Top 10% Institutions and Economists in the Field of Econometric Time Series, as of November 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 8484 institutions with 63475 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 827 authors affiliated with 1543 institutions.
All authors classified in this field.

Rank	Institution	Score	Authors	Author shares
1	Institut for Økonomi, Aarhus Universitet Aarhus, Denmark	2.37	121	12.02
2	Department of Economics, Duke University Durham, North Carolina (USA)	2.89	50	1.69
3	Department of Economics, Princeton University Princeton, New Jersey (USA)	5.29	55	2.32
---	Center for Research in Econometric Analysis of Time Series (CREATES), Institut for Økonomi, Aarhus Universitet Aarhus, Denmark	6.42	48	9.89
4	Department of Economics, Boston University Boston, Massachusetts (USA)	8.01	66	1.79
5	Singapore Management University Singapore, Singapore	8.47	40	6.44
6	Monash Business School, Monash University Melbourne, Australia	9.32	177	11.67
7	Department of Economics, School of Arts and Sciences, Columbia University New York City, New York (USA)	9.81	54	1.04
---	School of Economics, Singapore Management University Singapore, Singapore	10.07	36	6.44
8	Department of Economics, University of Southern California Los Angeles, California (USA)	10.48	63	1.09
9	African Governance and Development Institute (AGDI) Yaoundé, Cameroun	10.59	7	0.97
10	Department of Economics, University of California-San Diego (UCSD) La Jolla, California (USA)	11.69	54	1.83
11	Stern School of Business, New York University (NYU) New York City, New York (USA)	11.99	54	2.07
---	Department of Econometrics and Business Statistics, Monash Business School, Monash University Melbourne, Australia	13.29	35	10.82
12	Department of Economics, Harvard University Cambridge, Massachusetts (USA)	13.92	72	0.86
13	Økonomisk Institut, Københavns Universitet København, Denmark	14.35	78	4.56
14	Department of Economics, University of Pennsylvania Philadelphia, Pennsylvania (USA)	14.72	47	1.85
15	Department of Economics, University of Washington Seattle, Washington (USA)	16.67	22	1.84
16	Cowles Foundation for Research in Economics, Yale University New Haven, Connecticut (USA)	16.99	17	0.47
17	Faculty of Economics, University of Cambridge Cambridge, United Kingdom	17.59	65	2.79
18	European Central Bank Frankfurt am Main, Germany	18.9	242	8.54
19	Department of Economics, Oxford University Oxford, United Kingdom	21.54	176	3.61
20	Economics Department, University of Wisconsin-Madison Madison, Wisconsin (USA)	21.87	38	0.68
21	School of Economics, University of Nottingham Nottingham, United Kingdom	22.78	132	4.46
22	Department of Economics and Related Studies, University of York York, United Kingdom	23.29	89	3.72
23	Economics Department, Michigan State University East Lansing, Michigan (USA)	24.1	62	1.27
24	Economics Division, University of Southampton Southampton, United Kingdom	27.84	30	1.72
---	Finance Department, Stern School of Business, New York University (NYU) New York City, New York (USA)	29.12	17	0.56
25	Essex Business School, University of Essex Colchester, United Kingdom	32.31	32	2.77
26	Federal Reserve Bank of Cleveland Cleveland, Ohio (USA)	33.35	62	3.36
27	National Bureau of Economic Research (NBER) Cambridge, Massachusetts (USA)	34.95	457	0.58
28	Federal Reserve Board (Board of Governors of the Federal Reserve System) Washington, District of Columbia (USA)	36.1	207	5.01
---	Department of Economics, Business School, University of Auckland Auckland, New Zealand	37.37	21	0.26
