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

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 8984 institutions with 69901 registered authors evaluated for all the rankings.

Similar rankings

Entity	Full ranking		Last 10 years		10 best authors		Last 10 years, 10 best authors		Top 5% authors		More
Authors	Short	Details	Short	Details							More
Institutions	Short	Details	Short	Details	Short	Details	Short	Details	All years	Last 10	More
Regions	Short	Details	Short	Details							More

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

The rankings

Top 10% institutions in the field of Econometric Time Series

For Econometric Time Series, these are 774 authors affiliated with 1607 institutions.
All authors classified in this field.

Rank	Institution	Score	Authors	Author shares
1	Department of Economics, Duke University Durham, North Carolina (USA)	2.67	49	1.74
2	Institut for Økonomi, Aarhus Universitet Aarhus, Denmark	4.15	114	11.11
3	Department of Economics, Princeton University Princeton, New Jersey (USA)	4.38	52	2.22
4	Department of Economics, School of Arts and Sciences, Columbia University New York City, New York (USA)	7.25	53	1.05
5	African Governance and Development Institute (AGDI) Yaoundé, Cameroun	7.63	6	0.95
6	Department of Economics, University of Southern California Los Angeles, California (USA)	8.04	69	1.41
6	Department of Economics, Boston University Boston, Massachusetts (USA)	8.04	68	1.69
8	Cowles Foundation for Research in Economics, Yale University New Haven, Connecticut (USA)	8.99	17	0.53
9	Stern School of Business, New York University (NYU) New York City, New York (USA)	9.8	58	1.93
10	Department of Economics, University of California-San Diego (UCSD) La Jolla, California (USA)	9.88	53	1.89
11	Monash Business School, Monash University Melbourne, Australia	10.96	198	10.76
---	Center for Research in Econometric Analysis of Time Series (CREATES), Institut for Økonomi, Aarhus Universitet Aarhus, Denmark	12.58	41	8.31
12	Singapore Management University Singapore, Singapore	13.32	40	4.28
13	Department of Economics, University of Pennsylvania Philadelphia, Pennsylvania (USA)	13.6	53	1.36
14	Department of Economics, Harvard University Cambridge, Massachusetts (USA)	13.69	72	0.85
---	School of Economics, Singapore Management University Singapore, Singapore	15	33	4.25
---	Department of Econometrics and Business Statistics, Monash Business School, Monash University Melbourne, Australia	16.2	39	9.91
15	European Central Bank Frankfurt am Main, Germany	16.4	267	8.4
16	Økonomisk Institut, Københavns Universitet København, Denmark	17.25	78	4.57
17	Faculty of Economics, University of Cambridge Cambridge, United Kingdom	17.29	69	2.12
18	Economics Department, University of Wisconsin-Madison Madison, Wisconsin (USA)	20.47	36	0.7
19	Department of Economics and Related Studies, University of York York, United Kingdom	20.79	86	3.72
---	Finance Department, Stern School of Business, New York University (NYU) New York City, New York (USA)	21.39	19	0.81
20	Department of Economics, University of Washington Seattle, Washington (USA)	21.53	23	1.63
21	Department of Economics, Oxford University Oxford, United Kingdom	21.83	179	3.93
22	School of Economics, University of Nottingham Nottingham, United Kingdom	22.87	120	3.44
---	Department of Economics, Business School, University of Auckland Auckland, New Zealand	25.91	21	0.3
23	Business School, University of Auckland Auckland, New Zealand	25.91	26	0.3
24	Economics Department, Michigan State University East Lansing, Michigan (USA)	28.43	56	1.06
25	International Monetary Fund (IMF) Washington, District of Columbia (USA)	32.7	524	7.47
26	Federal Reserve Bank of Cleveland Cleveland, Ohio (USA)	33.37	87	3.32
