Top 10% Institutions and Economists in the Field of Econometric Time Series, as of May 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 8347 institutions with 62109 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 800 authors affiliated with 1524 institutions.
All authors classified in this field.

Rank	Institution	Score	Authors	Author shares
1	Department of Economics, Duke University Durham, North Carolina (USA)	2.72	50	1.67
2	Institut for Økonomi, Aarhus Universitet Aarhus, Denmark	4.45	118	11.18
3	Department of Economics, Princeton University Princeton, New Jersey (USA)	4.72	56	1.37
---	Center for Research in Econometric Analysis of Time Series (CREATES), Institut for Økonomi, Aarhus Universitet Aarhus, Denmark	6.08	49	9.89
4	Department of Economics, Boston University Boston, Massachusetts (USA)	7.22	66	1.79
5	Monash Business School, Monash University Melbourne, Australia	7.96	169	11.65
6	Singapore Management University Singapore, Singapore	8.15	40	6.65
7	Department of Economics, University of Southern California Los Angeles, California (USA)	9.68	56	1.1
---	School of Economics, Singapore Management University Singapore, Singapore	9.74	35	6.64
8	Department of Economics, Harvard University Cambridge, Massachusetts (USA)	10.2	73	0.91
9	Department of Economics, School of Arts and Sciences, Columbia University New York City, New York (USA)	10.21	54	1.03
10	African Governance and Development Institute (AGDI) Yaoundé, Cameroun	10.4	8	0.99
11	Stern School of Business, New York University (NYU) New York City, New York (USA)	10.93	55	2.09
12	Department of Economics, University of California-San Diego (UCSD) La Jolla, California (USA)	11.7	55	1.84
---	Department of Econometrics and Business Statistics, Monash Business School, Monash University Melbourne, Australia	12.18	37	10.8
13	Department of Economics, University of Pennsylvania Philadelphia, Pennsylvania (USA)	14.61	46	2.06
14	Økonomisk Institut, Københavns Universitet København, Denmark	14.88	77	4.75
15	Faculty of Economics, University of Cambridge Cambridge, United Kingdom	16.54	65	2.95
16	Cowles Foundation for Research in Economics, Yale University New Haven, Connecticut (USA)	16.94	16	0.48
17	European Central Bank Frankfurt am Main, Germany	19.06	241	8.53
18	Department of Economics, Oxford University Oxford, United Kingdom	21.55	181	3.62
19	Economics Department, University of Wisconsin-Madison Madison, Wisconsin (USA)	21.81	36	0.69
20	School of Economics, University of Nottingham Nottingham, United Kingdom	22.33	132	4.49
21	Department of Economics, University of Washington Seattle, Washington (USA)	22.53	19	1.6
22	Department of Economics and Related Studies, University of York York, United Kingdom	25.34	88	3.61
23	Economics Department, Michigan State University East Lansing, Michigan (USA)	26.89	61	1.26
24	Economics Division, University of Southampton Southampton, United Kingdom	27.33	30	1.72
---	Finance Department, Stern School of Business, New York University (NYU) New York City, New York (USA)	28.06	16	0.58
25	Essex Business School, University of Essex Colchester, United Kingdom	33.88	30	2.77
26	Federal Reserve Bank of Cleveland Cleveland, Ohio (USA)	34.86	62	3.4
---	Department of Economics, Business School, University of Auckland Auckland, New Zealand	36.99	20	0.26
27	Business School, University of Auckland Auckland, New Zealand	36.99	26	0.26
28	Economics Department, Queen's University Kingston, Canada	37.47	50	2.56
29	Department of Economics, University of Chicago Chicago, Illinois (USA)	37.86	74	0.54
30	Federal Reserve Board (Board of Governors of the Federal Reserve System) Washington, District of Columbia (USA)	39.01	202	4.46
31	Centro de Estudios Monetarios y Financieros (CEMFI) Madrid, Spain	39.6	23	0.98
32	Departamento de Economía, Universidad Carlos III de Madrid Madrid, Spain	39.91	61	2.22
---	Economic Research, Federal Reserve Bank of Cleveland Cleveland, Ohio (USA)	41.18	43	2.38
33	School of Business and Economics, Vrije Universiteit Amsterdam Amsterdam, Netherlands	41.54	109	4.32