29	Business School, University of Auckland Auckland, New Zealand	37.37	26	0.26
30	School of Business and Economics, Vrije Universiteit Amsterdam Amsterdam, Netherlands	39.51	117	4.43
31	Departamento de Economía, Universidad Carlos III de Madrid Madrid, Spain	39.77	66	2.22
---	Economic Research, Federal Reserve Bank of Cleveland Cleveland, Ohio (USA)	39.77	43	2.33
32	Department of Economics, University of Chicago Chicago, Illinois (USA)	39.98	75	0.54
33	Centre de Recherche en Économie et Statistique (CREST) Palaiseau, France	43.1	95	2.7
34	Barcelona School of Economics (BSE) Barcelona, Spain	43.33	165	2.94
35	Centro de Estudios Monetarios y Financieros (CEMFI) Madrid, Spain	44.16	23	0.9
36	Federal Reserve Bank of Dallas Dallas, Texas (USA)	44.57	61	0.86
37	Economics Department, University of Strathclyde Glasgow, United Kingdom	45.61	30	0.89
38	Department of Economics, University of North Carolina-Chapel-Hill Chapel Hill, North Carolina (USA)	47.36	21	1.28
39	Federal Reserve Bank of St. Louis St. Louis, Missouri (USA)	47.83	57	1.38
---	Research Division, Federal Reserve Bank of St. Louis St. Louis, Missouri (USA)	49.21	50	1.37
40	School of Economics, Faculty of Arts and Social Sciences, University of Sydney Sydney, Australia	49.77	68	2.96
41	Department of Economics, Northwestern University Evanston, Illinois (USA)	51.83	42	0.35
42	Louvain Institute of Data Analysis and Modelling in Economics and Statistics (LIDAM), Université Catholique de Louvain Louvain-la-Neuve, Belgium	51.96	135	2.65
43	Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam Rotterdam, Netherlands	55.77	113	2.49
44	Department of Economics, Cornell University Ithaca, New York (USA)	57.79	44	1.09
---	Afdeling Econometrie and Operations Research, School of Business and Economics, Vrije Universiteit Amsterdam Amsterdam, Netherlands	59.58	17	3.19
45	Department of Economics, Indiana University Bloomington, Indiana (USA)	59.79	29	1.22
46	Università Commerciale Luigi Bocconi Milano, Italy	60.11	165	1.79
47	Department of Economics, Boston College Chestnut Hill, Massachusetts (USA)	60.14	60	0.91
48	Department of Economics, McGill University Montréal, Canada	61.37	34	1.33
49	Department of Economics, University of California-Berkeley Berkeley, California (USA)	61.41	58	0.64
---	Econometrisch Instituut, Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam Rotterdam, Netherlands	63.57	19	2.02
50	Tinbergen Instituut Amsterdam, Netherlands	64.99	124	3.21
51	School of Economics and Finance, Queen Mary University of London London, United Kingdom	66.22	62	1.97
---	Volatility Institute, Stern School of Business, New York University (NYU) New York City, New York (USA)	66.98	2	0.12
52	Economics Department, Yale University New Haven, Connecticut (USA)	67.05	57	0.45
53	Business School, King's College London London, United Kingdom	68.73	26	1.66
54	Faculteit Economie en Bedrijfskunde, Universiteit van Amsterdam Amsterdam, Netherlands	69.03	93	2.68
55	Federal Reserve Bank of Atlanta Atlanta, Georgia (USA)	70.49	29	1.72
56	Department of Economics, New York University (NYU) New York City, New York (USA)	71.91	60	0.88
57	Business School, University of Exeter Exeter, United Kingdom	72.92	49	1.17
58	Economics Department, Queen's University Kingston, Canada	75.37	49	1.27
59	Economics Department, Massachusetts Institute of Technology (MIT) Cambridge, Massachusetts (USA)	75.47	61	0.16
---	Bendheim Center for Finance, Department of Economics, Princeton University Princeton, New Jersey (USA)	79.73	6	0.49
60	Department of Economics, University College London (UCL) London, United Kingdom	80.5	65	0.92
