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Top 10% Institutions and Economists in the Field of Econometric Time Series, as of October 2023

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 ("shares") 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 ("shares") 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 8769 institutions with 67256 registered authors evaluated for all the rankings.

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The rankings

Top 10% institutions in the field of Econometric Time Series

For Econometric Time Series, these are 794 authors affiliated with 1580 institutions.
All authors classified in this field.

RankInstitutionScoreAuthorsAuthor shares
1Department of Economics, Duke University

Durham, North Carolina (USA)

2.99481.72
2Department of Economics, Princeton University

Princeton, New Jersey (USA)

4.63522.23
3Institut for Økonomi, Aarhus Universitet

Aarhus, Denmark

5.3311611.57
4Singapore Management University

Singapore, Singapore

5.4385.96
---School of Economics, Singapore Management University

Singapore, Singapore

7.33345.96
5Department of Economics, School of Arts and Sciences, Columbia University

New York City, New York (USA)

7.41551.07
6African Governance and Development Institute (AGDI)

Yaoundé, Cameroun

7.770.97
7Department of Economics, Boston University

Boston, Massachusetts (USA)

8.2691.79
8Department of Economics, University of Southern California

Los Angeles, California (USA)

9.13701.08
9Monash Business School, Monash University

Melbourne, Australia

9.2419011.44
10Department of Economics, University of California-San Diego (UCSD)

La Jolla, California (USA)

9.6522.01
---Center for Research in Econometric Analysis of Time Series (CREATES), Institut for Økonomi, Aarhus Universitet

Aarhus, Denmark

11.47449.26
11Cowles Foundation for Research in Economics, Yale University

New Haven, Connecticut (USA)

11.98160.52
12Department of Economics, Harvard University

Cambridge, Massachusetts (USA)

12.28740.85
13Department of Economics, University of Pennsylvania

Philadelphia, Pennsylvania (USA)

12.78481.5
---Department of Econometrics and Business Statistics, Monash Business School, Monash University

Melbourne, Australia

13.093910.59
14Stern School of Business, New York University (NYU)

New York City, New York (USA)

13.29532.02
15European Central Bank

Frankfurt am Main, Germany

16.552608.7
16Økonomisk Institut, Københavns Universitet

København, Denmark

16.98804.58
17Faculty of Economics, University of Cambridge

Cambridge, United Kingdom

18.35642.28
18Department of Economics, University of Washington

Seattle, Washington (USA)

19.21211.47
19Economics Department, University of Wisconsin-Madison

Madison, Wisconsin (USA)

20.93360.68
20Department of Economics and Related Studies, University of York

York, United Kingdom

21.17854.05
21Economics Department, Michigan State University

East Lansing, Michigan (USA)

24.19581.22
22Department of Economics, Oxford University

Oxford, United Kingdom

24.241813.03
23School of Economics, University of Nottingham

Nottingham, United Kingdom

24.561223.44
---Department of Economics, Business School, University of Auckland

Auckland, New Zealand

26.55200.3
24Business School, University of Auckland

Auckland, New Zealand

26.55240.3
---Finance Department, Stern School of Business, New York University (NYU)

New York City, New York (USA)

32.15170.55
25Federal Reserve Bank of Cleveland

Cleveland, Ohio (USA)

34.67803.12
26National Bureau of Economic Research (NBER)

Cambridge, Massachusetts (USA)

34.824740.59
27Department of Economics, University of Chicago

Chicago, Illinois (USA)

35.28780.66
28Essex Business School, University of Essex

Colchester, United Kingdom

35.42302.49
29Federal Reserve Bank of Dallas

Dallas, Texas (USA)

38.51491.03
30Centre de Recherche en Économie et Statistique (CREST)

Palaiseau, France

39.99942.9
31School of Business and Economics, Vrije Universiteit Amsterdam

Amsterdam, Netherlands

40.571245.24
---Economic Research, Federal Reserve Bank of Cleveland

Cleveland, Ohio (USA)

40.58552.22
32Federal Reserve Board (Board of Governors of the Federal Reserve System)

Washington, District of Columbia (USA)

40.772144.56
33Economics Department, University of Strathclyde

Glasgow, United Kingdom

42.8330.95
34Centro de Estudios Monetarios y Financieros (CEMFI)