27	National Bureau of Economic Research (NBER) Cambridge, Massachusetts (USA)	34.04	479	0.56
28	Centre de Recherche en Économie et Statistique (CREST) Palaiseau, France	34.05	104	3.13
29	Essex Business School, University of Essex Colchester, United Kingdom	34.1	33	2.45
30	Department of Economics, University of Chicago Chicago, Illinois (USA)	35.08	84	0.36
31	Federal Reserve Bank of Dallas Dallas, Texas (USA)	37.19	55	1.4
---	Economic Research, Federal Reserve Bank of Cleveland Cleveland, Ohio (USA)	39.99	57	2.28
32	Federal Reserve Bank of St. Louis St. Louis, Missouri (USA)	40.92	60	1.26
33	School of Business and Economics, Vrije Universiteit Amsterdam Amsterdam, Netherlands	41.08	132	5.91
34	School of Economics, Faculty of Arts and Social Sciences, University of Sydney Sydney, Australia	41.82	81	3.55
35	Barcelona School of Economics (BSE) Barcelona, Spain	42.11	166	2.99
---	Research Division, Federal Reserve Bank of St. Louis St. Louis, Missouri (USA)	42.24	52	1.24
36	Economics Department, University of Strathclyde Glasgow, United Kingdom	43.41	34	0.95
37	Centro de Estudios Monetarios y Financieros (CEMFI) Madrid, Spain	43.84	28	1.42
38	Department of Economics, University of North Carolina-Chapel-Hill Chapel Hill, North Carolina (USA)	48.61	23	1.28
39	Departamento de Economía, Universidad Carlos III de Madrid Madrid, Spain	51.94	62	1.61
40	Louvain Institute of Data Analysis and Modelling in Economics and Statistics (LIDAM), Université Catholique de Louvain Louvain-la-Neuve, Belgium	52.77	135	2.82
41	Università Commerciale Luigi Bocconi Milano, Italy	52.9	183	2.92
42	Department of Economics, Northwestern University Evanston, Illinois (USA)	54.58	48	0.38
43	Economics Department, Massachusetts Institute of Technology (MIT) Cambridge, Massachusetts (USA)	56.3	63	0.49
44	Department of Economics, McGill University Montréal, Canada	56.84	34	1.5
45	Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam Rotterdam, Netherlands	60.18	121	3.03
46	Department of Economics, University of California-Berkeley Berkeley, California (USA)	62.11	63	0.61
47	Economics Department, Yale University New Haven, Connecticut (USA)	62.42	63	0.26
48	Department of Economics, Boston College Chestnut Hill, Massachusetts (USA)	63.46	70	0.96
---	Econometrisch Instituut, Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam Rotterdam, Netherlands	63.97	22	2.06
49	Federal Reserve Board (Board of Governors of the Federal Reserve System) Washington, District of Columbia (USA)	64.48	212	3.61
50	Dipartimento di Scienze Economiche, Alma Mater Studiorum - Università di Bologna Bologna, Italy	64.72	131	3.35
---	Afdeling Econometrie and Operations Research, School of Business and Economics, Vrije Universiteit Amsterdam Amsterdam, Netherlands	65.02	16	3.4
51	Faculty of Business Administration, University of Macau Macau, Macao	67.57	15	1.26
---	Economic Studies, Brookings Institution Washington, District of Columbia (USA)	67.8	12	0.13
52	Brookings Institution Washington, District of Columbia (USA)	67.8	40	0.13
53	School of Economics and Finance, Queen Mary University of London London, United Kingdom	68.57	69	2.12
54	Faculteit Economie en Bedrijfskunde, Universiteit van Amsterdam Amsterdam, Netherlands	68.7	98	2.35
55	Tinbergen Instituut Amsterdam, Netherlands	70.49	123	3.11
56	Department of Economics, University College London (UCL) London, United Kingdom	71.96	68	1.13
57	Business School, King's College London London, United Kingdom	75.71	37	1.63
58	Ekonomihögskolan, Lunds Universitet Lund, Sweden	76.09	119	1.91
---	Nationalekonomiska Institutionen, Ekonomihögskolan, Lunds Universitet Lund, Sweden	76.09	71	1.91
59	Department of Economics, University of Illinois at Urbana-Champaign Urbana-Champaign, Illinois (USA)	76.14	45	1.71