---	Granger Centre for Time Series Econometrics, School of Economics, University of Nottingham Nottingham, United Kingdom	82.66	8	1.65
---	Economic Studies, Brookings Institution Washington, District of Columbia (USA)	82.7	12	0.11
61	Brookings Institution Washington, District of Columbia (USA)	82.7	39	0.11
62	Dipartimento di Scienze Economiche, Alma Mater Studiorum - Università di Bologna Bologna, Italy	86.65	120	2.45
63	Federal Reserve Bank of Chicago Chicago, Illinois (USA)	87.39	57	0.8
64	Department of Economics, University of Toronto Toronto, Canada	87.41	69	1.22
---	Amsterdam School of Economics, Faculteit Economie en Bedrijfskunde, Universiteit van Amsterdam Amsterdam, Netherlands	88.7	28	1.26
65	Ekonomihögskolan, Lunds Universitet Lund, Sweden	89.34	112	1.15
---	Nationalekonomiska Institutionen, Ekonomihögskolan, Lunds Universitet Lund, Sweden	89.34	67	1.15
66	Department of Economics, Ohio State University Columbus, Ohio (USA)	89.55	41	2
---	Departament d'Economia i Empresa, Universitat Pompeu Fabra, Barcelona School of Economics (BSE) Barcelona, Spain	91.14	96	1.92
67	Center for Applied Statistics and Econometrics (CASE), Humboldt-Universität Berlin Berlin, Germany	92.09	24	1.42
68	Department of Economics, Emory University Atlanta, Georgia (USA)	93.37	31	1.93
69	Department of Economics, Johns Hopkins University Baltimore, Maryland (USA)	94.05	30	0.56
---	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	95.28	51	0.97
70	Department of Economics, Mathematics and Statistics, Birkbeck College London, United Kingdom	96.15	26	2.27
71	Krannert School of Management, Purdue University West Lafayette, Indiana (USA)	97.39	31	3.36
---	Department of Economics, Krannert School of Management, Purdue University West Lafayette, Indiana (USA)	97.39	27	3.36
72	Departamento de Estadistica, Universidad Carlos III de Madrid Madrid, Spain	97.6	10	4.94
---	Department of Economics, Business School, University of Exeter Exeter, United Kingdom	100.61	36	0.8
73	DIW Berlin (Deutsches Institut für Wirtschaftsforschung) Berlin, Germany	101.44	149	1.28
74	Department of Economics, University of Warwick Coventry, United Kingdom	102.6	88	1.61
75	Athens University of Economics and Business (AUEB) Athens, Greece	103.33	89	3.04
76	International Monetary Fund (IMF) Washington, District of Columbia (USA)	104.14	471	5.36
77	Facoltà di Economia, Università degli Studi di Roma "Tor Vergata" Roma, Italy	104.27	107	3.25
78	Wirtschafts- und Sozialwissenschaftliche Fakultät, Universität zu Köln Köln, Germany	106.91	48	1.63
79	Business School, University of Technology Sydney Sydney, Australia	106.95	93	2.01
80	Institute of Labor Economics (IZA) Bonn, Germany	107.07	944	0.57
81	Anderson Graduate School of Management, University of California-Los Angeles (UCLA) Los Angeles, California (USA)	109.73	30	0.44
82	Department of Economics, Korea University Seoul, South Korea	111.16	27	1.3
---	Dipartimento di Economia e Finanza, Facoltà di Economia, Università degli Studi di Roma "Tor Vergata" Roma, Italy	111.29	61	3.21
83	School of Business and Economics, Maastricht University Maastricht, Netherlands	113.17	99	5.04
---	Department of Economics, W.P. Carey School of Business, Arizona State University Tempe, Arizona (USA)	113.31	44	1.5
84	W.P. Carey School of Business, Arizona State University Tempe, Arizona (USA)	113.31	53	1.5
85	Bank of England London, United Kingdom	113.66	205	3.57
86	Deutsche Bundesbank Frankfurt, Germany	114.74	168	3.08
