IDEAS home Printed from https://ideas.repec.org/top/old/2112/top.ets.html
 

Top 10% Institutions and Economists in the Field of Econometric Time Series, as of December 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 8490 institutions with 63606 registered authors evaluated for all the rankings.

Similar rankings

EntityFull rankingLast 10 years10 best authorsLast 10 years, 10 best authorsTop 5% authorsMore
AuthorsShort Details Short Details More
InstitutionsShort Details Short Details Short Details Short Details All yearsLast 10 More
RegionsShort Details Short Details More

Same ranking by authors, institutions, countries and regions, and more rankings for , including the individual criteria used here.

The rankings

Top 10% institutions in the field of Econometric Time Series

For Econometric Time Series, these are 824 authors affiliated with 1545 institutions.
All authors classified in this field.

RankInstitutionScoreAuthorsAuthor shares
1Institut for Økonomi, Aarhus Universitet

Aarhus, Denmark

2.5212112.02
2Department of Economics, Duke University

Durham, North Carolina (USA)

2.89491.7
3Department of Economics, Princeton University

Princeton, New Jersey (USA)

5.02552.32
---Center for Research in Econometric Analysis of Time Series (CREATES), Institut for Økonomi, Aarhus Universitet

Aarhus, Denmark

6.35489.89
4Department of Economics, Boston University

Boston, Massachusetts (USA)

8.06661.79
5Singapore Management University

Singapore, Singapore

8.44406.44
6Monash Business School, Monash University

Melbourne, Australia

9.1818211.86
7African Governance and Development Institute (AGDI)

Yaoundé, Cameroun

9.8670.97
---School of Economics, Singapore Management University

Singapore, Singapore

10.04366.43
8Department of Economics, University of Southern California

Los Angeles, California (USA)

10.4631.09
9Department of Economics, School of Arts and Sciences, Columbia University

New York City, New York (USA)

10.78531.04
10Department of Economics, University of California-San Diego (UCSD)

La Jolla, California (USA)

11.77531.83
11Stern School of Business, New York University (NYU)

New York City, New York (USA)

11.78532.07
---Department of Econometrics and Business Statistics, Monash Business School, Monash University

Melbourne, Australia

13.333711.01
12Department of Economics, Harvard University

Cambridge, Massachusetts (USA)

14.64710.86
13Department of Economics, University of Pennsylvania

Philadelphia, Pennsylvania (USA)

14.77471.85
14Økonomisk Institut, Københavns Universitet

København, Denmark

15.31774.56
15Cowles Foundation for Research in Economics, Yale University

New Haven, Connecticut (USA)

16.87170.47
16Department of Economics, University of Washington

Seattle, Washington (USA)

17.12221.84
17Faculty of Economics, University of Cambridge

Cambridge, United Kingdom

17.57642.79
18European Central Bank

Frankfurt am Main, Germany

18.862448.53
19Department of Economics, Oxford University

Oxford, United Kingdom

21.481773.59
20Department of Economics and Related Studies, University of York

York, United Kingdom

22.29893.72
21School of Economics, University of Nottingham

Nottingham, United Kingdom

22.471324.46
22Economics Department, University of Wisconsin-Madison

Madison, Wisconsin (USA)

23.31380.65
23Economics Department, Michigan State University

East Lansing, Michigan (USA)

24.18631.27
24Economics Division, University of Southampton

Southampton, United Kingdom

27.33301.72
---Finance Department, Stern School of Business, New York University (NYU)

New York City, New York (USA)

27.57160.56
25Essex Business School, University of Essex

Colchester, United Kingdom

33.1322.77
26Federal Reserve Bank of Cleveland

Cleveland, Ohio (USA)

33.34633.36
27National Bureau of Economic Research (NBER)

Cambridge, Massachusetts (USA)