Madrid, Spain

42.91270.88
35Departamento de Economía, Universidad Carlos III de Madrid

Madrid, Spain

42.96611.89
36Barcelona School of Economics (BSE)

Barcelona, Spain

43.171662.82
37Department of Economics, University of North Carolina-Chapel-Hill

Chapel Hill, North Carolina (USA)

47.97221.26
38Federal Reserve Bank of St. Louis

St. Louis, Missouri (USA)

48.59601.31
39School of Economics, Faculty of Arts and Social Sciences, University of Sydney

Sydney, Australia

48.87683.04
40Department of Economics, Northwestern University

Evanston, Illinois (USA)

49.56420.39
---Research Division, Federal Reserve Bank of St. Louis

St. Louis, Missouri (USA)

50.14531.3
41Louvain Institute of Data Analysis and Modelling in Economics and Statistics (LIDAM), Université Catholique de Louvain

Louvain-la-Neuve, Belgium

52.241322.85
42Università Commerciale Luigi Bocconi

Milano, Italy

54.481652.93
---Economic Studies, Brookings Institution

Washington, District of Columbia (USA)

54.57130.15
43Brookings Institution

Washington, District of Columbia (USA)

54.57370.15
44International Monetary Fund (IMF)

Washington, District of Columbia (USA)

55.735097.22
45Department of Economics, Cornell University

Ithaca, New York (USA)

55.77491.09
46Department of Economics, Indiana University

Bloomington, Indiana (USA)

56.48301.86
47Department of Economics, McGill University

Montréal, Canada

57.72341.35
---Afdeling Econometrie and Operations Research, School of Business and Economics, Vrije Universiteit Amsterdam

Amsterdam, Netherlands

60.18162.82
48Department of Economics, University of California-Berkeley

Berkeley, California (USA)

61.85620.61
49Economics Department, Yale University

New Haven, Connecticut (USA)

62.12590.45
50Department of Economics, Boston College

Chestnut Hill, Massachusetts (USA)

64.7630.87
50Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam

Rotterdam, Netherlands

64.71153
---Econometrisch Instituut, Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam

Rotterdam, Netherlands

68.94202.03
52School of Economics and Finance, Queen Mary University of London

London, United Kingdom

70.65662.1
53Faculteit Economie en Bedrijfskunde, Universiteit van Amsterdam

Amsterdam, Netherlands

71.391032.35
54Tinbergen Instituut

Amsterdam, Netherlands

71.631252.33
55Economics Department, Massachusetts Institute of Technology (MIT)

Cambridge, Massachusetts (USA)

71.7630.17
56Department of Economics, University College London (UCL)

London, United Kingdom

72.05701.13
57Federal Reserve Bank of Atlanta

Atlanta, Georgia (USA)

72.71301.73
58Department of Economics, New York University (NYU)

New York City, New York (USA)

73.34600.88
59Business School, King's College London

London, United Kingdom

74.32331.38
60Dipartimento di Scienze Economiche, Alma Mater Studiorum - Università di Bologna

Bologna, Italy

74.81242.45
61Department of Economics, Johns Hopkins University

Baltimore, Maryland (USA)

75.85290.43
---Volatility Institute, Stern School of Business, New York University (NYU)

New York City, New York (USA)

76.2220.11
---Granger Centre for Time Series Econometrics, School of Economics, University of Nottingham

Nottingham, United Kingdom

82.171.56
62Ekonomihögskolan, Lunds Universitet

Lund, Sweden

84.021191.09
---Nationalekonomiska Institutionen, Ekonomihögskolan, Lunds Universitet

Lund, Sweden

84.02721.09
63Federal Reserve Bank of Chicago

Chicago, Illinois (USA)

84.53600.67
64Economics Department, Queen's University

Kingston, Canada

86.56531.22
65Department of Economics, University of Warwick

Coventry, United Kingdom

87.69931.49
66Department of Economics, University of Toronto

Toronto, Canada

89.24771.22
---Amsterdam School of Economics, Faculteit Economie en Bedrijfskunde, Universiteit van Amsterdam

Amsterdam, Netherlands

89.35341.27
67Department of Economics, Ohio State University

Columbus, Ohio (USA)

89.85402
---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

90.9501.26
68Departamento de Estadistica, Universidad Carlos III de Madrid

Madrid, Spain

91.11104.79
69DIW Berlin (Deutsches Institut für Wirtschaftsforschung)