87	Department of Economics, Pennsylvania State University State College, Pennsylvania (USA)	115.6	33	0.58
88	Dipartimento di Economia, Università Ca' Foscari Venezia Venezia, Italy	115.75	80	1.91
---	Economic Research Department, Federal Reserve Bank of Atlanta Atlanta, Georgia (USA)	116.07	23	1.47
89	Department of Economics, University of Connecticut Storrs, Connecticut (USA)	116.11	49	1.72
90	Istituto Einaudi per l'Economia e la Finanza (EIEF) Roma, Italy	116.75	27	0.59
91	Department of Economics, University of Texas-Dallas Dallas, Texas (USA)	116.76	11	0.88
92	Department of Economics, Rutgers University-New Brunswick New Brunswick, New Jersey (USA)	117.11	39	0.7
93	Department of Economics, University of California-Riverside Riverside, California (USA)	117.88	27	1.11
94	Rady School of Management, University of California-San Diego (UCSD) La Jolla, California (USA)	118.29	13	0.4
95	Fakultät für Wirtschaftswissenschaften, Universität Wien Wien, Austria	122.69	58	1.99
96	Sveriges Riksbank Stockholm, Sweden	123.05	39	2.56
97	Department of Economics, Vanderbilt University Nashville, Tennessee (USA)	125.26	41	0.46
98	Department of Agricultural and Resource Economics, University of Maryland College Park, Maryland (USA)	128.83	28	0.5
99	College of Economics, Sogang University Seoul, South Korea	130.47	22	0.78
100	Solvay Brussels School of Economics and Management, Université Libre de Bruxelles Bruxelles, Belgium	132.73	168	2.05
101	Dipartimento di Economia "Marco Biagi", Università degli Studi di Modena e Reggio Emilia Modena, Italy	133.12	47	0.65
---	Department of Finance, Kellogg Graduate School of Management, Northwestern University Evanston, Illinois (USA)	133.35	21	0.2
102	Kellogg Graduate School of Management, Northwestern University Evanston, Illinois (USA)	133.35	55	0.2
103	Politiikan ja Talouden Tutkimuksen Laitos, Valtiotieteellinen tiedekunta, Helsingin Yliopisto Helsinki, Finland	134.05	31	2.4
---	Vakgroep Kwantitatieve Economie, School of Business and Economics, Maastricht University Maastricht, Netherlands	135.18	12	3.73
104	Economics Department, University of Essex Colchester, United Kingdom	135.56	47	1.61
105	Centre for Economic Policy Research (CEPR) London, United Kingdom	138.28	346	0.31
106	Department of Economics and Finance, Brunel University Uxbridge, United Kingdom	139.01	20	1.8
107	École d'Économie d'Aix-Marseille, Aix-Marseille Université Aix-en-Provence/Marseille, France	142.13	108	2.49
108	Department of Economics, University of California-Los Angeles (UCLA) Los Angeles, California (USA)	142.3	55	0.62
---	Seminar für Wirtschafts- und Sozialgeschichte, Wirtschafts- und Sozialwissenschaftliche Fakultät, Universität zu Köln Köln, Germany	142.72	3	0.62
109	Toulouse School of Economics (TSE) Toulouse, France	144.01	154	1.28
---	Economics Discipline Group, Business School, University of Technology Sydney Sydney, Australia	144.34	42	1.19
110	Wirtschaftswissenschaftliche Fakutät, Universität Zürich Zürich, Switzerland	145.59	156	1.69
---	Institut für Volkswirtschaftslehre, Wirtschaftswissenschaftliche Fakutät, Universität Zürich Zürich, Switzerland	145.59	88	1.69
---	European Centre for Advanced Research in Economics and Statistics (ECARES), Solvay Brussels School of Economics and Management, Université Libre de Bruxelles Bruxelles, Belgium	145.64	65	2.02
111	Banca d'Italia Roma, Italy	147.04	271	3.62
---	Department of Statistics and Operations Research, Fakultät für Wirtschaftswissenschaften, Universität Wien Wien, Austria	148.06	7	1.62
112	Department of Economics, University of Birmingham Birmingham, United Kingdom	149.14	48	1.67