35.824580.57
---Department of Economics, Business School, University of Auckland

Auckland, New Zealand

36.3210.26
28Business School, University of Auckland

Auckland, New Zealand

36.3260.26
29Federal Reserve Board (Board of Governors of the Federal Reserve System)

Washington, District of Columbia (USA)

36.982084.89
30Departamento de Economía, Universidad Carlos III de Madrid

Madrid, Spain

39.29662.22
---Economic Research, Federal Reserve Bank of Cleveland

Cleveland, Ohio (USA)

40.14432.33
31School of Business and Economics, Vrije Universiteit Amsterdam

Amsterdam, Netherlands

41.051184.34
32Centre de Recherche en Économie et Statistique (CREST)

Palaiseau, France

42.04952.71
33Department of Economics, University of Chicago

Chicago, Illinois (USA)

42.51760.67
34Barcelona School of Economics (BSE)

Barcelona, Spain

42.671632.94
35Centro de Estudios Monetarios y Financieros (CEMFI)

Madrid, Spain

43.17230.9
36Federal Reserve Bank of Dallas

Dallas, Texas (USA)

44.96610.85
37Economics Department, University of Strathclyde

Glasgow, United Kingdom

45.24300.89
38Department of Economics, University of North Carolina-Chapel-Hill

Chapel Hill, North Carolina (USA)

46.02211.28
39Louvain Institute of Data Analysis and Modelling in Economics and Statistics (LIDAM), Université Catholique de Louvain

Louvain-la-Neuve, Belgium

49.051372.93
40Federal Reserve Bank of St. Louis

St. Louis, Missouri (USA)

49.47571.38
---Research Division, Federal Reserve Bank of St. Louis

St. Louis, Missouri (USA)

50.84501.37
41Department of Economics, Northwestern University

Evanston, Illinois (USA)

51.59420.35
42School of Economics, Faculty of Arts and Social Sciences, University of Sydney

Sydney, Australia

53.12682.96
43Department of Economics, Indiana University

Bloomington, Indiana (USA)

53.63301.97
44Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam

Rotterdam, Netherlands

55.681132.39
45Department of Economics, Cornell University

Ithaca, New York (USA)

56.15451.09
46Università Commerciale Luigi Bocconi

Milano, Italy

59.731651.79
47Department of Economics, University of California-Berkeley

Berkeley, California (USA)

60.35580.64
48Department of Economics, McGill University

Montréal, Canada

60.95341.33
---Afdeling Econometrie and Operations Research, School of Business and Economics, Vrije Universiteit Amsterdam

Amsterdam, Netherlands

62.78173.11
---Econometrisch Instituut, Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam

Rotterdam, Netherlands

63.58191.92
49Economics Department, Yale University

New Haven, Connecticut (USA)

64.61580.45
50Department of Economics, Boston College

Chestnut Hill, Massachusetts (USA)

64.69590.88
---Volatility Institute, Stern School of Business, New York University (NYU)

New York City, New York (USA)

65.5120.12
51School of Economics and Finance, Queen Mary University of London

London, United Kingdom

67.21612.07
52Tinbergen Instituut

Amsterdam, Netherlands

68.081253.11
53Faculteit Economie en Bedrijfskunde, Universiteit van Amsterdam

Amsterdam, Netherlands

70.78932.68
54Business School, King's College London

London, United Kingdom

70.94271.38
55Federal Reserve Bank of Atlanta

Atlanta, Georgia (USA)

71.69291.72
56Department of Economics, New York University (NYU)

New York City, New York (USA)

71.75590.88
57Business School, University of Exeter

Exeter, United Kingdom

73.89491.17
58Economics Department, Massachusetts Institute of Technology (MIT)

Cambridge, Massachusetts (USA)

74.25610.16
59Economics Department, Queen's University

Kingston, Canada

75.64491.27
---Bendheim Center for Finance, Department of Economics, Princeton University

Princeton, New Jersey (USA)

77.2560.49
---Granger Centre for Time Series Econometrics, School of Economics, University of Nottingham

