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Top 10% Institutions and Economists in the Field of Econometric Time Series, as of March 2024

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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 8841 institutions with 68286 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 777 authors affiliated with 1606 institutions.
All authors classified in this field.

RankInstitutionScoreAuthorsAuthor shares
1Department of Economics, Duke University

Durham, North Carolina (USA)

2.83491.72
2Department of Economics, Princeton University

Princeton, New Jersey (USA)

4.11522.23
3Institut for Økonomi, Aarhus Universitet

Aarhus, Denmark

4.2211412.09
4Department of Economics, Boston University

Boston, Massachusetts (USA)

7.63701.77
5Department of Economics, School of Arts and Sciences, Columbia University

New York City, New York (USA)

7.82541.06
6African Governance and Development Institute (AGDI)

Yaoundé, Cameroun

8.0870.97
7Cowles Foundation for Research in Economics, Yale University

New Haven, Connecticut (USA)

8.37160.52
8Monash Business School, Monash University

Melbourne, Australia

8.8519411.19
9Department of Economics, University of Southern California

Los Angeles, California (USA)

9.34731.08
10Department of Economics, University of California-San Diego (UCSD)

La Jolla, California (USA)

9.84541.89
---Center for Research in Econometric Analysis of Time Series (CREATES), Institut for Økonomi, Aarhus Universitet

Aarhus, Denmark

11.09439.47
11Department of Economics, Harvard University

Cambridge, Massachusetts (USA)

11.76720.86
12Department of Economics, University of Pennsylvania

Philadelphia, Pennsylvania (USA)

12.19501.5
13Singapore Management University

Singapore, Singapore

12.24374.38
---Department of Econometrics and Business Statistics, Monash Business School, Monash University

Melbourne, Australia

12.93810.34
14Stern School of Business, New York University (NYU)

New York City, New York (USA)

13.51572.01
---School of Economics, Singapore Management University

Singapore, Singapore

13.81324.38
15European Central Bank

Frankfurt am Main, Germany

16.162648.7
16Økonomisk Institut, Københavns Universitet

København, Denmark

16.23804.57
17Faculty of Economics, University of Cambridge

Cambridge, United Kingdom

18.13662.18
18Economics Department, University of Wisconsin-Madison

Madison, Wisconsin (USA)

20.16360.7
19Department of Economics and Related Studies, University of York

York, United Kingdom

21.21874.03
19Department of Economics, University of Washington

Seattle, Washington (USA)

21.21221.62
21Department of Economics, Oxford University

Oxford, United Kingdom

22.561793.38
22School of Economics, University of Nottingham

Nottingham, United Kingdom

23.991183.44
23Economics Department, Michigan State University

East Lansing, Michigan (USA)

24.9581.2
---Department of Economics, Business School, University of Auckland

Auckland, New Zealand

25.76200.3
24Business School, University of Auckland

Auckland, New Zealand

25.76250.3
---Finance Department, Stern School of Business, New York University (NYU)

New York City, New York (USA)

30.75190.54
25Federal Reserve Bank of Cleveland

Cleveland, Ohio (USA)

33.72873.18
26National Bureau of Economic Research (NBER)

Cambridge, Massachusetts (USA)

34.244770.56
27Department of Economics, University of Chicago

Chicago, Illinois (USA)

34.52810.66
28International Monetary Fund (IMF)

Washington, District of Columbia (USA)

34.75177.47
29Centre de Recherche en Économie et Statistique (CREST)

Palaiseau, France

35.22983.02
30Essex Business School, University of Essex

Colchester, United Kingdom

35.35312.41
31Federal Reserve Bank of Dallas

Dallas, Texas (USA)

38.79511.02
32School of Business and Economics, Vrije Universiteit Amsterdam

Amsterdam, Netherlands

40.91297.02
---Economic Research, Federal Reserve Bank of Cleveland

Cleveland, Ohio (USA)

40.95572.25
33Centro de Estudios Monetarios y Financieros (CEMFI)

Madrid, Spain

43.14290.85
34Economics Department, University of Strathclyde

Glasgow, United Kingdom

43.3340.98
35Departamento de Economía, Universidad Carlos III de Madrid

Madrid, Spain

43.4621.9
36Barcelona School of Economics (BSE)