113	Department of Economics, University of Notre Dame South Bend, Indiana (USA)	149.75	47	0.57
114	Economics Department, Georgetown University Washington, District of Columbia (USA)	151.24	46	0.58
115	Fachbereich Wirtschaftswissenschaft, Freie Universität Berlin Berlin, Germany	151.47	40	0.7
116	Management School, Lancaster University Lancaster, United Kingdom	154.17	67	3.57
117	Fachbereich Wirtschaftswissenschaft, Goethe Universität Frankfurt am Main Frankfurt am Main, Germany	155.35	68	1.34
---	Abteilung Volkswirtschaftslehre, Fachbereich Wirtschaftswissenschaft, Freie Universität Berlin Berlin, Germany	155.55	18	0.45
118	BI Handelshøyskolen Oslo, Norway	155.61	56	1.06
119	Federal Reserve Bank of New York New York City, New York (USA)	156.87	90	1.73
---	Dipartimento di Economia "Ettore Bocconi", Università Commerciale Luigi Bocconi Milano, Italy	157.59	31	0.28
120	Department of Economics, Washington University in St. Louis St. Louis, Missouri (USA)	158.23	31	0.56
121	Adam Smith Business School, University of Glasgow Glasgow, United Kingdom	158.26	70	2.16
---	Department of Economics, Adam Smith Business School, University of Glasgow Glasgow, United Kingdom	158.26	53	2.16
122	School of Business and Economics, Universidade Nova de Lisboa Lisboa, Portugal	158.57	54	0.74
123	Faculty of Business and Economics, University of Melbourne Melbourne, Australia	159.17	103	3.17
124	Department of Economics, University of Maryland College Park, Maryland (USA)	159.64	46	1.62
125	Smeal College of Business Administration, Pennsylvania State University State College, Pennsylvania (USA)	160.84	10	0.9
126	Banco de España Madrid, Spain	161.4	119	2.85
127	Department of Economics, University of Houston Houston, Texas (USA)	162.64	25	0.84
128	Scuola di Economia e Management, Università degli Studi di Firenze Firenze, Italy	162.72	85	2.06
129	Handelshögskolan, Örebro Universitet Örebro, Sweden	170.85	23	2.08
130	Warwick Business School, University of Warwick Coventry, United Kingdom	170.95	27	1.95
---	Institutt for samfunnsøkonomi, BI Handelshøyskolen Oslo, Norway	172.91	25	0.68
131	Institute for Fiscal Studies (IFS) London, United Kingdom	173.35	70	0.2
---	Abteilung Empirische Wirtschaftsforschung und International Wirtschaftspolitik, Fachbereich Wirtschaftswissenschaft, Goethe Universität Frankfurt am Main Frankfurt am Main, Germany	173.78	10	1
---	Dipartimento di Statistica, Informatica, Applicazioni "G. Parenti", Scuola di Economia e Management, Università degli Studi di Firenze Firenze, Italy	175.84	17	1.76
---	Innocenzo Gasparini Institute for Economic Research (IGIER), Università Commerciale Luigi Bocconi Milano, Italy	176.99	49	0.28
132	Joint Research Centre, European Commission Ispra, Italy	177.08	66	1.64
133	Graduate School of Business, Columbia University New York City, New York (USA)	177.21	49	0.16
134	Management School, University of Liverpool Liverpool, United Kingdom	177.82	35	2.17
135	Department of Economics, Maxwell School, Syracuse University Syracuse, New York (USA)	180.65	24	0.54
136	Department of Economics, University of Illinois at Urbana-Champaign Urbana-Champaign, Illinois (USA)	182.43	38	0.94
137	Crawford School of Public Policy, Australian National University Canberra, Australia	183.07	175	0.68
138	Département de Sciences Économiques, Université de Montréal Montréal, Canada	184.37	27	0.85
139	School of Economics and Management, Universiteit van Tilburg Tilburg, Netherlands	184.91	139	1.4
140	Centro Ricerche Nord Sud (CRENoS) Cagliari, Italy	186.46	47	0.92