60	Federal Reserve Bank of Atlanta Atlanta, Georgia (USA)	76.45	29	1.73
61	Department of Economics, Indiana University Bloomington, Indiana (USA)	77.6	32	1.58
---	Volatility Institute, Stern School of Business, New York University (NYU) New York City, New York (USA)	77.64	2	0.1
---	Granger Centre for Time Series Econometrics, School of Economics, University of Nottingham Nottingham, United Kingdom	80.88	7	1.56
62	Department of Economics, New York University (NYU) New York City, New York (USA)	82.11	60	0.87
---	Departament d'Economia i Empresa, Universitat Pompeu Fabra, Barcelona School of Economics (BSE) Barcelona, Spain	84.58	95	1.99
---	Amsterdam School of Economics, Faculteit Economie en Bedrijfskunde, Universiteit van Amsterdam Amsterdam, Netherlands	85.67	29	1.27
63	Department of Economics, University of Warwick Coventry, United Kingdom	88.4	92	1.46
64	Departamento de Estadistica, Universidad Carlos III de Madrid Madrid, Spain	89.81	9	4.94
65	DIW Berlin (Deutsches Institut für Wirtschaftsforschung) Berlin, Germany	90.03	137	0.77
66	Federal Reserve Bank of Chicago Chicago, Illinois (USA)	90.96	58	0.56
67	Mitchell E. Daniels, Jr. School of Business, Purdue University West Lafayette, Indiana (USA)	91.7	41	2.4
---	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	91.86	50	1.24
68	Department of Economics, Ohio State University Columbus, Ohio (USA)	92.8	40	2
69	Department of Economics, University of Toronto Toronto, Canada	93.31	76	1.22
70	Economics Department, Queen's University Kingston, Canada	93.6	52	1.2
71	Athens University of Economics and Business (AUEB) Athens, Greece	94.1	93	3.08
72	Center for Applied Statistics and Econometrics (CASE), Humboldt-Universität Berlin Berlin, Germany	94.64	23	1.69
73	School of Business and Economics, Maastricht University Maastricht, Netherlands	95.39	100	3.13
---	Department of Economics, Mitchell E. Daniels, Jr. School of Business, Purdue University West Lafayette, Indiana (USA)	96.93	36	2.37
74	Facoltà di Economia, Università degli Studi di Roma "Tor Vergata" Roma, Italy	99.63	115	3.56
75	Business School, University of Exeter Exeter, United Kingdom	100	54	1.57
76	Department of Economics, Mathematics and Statistics, Birkbeck College London, United Kingdom	100.5	25	2.61
77	Department of Economics, Johns Hopkins University Baltimore, Maryland (USA)	101.17	27	0.3
---	Bendheim Center for Finance, Department of Economics, Princeton University Princeton, New Jersey (USA)	102.92	7	0.37
78	Business School, University of Technology Sydney Sydney, Australia	104.75	90	2.15
79	Department of Economics, Emory University Atlanta, Georgia (USA)	105.46	32	1.89
80	Wirtschafts- und Sozialwissenschaftliche Fakultät, Universität zu Köln Köln, Germany	110.42	47	1.56
81	Department of Economics, University of Connecticut Storrs, Connecticut (USA)	111.96	48	1.27
82	Rady School of Management, University of California-San Diego (UCSD) La Jolla, California (USA)	112.17	12	0.41
83	Dipartimento di Economia, Università Ca' Foscari Venezia Venezia, Italy	112.2	92	1.83
84	Department of Economics, Korea University Seoul, South Korea	113.01	30	1.28
85	Anderson Graduate School of Management, University of California-Los Angeles (UCLA) Los Angeles, California (USA)	113.51	33	0.43
86	Fakultät für Wirtschaftswissenschaften, Universität Wien Wien, Austria	115.22	65	1.76
---	Economic Research Department, Federal Reserve Bank of Atlanta Atlanta, Georgia (USA)	115.68	22	1.52
---	Vakgroep Kwantitatieve Economie, School of Business and Economics, Maastricht University Maastricht, Netherlands	115.91	12	2.78
87	Deutsche Bundesbank Frankfurt, Germany	115.91	177	2.92
88	Department of Economics, University of Texas-Dallas Dallas, Texas (USA)	117.33	12	1.37