Barcelona, Spain

43.931673
37Federal Reserve Board (Board of Governors of the Federal Reserve System)

Washington, District of Columbia (USA)

47.422164.05
38Federal Reserve Bank of St. Louis

St. Louis, Missouri (USA)

49.21601.22
39School of Economics, Faculty of Arts and Social Sciences, University of Sydney

Sydney, Australia

49.25673
40Department of Economics, University of North Carolina-Chapel-Hill

Chapel Hill, North Carolina (USA)

50.42231.29
---Research Division, Federal Reserve Bank of St. Louis

St. Louis, Missouri (USA)

50.63531.2
41Department of Economics, Northwestern University

Evanston, Illinois (USA)

52.9430.39
42Louvain Institute of Data Analysis and Modelling in Economics and Statistics (LIDAM), Université Catholique de Louvain

Louvain-la-Neuve, Belgium

53.731312.82
43Department of Economics, Cornell University

Ithaca, New York (USA)

54.54481.09
44Università Commerciale Luigi Bocconi

Milano, Italy

54.641702.92
45Department of Economics, McGill University

Montréal, Canada

56.98341.5
---Economic Studies, Brookings Institution

Washington, District of Columbia (USA)

57.74140.15
46Brookings Institution

Washington, District of Columbia (USA)

57.74410.15
47Economics Department, Massachusetts Institute of Technology (MIT)

Cambridge, Massachusetts (USA)

60.46620.44
---Afdeling Econometrie and Operations Research, School of Business and Economics, Vrije Universiteit Amsterdam

Amsterdam, Netherlands

61.66173.77
48Department of Economics, University of California-Berkeley

Berkeley, California (USA)

62640.61
49Economics Department, Yale University

New Haven, Connecticut (USA)

62.88590.45
50Department of Economics, Boston College

Chestnut Hill, Massachusetts (USA)

64.64650.88
51Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam

Rotterdam, Netherlands

67.61172.99
52Tinbergen Instituut

Amsterdam, Netherlands

67.691233.32
53Federal Reserve Bank of Atlanta

Atlanta, Georgia (USA)

69.03301.78
54Faculteit Economie en Bedrijfskunde, Universiteit van Amsterdam

Amsterdam, Netherlands

69.99992.36
---Econometrisch Instituut, Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam

Rotterdam, Netherlands

70.49222.02
55School of Economics and Finance, Queen Mary University of London

London, United Kingdom

70.56682.09
56Dipartimento di Scienze Economiche, Alma Mater Studiorum - Università di Bologna

Bologna, Italy

71.151282.6
57Department of Economics, University College London (UCL)

London, United Kingdom

73.15701.12
58Department of Economics, New York University (NYU)

New York City, New York (USA)

74.02620.88
59Business School, King's College London

London, United Kingdom

76.16341.38
60Department of Economics, Indiana University

Bloomington, Indiana (USA)

77.22311.58
---Volatility Institute, Stern School of Business, New York University (NYU)

New York City, New York (USA)

77.5120.11
---Granger Centre for Time Series Econometrics, School of Economics, University of Nottingham

Nottingham, United Kingdom

82.4671.56
61Ekonomihögskolan, Lunds Universitet

Lund, Sweden

84.681201.08
---Nationalekonomiska Institutionen, Ekonomihögskolan, Lunds Universitet

Lund, Sweden

84.68711.08
62Economics Department, Queen's University

Kingston, Canada

86.16531.22
63Department of Economics, University of Warwick

Coventry, United Kingdom

86.51951.49
64Federal Reserve Bank of Chicago

Chicago, Illinois (USA)

87.2590.68
---Amsterdam School of Economics, Faculteit Economie en Bedrijfskunde, Universiteit van Amsterdam

Amsterdam, Netherlands

88.36311.27
65Deutsche Bundesbank

Frankfurt, Germany

89.961763.41
---Departament d'Economia i Empresa, Universitat Pompeu Fabra, Barcelona School of Economics (BSE)

Barcelona, Spain

90.69982
66Department of Economics, Mathematics and Statistics, Birkbeck College

London, United Kingdom

90.83262.98
67Department of Economics, Emory University

Atlanta, Georgia (USA)

91.23321.97
68Department of Economics, University of Illinois at Urbana-Champaign

Urbana-Champaign, Illinois (USA)