Nottingham, United Kingdom

81.0181.65
60Department of Economics, University College London (UCL)

London, United Kingdom

81.73640.92
61Department of Economics, University of Toronto

Toronto, Canada

85.05691.22
---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

87.69531.25
62Ekonomihögskolan, Lunds Universitet

Lund, Sweden

88.171111.15
---Nationalekonomiska Institutionen, Ekonomihögskolan, Lunds Universitet

Lund, Sweden

88.17661.15
63Department of Economics, Ohio State University

Columbus, Ohio (USA)

89.6412
64Dipartimento di Scienze Economiche, Alma Mater Studiorum - Università di Bologna

Bologna, Italy

89.651242.45
65Federal Reserve Bank of Chicago

Chicago, Illinois (USA)

89.92570.8
---Departament d'Economia i Empresa, Universitat Pompeu Fabra, Barcelona School of Economics (BSE)

Barcelona, Spain

90.02941.92
---Economic Studies, Brookings Institution

Washington, District of Columbia (USA)

90.45120.11
66Brookings Institution

Washington, District of Columbia (USA)

90.45390.11
---Amsterdam School of Economics, Faculteit Economie en Bedrijfskunde, Universiteit van Amsterdam

Amsterdam, Netherlands

90.67281.26
67Department of Economics, Emory University

Atlanta, Georgia (USA)

91.91301.93
68Department of Economics, Johns Hopkins University

Baltimore, Maryland (USA)

93.09290.56
69Krannert School of Management, Purdue University

West Lafayette, Indiana (USA)

93.33313.36
---Department of Economics, Krannert School of Management, Purdue University

West Lafayette, Indiana (USA)

93.33273.36
70Center for Applied Statistics and Econometrics (CASE), Humboldt-Universität Berlin

Berlin, Germany

95.46251.42
71Department of Economics, Mathematics and Statistics, Birkbeck College

London, United Kingdom

96.88262.27
72Departamento de Estadistica, Universidad Carlos III de Madrid

Madrid, Spain

98.3104.94
---Department of Economics, Business School, University of Exeter

Exeter, United Kingdom

98.81360.8
73Department of Economics, University of Warwick

Coventry, United Kingdom

100.34881.61
74Facoltà di Economia, Università degli Studi di Roma "Tor Vergata"

Roma, Italy

101.521083.26
75Athens University of Economics and Business (AUEB)

Athens, Greece

101.89903.04
76DIW Berlin (Deutsches Institut für Wirtschaftsforschung)

Berlin, Germany

102.331491.28
77International Monetary Fund (IMF)

Washington, District of Columbia (USA)

106.284695.3
78Wirtschafts- und Sozialwissenschaftliche Fakultät, Universität zu Köln

Köln, Germany

106.52491.63
---Dipartimento di Economia e Finanza, Facoltà di Economia, Università degli Studi di Roma "Tor Vergata"

Roma, Italy

106.65613.24
79Business School, University of Technology Sydney

Sydney, Australia

107.07921.98
80Institute of Labor Economics (IZA)

Bonn, Germany

107.119470.57
81Department of Economics, Korea University

Seoul, South Korea

109.7271.29
82Anderson Graduate School of Management, University of California-Los Angeles (UCLA)

Los Angeles, California (USA)

109.88290.44
---Department of Economics, W.P. Carey School of Business, Arizona State University

Tempe, Arizona (USA)

111.38441.5
83W.P. Carey School of Business, Arizona State University

Tempe, Arizona (USA)

111.38531.5
84Bank of England

London, United Kingdom

111.682043.57
85Istituto Einaudi per l'Economia e la Finanza (EIEF)

Roma, Italy

112.4270.59
86School of Business and Economics, Maastricht University

Maastricht, Netherlands

112.93995.05
87Dipartimento di Economia, Università Ca' Foscari Venezia

Venezia, Italy

113.69801.91
88Department of Economics, Pennsylvania State University

State College, Pennsylvania (USA)