89	Crawford School of Public Policy, Australian National University Canberra, Australia	119.33	182	0.84
90	Department of Economics, Vanderbilt University Nashville, Tennessee (USA)	120.4	42	0.46
91	Department of Economics, University of California-Riverside Riverside, California (USA)	120.65	34	1.4
---	Abteilung Volkswirtschaftslehre, Fachbereich Wirtschaftswissenschaft, Freie Universität Berlin Berlin, Germany	122	21	0.43
92	Fachbereich Wirtschaftswissenschaft, Freie Universität Berlin Berlin, Germany	122	46	0.43
93	École d'Économie d'Aix-Marseille, Aix-Marseille Université Aix-en-Provence/Marseille, France	122.23	125	2.12
94	Department of Economics, Pennsylvania State University State College, Pennsylvania (USA)	123.03	32	0.58
95	Department of Economics, Rutgers University-New Brunswick New Brunswick, New Jersey (USA)	123.36	44	0.67
96	Politiikan ja Talouden Tutkimuksen Laitos, Valtiotieteellinen tiedekunta, Helsingin Yliopisto Helsinki, Finland	126.89	33	2.4
---	Centre for Applied Macroeconomic Analysis (CAMA), Crawford School of Public Policy, Australian National University Canberra, Australia	131.26	80	0.81
---	Department of Finance, Kellogg Graduate School of Management, Northwestern University Evanston, Illinois (USA)	131.47	17	0.19
97	Kellogg Graduate School of Management, Northwestern University Evanston, Illinois (USA)	131.47	51	0.19
98	Economics Department, University of Essex Colchester, United Kingdom	131.73	52	1.44
99	Département de Sciences Économiques, Université de Montréal Montréal, Canada	131.83	30	1.27
100	Wirtschaftswissenschaftliche Fakutält, Universität Zürich Zürich, Switzerland	131.91	181	1.93
101	Istituto Einaudi per l'Economia e la Finanza (EIEF) Roma, Italy	131.95	32	0.56
---	Department of Statistics and Operations Research, Fakultät für Wirtschaftswissenschaften, Universität Wien Wien, Austria	133.39	7	1.43
102	Department of Economics and Finance, Brunel University London Uxbridge, United Kingdom	133.56	22	1.27
---	Institut für Volkswirtschaftslehre, Wirtschaftswissenschaftliche Fakutält, Universität Zürich Zürich, Switzerland	133.61	105	1.68
103	School of Economics and Management, Tsinghua University Beijing, China	133.72	26	1.47
104	Sveriges Riksbank Stockholm, Sweden	133.97	36	2.57
---	Economics Discipline Group, Business School, University of Technology Sydney Sydney, Australia	137.55	40	1.2
---	Dipartimento di Economia e Finanza, Facoltà di Economia, Università degli Studi di Roma "Tor Vergata" Roma, Italy	139.59	66	2.78
---	Department of Economics, Business School, University of Exeter Exeter, United Kingdom	139.92	41	1.2
105	Fachbereich Wirtschaftswissenschaft, Goethe Universität Frankfurt am Main Frankfurt am Main, Germany	141.1	75	1.2
106	Solvay Brussels School of Economics and Management, Université Libre de Bruxelles Bruxelles, Belgium	141.22	172	2.05
---	Dipartimento di Economia "Ettore Bocconi", Università Commerciale Luigi Bocconi Milano, Italy	142.17	35	0.33
107	Department of Economics, University of Houston Houston, Texas (USA)	143.88	27	1.21
108	Dipartimento di Economia "Marco Biagi", Università degli Studi di Modena e Reggio Emilia Modena, Italy	144.66	49	0.4
109	Adam Smith Business School, University of Glasgow Glasgow, United Kingdom	144.83	74	1.97
---	Department of Economics, Adam Smith Business School, University of Glasgow Glasgow, United Kingdom	144.83	56	1.97
110	College of Economics, Sogang University Seoul, South Korea	145.04	23	0.75
---	Seminar für Wirtschafts- und Sozialgeschichte, Wirtschafts- und Sozialwissenschaftliche Fakultät, Universität zu Köln Köln, Germany	147.49	3	0.55
111	Toulouse School of Economics (TSE) Toulouse, France	147.52	156	1.29
112	Economics Department, Georgetown University Washington, District of Columbia (USA)	148.47	50	0.75