91.78411.41
69DIW Berlin (Deutsches Institut für Wirtschaftsforschung)

Berlin, Germany

92.211370.66
70Department of Economics, University of Toronto

Toronto, Canada

92.93771.22
---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

93.36481.24
71Department of Economics, Ohio State University

Columbus, Ohio (USA)

93.47412
72Facoltà di Economia, Università degli Studi di Roma "Tor Vergata"

Roma, Italy

95.641143.61
73Center for Applied Statistics and Econometrics (CASE), Humboldt-Universität Berlin

Berlin, Germany

95.95231.91
74Athens University of Economics and Business (AUEB)

Athens, Greece

96.85913.16
75Department of Economics, Johns Hopkins University

Baltimore, Maryland (USA)

97.59290.38
76Mitchell E. Daniels, Jr. School of Business, Purdue University

West Lafayette, Indiana (USA)

97.86352.47
---Department of Economics, Mitchell E. Daniels, Jr. School of Business, Purdue University

West Lafayette, Indiana (USA)

97.86312.47
77Departamento de Estadistica, Universidad Carlos III de Madrid

Madrid, Spain

98.7694.77
---Bendheim Center for Finance, Department of Economics, Princeton University

Princeton, New Jersey (USA)

101.6970.38
78School of Business and Economics, Maastricht University

Maastricht, Netherlands

102.29995.07
79Faculty of Business Administration, University of Macau

Macau, Macao

102.48120.63
80Business School, University of Technology Sydney

Sydney, Australia

105.37912.23
81Business School, University of Exeter

Exeter, United Kingdom

105.82531.28
82Department of Economics, University of Connecticut

Storrs, Connecticut (USA)

111.11491.72
83Department of Economics, Korea University

Seoul, South Korea

112.64281.28
84Department of Economics, University of Texas-Dallas

Dallas, Texas (USA)

113.36121.24
85Anderson Graduate School of Management, University of California-Los Angeles (UCLA)

Los Angeles, California (USA)

113.39340.43
86Dipartimento di Economia, Università Ca' Foscari Venezia

Venezia, Italy

115.39941.84
87Institute of Labor Economics (IZA)

Bonn, Germany

115.599700.57
88Wirtschafts- und Sozialwissenschaftliche Fakultät, Universität zu Köln

Köln, Germany

116.03461.48
89Fakultät für Wirtschaftswissenschaften, Universität Wien

Wien, Austria

116.44642.53
---Economic Research Department, Federal Reserve Bank of Atlanta

Atlanta, Georgia (USA)

116.69221.53
90Department of Economics, Pennsylvania State University

State College, Pennsylvania (USA)

120.75320.58
91École d'Économie d'Aix-Marseille, Aix-Marseille Université

Aix-en-Provence/Marseille, France

121.811262.59
92Department of Economics, University of California-Riverside

Riverside, California (USA)

124.71281.09
---Vakgroep Kwantitatieve Economie, School of Business and Economics, Maastricht University

Maastricht, Netherlands

124.81123.74
93Department of Economics, Vanderbilt University

Nashville, Tennessee (USA)

124.85410.46
94Department of Economics, Rutgers University-New Brunswick

New Brunswick, New Jersey (USA)

124.92450.67
95Crawford School of Public Policy, Australian National University

Canberra, Australia

125.731760.87
96Istituto Einaudi per l'Economia e la Finanza (EIEF)

Roma, Italy

129.1310.56
---Abteilung Volkswirtschaftslehre, Fachbereich Wirtschaftswissenschaft, Freie Universität Berlin

Berlin, Germany

129.39210.44
97Fachbereich Wirtschaftswissenschaft, Freie Universität Berlin

Berlin, Germany

129.39450.44
98Department of Economics, University of Notre Dame

South Bend, Indiana (USA)

130.95590.6
99Department of Economics and Finance, Brunel University London

Uxbridge, United Kingdom

131.64221.46
100Sveriges Riksbank

Stockholm, Sweden

132.63362.57
---Department of Finance, Kellogg Graduate School of Management, Northwestern University

Evanston, Illinois (USA)

133.16190.19
101Kellogg Graduate School of Management, Northwestern University

Evanston, Illinois (USA)