113.92340.58
89Deutsche Bundesbank

Frankfurt, Germany

114.661693.07
90Department of Economics, University of Texas-Dallas

Dallas, Texas (USA)

115.44110.88
---Economic Research Department, Federal Reserve Bank of Atlanta

Atlanta, Georgia (USA)

117.59231.47
91Department of Economics, University of California-Riverside

Riverside, California (USA)

118.4271.11
92Fakultät für Wirtschaftswissenschaften, Universität Wien

Wien, Austria

118.96582.02
93Rady School of Management, University of California-San Diego (UCSD)

La Jolla, California (USA)

121.45130.4
94Department of Economics, Rutgers University-New Brunswick

New Brunswick, New Jersey (USA)

121.85390.7
94Sveriges Riksbank

Stockholm, Sweden

121.85392.56
96Department of Economics, University of Connecticut

Storrs, Connecticut (USA)

122.28491.72
97Department of Economics, Vanderbilt University

Nashville, Tennessee (USA)

125.88410.46
98Department of Agricultural and Resource Economics, University of Maryland

College Park, Maryland (USA)

128.14280.5
99College of Economics, Sogang University

Seoul, South Korea

128.82220.78
100Economics Department, University of Essex

Colchester, United Kingdom

129.82471.61
---Department of Finance, Kellogg Graduate School of Management, Northwestern University

Evanston, Illinois (USA)

131.04200.2
101Kellogg Graduate School of Management, Northwestern University

Evanston, Illinois (USA)

131.04540.2
102Politiikan ja Talouden Tutkimuksen Laitos, Valtiotieteellinen tiedekunta, Helsingin Yliopisto

Helsinki, Finland

131.93312.4
---Vakgroep Kwantitatieve Economie, School of Business and Economics, Maastricht University

Maastricht, Netherlands

134.16123.74
103Department of Economics and Finance, Brunel University

Uxbridge, United Kingdom

137.38201.79
104Solvay Brussels School of Economics and Management, Université Libre de Bruxelles

Bruxelles, Belgium

138.91672.05
105Dipartimento di Economia "Marco Biagi", Università degli Studi di Modena e Reggio Emilia

Modena, Italy

138.92460.65
106Centre for Economic Policy Research (CEPR)

London, United Kingdom

140.113480.31
107Department of Economics, University of California-Los Angeles (UCLA)

Los Angeles, California (USA)

141.65560.62
108École d'Économie d'Aix-Marseille, Aix-Marseille Université

Aix-en-Provence/Marseille, France

142.361072.39
---Seminar für Wirtschafts- und Sozialgeschichte, Wirtschafts- und Sozialwissenschaftliche Fakultät, Universität zu Köln

Köln, Germany

142.8330.62
---Economics Discipline Group, Business School, University of Technology Sydney

Sydney, Australia

143.13421.19
---Department of Statistics and Operations Research, Fakultät für Wirtschaftswissenschaften, Universität Wien

Wien, Austria

145.1271.62
109Banca d'Italia

Roma, Italy

145.522713.6
110Department of Economics, University of Notre Dame

South Bend, Indiana (USA)

148.04480.57
111Toulouse School of Economics (TSE)

Toulouse, France

148.31541.28
112Adam Smith Business School, University of Glasgow

Glasgow, United Kingdom

149.43702.17
---Department of Economics, Adam Smith Business School, University of Glasgow

Glasgow, United Kingdom

149.43532.17
113Department of Economics, University of Birmingham

Birmingham, United Kingdom

149.75481.67
114Fachbereich Wirtschaftswissenschaft, Freie Universität Berlin

Berlin, Germany

151.09390.7
115Wirtschaftswissenschaftliche Fakutät, Universität Zürich

Zürich, Switzerland

151.451561.69
---Institut für Volkswirtschaftslehre, Wirtschaftswissenschaftliche Fakutät, Universität Zürich