113	Banca d'Italia Roma, Italy	150.64	319	3.39
114	Faculty of Business and Economics, University of Melbourne Melbourne, Australia	151.86	98	3.26
---	European Centre for Advanced Research in Economics and Statistics (ECARES), Solvay Brussels School of Economics and Management, Université Libre de Bruxelles Bruxelles, Belgium	153.24	63	2.02
115	Federal Reserve Bank of New York New York City, New York (USA)	157.04	98	1.36
116	Gordon Lang School of Business and Economics, University of Guelph Guelph, Canada	157.8	47	1.78
---	Department of Economics and Finance, Gordon Lang School of Business and Economics, University of Guelph Guelph, Canada	157.8	40	1.78
117	Management School, University of Liverpool Liverpool, United Kingdom	157.81	39	2.43
117	Dipartimento di Statistica, Informatica, Applicazioni "G. Parenti", Università degli Studi di Firenze Firenze, Italy	157.81	19	1.77
119	Business School, Macquarie University Sydney, Australia	159.89	46	1.69
120	Department of Economics, University of California-Los Angeles (UCLA) Los Angeles, California (USA)	160.91	57	0.58
121	Culverhouse College of Business, University of Alabama-Tuscaloosa Tuscaloosa, Alabama (USA)	162.65	29	1.14
---	Abteilung Empirische Wirtschaftsforschung und International Wirtschaftspolitik, Fachbereich Wirtschaftswissenschaft, Goethe Universität Frankfurt am Main Frankfurt am Main, Germany	162.8	8	1
122	Centre for Economic Policy Research (CEPR) London, United Kingdom	163.12	378	0.29
---	Innocenzo Gasparini Institute for Economic Research (IGIER), Università Commerciale Luigi Bocconi Milano, Italy	163.29	51	0.29
123	Department of Economics, Washington University in St. Louis St. Louis, Missouri (USA)	163.68	31	0.58
124	Department of Economics, University of Maryland College Park, Maryland (USA)	163.94	50	1.58
125	Department of Economics, University of Notre Dame South Bend, Indiana (USA)	166.36	57	0.32
126	Smeal College of Business Administration, Pennsylvania State University State College, Pennsylvania (USA)	166.39	10	0.9
127	Bank of England London, United Kingdom	166.43	213	2.48
128	Department of Economics, Virginia Polytechnic Institute and State University (Virginia Tech) Blacksburg, Virginia (USA)	172.34	18	1.45
129	Department of Economics, Maxwell School, Syracuse University Syracuse, New York (USA)	175.2	26	0.39
130	Institute for Fiscal Studies (IFS) London, United Kingdom	177.76	78	0.2
131	London School of Economics (LSE) London, United Kingdom	178.16	349	1.27
---	Department of Economics, Faculty of Business and Economics, University of Melbourne Melbourne, Australia	181.46	46	2.84
---	Economic Research Department, Federal Reserve Bank of Dallas Dallas, Texas (USA)	183.57	32	0.54
132	BI Handelshøyskolen Oslo, Norway	184.94	54	0.74
133	Bangko Sentral Ng Pilipinas Manilla, Philippines	186.8	20	0.32
134	Banco de España Madrid, Spain	187.17	127	2.47
135	Facultat de Ciències Econòmiques i Empresarials, Universitat de les Illes Balears Palma de Mallorca, Spain	188.69	39	2.88
---	Departament d'Economia Aplicada, Facultat de Ciències Econòmiques i Empresarials, Universitat de les Illes Balears Palma de Mallorca, Spain	188.69	28	2.88
136	Economics Department, Williams College Williamstown, Massachusetts (USA)	192.36	31	0.28
137	ESSEC Business School Cergy-Pontoise, France	194.12	39	2.11
138	Bank of Canada Ottawa, Canada	194.47	177	3.49
139	School of Business and Economics, Universidade Nova de Lisboa Lisboa, Portugal	195.03	55	0.59
140	Department of Economics, University of Oregon Eugene, Oregon (USA)	195.27	26	0.49
---	ICMA Centre for Financial Markets, Henley Business School, University of Reading Reading, United Kingdom	197.35	14	0.43