133.16540.19
102Wirtschaftswissenschaftliche Fakutält, Universität Zürich

Zürich, Switzerland

133.521741.93
103Politiikan ja Talouden Tutkimuksen Laitos, Valtiotieteellinen tiedekunta, Helsingin Yliopisto

Helsinki, Finland

133.57342.42
104Département de Sciences Économiques, Université de Montréal

Montréal, Canada

134.01301.2
105Department of Agricultural and Resource Economics, University of Maryland

College Park, Maryland (USA)

134.24270.5
---Institut für Volkswirtschaftslehre, Wirtschaftswissenschaftliche Fakutält, Universität Zürich

Zürich, Switzerland

137.18971.68
106Economics Department, University of Essex

Colchester, United Kingdom

138.02481.39
107Department of Economics, University of Houston

Houston, Texas (USA)

138.1231.21
108Dipartimento di Economia "Marco Biagi", Università degli Studi di Modena e Reggio Emilia

Modena, Italy

138.76470.4
---Dipartimento di Economia e Finanza, Facoltà di Economia, Università degli Studi di Roma "Tor Vergata"

Roma, Italy

138.8662.84
---Economics Discipline Group, Business School, University of Technology Sydney

Sydney, Australia

139.09391.18
---Centre for Applied Macroeconomic Analysis (CAMA), Crawford School of Public Policy, Australian National University

Canberra, Australia

139.64790.84
---Department of Statistics and Operations Research, Fakultät für Wirtschaftswissenschaften, Universität Wien

Wien, Austria

140.5382.12
109College of Economics, Sogang University

Seoul, South Korea

140.87230.75
---Department of Economics, W.P. Carey School of Business, Arizona State University

Tempe, Arizona (USA)

143.19401.3
110W.P. Carey School of Business, Arizona State University

Tempe, Arizona (USA)

143.19501.3
111Banca d'Italia

Roma, Italy

144.83133.52
112Fachbereich Wirtschaftswissenschaft, Goethe Universität Frankfurt am Main

Frankfurt am Main, Germany

145.03721.17
113Solvay Brussels School of Economics and Management, Université Libre de Bruxelles

Bruxelles, Belgium

147.581762.04
114School of Economics and Management, Tsinghua University

Beijing, China

147.8261.45
115Economics Department, Georgetown University

Washington, District of Columbia (USA)

150.6500.75
116Rady School of Management, University of California-San Diego (UCSD)

La Jolla, California (USA)

150.71120.28
---Dipartimento di Economia "Ettore Bocconi", Università Commerciale Luigi Bocconi

Milano, Italy

151.12320.26
---Seminar für Wirtschafts- und Sozialgeschichte, Wirtschafts- und Sozialwissenschaftliche Fakultät, Universität zu Köln

Köln, Germany

151.4230.55
117Faculty of Business and Economics, University of Melbourne

Melbourne, Australia

152.25993.32
118Department of Economics, University of Maryland

College Park, Maryland (USA)

153.02501.66
---Department of Economics, Business School, University of Exeter

Exeter, United Kingdom

154.17400.9
119Toulouse School of Economics (TSE)

Toulouse, France

154.471551.24
120Centre for Economic Policy Research (CEPR)

London, United Kingdom

156.453710.29
121Adam Smith Business School, University of Glasgow

Glasgow, United Kingdom

157.63731.94
---Department of Economics, Adam Smith Business School, University of Glasgow

Glasgow, United Kingdom

157.63551.94
122Dipartimento di Statistica, Informatica, Applicazioni "G. Parenti", Università degli Studi di Firenze

Firenze, Italy

158.57191.77
---European Centre for Advanced Research in Economics and Statistics (ECARES), Solvay Brussels School of Economics and Management, Université Libre de Bruxelles

Bruxelles, Belgium

161.61682.01
123Department of Economics, University of California-Los Angeles (UCLA)

Los Angeles, California (USA)

162.03540.58
124Management School, University of Liverpool

Liverpool, United Kingdom

163.45392.38
125Banco de España

Madrid, Spain

164.731242.85
126Smeal College of Business Administration, Pennsylvania State University

State College, Pennsylvania (USA)

164.95100.9
127Culverhouse College of Business, University of Alabama-Tuscaloosa

Tuscaloosa, Alabama (USA)

165.03261.15
---Abteilung Empirische Wirtschaftsforschung und International Wirtschaftspolitik, Fachbereich Wirtschaftswissenschaft, Goethe Universität Frankfurt am Main