34	Centre de Recherche en Économie et Statistique (CREST) Palaiseau, France	42.25	92	3.22
35	National Bureau of Economic Research (NBER) Cambridge, Massachusetts (USA)	42.27	444	0.48
36	Barcelona Graduate School of Economics (Barcelona GSE) Barcelona, Spain	44.55	166	3.01
37	Economics Department, University of Strathclyde Glasgow, United Kingdom	44.78	30	1.27
38	Federal Reserve Bank of Dallas Dallas, Texas (USA)	46	60	0.83
39	Department of Economics, University of North Carolina-Chapel-Hill Chapel Hill, North Carolina (USA)	46.5	20	1.33
40	Federal Reserve Bank of St. Louis St. Louis, Missouri (USA)	47.35	69	1.39
---	Research Division, Federal Reserve Bank of St. Louis St. Louis, Missouri (USA)	48.93	59	1.38
41	Department of Economics, Northwestern University Evanston, Illinois (USA)	51.9	39	0.35
42	School of Economics, Faculty of Arts and Social Sciences, University of Sydney Sydney, Australia	52.45	66	2.82
43	Louvain Institute of data Analysis and Modelling in Economics and Statistics (LIDAM), Université Catholique de Louvain Louvain-la-Neuve, Belgium	52.71	135	2.66
44	Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam Rotterdam, Netherlands	55.5	114	3
45	Department of Economics, Indiana University Bloomington, Indiana (USA)	58.66	29	1.23
46	Department of Economics, McGill University Montréal, Canada	60.61	31	1.34
47	Department of Economics, Cornell University Ithaca, New York (USA)	61.22	43	1.09
---	Volatility Institute, Stern School of Business, New York University (NYU) New York City, New York (USA)	62.14	2	0.13
---	Econometrisch Instituut, Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam Rotterdam, Netherlands	62.19	21	2.53
---	Afdeling Econometrie and Operations Research, School of Business and Economics, Vrije Universiteit Amsterdam Amsterdam, Netherlands	62.5	15	3.09
48	Università Commerciale Luigi Bocconi Milano, Italy	62.98	171	1.8
49	Department of Economics, University of California-Berkeley Berkeley, California (USA)	63	57	0.64
50	School of Economics and Finance, Queen Mary University of London London, United Kingdom	64.03	62	2.01
51	Department of Economics, Boston College Chestnut Hill, Massachusetts (USA)	64.78	58	0.99
52	Tinbergen Instituut Amsterdam, Netherlands	64.81	121	3.24
53	Economics Department, Yale University New Haven, Connecticut (USA)	66.3	57	0.45
54	Faculteit Economie en Bedrijfskunde, Universiteit van Amsterdam Amsterdam, Netherlands	68.68	89	2.19
55	Federal Reserve Bank of Atlanta Atlanta, Georgia (USA)	71.41	29	1.74
56	Department of Economics, New York University (NYU) New York City, New York (USA)	72.42	58	0.88
57	Business School, University of Exeter Exeter, United Kingdom	73.39	49	1.27
58	Economics Department, Massachusetts Institute of Technology (MIT) Cambridge, Massachusetts (USA)	73.83	56	0.17
---	Bendheim Center for Finance, Department of Economics, Princeton University Princeton, New Jersey (USA)	74.64	6	0.51
59	Department of Economics, University College London (UCL) London, United Kingdom	80.79	66	1.08
---	Economic Studies, Brookings Institution Washington, District of Columbia (USA)	81.23	13	0.11
60	Brookings Institution Washington, District of Columbia (USA)	81.23	39	0.11
---	Granger Centre for Time Series Econometrics, School of Economics, University of Nottingham Nottingham, United Kingdom	82.01	8	1.65
61	Department of Economics, University of Toronto Toronto, Canada	85.58	69	1.22
---	Amsterdam School of Economics, Faculteit Economie en Bedrijfskunde, Universiteit van Amsterdam Amsterdam, Netherlands	87.17	28	1.43
62	Department of Economics, Ohio State University Columbus, Ohio (USA)	87.75	40	2
63	Federal Reserve Bank of Chicago Chicago, Illinois (USA)	88.15	58	0.8
64	Ekonomihögskolan, Lunds Universitet Lund, Sweden	88.25	112	1.65
---	Nationalekonomiska Institutionen, Ekonomihögskolan, Lunds Universitet Lund, Sweden	88.25	67	1.65
---	Departament d'Economia i Empresa, Universitat Pompeu Fabra, Barcelona Graduate School of Economics (Barcelona GSE) Barcelona, Spain	90.33	99	2.01
