvania, Philadelphia, Pennsylvania (USA)	65.26
62	Marco Lippi Istituto Einaudi per l'Economia e la Finanza (EIEF), Roma, Italy	66.72
63	Marcus J. Chambers Economics Department, University of Essex, Colchester, United Kingdom	67.57
64	Atsushi Inoue Department of Economics, Vanderbilt University, Nashville, Tennessee (USA)	67.62
65	Jörg Breitung Seminar für Wirtschafts- und Sozialgeschichte, Wirtschafts- und Sozialwissenschaftliche Fakultät, Universität zu Köln, Köln, Germany	69.14
66	Timothy Vogelsang Economics Department, Michigan State University, East Lansing, Michigan (USA)	69.69
67	Jean-Marie Dufour Department of Economics, McGill University, Montréal, Canada	69.97
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	70.05
69	Norman Rasmus Swanson Department of Economics, Rutgers University-New Brunswick, New Brunswick, New Jersey (USA)	70.74
70	Lucrezia Reichlin Department of Economics, London Business School (LBS), London, United Kingdom Centre for Economic Policy Research (CEPR), London, United Kingdom	72.6
71	Lajos Horvath	73.91
72	Zhijie Xiao Department of Economics, Boston College, Chestnut Hill, Massachusetts (USA)	76.27
73	In Choi College of Economics, Sogang University, Seoul, South Korea	78.59
74	Chihwa Kao Department of Economics, University of Connecticut, Storrs, Connecticut (USA)	79.9
75	Christian Francq Centre de Recherche en Économie et Statistique (CREST), Palaiseau, France	80.49
76	Yixiao Sun Department of Economics, University of California-San Diego (UCSD), La Jolla, California (USA)	82.81
77	Christopher F Baum Department of Economics, Boston College, Chestnut Hill, Massachusetts (USA)	83.17
78	Oliver Bruce Linton Faculty of Economics, University of Cambridge, Cambridge, United Kingdom	84.2

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.

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