IDEAS home Printed from https://ideas.repec.org/top/old/2202/top.ets.html
 

Top 10% Institutions and Economists in the Field of Econometric Time Series, as of February 2022

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 8539 institutions with 64072 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 798 authors affiliated with 1542 institutions.
All authors classified in this field.

RankInstitutionScoreAuthorsAuthor shares
1Institut for Økonomi, Aarhus Universitet

Aarhus, Denmark

2.0912012.01
2Department of Economics, Duke University

Durham, North Carolina (USA)

2.79501.73
3Department of Economics, Princeton University

Princeton, New Jersey (USA)

5552.32
---Center for Research in Econometric Analysis of Time Series (CREATES), Institut for Økonomi, Aarhus Universitet

Aarhus, Denmark

6.12489.89
4Monash Business School, Monash University

Melbourne, Australia

7.8218411.77
5Department of Economics, Boston University

Boston, Massachusetts (USA)

7.93681.79
6Singapore Management University

Singapore, Singapore

8.17396.44
7Department of Economics, School of Arts and Sciences, Columbia University

New York City, New York (USA)

9.63531.05
---School of Economics, Singapore Management University

Singapore, Singapore

9.9356.43
8Department of Economics, University of Southern California

Los Angeles, California (USA)

10.21631.09
9Stern School of Business, New York University (NYU)

New York City, New York (USA)

11.77532.07
10Department of Economics, University of California-San Diego (UCSD)

La Jolla, California (USA)

11.98531.83
---Department of Econometrics and Business Statistics, Monash Business School, Monash University

Melbourne, Australia

12.173710.93
11Department of Economics, Harvard University

Cambridge, Massachusetts (USA)

13.74740.86
12Økonomisk Institut, Københavns Universitet

København, Denmark

14.54774.56
13Department of Economics, University of Pennsylvania

Philadelphia, Pennsylvania (USA)

15.02471.35
14Department of Economics, University of Washington

Seattle, Washington (USA)

16.55221.84
15Cowles Foundation for Research in Economics, Yale University

New Haven, Connecticut (USA)

16.99170.47
16Faculty of Economics, University of Cambridge

Cambridge, United Kingdom

17.19642.79
17European Central Bank

Frankfurt am Main, Germany

18.852438.46
18Department of Economics, Oxford University

Oxford, United Kingdom

21.441783.59
19School of Economics, University of Nottingham

Nottingham, United Kingdom

21.61324.47
20Economics Department, University of Wisconsin-Madison

Madison, Wisconsin (USA)

21.71380.68
21Department of Economics and Related Studies, University of York

York, United Kingdom

23.34893.68
22Economics Department, Michigan State University

East Lansing, Michigan (USA)

24.21631.27
23Economics Division, University of Southampton

Southampton, United Kingdom

27.66301.72
---Finance Department, Stern School of Business, New York University (NYU)

New York City, New York (USA)

28.41160.56
24Essex Business School, University of Essex

Colchester, United Kingdom

31.49322.77
25Federal Reserve Bank of Cleveland

Cleveland, Ohio (USA)

33.09653.33
26National Bureau of Economic Research (NBER)

Cambridge, Massachusetts (USA)

34.844570.59
---Department of Economics, Business School, University of Auckland

Auckland, New Zealand

37.03200.26
27Business School, University of Auckland

Auckland, New Zealand

37.03240.26
28Centre de Recherche en Économie et Statistique (CREST)

Palaiseau, France

38.9952.71
29Department of Economics, University of Chicago

Chicago, Illinois (USA)

39.22760.67
30Federal Reserve Board (Board of Governors of the Federal Reserve System)

Washington, District of Columbia (USA)

39.562084.59
---Economic Research, Federal Reserve Bank of Cleveland

Cleveland, Ohio (USA)

39.64442.3
31School of Business and Economics, Vrije Universiteit Amsterdam

Amsterdam, Netherlands

39.751185.33
32Departamento de Economía, Universidad Carlos III de Madrid

Madrid, Spain

40.18662.22
33Barcelona School of Economics (BSE)

Barcelona, Spain

43.461662.93
34Economics Department, University of Strathclyde

Glasgow, United Kingdom

44.83300.89
35Centro de Estudios Monetarios y Financieros (CEMFI)