65	Center for Applied Statistics and Econometrics (CASE), Humboldt-Universität Berlin Berlin, Germany	93.01	23	0.92
---	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	93.24	52	0.97
66	Anderson Graduate School of Management, University of California-Los Angeles (UCLA) Los Angeles, California (USA)	93.36	30	0.52
67	Dipartimento di Scienze Economiche, Alma Mater Studiorum - Università di Bologna Bologna, Italy	95.54	113	2.58
68	Department of Economics, Emory University Atlanta, Georgia (USA)	96.21	30	1.92
69	Departamento de Estadistica, Universidad Carlos III de Madrid Madrid, Spain	97.35	9	5.11
---	Department of Finance, College of Management, Asia University Wufeng, Taiwan	99.36	7	0.4
70	College of Management, Asia University Wufeng, Taiwan	99.36	19	0.4
71	Department of Economics, Mathematics and Statistics, Birkbeck College London, United Kingdom	99.48	28	2.25
72	Wirtschafts- und Sozialwissenschaftliche Fakultät, Universität zu Köln Köln, Germany	100.93	47	1.88
73	Department of Economics, University of Warwick Coventry, United Kingdom	101.08	88	1.62
74	DIW Berlin (Deutsches Institut für Wirtschaftsforschung) Berlin, Germany	102.39	149	1.49
---	Department of Economics, Business School, University of Exeter Exeter, United Kingdom	103.2	35	0.9
75	Facoltà di Economia, Università degli Studi di Roma "Tor Vergata" Roma, Italy	103.61	105	3.25
76	Institute of Labor Economics (IZA) Bonn, Germany	104.55	945	0.58
77	International Monetary Fund (IMF) Washington, District of Columbia (USA)	107.59	456	4.2
78	Krannert School of Management, Purdue University West Lafayette, Indiana (USA)	107.8	30	2.35
---	Department of Economics, Krannert School of Management, Purdue University West Lafayette, Indiana (USA)	107.8	26	2.35
79	Athens University of Economics and Business (AUEB) Athens, Greece	108.23	88	3.03
80	Department of Economics, Korea University Seoul, South Korea	108.26	27	1.3
---	Department of Economics, W.P. Carey School of Business, Arizona State University Tempe, Arizona (USA)	108.79	46	1.5
81	W.P. Carey School of Business, Arizona State University Tempe, Arizona (USA)	108.79	54	1.5
82	Joint Research Centre, European Commission Ispra, Italy	109.02	80	3.76
83	Business School, University of Technology Sydney Sydney, Australia	109.35	91	2.01
---	Dipartimento di Economia e Finanza, Facoltà di Economia, Università degli Studi di Roma "Tor Vergata" Roma, Italy	110.29	61	3.21
84	Istituto Einaudi per l'Economia e la Finanza (EIEF) Roma, Italy	110.57	26	0.61
85	Department of Economics, Pennsylvania State University State College, Pennsylvania (USA)	111.61	33	0.58
86	School of Business and Economics, Maastricht University Maastricht, Netherlands	114.21	94	4
87	Department of Economics, Rutgers University-New Brunswick New Brunswick, New Jersey (USA)	114.44	40	0.7
---	Economic Research Department, Federal Reserve Bank of Atlanta Atlanta, Georgia (USA)	114.81	23	1.49
88	Rady School of Management, University of California-San Diego (UCSD) La Jolla, California (USA)	114.98	11	0.41
89	Department of Economics, University of California-Riverside Riverside, California (USA)	116.46	27	1.12
90	Department of Economics, University of Connecticut Storrs, Connecticut (USA)	117.2	51	1.72
91	Department of Economics, Vanderbilt University Nashville, Tennessee (USA)	117.91	40	0.48
92	Deutsche Bundesbank Frankfurt, Germany	118.5	167	3.1
93	Department of Economics, University of Texas-Dallas Dallas, Texas (USA)	119.79	11	0.68
94	Sveriges Riksbank Stockholm, Sweden	121.12	40	2.56
95	Department of Economics, University of California-Los Angeles (UCLA) Los Angeles, California (USA)	122.18	54	0.65
96	Dipartimento di Economia "Marco Biagi", Università degli Studi di Modena e Reggio Emilia Modena, Italy	122.87	50	0.57
97	Department of Economics, Johns Hopkins University Baltimore, Maryland (USA)	123.03	20	0.57
98	Fakultät für Wirtschaftswissenschaften, Universität Wien Wien, Austria	123.84	56	1.99
99	Department of Agricultural and Resource Economics, University of Maryland College Park, Maryland (USA)	125.35	29	0.5