Zürich, Switzerland

151.45881.69
116Economics Department, Georgetown University

Washington, District of Columbia (USA)

151.56460.58
---European Centre for Advanced Research in Economics and Statistics (ECARES), Solvay Brussels School of Economics and Management, Université Libre de Bruxelles

Bruxelles, Belgium

152.45652.02
117Management School, Lancaster University

Lancaster, United Kingdom

154.21673.57
118Fachbereich Wirtschaftswissenschaft, Goethe Universität Frankfurt am Main

Frankfurt am Main, Germany

154.8701.34
---Abteilung Volkswirtschaftslehre, Fachbereich Wirtschaftswissenschaft, Freie Universität Berlin

Berlin, Germany

154.99170.45
119BI Handelshøyskolen

Oslo, Norway

155.8561.05
120Faculty of Business and Economics, University of Melbourne

Melbourne, Australia

156.671023.17
121Banco de España

Madrid, Spain

157.211203.33
---Dipartimento di Economia "Ettore Bocconi", Università Commerciale Luigi Bocconi

Milano, Italy

158.12310.28
122Smeal College of Business Administration, Pennsylvania State University

State College, Pennsylvania (USA)

158.31100.9
123Department of Economics, Washington University in St. Louis

St. Louis, Missouri (USA)

158.44320.56
124Department of Economics, University of Maryland

College Park, Maryland (USA)

159.4461.62
125Federal Reserve Bank of New York

New York City, New York (USA)

160.75901.72
126Department of Economics, University of Houston

Houston, Texas (USA)

162.36250.84
127Scuola di Economia e Management, Università degli Studi di Firenze

Firenze, Italy

163.81852.06
128Institute for Fiscal Studies (IFS)

London, United Kingdom

169.45700.2
129School of Business and Economics, Universidade Nova de Lisboa

Lisboa, Portugal

170.05560.73
130Warwick Business School, University of Warwick

Coventry, United Kingdom

170.08271.95
---Abteilung Empirische Wirtschaftsforschung und International Wirtschaftspolitik, Fachbereich Wirtschaftswissenschaft, Goethe Universität Frankfurt am Main

Frankfurt am Main, Germany

172.41101
---Institutt for samfunnsøkonomi, BI Handelshøyskolen

Oslo, Norway

173.13250.68
131Graduate School of Business, Columbia University

New York City, New York (USA)

175.74490.16
132Joint Research Centre, European Commission

Ispra, Italy

176.59661.64
---Innocenzo Gasparini Institute for Economic Research (IGIER), Università Commerciale Luigi Bocconi

Milano, Italy

176.99490.28
133Handelshögskolan, Örebro Universitet

Örebro, Sweden

177.12232.08
134Management School, University of Liverpool

Liverpool, United Kingdom

177.21352.17
---Dipartimento di Statistica, Informatica, Applicazioni "G. Parenti", Scuola di Economia e Management, Università degli Studi di Firenze

Firenze, Italy

177.56171.76
135Department of Economics, University of Illinois at Urbana-Champaign

Urbana-Champaign, Illinois (USA)

179.84390.94
136Centro Ricerche Nord Sud (CRENoS)

Cagliari, Italy

180.82470.94
137Crawford School of Public Policy, Australian National University

Canberra, Australia

183.371760.68
138Département de Sciences Économiques, Université de Montréal

Montréal, Canada

183.53270.85
139School of Economics and Management, Universiteit van Tilburg

Tilburg, Netherlands

186.161391.4
140ESSEC Business School

Cergy-Pontoise, France

189.05342.14
---CentER Graduate School for Economics and Business, School of Economics and Management, Universiteit van Tilburg

Tilburg, Netherlands

189.06981.36
141Bank of Canada

Ottawa, Canada

189.271734.29
142Gordon Lang School of Business and Economics, University of Guelph