Madrid, Spain

44.86230.89
36Federal Reserve Bank of Dallas

Dallas, Texas (USA)

46.31610.85
37Department of Economics, University of North Carolina-Chapel-Hill

Chapel Hill, North Carolina (USA)

46.7221.28
38School of Economics, Faculty of Arts and Social Sciences, University of Sydney

Sydney, Australia

48.97682.96
39Federal Reserve Bank of St. Louis

St. Louis, Missouri (USA)

49.4571.35
40Louvain Institute of Data Analysis and Modelling in Economics and Statistics (LIDAM), Université Catholique de Louvain

Louvain-la-Neuve, Belgium

50.211392.93
---Research Division, Federal Reserve Bank of St. Louis

St. Louis, Missouri (USA)

50.83501.34
41Department of Economics, Northwestern University

Evanston, Illinois (USA)

51.46420.41
42International Monetary Fund (IMF)

Washington, District of Columbia (USA)

54.244766.25
43Department of Economics, Indiana University

Bloomington, Indiana (USA)

55.27301.97
44Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam

Rotterdam, Netherlands

56.031102.47
45Department of Economics, Cornell University

Ithaca, New York (USA)

57.03461.09
46Università Commerciale Luigi Bocconi

Milano, Italy

58.591651.81
---Afdeling Econometrie and Operations Research, School of Business and Economics, Vrije Universiteit Amsterdam

Amsterdam, Netherlands

61.11173.09
47Department of Economics, McGill University

Montréal, Canada

62331.33
48Department of Economics, University of California-Berkeley

Berkeley, California (USA)

63.32590.64
---Econometrisch Instituut, Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam

Rotterdam, Netherlands

64.13192
49Department of Economics, Boston College

Chestnut Hill, Massachusetts (USA)

65.37590.88
---Volatility Institute, Stern School of Business, New York University (NYU)

New York City, New York (USA)

65.6420.12
50School of Economics and Finance, Queen Mary University of London

London, United Kingdom

66.43612.07
51Economics Department, Yale University

New Haven, Connecticut (USA)

66.54590.45
52Tinbergen Instituut

Amsterdam, Netherlands

67.161233.18
---Economic Studies, Brookings Institution

Washington, District of Columbia (USA)

67.9140.16
53Brookings Institution

Washington, District of Columbia (USA)

67.9410.16
54Faculteit Economie en Bedrijfskunde, Universiteit van Amsterdam

Amsterdam, Netherlands

68.03932.68
55Business School, King's College London

London, United Kingdom

71.33271.38
56Federal Reserve Bank of Atlanta

Atlanta, Georgia (USA)

71.58281.72
57Department of Economics, New York University (NYU)

New York City, New York (USA)

74.64580.88
58Economics Department, Queen's University

Kingston, Canada

75.68491.27
59Economics Department, Massachusetts Institute of Technology (MIT)

Cambridge, Massachusetts (USA)

76.17620.16
60Business School, University of Exeter

Exeter, United Kingdom

76.64491.1
---Bendheim Center for Finance, Department of Economics, Princeton University

Princeton, New Jersey (USA)

80.0260.49
---Granger Centre for Time Series Econometrics, School of Economics, University of Nottingham

Nottingham, United Kingdom

81.6381.66
61Department of Economics, University College London (UCL)

London, United Kingdom

82.15640.92
62Dipartimento di Scienze Economiche, Alma Mater Studiorum - Università di Bologna

Bologna, Italy

83.711232.43
63Department of Economics, University of Toronto

Toronto, Canada

84.67681.22
---Amsterdam School of Economics, Faculteit Economie en Bedrijfskunde, Universiteit van Amsterdam

Amsterdam, Netherlands

86.61281.26
64Ekonomihögskolan, Lunds Universitet

Lund, Sweden

88.931131.14
---Nationalekonomiska Institutionen, Ekonomihögskolan, Lunds Universitet

Lund, Sweden

88.93671.14
65Federal Reserve Bank of Chicago

Chicago, Illinois (USA)

89.49580.69
66Department of Economics, Ohio State University

Columbus, Ohio (USA)