100	College of Economics, Sogang University Seoul, South Korea	125.74	21	0.86
101	Politiikan ja Talouden Tutkimuksen Laitos, Valtiotieteellinen tiedekunta, Helsingin Yliopisto Helsinki, Finland	125.81	31	2.4
102	Dipartimento di Economia, Università Ca' Foscari Venezia Venezia, Italy	126.11	78	1.29
103	Economics Department, University of Essex Colchester, United Kingdom	128.14	45	1.61
104	Solvay Brussels School of Economics and Management, Université Libre de Bruxelles Bruxelles, Belgium	130.31	167	2.55
105	Department of Economics and Finance, Brunel University Uxbridge, United Kingdom	132.75	20	1.81
---	Department of Finance, Kellogg Graduate School of Management, Northwestern University Evanston, Illinois (USA)	132.92	18	0.2
106	Kellogg Graduate School of Management, Northwestern University Evanston, Illinois (USA)	132.92	51	0.2
---	Vakgroep Kwantitatieve Economie, School of Business and Economics, Maastricht University Maastricht, Netherlands	133.52	11	3.68
107	École d'Économie d'Aix-Marseille, Aix-Marseille Université Aix-en-Provence/Marseille, France	138.23	109	2.5
---	Seminar für Wirtschafts- und Sozialgeschichte, Wirtschafts- und Sozialwissenschaftliche Fakultät, Universität zu Köln Köln, Germany	141.92	2	0.62
---	European Centre for Advanced Research in Economics and Statistics (ECARES), Solvay Brussels School of Economics and Management, Université Libre de Bruxelles Bruxelles, Belgium	144.06	65	2.52
---	Economics Discipline Group, Business School, University of Technology Sydney Sydney, Australia	144.77	42	1.19
108	Wirtschaftswissenschaftliche Fakutät, Universität Zürich Zürich, Switzerland	146.28	155	1.7
---	Institut für Volkswirtschaftslehre, Wirtschaftswissenschaftliche Fakutät, Universität Zürich Zürich, Switzerland	146.28	90	1.7
109	Department of Economics, University of Maryland College Park, Maryland (USA)	147.31	47	1.67
110	Department of Economics, University of Notre Dame South Bend, Indiana (USA)	147.46	47	0.59
111	Fachbereich Wirtschaftswissenschaft, Freie Universität Berlin Berlin, Germany	149.16	41	0.7
---	Department of Statistics and Operations Research, Fakultät für Wirtschaftswissenschaften, Universität Wien Wien, Austria	149.59	7	1.62
112	Economics Department, Georgetown University Washington, District of Columbia (USA)	150.59	46	0.58
113	Banca d'Italia Roma, Italy	151.8	265	3.74
114	Federal Reserve Bank of New York New York City, New York (USA)	152.09	88	1.76
---	Abteilung Volkswirtschaftslehre, Fachbereich Wirtschaftswissenschaft, Freie Universität Berlin Berlin, Germany	153.01	19	0.45
115	BI Handelshøyskolen Oslo, Norway	153.77	54	1.09
116	Department of Economics, Washington University in St. Louis St. Louis, Missouri (USA)	153.86	29	0.56
117	Adam Smith Business School, University of Glasgow Glasgow, United Kingdom	154.16	68	2.16
---	Department of Economics, Adam Smith Business School, University of Glasgow Glasgow, United Kingdom	154.16	53	2.16
118	Management School, Lancaster University Lancaster, United Kingdom	155.21	67	3.57
119	Department of Economics, University of Birmingham Birmingham, United Kingdom	155.85	45	1.63
120	Fachbereich Wirtschaftswissenschaft, Goethe Universität Frankfurt am Main Frankfurt am Main, Germany	156.61	69	1.31
121	Scuola di Economia e Management, Università degli Studi di Firenze Firenze, Italy	157.05	84	2.27
122	Smeal College of Business Administration, Pennsylvania State University State College, Pennsylvania (USA)	157.18	11	0.9
123	Faculty of Business and Economics, University of Melbourne Melbourne, Australia	157.42	101	3.2
124	School of Business and Economics, Universidade Nova de Lisboa Lisboa, Portugal	158.08	51	0.75
125	Department of Economics, University of Houston Houston, Texas (USA)	158.89	25	0.84
126	Toulouse School of Economics (TSE) Toulouse, France	160.29	158	1.13
---	Dipartimento di Economia "Ettore Bocconi", Università Commerciale Luigi Bocconi Milano, Italy	160.64	33	0.28