Guelph, Canada

190.4441.51
---Department of Economics and Finance, Gordon Lang School of Business and Economics, University of Guelph

Guelph, Canada

190.4381.51
143Department of Economics, Maxwell School, Syracuse University

Syracuse, New York (USA)

190.45240.54
---Department of Economics, Faculty of Business and Economics, University of Melbourne

Melbourne, Australia

193.12472.75
144Faculty of Business and Economics, Macquarie University

Sydney, Australia

193.99421.74
145Graduate School of Economics/Faculty of Economics, Hitotsubashi University

Tokyo, Japan

198.92321.84
146Department of Economics, Virginia Polytechnic Institute and State University (Virginia Tech)

Blacksburg, Virginia (USA)

199.22141.4
147Economics Department, Williams College

Williamstown, Massachusetts (USA)

199.31310.3
---Finance Division, Sauder School of Business, University of British Columbia

Vancouver, Canada

199.3361
148Sauder School of Business, University of British Columbia

Vancouver, Canada

199.33251
---Finance and Economics Department, Graduate School of Business, Columbia University

New York City, New York (USA)

200.66270.12
---Economics Group, Nuffield College, Department of Economics, Oxford University

Oxford, United Kingdom

204.86250.27
---ICMA Centre for Financial Markets, Henley Business School, University of Reading

Reading, United Kingdom

204.93130.28
149Henley Business School, University of Reading

Reading, United Kingdom

204.93310.28
150LeBow College of Business, Drexel University

Philadelphia, Pennsylvania (USA)

205.03331.01
---Department of Economics, London Business School (LBS)

London, United Kingdom

206.21150.41
151London Business School (LBS)

London, United Kingdom

206.21330.41
152London School of Economics (LSE)

London, United Kingdom

206.483191.07
153Faculty of Economics, University of Tokyo

Tokyo, Japan

207.22411.03
154School of Economics, University of Manchester

Manchester, United Kingdom

207.64510.83

The rankings

Top 10% authors in the field of Econometric Time Series

For Econometric Time Series, these are 824 authors affiliated with 1545 institutions.
All authors classified in this field.

RankAuthorScore
1Peter C. B. Phillips

Cowles Foundation for Research in Economics, Yale University, New Haven, Connecticut (USA)
School of Economics, Singapore Management University, Singapore, Singapore

1.71
2Robert F. Engle III

Finance Department, Stern School of Business, New York University (NYU), New York City, New York (USA)
Volatility Institute, Stern School of Business, New York University (NYU), New York City, New York (USA)

2.95
3Clive W. J. Granger †

4.85
4Pierre Perron

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

4.98
5Tim Bollerslev

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

5.57
6M Hashem Pesaran

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

8.12
7Mark W. Watson

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

11.16
8Soren Johansen

Økonomisk Institut, Københavns Universitet, København, Denmark

11.73
9Robert Taylor

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

13.52
10Jushan Bai

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

13.97
11Francis X. Diebold

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

14.5
12Donald W. K. Andrews

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

16.15
13Charles R. Nelson

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

17.17
14Timo 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

18.47
15Andrew C. Harvey

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

18.66
16Yongcheol Shin

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

20.83
17David F. Hendry

Department of Economics, Oxford University, Oxford, United Kingdom

21.86
18Helmut Luetkepohl

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

22.22
19Joon Y. Park

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

23.21
20Serena Ng

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

23.21
21James H. Stock

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

23.37
22Gary Koop

Economics Department, University of Strathclyde, Glasgow, United Kingdom

23.93
23George Tauchen

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

24.23
24George Kapetanios

Business School, King's College London, London, United Kingdom

24.75
25Stephen Leybourne

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

25.68
26James Hamilton

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

25.71
27Kenneth D. West

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

25.96
28Pentti Saikkonen

26.47
29Neil Shephard

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

26.98
30Torben G. Andersen

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

28.7
31Graham Elliott

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

29.74
32Lars Peter Hansen

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

30.07
33Todd Clark

Economic Research, Federal Reserve Bank of Cleveland, Cleveland, Ohio (USA)