Berlin, Germany

91.411400.67
---Departament d'Economia i Empresa, Universitat Pompeu Fabra, Barcelona School of Economics (BSE)

Barcelona, Spain

92.81971.81
70Department of Economics, Emory University

Atlanta, Georgia (USA)

93.21321.97
71Department of Economics, University of Illinois at Urbana-Champaign

Urbana-Champaign, Illinois (USA)

93.45421.41
72Center for Applied Statistics and Econometrics (CASE), Humboldt-Universität Berlin

Berlin, Germany

94.36231.91
73Department of Economics, Mathematics and Statistics, Birkbeck College

London, United Kingdom

94.89263.01
74Facoltà di Economia, Università degli Studi di Roma "Tor Vergata"

Roma, Italy

97.321133.62
75Mitchell E. Daniels, Jr. School of Business, Purdue University

West Lafayette, Indiana (USA)

99.37342.46
---Department of Economics, Mitchell E. Daniels, Jr. School of Business, Purdue University

West Lafayette, Indiana (USA)

99.37302.46
76Business School, University of Technology Sydney

Sydney, Australia

99.9912.24
77Athens University of Economics and Business (AUEB)

Athens, Greece

100.26893.09
---Bendheim Center for Finance, Department of Economics, Princeton University

Princeton, New Jersey (USA)

102.8270.38
78School of Business and Economics, Maastricht University

Maastricht, Netherlands

108.95984.5
79Department of Economics, University of Connecticut

Storrs, Connecticut (USA)

109.4491.72
80Fakultät für Wirtschaftswissenschaften, Universität Wien

Wien, Austria

109.45632.54
81Anderson Graduate School of Management, University of California-Los Angeles (UCLA)

Los Angeles, California (USA)

112.77330.43
82Institute of Labor Economics (IZA)

Bonn, Germany

112.939730.57
83Dipartimento di Economia, Università Ca' Foscari Venezia

Venezia, Italy

113.89921.85
84Wirtschafts- und Sozialwissenschaftliche Fakultät, Universität zu Köln

Köln, Germany

115.74471.48
---Economic Research Department, Federal Reserve Bank of Atlanta

Atlanta, Georgia (USA)

117.58221.49
85Department of Economics, Pennsylvania State University

State College, Pennsylvania (USA)

117.62330.58
86Department of Economics, Vanderbilt University

Nashville, Tennessee (USA)

120.22400.46
87Department of Economics, University of Texas-Dallas

Dallas, Texas (USA)

120.7100.88
88École d'Économie d'Aix-Marseille, Aix-Marseille Université

Aix-en-Provence/Marseille, France

120.961242.61
89Deutsche Bundesbank

Frankfurt, Germany

120.971732.75
90Department of Economics, Rutgers University-New Brunswick

New Brunswick, New Jersey (USA)

121.11430.68
91Bank of England

London, United Kingdom

121.42102.79
92Rady School of Management, University of California-San Diego (UCSD)

La Jolla, California (USA)

122.24130.4
93Crawford School of Public Policy, Australian National University

Canberra, Australia

126.61780.86
94Sveriges Riksbank

Stockholm, Sweden

126.83362.58
95Département de Sciences Économiques, Université de Montréal

Montréal, Canada

127.2311.24
---Abteilung Volkswirtschaftslehre, Fachbereich Wirtschaftswissenschaft, Freie Universität Berlin

Berlin, Germany

129.05200.44
96Fachbereich Wirtschaftswissenschaft, Freie Universität Berlin

Berlin, Germany

129.05430.44
97Istituto Einaudi per l'Economia e la Finanza (EIEF)

Roma, Italy

129.18300.56
98Department of Economics, University of California-Riverside

Riverside, California (USA)

129.99281.07
99Department of Economics, University of Notre Dame

South Bend, Indiana (USA)

130.98600.6
100Department of Agricultural and Resource Economics, University of Maryland

College Park, Maryland (USA)

131.34260.5
101Politiikan ja Talouden Tutkimuksen Laitos, Valtiotieteellinen tiedekunta, Helsingin Yliopisto

Helsinki, Finland

131.38352.42
---Economics Discipline Group, Business School, University of Technology Sydney

Sydney, Australia

132.54401.18
---Department of Finance, Kellogg Graduate School of Management, Northwestern University

Evanston, Illinois (USA)