127	Warwick Business School, University of Warwick Coventry, United Kingdom	163.77	27	1.98
128	Bank of England London, United Kingdom	166.28	206	3.58
---	Dipartimento di Statistica, Informatica, Applicazioni "G. Parenti", Scuola di Economia e Management, Università degli Studi di Firenze Firenze, Italy	169.88	16	1.97
---	Institutt for samfunnsøkonomi, BI Handelshøyskolen Oslo, Norway	170.11	23	0.69
129	Institute for Fiscal Studies (IFS) London, United Kingdom	173.54	69	0.2
130	Graduate School of Business, Columbia University New York City, New York (USA)	174.24	48	0.16
131	Crawford School of Public Policy, Australian National University Canberra, Australia	175.73	168	0.7
---	Abteilung Empirische Wirtschaftsforschung und International Wirtschaftspolitik, Fachbereich Wirtschaftswissenschaft, Goethe Universität Frankfurt am Main Frankfurt am Main, Germany	175.85	11	1
132	Management School, University of Liverpool Liverpool, United Kingdom	177.74	34	2.17
133	Banco de España Madrid, Spain	178.07	119	2.89
134	Département de Sciences Économiques, Université de Montréal Montréal, Canada	179.14	27	0.85
135	Department of Economics, Maxwell School, Syracuse University Syracuse, New York (USA)	180.69	22	0.54
---	Innocenzo Gasparini Institute for Economic Research (IGIER), Università Commerciale Luigi Bocconi Milano, Italy	180.82	51	0.29
136	Department of Economics, University of Illinois at Urbana-Champaign Urbana-Champaign, Illinois (USA)	181.65	40	1.01
137	Centro Ricerche Nord Sud (CRENoS) Cagliari, Italy	182.72	46	0.92
138	Bank of Canada Ottawa, Canada	186.19	173	4.35
139	Department of Economics, Virginia Polytechnic Institute and State University (Virginia Tech) Blacksburg, Virginia (USA)	186.59	16	1.43
140	Gordon Lang School of Business and Economics, University of Guelph Guelph, Canada	187.14	43	1.51
---	Department of Economics and Finance, Gordon Lang School of Business and Economics, University of Guelph Guelph, Canada	187.14	37	1.51
---	Department of Economics, Faculty of Business and Economics, University of Melbourne Melbourne, Australia	190.1	47	2.77
141	School of Economics, University of Manchester Manchester, United Kingdom	190.15	49	0.93
---	Finance Division, Sauder School of Business, University of British Columbia Vancouver, Canada	191.38	6	1
142	Sauder School of Business, University of British Columbia Vancouver, Canada	191.38	25	1
143	ESSEC Business School Cergy-Pontoise, France	191.98	34	2.14
144	Graduate School of Economics/Faculty of Economics, Hitotsubashi University Tokyo, Japan	194.15	31	1.84
---	Finance and Economics Department, Graduate School of Business, Columbia University New York City, New York (USA)	198.15	27	0.12
145	Economics Department, Williams College Williamstown, Massachusetts (USA)	200	32	0.3
---	Economics Group, Nuffield College, Department of Economics, Oxford University Oxford, United Kingdom	201.55	26	0.27
146	Handelshögskolan, Örebro Universitet Örebro, Sweden	201.81	22	2.21
---	Centre for Applied Macroeconomic Analysis (CAMA), Crawford School of Public Policy, Australian National University Canberra, Australia	202.95	74	0.66
---	ICMA Centre for Financial Markets, Henley Business School, University of Reading Reading, United Kingdom	203.67	14	0.28
147	Henley Business School, University of Reading Reading, United Kingdom	203.67	32	0.28
148	Faculty of Economics, University of Tokyo Tokyo, Japan	203.97	40	1.03
149	Faculty of Business and Economics, Macquarie University Sydney, Australia	204.28	44	1.68
150	London School of Economics (LSE) London, United Kingdom	207.26	310	1.07
151	EPGE Escola Brasileira de Economia e Finanças, Fundação Getúlio Vargas (FGV) Rio de Janeiro, Brazil	207.84	49	0.77
152	LeBow College of Business, Drexel University Philadelphia, Pennsylvania (USA)	207.97	33	1.01

The rankings

Top 10% authors in the field of Econometric Time Series

For Econometric Time Series, these are 800 authors affiliated with 1524 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	1.81
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)	2.64