Frankfurt am Main, Germany

165.8681
---Innocenzo Gasparini Institute for Economic Research (IGIER), Università Commerciale Luigi Bocconi

Milano, Italy

166.06490.29
128Department of Economics, Washington University in St. Louis

St. Louis, Missouri (USA)

170330.58
129Business School, Macquarie University

Sydney, Australia

170.24441.68
130Bank of England

London, United Kingdom

1712112.47
131Gordon Lang School of Business and Economics, University of Guelph

Guelph, Canada

176.7471.63
---Department of Economics and Finance, Gordon Lang School of Business and Economics, University of Guelph

Guelph, Canada

176.7401.63
132BI Handelshøyskolen

Oslo, Norway

176.79550.75
133Department of Economics, Maxwell School, Syracuse University

Syracuse, New York (USA)

179.03270.48
---Economic Research Department, Federal Reserve Bank of Dallas

Dallas, Texas (USA)

180.61300.55
134Warwick Business School, University of Warwick

Coventry, United Kingdom

180.77291.92
135Institute for Fiscal Studies (IFS)

London, United Kingdom

181.02780.2
136Department of Economics, Virginia Polytechnic Institute and State University (Virginia Tech)

Blacksburg, Virginia (USA)

183.3161.45
137London School of Economics (LSE)

London, United Kingdom

185.433441.1
138ESSEC Business School

Cergy-Pontoise, France

190.41362.11
---Department of Economics, Faculty of Business and Economics, University of Melbourne

Melbourne, Australia

192.89462.85
139Bank of Canada

Ottawa, Canada

193.11833.56
140Centro Ricerche Nord Sud (CRENoS)

Cagliari, Italy

193.29500.89
141Federal Reserve Bank of New York

New York City, New York (USA)

193.37971.29
142Graduate School of Business, Columbia University

New York City, New York (USA)

193.95550.14
---ICMA Centre for Financial Markets, Henley Business School, University of Reading

Reading, United Kingdom

196.75130.43
143Henley Business School, University of Reading

Reading, United Kingdom

196.75320.43
144Economics Department, Williams College

Williamstown, Massachusetts (USA)

197.5320.28
145Department of Economics, University of Birmingham

Birmingham, United Kingdom

197.75521.05
146School of Business and Economics, Universidade Nova de Lisboa

Lisboa, Portugal

198.39570.6
147Department of Economics, University of Oregon

Eugene, Oregon (USA)

199.11270.49
148Management School, Lancaster University

Lancaster, United Kingdom

199.54663.56
149School of Economics and Management, Universiteit van Tilburg

Tilburg, Netherlands

199.921431.37
---CentER Graduate School for Economics and Business, School of Economics and Management, Universiteit van Tilburg

Tilburg, Netherlands

202.171001.33
---Department of Economics, London Business School (LBS)

London, United Kingdom

203.17130.4
150London Business School (LBS)

London, United Kingdom

203.17310.4
151Facultat de Ciències Econòmiques i Empresarials, Universitat de les Illes Balears

Palma de Mallorca, Spain

203.34382.62
---Departament d'Economia Aplicada, Facultat de Ciències Econòmiques i Empresarials, Universitat de les Illes Balears

Palma de Mallorca, Spain

203.34272.62
152Business School, Queensland University of Technology

Brisbane, Australia

204.18361.48
153Faculty of Economics, University of Tokyo

Tokyo, Japan

204.3421.03
154School of Economics, University of Manchester

Manchester, United Kingdom

208.75570.79
---Economics Group, Nuffield College, Department of Economics, Oxford University

Oxford, United Kingdom

210.09270.27
155Economics Division, University of Southampton

Southampton, United Kingdom

211.82332.23
156College of Business and Economics, Yonsei University

Seoul, South Korea

212.74301.37
---School of Economics, College of Business and Economics, Yonsei University

Seoul, South Korea

212.74281.37
157DeGroote School of Business, McMaster University

Hamilton, Canada

213.6882.16
158Graduate School of Economics/Faculty of Economics, Hitotsubashi University

Tokyo, Japan

214.74311.46
159Department of Economics, University of Pittsburgh

Pittsburgh, Pennsylvania (USA)

215.46502.06
---Institutt for Samfunnsøkonomi, BI Handelshøyskolen

Oslo, Norway

215.61220.42
160Division of Economics, Seoul National University

Seoul, South Korea

217.83240.83

The rankings

Top 10% authors in the field of Econometric Time Series

For Econometric Time Series, these are 777 authors affiliated with 1606 institutions.
All authors classified in this field.