30.68
34Allan Timmermann

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

31.78
35Thomas J. Sargent

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

31.91
36Adrian Rodney Pagan

School of Economics, Faculty of Arts and Social Sciences, University of Sydney, Sydney, Australia

34.91
37Halbert White †

35.39
38Morten Nielsen

Institut for Økonomi, Aarhus Universitet, Aarhus, Denmark

38.23
39Joakim Westerlund

Nationalekonomiska Institutionen, Ekonomihögskolan, Lunds Universitet, Lund, Sweden

39.73
40Manuel Arellano

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

40.86
41Peter Reinhard Hansen

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

40.97
42Andrew Patton

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

42.39
43David I. Harvey

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

44.32
44Massimiliano 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

46.55
45Christian S. Gourieroux

Department of Economics, University of Toronto, Toronto, Canada

47.22
46Michael McAleer †

47.84
47Chang-Jin Kim

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

50.25
48Siem Jan Koopman

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

50.26
49Lutz Kilian

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

50.4
50Luc 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

52.11
51Yacine Ait-Sahalia

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

53.23
52Ole E. Barndorff-Nielsen

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

54.84
53Michael McCracken

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

55.14
54Jun Yu

School of Economics, Singapore Management University, Singapore, Singapore

55.16
55Lawrence J. Christiano

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

56.14
56Asger Lunde

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

63.92
57James MacKinnon

Economics Department, Queen's University, Kingston, Canada

64.28
58Luis Alberiko Gil-Alana

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

64.45
59Cheng Hsiao

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

65.75
60Lajos Horvath

65.91
61Jean-Michel Zakoian

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

66.31
62Marco Lippi

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

66.51
63Marcus J. Chambers

Economics Department, University of Essex, Colchester, United Kingdom

66.97
64Sebastian Kripfganz

Department of Economics, Business School, University of Exeter, Exeter, United Kingdom

67.55
65Timothy Vogelsang

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

67.87
66Frank Schorfheide

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

68.11
67Donggyu Sul

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

68.13
68Joerg Breitung

Seminar für Wirtschafts- und Sozialgeschichte, Wirtschafts- und Sozialwissenschaftliche Fakultät, Universität zu Köln, Köln, Germany

70.17
69Atsushi Inoue

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

72.08
70Giuseppe Cavaliere

Dipartimento di Scienze Economiche, Alma Mater Studiorum - Università di Bologna, Bologna, Italy
Department of Economics, Business School, University of Exeter, Exeter, United Kingdom

72.14
71Jean-Marie Dufour

Department of Economics, McGill University, Montréal, Canada

72.46
72Oliver Bruce Linton

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

73.65
73Lucrezia Reichlin

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

74.57
74Jonathan H. Wright

Department of Economics, Johns Hopkins University, Baltimore, Maryland (USA)

74.76
75Zhijie Xiao

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

75.16
76Christian Francq

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

77.31
77In Choi

College of Economics, Sogang University, Seoul, South Korea

77.99
78Norman Rasmus Swanson

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

78.05
79Christopher F Baum

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

83.35
80Yixiao Sun

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

83.54
81Chihwa Kao

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

84.01
82Mario Forni

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

87.87

The data presented here is experimental. It is based on a limited sample of the research output in Economics and Finance. Only material catalogued in RePEc is considered. For any citation based criterion, only works that could be parsed by the CitEc project are considered. For any ranking of people, only those registered with the RePEc Author Service can be taken into account. And for rankings of institutions, only those listed in EDIRC and claimed as affiliation by the respective, registered authors can be measured. Thus, this list is by no means based on a complete sample. You can help making this more comprehensive by encouraging more publications to be listed (instructions) and more authors to register (form). For more details on the various rankings that are available as well for documentation, follow this link.

Credits:

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