3	Clive W. J. Granger †	4.29
4	Pierre Perron Department of Economics, Boston University, Boston, Massachusetts (USA)	4.92
5	Tim Bollerslev Department of Economics, Duke University, Durham, North Carolina (USA)	5.81
6	M Hashem Pesaran Department of Economics, University of Southern California, Los Angeles, California (USA)	8.44
7	Mark W. Watson Department of Economics, Princeton University, Princeton, New Jersey (USA)	11.75
8	Soren Johansen Økonomisk Institut, Københavns Universitet, København, Denmark	11.8
9	Jushan Bai Department of Economics, School of Arts and Sciences, Columbia University, New York City, New York (USA)	13.97
10	Robert Taylor Essex Business School, University of Essex, Colchester, United Kingdom	14.17
11	Francis X. Diebold Department of Economics, University of Pennsylvania, Philadelphia, Pennsylvania (USA)	15.49
12	Charles R. Nelson Department of Economics, University of Washington, Seattle, Washington (USA)	17.51
13	James H. Stock Department of Economics, Harvard University, Cambridge, Massachusetts (USA)	17.9
14	Andrew C. Harvey Faculty of Economics, University of Cambridge, Cambridge, United Kingdom	18.38
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	18.4
16	Donald W. K. Andrews Economics Department, Yale University, New Haven, Connecticut (USA) Cowles Foundation for Research in Economics, Yale University, New Haven, Connecticut (USA)	18.59
17	Helmut Luetkepohl DIW Berlin (Deutsches Institut für Wirtschaftsforschung), Berlin, Germany	20.72
18	David F. Hendry Department of Economics, Oxford University, Oxford, United Kingdom	21.96
19	Kenneth D. West Economics Department, University of Wisconsin-Madison, Madison, Wisconsin (USA)	22.93
20	Yongcheol Shin Department of Economics and Related Studies, University of York, York, United Kingdom	22.95
21	Joon Y. Park Department of Economics, Indiana University, Bloomington, Indiana (USA)	23.26
22	Gary Koop Economics Department, University of Strathclyde, Glasgow, United Kingdom	23.69
23	George Tauchen Department of Economics, Duke University, Durham, North Carolina (USA)	24.08
24	Stephen Leybourne School of Economics, University of Nottingham, Nottingham, United Kingdom	24.19
25	Serena Ng Department of Economics, School of Arts and Sciences, Columbia University, New York City, New York (USA)	24.86
26	James Hamilton Department of Economics, University of California-San Diego (UCSD), La Jolla, California (USA)	25.13
27	Neil Shephard Department of Economics, Harvard University, Cambridge, Massachusetts (USA)	25.42
28	Lars Peter Hansen Department of Economics, University of Chicago, Chicago, Illinois (USA)	26.66
29	Pentti Saikkonen	27.33
30	Graham Elliott Department of Economics, University of California-San Diego (UCSD), La Jolla, California (USA)	28.73
31	Torben G. Andersen National Bureau of Economic Research (NBER), Cambridge, Massachusetts (USA)	29.37
32	Thomas J. Sargent Department of Economics, New York University (NYU), New York City, New York (USA)	30.86
33	Allan Timmermann Department of Economics, University of California-San Diego (UCSD), La Jolla, California (USA)	30.92
34	Todd Clark Economic Research, Federal Reserve Bank of Cleveland, Cleveland, Ohio (USA)	31.93
35	Halbert White †	32.94
36	Adrian Rodney Pagan School of Economics, Faculty of Arts and Social Sciences, University of Sydney, Sydney, Australia	34.83
37	Manuel Arellano Centro de Estudios Monetarios y Financieros (CEMFI), Madrid, Spain	36.27
38	Morten Nielsen Economics Department, Queen's University, Kingston, Canada	39.01
39	Joakim Westerlund Nationalekonomiska Institutionen, Ekonomihögskolan, Lunds Universitet, Lund, Sweden	40.19
40	Peter Reinhard Hansen Department of Economics, University of North Carolina-Chapel-Hill, Chapel Hill, North Carolina (USA)	42.07
41	David I. Harvey Granger Centre for Time Series Econometrics, School of Economics, University of Nottingham, Nottingham, United Kingdom	44.21
42	Michael McAleer Department of Finance, College of Management, Asia University, Wufeng, Taiwan	45.88