89.98412
---Center for Operations Research and Econometrics (CORE), Louvain Institute of Data Analysis and Modelling in Economics and Statistics (LIDAM), Université Catholique de Louvain

Louvain-la-Neuve, Belgium

90.13531.25
---Departament d'Economia i Empresa, Universitat Pompeu Fabra, Barcelona School of Economics (BSE)

Barcelona, Spain

91.4971.92
67Center for Applied Statistics and Econometrics (CASE), Humboldt-Universität Berlin

Berlin, Germany

91.42251.92
68Department of Economics, Emory University

Atlanta, Georgia (USA)

95.53311.93
69Department of Economics, Johns Hopkins University

Baltimore, Maryland (USA)

95.96290.56
70Departamento de Estadistica, Universidad Carlos III de Madrid

Madrid, Spain

96.55104.94
71Department of Economics, Mathematics and Statistics, Birkbeck College

London, United Kingdom

96.59262.27
72Krannert School of Management, Purdue University

West Lafayette, Indiana (USA)

97.14323.36
---Department of Economics, Krannert School of Management, Purdue University

West Lafayette, Indiana (USA)

97.14283.36
73DIW Berlin (Deutsches Institut für Wirtschaftsforschung)

Berlin, Germany

101.331461.26
74Department of Economics, University of Warwick

Coventry, United Kingdom

102.34891.6
75Facoltà di Economia, Università degli Studi di Roma "Tor Vergata"

Roma, Italy

103.81073.25
---Department of Economics, Business School, University of Exeter

Exeter, United Kingdom

104.05370.73
76Athens University of Economics and Business (AUEB)

Athens, Greece

104.78903.03
77Wirtschafts- und Sozialwissenschaftliche Fakultät, Universität zu Köln

Köln, Germany

106.91491.63
78Institute of Labor Economics (IZA)

Bonn, Germany

107.039460.57
---Dipartimento di Economia e Finanza, Facoltà di Economia, Università degli Studi di Roma "Tor Vergata"

Roma, Italy

108.02623.23
79Business School, University of Technology Sydney

Sydney, Australia

108.28892.11
80Department of Economics, Korea University

Seoul, South Korea

108.92271.29
81Anderson Graduate School of Management, University of California-Los Angeles (UCLA)

Los Angeles, California (USA)

109.25290.44
82Bank of England

London, United Kingdom

110.842043.57
83School of Business and Economics, Maastricht University

Maastricht, Netherlands

111.44985.05
---Department of Economics, W.P. Carey School of Business, Arizona State University

Tempe, Arizona (USA)

112.69451.5
84W.P. Carey School of Business, Arizona State University

Tempe, Arizona (USA)

112.69541.5
85Department of Economics, Pennsylvania State University

State College, Pennsylvania (USA)

112.94350.58
86Istituto Einaudi per l'Economia e la Finanza (EIEF)

Roma, Italy

115.35270.59
87Dipartimento di Economia, Università Ca' Foscari Venezia

Venezia, Italy

116.25921.91
---Economic Research Department, Federal Reserve Bank of Atlanta

Atlanta, Georgia (USA)

116.79221.47
88Department of Economics, Rutgers University-New Brunswick

New Brunswick, New Jersey (USA)

117.04390.7
89Department of Economics, University of Texas-Dallas

Dallas, Texas (USA)

118.35110.88
90Department of Economics, University of Connecticut

Storrs, Connecticut (USA)

119.11491.72
91Department of Economics, University of California-Riverside

Riverside, California (USA)

119.48271.1
92Rady School of Management, University of California-San Diego (UCSD)

La Jolla, California (USA)

122.12130.4
93Sveriges Riksbank

Stockholm, Sweden

122.99392.6
94Fakultät für Wirtschaftswissenschaften, Universität Wien

Wien, Austria

123.14591.99
95Deutsche Bundesbank

Frankfurt, Germany

124.81692.89
96Department of Agricultural and Resource Economics, University of Maryland

College Park, Maryland (USA)

128.59280.5
97Economics Department, University of Essex

Colchester, United Kingdom

129.51471.61
98Department of Economics, Vanderbilt University

Nashville, Tennessee (USA)