---	CentER Graduate School for Economics and Business, School of Economics and Management, Universiteit van Tilburg Tilburg, Netherlands	187.5	99	1.36
141	Gordon Lang School of Business and Economics, University of Guelph Guelph, Canada	189.67	44	1.51
---	Department of Economics and Finance, Gordon Lang School of Business and Economics, University of Guelph Guelph, Canada	189.67	38	1.51
142	Bank of Canada Ottawa, Canada	191.33	173	4.29
143	ESSEC Business School Cergy-Pontoise, France	193.83	34	2.14
144	Department of Economics, Virginia Polytechnic Institute and State University (Virginia Tech) Blacksburg, Virginia (USA)	194.9	14	1.4
---	Department of Economics, Faculty of Business and Economics, University of Melbourne Melbourne, Australia	195.6	47	2.75
145	Graduate School of Economics/Faculty of Economics, Hitotsubashi University Tokyo, Japan	196.11	32	1.84
146	Faculty of Business and Economics, Macquarie University Sydney, Australia	197.2	42	1.74
147	Economics Department, Williams College Williamstown, Massachusetts (USA)	199.52	31	0.3
---	Finance and Economics Department, Graduate School of Business, Columbia University New York City, New York (USA)	201.03	27	0.12
---	Finance Division, Sauder School of Business, University of British Columbia Vancouver, Canada	201.96	6	1
148	Sauder School of Business, University of British Columbia Vancouver, Canada	201.96	24	1
149	Faculty of Economics, University of Tokyo Tokyo, Japan	205.41	41	1.03
---	Department of Economics, London Business School (LBS) London, United Kingdom	205.68	15	0.41
150	London Business School (LBS) London, United Kingdom	205.68	33	0.41
151	LeBow College of Business, Drexel University Philadelphia, Pennsylvania (USA)	206.55	33	1.01
---	ICMA Centre for Financial Markets, Henley Business School, University of Reading Reading, United Kingdom	206.73	14	0.28
152	Henley Business School, University of Reading Reading, United Kingdom	206.73	32	0.28
153	Business School, Queensland University of Technology Brisbane, Australia	207.49	35	1.53
154	School of Economics, University of Manchester Manchester, United Kingdom	208.13	51	0.83

The rankings

Top 10% authors in the field of Econometric Time Series

For Econometric Time Series, these are 827 authors affiliated with 1543 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	1.77
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)	3.13
3	Clive W. J. Granger †	4.29
4	Pierre Perron Department of Economics, Boston University, Boston, Massachusetts (USA)	4.99
5	Tim Bollerslev Department of Economics, Duke University, Durham, North Carolina (USA)	5.67
6	M Hashem Pesaran Department of Economics, University of Southern California, Los Angeles, California (USA)	8.81
7	Mark W. Watson Department of Economics, Princeton University, Princeton, New Jersey (USA)	11.34
8	Soren Johansen Økonomisk Institut, Københavns Universitet, København, Denmark	12.3
9	Robert Taylor Essex Business School, University of Essex, Colchester, United Kingdom	12.32
10	Jushan Bai Department of Economics, School of Arts and Sciences, Columbia University, New York City, New York (USA)	13.67
11	Francis X. Diebold Department of Economics, University of Pennsylvania, Philadelphia, Pennsylvania (USA)	14.68
12	Charles R. Nelson Department of Economics, University of Washington, Seattle, Washington (USA)	17.48
13	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	17.8
14	Andrew C. Harvey Faculty of Economics, University of Cambridge, Cambridge, United Kingdom	18.97