43	Jun Yu School of Economics, Singapore Management University, Singapore, Singapore	46.55
44	Christian S. Gourieroux Department of Economics, University of Toronto, Toronto, Canada	46.78
45	Lutz Kilian Federal Reserve Bank of Dallas, Dallas, Texas (USA)	47.08
46	Andrew Patton Department of Economics, Duke University, Durham, North Carolina (USA)	47.52
47	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	47.97
48	Siem Jan Koopman Afdeling Econometrie and Operations Research, School of Business and Economics, Vrije Universiteit Amsterdam, Amsterdam, Netherlands	48.75
49	Yacine Ait-Sahalia Bendheim Center for Finance, Department of Economics, Princeton University, Princeton, New Jersey (USA)	48.94
50	Chang-Jin Kim Department of Economics, Korea University, Seoul, South Korea Department of Economics, University of Washington, Seattle, Washington (USA)	50.05
51	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	51.28
52	Michael McCracken Research Division, Federal Reserve Bank of St. Louis, St. Louis, Missouri (USA)	52.84
53	Ole E. Barndorff-Nielsen Center for Research in Econometric Analysis of Time Series (CREATES), Institut for Økonomi, Aarhus Universitet, Aarhus, Denmark	53.81
54	Lawrence J. Christiano Department of Economics, Northwestern University, Evanston, Illinois (USA)	54.72
55	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	61.24
56	James MacKinnon Economics Department, Queen's University, Kingston, Canada	63.34
57	Cheng Hsiao Department of Economics, University of Southern California, Los Angeles, California (USA)	63.53
58	Marcus J. Chambers Economics Department, University of Essex, Colchester, United Kingdom	64.17
59	Jean-Michel Zakoian Centre de Recherche en Économie et Statistique (CREST), Palaiseau, France	64.19
60	Asger Lunde Center for Research in Econometric Analysis of Time Series (CREATES), Institut for Økonomi, Aarhus Universitet, Aarhus, Denmark	64.49
61	Marco Lippi Istituto Einaudi per l'Economia e la Finanza (EIEF), Roma, Italy	65.24
62	Frank Schorfheide Department of Economics, University of Pennsylvania, Philadelphia, Pennsylvania (USA)	65.53
63	Atsushi Inoue Department of Economics, Vanderbilt University, Nashville, Tennessee (USA)	65.77
64	Timothy Vogelsang Economics Department, Michigan State University, East Lansing, Michigan (USA)	67.65
65	Donggyu Sul Department of Economics, University of Texas-Dallas, Dallas, Texas (USA)	68.6
66	Jean-Marie Dufour Department of Economics, McGill University, Montréal, Canada	69.35
67	Joerg Breitung Seminar für Wirtschafts- und Sozialgeschichte, Wirtschafts- und Sozialwissenschaftliche Fakultät, Universität zu Köln, Köln, Germany	69.69
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	70.8
69	Norman Rasmus Swanson Department of Economics, Rutgers University-New Brunswick, New Brunswick, New Jersey (USA)	72.23
70	Oliver Bruce Linton Faculty of Economics, University of Cambridge, Cambridge, United Kingdom	73.39
71	Zhijie Xiao Department of Economics, Boston College, Chestnut Hill, Massachusetts (USA)	74.25
72	Lajos Horvath	75.16
73	Mario Forni Dipartimento di Economia "Marco Biagi", Università degli Studi di Modena e Reggio Emilia, Modena, Italy	75.34
74	In Choi College of Economics, Sogang University, Seoul, South Korea	76.33
75	Chihwa Kao Department of Economics, University of Connecticut, Storrs, Connecticut (USA)	79.23
76	Sebastian Kripfganz Department of Economics, Business School, University of Exeter, Exeter, United Kingdom	80.11
77	Christian Francq Centre de Recherche en Économie et Statistique (CREST), Palaiseau, France	80.82
78	Christopher F Baum Department of Economics, Boston College, Chestnut Hill, Massachusetts (USA)	82.28
79	Yixiao Sun Department of Economics, University of California-San Diego (UCSD), La Jolla, California (USA)	82.29
80	Domenico Giannone Centre for Economic Policy Research (CEPR), London, United Kingdom	84.93

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 May 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