132.55190.2
102Kellogg Graduate School of Management, Northwestern University

Evanston, Illinois (USA)

132.55530.2
---Department of Statistics and Operations Research, Fakultät für Wirtschaftswissenschaften, Universität Wien

Wien, Austria

132.8982.13
103Dipartimento di Economia "Marco Biagi", Università degli Studi di Modena e Reggio Emilia

Modena, Italy

134.63480.64
---Vakgroep Kwantitatieve Economie, School of Business and Economics, Maastricht University

Maastricht, Netherlands

135.92123.17
104College of Economics, Sogang University

Seoul, South Korea

136.69230.75
---Dipartimento di Economia e Finanza, Facoltà di Economia, Università degli Studi di Roma "Tor Vergata"

Roma, Italy

139.3662.85
---Centre for Applied Macroeconomic Analysis (CAMA), Crawford School of Public Policy, Australian National University

Canberra, Australia

139.59790.83
105Solvay Brussels School of Economics and Management, Université Libre de Bruxelles

Bruxelles, Belgium

139.871752.04
106Department of Economics, University of Houston

Houston, Texas (USA)

140.04231.21
107Economics Department, University of Essex

Colchester, United Kingdom

141.18471.39
---Department of Economics, W.P. Carey School of Business, Arizona State University

Tempe, Arizona (USA)

141.32391.3
108W.P. Carey School of Business, Arizona State University

Tempe, Arizona (USA)

141.32481.3
109Fachbereich Wirtschaftswissenschaft, Goethe Universität Frankfurt am Main

Frankfurt am Main, Germany

143.45701.17
110Economics Department, Georgetown University

Washington, District of Columbia (USA)

148.58490.58
---Dipartimento di Economia "Ettore Bocconi", Università Commerciale Luigi Bocconi

Milano, Italy

148.85320.26
---Seminar für Wirtschafts- und Sozialgeschichte, Wirtschafts- und Sozialwissenschaftliche Fakultät, Universität zu Köln

Köln, Germany

149.1930.55
111Department of Economics, University of Birmingham

Birmingham, United Kingdom

149.32541.6
112Management School, Lancaster University

Lancaster, United Kingdom

151.06673.57
113Department of Economics, University of California-Los Angeles (UCLA)

Los Angeles, California (USA)

152.1550.58
---Finance Division, Sauder School of Business, University of British Columbia

Vancouver, Canada

152.3661
114Sauder School of Business, University of British Columbia

Vancouver, Canada

152.36251
115Toulouse School of Economics (TSE)

Toulouse, France

153.41541.23
---European Centre for Advanced Research in Economics and Statistics (ECARES), Solvay Brussels School of Economics and Management, Université Libre de Bruxelles

Bruxelles, Belgium

153.43682.01
116Business School, University of Exeter

Exeter, United Kingdom

154.76510.76
117Department of Economics and Finance, Brunel University

Uxbridge, United Kingdom

155.17221.12
118School of Business and Economics, Universidade Nova de Lisboa

Lisboa, Portugal

155.31570.7
119Adam Smith Business School, University of Glasgow

Glasgow, United Kingdom

155.4731.95
---Department of Economics, Adam Smith Business School, University of Glasgow

Glasgow, United Kingdom

155.4561.95
120Banca d'Italia

Roma, Italy

155.723073.6
121Centre for Economic Policy Research (CEPR)

London, United Kingdom

158.253660.29
122Management School, University of Liverpool

Liverpool, United Kingdom

159.01372.38
---Abteilung Empirische Wirtschaftsforschung und International Wirtschaftspolitik, Fachbereich Wirtschaftswissenschaft, Goethe Universität Frankfurt am Main

Frankfurt am Main, Germany

160.8781
---Innocenzo Gasparini Institute for Economic Research (IGIER), Università Commerciale Luigi Bocconi

Milano, Italy

162.85490.29
123Department of Economics, Washington University in St. Louis

St. Louis, Missouri (USA)

163.28320.58
124Faculty of Business and Economics, University of Melbourne

Melbourne, Australia

164.51002.32
125Dipartimento di Statistica, Informatica, Applicazioni "G. Parenti", Università degli Studi di Firenze

Firenze, Italy

165.15181.78
126BI Handelshøyskolen

Oslo, Norway

166.03550.92
127Banco de España

Madrid, Spain

166.661202.82
128Faculty of Business and Economics, Macquarie University

Sydney, Australia

167.8431.73
129Smeal College of Business Administration, Pennsylvania State University