130.07410.46
99Politiikan ja Talouden Tutkimuksen Laitos, Valtiotieteellinen tiedekunta, Helsingin Yliopisto

Helsinki, Finland

131.71322.4
---Vakgroep Kwantitatieve Economie, School of Business and Economics, Maastricht University

Maastricht, Netherlands

132.88123.74
---Department of Finance, Kellogg Graduate School of Management, Northwestern University

Evanston, Illinois (USA)

133.22200.2
100Kellogg Graduate School of Management, Northwestern University

Evanston, Illinois (USA)

133.22540.2
101Solvay Brussels School of Economics and Management, Université Libre de Bruxelles

Bruxelles, Belgium

133.841692.05
102Dipartimento di Economia "Marco Biagi", Università degli Studi di Modena e Reggio Emilia

Modena, Italy

134.31460.64
103College of Economics, Sogang University

Seoul, South Korea

138.55220.78
104Department of Economics and Finance, Brunel University

Uxbridge, United Kingdom

139.11201.79
105Department of Economics, University of California-Los Angeles (UCLA)

Los Angeles, California (USA)

140.35560.62
106École d'Économie d'Aix-Marseille, Aix-Marseille Université

Aix-en-Provence/Marseille, France

140.971082.48
---Seminar für Wirtschafts- und Sozialgeschichte, Wirtschafts- und Sozialwissenschaftliche Fakultät, Universität zu Köln

Köln, Germany

142.7530.62
---Economics Discipline Group, Business School, University of Technology Sydney

Sydney, Australia

143.73401.19
107Department of Economics, University of Birmingham

Birmingham, United Kingdom

144.26491.64
108Wirtschaftswissenschaftliche Fakutät, Universität Zürich

Zürich, Switzerland

145.31551.69
---Institut für Volkswirtschaftslehre, Wirtschaftswissenschaftliche Fakutät, Universität Zürich

Zürich, Switzerland

145.3881.69
109Toulouse School of Economics (TSE)

Toulouse, France

145.481531.26
110Banca d'Italia

Roma, Italy

147.132703.59
---European Centre for Advanced Research in Economics and Statistics (ECARES), Solvay Brussels School of Economics and Management, Université Libre de Bruxelles

Bruxelles, Belgium

147.77632.02
111Fachbereich Wirtschaftswissenschaft, Freie Universität Berlin

Berlin, Germany

148.69390.7
---Department of Statistics and Operations Research, Fakultät für Wirtschaftswissenschaften, Universität Wien

Wien, Austria

149.571.61
112Adam Smith Business School, University of Glasgow

Glasgow, United Kingdom

149.9712.66
113Department of Economics, University of Notre Dame

South Bend, Indiana (USA)

150.78520.57
114Management School, Lancaster University

Lancaster, United Kingdom

151.22663.56
115Economics Department, Georgetown University

Washington, District of Columbia (USA)

151.54470.58
---Abteilung Volkswirtschaftslehre, Fachbereich Wirtschaftswissenschaft, Freie Universität Berlin

Berlin, Germany

152.82170.45
---Department of Economics, Adam Smith Business School, University of Glasgow

Glasgow, United Kingdom

153.59532.16
116Faculty of Business and Economics, University of Melbourne

Melbourne, Australia

155.591013.2
117Fachbereich Wirtschaftswissenschaft, Goethe Universität Frankfurt am Main

Frankfurt am Main, Germany

155.74691.34
118BI Handelshøyskolen

Oslo, Norway

156.45561.05
119Centre for Economic Policy Research (CEPR)

London, United Kingdom

156.513500.29
120Scuola di Economia e Management, Università degli Studi di Firenze

Firenze, Italy

156.64862.17
---Dipartimento di Economia "Ettore Bocconi", Università Commerciale Luigi Bocconi

Milano, Italy

157.32310.28
121Federal Reserve Bank of New York

New York City, New York (USA)

157.77911.71
122Banco de España

Madrid, Spain

157.981193.36
123Department of Economics, Washington University in St. Louis

St. Louis, Missouri (USA)

158.34320.56
124Department of Economics, University of Maryland

College Park, Maryland (USA)

158.65451.62
125Smeal College of Business Administration, Pennsylvania State University