15	Donald W. K. Andrews Economics Department, Yale University, New Haven, Connecticut (USA) Cowles Foundation for Research in Economics, Yale University, New Haven, Connecticut (USA)	19.18
16	Yongcheol Shin Department of Economics and Related Studies, University of York, York, United Kingdom	21.4
17	Serena Ng Department of Economics, School of Arts and Sciences, Columbia University, New York City, New York (USA)	21.94
18	David F. Hendry Department of Economics, Oxford University, Oxford, United Kingdom	22.61
19	Helmut Luetkepohl DIW Berlin (Deutsches Institut für Wirtschaftsforschung), Berlin, Germany	22.7
20	Kenneth D. West Economics Department, University of Wisconsin-Madison, Madison, Wisconsin (USA)	23.37
21	Joon Y. Park Department of Economics, Indiana University, Bloomington, Indiana (USA)	24.23
22	Gary Koop Economics Department, University of Strathclyde, Glasgow, United Kingdom	24.25
23	George Tauchen Department of Economics, Duke University, Durham, North Carolina (USA)	24.3
24	James H. Stock Department of Economics, Harvard University, Cambridge, Massachusetts (USA)	24.56
25	George Kapetanios Business School, King's College London, London, United Kingdom	24.88
26	Neil Shephard Department of Economics, Harvard University, Cambridge, Massachusetts (USA)	24.96
27	Pentti Saikkonen	25.46
28	Stephen Leybourne School of Economics, University of Nottingham, Nottingham, United Kingdom	25.8
29	James Hamilton Department of Economics, University of California-San Diego (UCSD), La Jolla, California (USA)	26.31
30	Lars Peter Hansen Department of Economics, University of Chicago, Chicago, Illinois (USA)	27.4
31	Torben G. Andersen National Bureau of Economic Research (NBER), Cambridge, Massachusetts (USA)	28.57
32	Graham Elliott Department of Economics, University of California-San Diego (UCSD), La Jolla, California (USA)	29.61
33	Thomas J. Sargent Department of Economics, New York University (NYU), New York City, New York (USA)	30.24
34	Todd Clark Economic Research, Federal Reserve Bank of Cleveland, Cleveland, Ohio (USA)	31.03
35	Allan Timmermann Department of Economics, University of California-San Diego (UCSD), La Jolla, California (USA)	31.64
36	Halbert White †	33.97
37	Adrian Rodney Pagan School of Economics, Faculty of Arts and Social Sciences, University of Sydney, Sydney, Australia	34.3
38	Morten Nielsen Institut for Økonomi, Aarhus Universitet, Aarhus, Denmark	37.26
39	Joakim Westerlund Nationalekonomiska Institutionen, Ekonomihögskolan, Lunds Universitet, Lund, Sweden	39.73
40	Peter Reinhard Hansen Department of Economics, University of North Carolina-Chapel-Hill, Chapel Hill, North Carolina (USA)	42.21
41	Manuel Arellano Centro de Estudios Monetarios y Financieros (CEMFI), Madrid, Spain	42.48
42	David I. Harvey Granger Centre for Time Series Econometrics, School of Economics, University of Nottingham, Nottingham, United Kingdom	45.19
43	Andrew Patton Department of Economics, Duke University, Durham, North Carolina (USA)	45.32
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	46.17
45	Michael McAleer †	48.03
46	Siem Jan Koopman Afdeling Econometrie and Operations Research, School of Business and Economics, Vrije Universiteit Amsterdam, Amsterdam, Netherlands	48.19
47	Lutz Kilian Federal Reserve Bank of Dallas, Dallas, Texas (USA)	49.48
48	Christian S. Gourieroux Department of Economics, University of Toronto, Toronto, Canada	49.79
49	Chang-Jin Kim Department of Economics, Korea University, Seoul, South Korea Department of Economics, University of Washington, Seattle, Washington (USA)	51.41