State College, Pennsylvania (USA)

169.94100.9
130Gordon Lang School of Business and Economics, University of Guelph

Guelph, Canada

172.32471.63
---Department of Economics and Finance, Gordon Lang School of Business and Economics, University of Guelph

Guelph, Canada

172.32401.63
131Department of Economics, Virginia Polytechnic Institute and State University (Virginia Tech)

Blacksburg, Virginia (USA)

174.33161.45
132Warwick Business School, University of Warwick

Coventry, United Kingdom

175.13271.92
133Department of Economics, Maxwell School, Syracuse University

Syracuse, New York (USA)

178.32260.53
134Institute for Fiscal Studies (IFS)

London, United Kingdom

179.77770.19
135Graduate School of Business, Columbia University

New York City, New York (USA)

180.73550.15
---Economic Research Department, Federal Reserve Bank of Dallas

Dallas, Texas (USA)

181.12270.52
136ESSEC Business School

Cergy-Pontoise, France

184.49342.16
137School of Economics and Management, Universiteit van Tilburg

Tilburg, Netherlands

187.741431.39
138Bank of Canada

Ottawa, Canada

188.851783.7
---CentER Graduate School for Economics and Business, School of Economics and Management, Universiteit van Tilburg

Tilburg, Netherlands

190.59991.36
139Federal Reserve Bank of New York

New York City, New York (USA)

190.76891.21
140Centro Ricerche Nord Sud (CRENoS)

Cagliari, Italy

192.13480.89
141Economics Department, Williams College

Williamstown, Massachusetts (USA)

194.42320.28
142School of Economics and Management, Tsinghua University

Beijing, China

195.69231.04
143Department of Economics, University of Oregon

Eugene, Oregon (USA)

199.29270.49
144Faculty of Economics, University of Tokyo

Tokyo, Japan

199.65401.03
145Business School, Queensland University of Technology

Brisbane, Australia

201.19351.48
---Economics Group, Nuffield College, Department of Economics, Oxford University

Oxford, United Kingdom

201.53270.27
146Facultat de Ciències Econòmiques i Empresarials, Universitat de les Illes Balears

Palma de Mallorca, Spain

202.18383.03
---Departament d'Economia Aplicada, Facultat de Ciències Econòmiques i Empresarials, Universitat de les Illes Balears

Palma de Mallorca, Spain

202.18273.03
147Economics Division, University of Southampton

Southampton, United Kingdom

204.04322.23
---Department of Economics, London Business School (LBS)

London, United Kingdom

205.25130.4
148London Business School (LBS)

London, United Kingdom

205.25310.4
---Finance and Economics Department, Graduate School of Business, Columbia University

New York City, New York (USA)

206.27260.12
149Division of Economics, Seoul National University

Seoul, South Korea

206.79240.83
150Graduate School of Economics/Faculty of Economics, Hitotsubashi University

Tokyo, Japan

208.46311.46
151School of Economics, University of Manchester

Manchester, United Kingdom

208.76550.78
---Institutt for Samfunnsøkonomi, BI Handelshøyskolen

Oslo, Norway

209.06220.47
---ICMA Centre for Financial Markets, Henley Business School, University of Reading

Reading, United Kingdom

209.95120.26
152Henley Business School, University of Reading

Reading, United Kingdom

209.95310.26
153DeGroote School of Business, McMaster University

Hamilton, Canada

210.8982.15
---Department of Economics, Faculty of Business and Economics, University of Melbourne

Melbourne, Australia

210.96461.85
154College of Business and Economics, Yonsei University

Seoul, South Korea

211.54291.37
---School of Economics, College of Business and Economics, Yonsei University

Seoul, South Korea

211.54281.37
155Department of Economics, University of Pittsburgh

Pittsburgh, Pennsylvania (USA)

211.89502.06
156School of Business, Leicester University

Leicester, United Kingdom

215.44432.3
---Department of Economics, Faculty of Business and Economics, Macquarie University

Sydney, Australia

215.62291.33
157London School of Economics (LSE)

London, United Kingdom

216.853390.95
158LeBow College of Business, Drexel University

Philadelphia, Pennsylvania (USA)

218.8331.01

The rankings

Top 10% authors in the field of Econometric Time Series

For Econometric Time Series, these are 794 authors affiliated with 1580 institutions.
All authors classified in this field.