State College, Pennsylvania (USA)

161.55100.9
126School of Business and Economics, Universidade Nova de Lisboa

Lisboa, Portugal

161.71550.73
127Department of Economics, University of Houston

Houston, Texas (USA)

167.57250.84
128Handelshögskolan, Örebro Universitet

Örebro, Sweden

170.32231.93
129Institute for Fiscal Studies (IFS)

London, United Kingdom

172.56730.2
---Abteilung Empirische Wirtschaftsforschung und International Wirtschaftspolitik, Fachbereich Wirtschaftswissenschaft, Goethe Universität Frankfurt am Main

Frankfurt am Main, Germany

173.0391
---Dipartimento di Statistica, Informatica, Applicazioni "G. Parenti", Scuola di Economia e Management, Università degli Studi di Firenze

Firenze, Italy

173.07171.76
130Warwick Business School, University of Warwick

Coventry, United Kingdom

173.14281.94
---Institutt for samfunnsøkonomi, BI Handelshøyskolen

Oslo, Norway

174.9250.64
---Innocenzo Gasparini Institute for Economic Research (IGIER), Università Commerciale Luigi Bocconi

Milano, Italy

175.83490.28
131Graduate School of Business, Columbia University

New York City, New York (USA)

176.23490.16
132Management School, University of Liverpool

Liverpool, United Kingdom

176.34342.17
133Centro Ricerche Nord Sud (CRENoS)

Cagliari, Italy

180.82480.95
134Crawford School of Public Policy, Australian National University

Canberra, Australia

181.211740.67
135Joint Research Centre, European Commission

Ispra, Italy

182.02621.55
136Poole College of Management, North Carolina State University

Raleigh, North Carolina (USA)

182.45220.86
---Department of Economics, Poole College of Management, North Carolina State University

Raleigh, North Carolina (USA)

182.45210.86
137Department of Economics, Maxwell School, Syracuse University

Syracuse, New York (USA)

182.62240.53
138Département de Sciences Économiques, Université de Montréal

Montréal, Canada

183.64270.85
139Department of Economics, University of Illinois at Urbana-Champaign

Urbana-Champaign, Illinois (USA)

184.02390.94
140School of Economics and Management, Universiteit van Tilburg

Tilburg, Netherlands

185.031401.4
---CentER Graduate School for Economics and Business, School of Economics and Management, Universiteit van Tilburg

Tilburg, Netherlands

187.53991.36
141Gordon Lang School of Business and Economics, University of Guelph

Guelph, Canada

188.46451.5
---Department of Economics and Finance, Gordon Lang School of Business and Economics, University of Guelph

Guelph, Canada

188.46391.5
142ESSEC Business School

Cergy-Pontoise, France

190.31342.14
143Faculty of Business and Economics, Macquarie University

Sydney, Australia

193.46431.74
144Bank of Canada

Ottawa, Canada

193.641734.2
---Department of Economics, Faculty of Business and Economics, University of Melbourne

Melbourne, Australia

194.38472.75
145Department of Economics, Virginia Polytechnic Institute and State University (Virginia Tech)

Blacksburg, Virginia (USA)

196.26151.4
146Graduate School of Economics/Faculty of Economics, Hitotsubashi University

Tokyo, Japan

196.51321.84
---Finance Division, Sauder School of Business, University of British Columbia

Vancouver, Canada

196.761
147Sauder School of Business, University of British Columbia

Vancouver, Canada

196.7251
---Finance and Economics Department, Graduate School of Business, Columbia University

New York City, New York (USA)

200.02270.12
148Business School, Queensland University of Technology

Brisbane, Australia

203.36351.5
149School of Economics, University of Manchester

Manchester, United Kingdom

204.86510.78
150Economics Department, Williams College

Williamstown, Massachusetts (USA)

204.93310.3
---Economics Group, Nuffield College, Department of Economics, Oxford University

Oxford, United Kingdom

204.98250.27
---ICMA Centre for Financial Markets, Henley Business School, University of Reading

Reading, United Kingdom

205.85120.28
151Henley Business School, University of Reading

Reading, United Kingdom

205.85300.28
152Department of Economics, University of Oregon

Eugene, Oregon (USA)