50	Jun Yu School of Economics, Singapore Management University, Singapore, Singapore	52.46
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	53.29
52	Michael McCracken Research Division, Federal Reserve Bank of St. Louis, St. Louis, Missouri (USA)	53.67
53	Yacine Ait-Sahalia Bendheim Center for Finance, Department of Economics, Princeton University, Princeton, New Jersey (USA)	54.01
54	Ole E. Barndorff-Nielsen Center for Research in Econometric Analysis of Time Series (CREATES), Institut for Økonomi, Aarhus Universitet, Aarhus, Denmark	55.58
55	Lawrence J. Christiano Department of Economics, Northwestern University, Evanston, Illinois (USA)	55.76
56	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	62.62
57	Jean-Michel Zakoian Centre de Recherche en Économie et Statistique (CREST), Palaiseau, France	64.58
58	Cheng Hsiao Department of Economics, University of Southern California, Los Angeles, California (USA)	65.34
59	James MacKinnon Economics Department, Queen's University, Kingston, Canada	65.61
60	Asger Lunde Center for Research in Econometric Analysis of Time Series (CREATES), Institut for Økonomi, Aarhus Universitet, Aarhus, Denmark	66.04
61	Lajos Horvath	66.75
62	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	67.03
63	Timothy Vogelsang Economics Department, Michigan State University, East Lansing, Michigan (USA)	67.64
64	Sebastian Kripfganz Department of Economics, Business School, University of Exeter, Exeter, United Kingdom	67.68
65	Marco Lippi Istituto Einaudi per l'Economia e la Finanza (EIEF), Roma, Italy	68.15
66	Frank Schorfheide Department of Economics, University of Pennsylvania, Philadelphia, Pennsylvania (USA)	68.56
67	Donggyu Sul Department of Economics, University of Texas-Dallas, Dallas, Texas (USA)	69.43
68	Marcus J. Chambers Economics Department, University of Essex, Colchester, United Kingdom	69.61
69	Joerg Breitung Seminar für Wirtschafts- und Sozialgeschichte, Wirtschafts- und Sozialwissenschaftliche Fakultät, Universität zu Köln, Köln, Germany	69.87
70	Zhijie Xiao Department of Economics, Boston College, Chestnut Hill, Massachusetts (USA)	70.06
71	Atsushi Inoue Department of Economics, Vanderbilt University, Nashville, Tennessee (USA)	71.81
72	Jean-Marie Dufour Department of Economics, McGill University, Montréal, Canada	73.33
73	Lucrezia Reichlin Department of Economics, London Business School (LBS), London, United Kingdom Centre for Economic Policy Research (CEPR), London, United Kingdom	73.37
74	Oliver Bruce Linton Faculty of Economics, University of Cambridge, Cambridge, United Kingdom	74.64
75	Norman Rasmus Swanson Department of Economics, Rutgers University-New Brunswick, New Brunswick, New Jersey (USA)	75.18
76	Jonathan H. Wright Department of Economics, Johns Hopkins University, Baltimore, Maryland (USA)	75.97
77	In Choi College of Economics, Sogang University, Seoul, South Korea	79.25
78	Chihwa Kao Department of Economics, University of Connecticut, Storrs, Connecticut (USA)	80.17
79	Yixiao Sun Department of Economics, University of California-San Diego (UCSD), La Jolla, California (USA)	80.95
80	Christian Francq Centre de Recherche en Économie et Statistique (CREST), Palaiseau, France	84.02
81	Mario Forni Dipartimento di Economia "Marco Biagi", Università degli Studi di Modena e Reggio Emilia, Modena, Italy	85.3
82	Hyungsik Roger Moon Department of Economics, University of Southern California, Los Angeles, California (USA)	85.39

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 November 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