RankAuthorScore
1Peter C. B. Phillips

School of Economics, Singapore Management University, Singapore, Singapore

1.67
2Clive W. J. Granger †

3.64
3Robert 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)

3.74
4Pierre Perron

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

5.04
5Tim Bollerslev

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

5.99
6Mohammad Hashem Pesaran

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

8.23
7Mark W. Watson

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

11.02
8Jushan Bai

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

12.99
9Robert Taylor

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

13.28
10Soren Johansen

Økonomisk Institut, Københavns Universitet, København, Denmark

13.65
11Francis X. Diebold

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

14.76
12Donald W. K. Andrews

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

16.3
13Charles R. Nelson

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

16.94
14Helmut Luetkepohl

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

19
15Timo Terasvirta

Center for Applied Statistics and Econometrics (CASE), Humboldt-Universität Berlin, Berlin, Germany
Center for Research in Econometric Analysis of Time Series (CREATES), Institut for Økonomi, Aarhus Universitet, Aarhus, Denmark

19.24
16Andrew C. Harvey

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

19.58
17Serena Ng

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

19.97
18Yongcheol Shin

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

20.11
19Gary Koop

Economics Department, University of Strathclyde, Glasgow, United Kingdom

21.79
20Kenneth D. West

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

23.21
21David F. Hendry

Department of Economics, Oxford University, Oxford, United Kingdom

23.55
22Joon Y. Park

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

24.02
23Lars Peter Hansen

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

24.16
24James H. Stock

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

25.23
25Stephen Leybourne

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

25.85
26Pentti Juhani Saikkonen

25.87
27Neil Shephard

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

25.9
28James Hamilton

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

26.2
29George Kapetanios

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

26.44
30George Tauchen

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

26.45
31Torben G. Andersen

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

29.25
32Halbert White †

30.39
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)

32.61
35Adrian Rodney Pagan

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

32.66
36Graham Elliott

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

33.84
37Allan Timmermann

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

34.91
38Andrew Patton

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

36.99
39Joakim Westerlund

Nationalekonomiska Institutionen, Ekonomihögskolan, Lunds Universitet, Lund, Sweden

38.56
40Morten Nielsen

Institut for Økonomi, Aarhus Universitet, Aarhus, Denmark

40.03
41Lutz Kilian

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

41.17
42Manuel Arellano

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

41.39
43Massimiliano 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

41.76
44Peter Reinhard Hansen

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

43.01
45David I. Harvey

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

43.22
46Siem Jan Koopman

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

45.55
47Jun Yu

School of Economics, Singapore Management University, Singapore, Singapore

50.63
48Christian S. Gourieroux

Department of Economics, University of Toronto, Toronto, Canada

50.79
49Ole E. Barndorff-Nielsen †

52.39
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

52.5
51Michael McCracken

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

52.72
52Lawrence J. Christiano

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

53.98
53Jonathan H. Wright

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

56.1
54Lajos Horvath

57.29
55Michael McAleer †

57.89
56Luis Alberiko Gil-Alana

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

58.59
57Giuseppe Cavaliere

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

61.33
58Asger Lunde

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

63.12
59Jean-Michel Zakoian

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

63.2
60Cheng Hsiao

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

64.88
61Timothy Vogelsang

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

67.8
62Oliver Bruce Linton

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

68.79
63Frank Schorfheide

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

68.84
64James MacKinnon

Economics Department, Queen's University, Kingston, Canada

69.71
65Atsushi Inoue

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

69.86
66Yacine Ait-Sahalia

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

70.64
67Donggyu Sul

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

72
68Marcus J. Chambers

Economics Department, University of Essex, Colchester, United Kingdom

73.92
69Chihwa Kao

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

74.55
70Joerg Breitung

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

76
71Marco Lippi

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

76.99
72Zhijie Xiao

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

77.01
73Norman Rasmus Swanson

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

77.47
74Jean-Marie Dufour

Department of Economics, McGill University, Montréal, Canada

78.17
75Christian Francq

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

78.23
76Lucrezia Reichlin

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

79.49
77Domenico Giannone

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

80.49
78Christopher F Baum

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

82.23
79Rob J Hyndman

Department of Econometrics and Business Statistics, Monash Business School, Monash University, Melbourne, Australia

82.73

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