207.55260.49
153Faculty of Economics, University of Tokyo

Tokyo, Japan

207.87411.03
154London School of Economics (LSE)

London, United Kingdom

208.523211.07

The rankings

Top 10% authors in the field of Econometric Time Series

For Econometric Time Series, these are 798 authors affiliated with 1542 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

1.72
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)

2.92
3Clive W. J. Granger †

4.15
4Pierre Perron

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

5.16
5Tim Bollerslev

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

5.8
6M Hashem Pesaran

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

8.95
7Soren Johansen

Økonomisk Institut, Københavns Universitet, København, Denmark

11.72
8Mark W. Watson

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

11.98
9Robert Taylor

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

12.35
10Jushan Bai

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

14.17
11Francis X. Diebold

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

14.57
12Charles R. Nelson

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

17.55
13Donald W. K. Andrews

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

17.84
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

18.09
15Andrew C. Harvey

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

19.17
16Serena Ng

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

19.47
17Helmut Luetkepohl

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

21.93
18Yongcheol Shin

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

21.96
19Kenneth D. West

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

23.06
20Gary Koop

Economics Department, University of Strathclyde, Glasgow, United Kingdom

23.63
21George Kapetanios

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

23.81
22Joon Y. Park

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

23.85
23David F. Hendry

Department of Economics, Oxford University, Oxford, United Kingdom

24.16
24George Tauchen

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

24.49
25James H. Stock

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

24.62
26Neil Shephard

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

25.35
27Stephen Leybourne

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

26.23
28James Hamilton

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

27.01
29Pentti Saikkonen

27.28
30Lars Peter Hansen

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

28.26
31Torben G. Andersen

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

28.61
32Graham Elliott

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

29.42
33Todd Clark

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

30.54
34Thomas J. Sargent

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

31.49
35Adrian Rodney Pagan

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

32.42
36Allan Timmermann

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

32.91
37Halbert White †

33.86
38Morten Nielsen

Institut for Økonomi, Aarhus Universitet, Aarhus, Denmark

37.84
39Joakim Westerlund

Nationalekonomiska Institutionen, Ekonomihögskolan, Lunds Universitet, Lund, Sweden

40.52
40Peter Reinhard Hansen

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

42.03
41David I. Harvey

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

42.48
42Andrew Patton

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

42.67
43Michael McAleer †

42.82
44Manuel Arellano

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

44.35
45Massimiliano 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

46.23
46Christian S. Gourieroux

Department of Economics, University of Toronto, Toronto, Canada

47.32
47Siem Jan Koopman

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

49.18
48Chang-Jin Kim

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

50.32
49Lutz Kilian

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

51.67
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

53.35
51Jun Yu

School of Economics, Singapore Management University, Singapore, Singapore

53.67
52Ole E. Barndorff-Nielsen

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

54.41
53Yacine Ait-Sahalia

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

54.76
54Michael McCracken

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

55.85
55Lawrence J. Christiano

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

56.51
56Giuseppe Cavaliere

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

61.65
57Jean-Michel Zakoian

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

61.66
58James MacKinnon

Economics Department, Queen's University, Kingston, Canada

63.74
59Luis Alberiko Gil-Alana

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

64.47
60Asger Lunde

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

65.54
61Lajos Horvath

65.85
62Cheng Hsiao

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

66.07
63Marco Lippi

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

67.7
64Marcus J. Chambers

Economics Department, University of Essex, Colchester, United Kingdom

67.83
65Timothy Vogelsang

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

68.52
66Donggyu Sul

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

69.7
67Frank Schorfheide

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

70.45
68Joerg Breitung

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

70.86
69Atsushi Inoue

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

74.05
70Jean-Marie Dufour

Department of Economics, McGill University, Montréal, Canada

74.07
71Norman Rasmus Swanson

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

75.21
72Oliver Bruce Linton

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

76.36
73Zhijie Xiao

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

76.37
74Jonathan H. Wright

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

76.59
75Christian Francq

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

76.75
76Lucrezia Reichlin

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

77.65
77Chihwa Kao

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

81.5
78Yixiao Sun

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

82.47
79In Choi

College of Economics, Sogang University, Seoul, South Korea

83.1

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

Credits:

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