RankAuthorScore
1Peter C. B. Phillips

School of Economics, Singapore Management University, Singapore, Singapore

1.63
2Clive W. J. Granger †

3.67
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)

4.36
4Pierre Perron

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

5.4
5Tim Bollerslev

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

5.47
6Mohammad Hashem Pesaran

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

8.42
7Mark W. Watson

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

10.99
8Robert Taylor

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

13.23
9Jushan Bai

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

13.29
10Yongmiao Hong

Department of Economics, Cornell University, Ithaca, New York (USA)

13.37
11Soren Johansen

Økonomisk Institut, Københavns Universitet, København, Denmark

13.96
12Francis X. Diebold

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

14.6
13Charles R. Nelson

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

15.6
14Donald W. K. Andrews

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

16.83
15Helmut Luetkepohl

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

18.07
16Timo 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

19.18
17Andrew C. Harvey

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

19.73
18Serena Ng

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

19.96
19Yongcheol Shin

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

20.64
20Gary Koop

Economics Department, University of Strathclyde, Glasgow, United Kingdom

22.41
21Kenneth D. West

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

22.73
22David F. Hendry

Department of Economics, Oxford University, Oxford, United Kingdom

23.49
23James Hamilton

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

23.8
24Lars Peter Hansen

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

24.5
25James H. Stock

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

25.58
26George Tauchen

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

25.86
27Neil Shephard

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

25.98
28Stephen Leybourne

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

26.72
29Pentti Juhani Saikkonen

27.79
30Torben G. Andersen

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

27.96
31George Kapetanios

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

28.23
32Adrian Rodney Pagan

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

30.79
33Todd Clark

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

30.93
34Thomas J. Sargent

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

31.58
35Halbert White †

31.86
36Graham Elliott

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

34.35
37Andrew Patton

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

36.63
38Allan Timmermann

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

37.35
39Joakim Westerlund

Nationalekonomiska Institutionen, Ekonomihögskolan, Lunds Universitet, Lund, Sweden

38.9
40Lutz Kilian

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

40.23
41Massimiliano 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

40.61
42Morten Nielsen

Institut for Økonomi, Aarhus Universitet, Aarhus, Denmark

40.61
43Manuel Arellano

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

41.23
44David I. Harvey

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

44.8
45Peter Reinhard Hansen

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

45.74
46Siem Jan Koopman

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

46.24
47Jun Yu

Faculty of Business Administration, University of Macau, Macau, Macao

48.97
48Joon Y. Park

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

49.08
49Ole E. Barndorff-Nielsen †

51.31
50Michael McCracken

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

52.38
51Chang-Jin Kim

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

52.9
52Christian S. Gourieroux

Department of Economics, University of Toronto, Toronto, Canada

52.98
53Luc 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

53.94
54Lajos Horvath

56.12
55Lawrence J. Christiano

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

58.92
56Michael McAleer †

59.2
57Luis Alberiko Gil-Alana

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

62.15
58Jean-Michel Zakoian

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

63.05
59Giuseppe Cavaliere

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

63.16
60Asger Lunde

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

66.38
61Cheng Hsiao

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

67.69
62Timothy Vogelsang

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

68.46
63Frank Schorfheide

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

69.11
64James MacKinnon

Economics Department, Queen's University, Kingston, Canada

69.32
65Christian Francq

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

69.81
66Yacine Ait-Sahalia

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

70.93
67Donggyu Sul

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

71.76
68Atsushi Inoue

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

72.36
69Jonathan H. Wright

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

72.54
70Marcus J. Chambers

Economics Department, University of Essex, Colchester, United Kingdom

73.39
71Oliver Bruce Linton

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

75.36
72Joerg Breitung

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

75.89
73Chihwa Kao

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

76.02
74Marco Lippi

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

76.4
75Lucrezia Reichlin

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

76.87
76Zhijie Xiao

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

76.95
77Rob J Hyndman

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

80.05

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