141	Henley Business School, University of Reading Reading, United Kingdom	197.35	32	0.43
142	Department of Economics, University of Birmingham Birmingham, United Kingdom	198.84	55	1.05
143	Warwick Business School, University of Warwick Coventry, United Kingdom	199.61	30	1.8
---	Department of Economics, London Business School (LBS) London, United Kingdom	199.91	13	0.48
144	London Business School (LBS) London, United Kingdom	199.91	31	0.48
145	Department of Economics, York University Toronto, Canada	200.11	42	1.31
146	Centro Ricerche Nord Sud (CRENoS) Cagliari, Italy	200.27	67	0.87
147	School of Economics and Management, Universiteit van Tilburg Tilburg, Netherlands	201.01	142	1.41
148	Department of Economics, University of Pittsburgh Pittsburgh, Pennsylvania (USA)	202.88	55	1.73
---	CentER Graduate School for Economics and Business, School of Economics and Management, Universiteit van Tilburg Tilburg, Netherlands	205.8	97	1.35
149	Faculty of Economics, University of Tokyo Tokyo, Japan	207.15	40	1.03
150	DeGroote School of Business, McMaster University Hamilton, Canada	207.96	8	2.16
---	Department of Economics, Business School, Macquarie University Sydney, Australia	208.02	32	1.27
151	Management School, Lancaster University Lancaster, United Kingdom	209.96	67	3.38
152	Department of Economics, School of Social Sciences, University of Manchester Manchester, United Kingdom	210.46	59	0.79
---	Economics Group, Nuffield College, Department of Economics, Oxford University Oxford, United Kingdom	210.78	27	0.27
153	Handelshögskolan, Örebro Universitet Örebro, Sweden	210.84	26	1.21
154	Graduate School of Business, Columbia University New York City, New York (USA)	211.45	59	0.14
155	Economics Division, University of Southampton Southampton, United Kingdom	213.76	32	2.19
---	Finance Division, Sauder School of Business, University of British Columbia Vancouver, Canada	214.69	6	0.66
156	Sauder School of Business, University of British Columbia Vancouver, Canada	214.69	25	0.66
157	EPGE Escola Brasileira de Economia e Finanças, Fundação Getúlio Vargas (FGV) Rio de Janeiro, Brazil	215.13	59	1.27
158	Graduate School of Economics/Faculty of Economics, Hitotsubashi University Tokyo, Japan	215.3	29	1.51
---	Institutt for Samfunnsøkonomi, BI Handelshøyskolen Oslo, Norway	216.44	21	0.42
159	Department of Economics, University of California-Santa Barbara (UCSB) Santa Barbara, California (USA)	221.77	34	0.31
160	LeBow College of Business, Drexel University Philadelphia, Pennsylvania (USA)	222.32	33	1.01

The rankings

Top 10% authors in the field of Econometric Time Series

For Econometric Time Series, these are 774 authors affiliated with 1607 institutions.
All authors classified in this field.

Rank	Author	Score
1	Peter C. B. Phillips School of Economics, Singapore Management University, Singapore, Singapore	1.7
2	Clive W. J. Granger †	3.86
3	Robert F. Engle III Finance Department, Stern School of Business, New York University (NYU), New York City, New York (USA) Volatility Institute, Stern School of Business, New York University (NYU), New York City, New York (USA)	4.52
4	Pierre Perron Department of Economics, Boston University, Boston, Massachusetts (USA)	5.02
5	Tim Bollerslev Department of Economics, Duke University, Durham, North Carolina (USA)	5.5
6	Mohammad Hashem Pesaran Department of Economics, University of Southern California, Los Angeles, California (USA)	7.53
7	Mark W. Watson Department of Economics, Princeton University, Princeton, New Jersey (USA)	11.11
8	Robert Taylor Essex Business School, University of Essex, Colchester, United Kingdom	12.17
9	Jushan Bai Department of Economics, School of Arts and Sciences, Columbia University, New York City, New York (USA)	12.5
10	Francis X. Diebold Department of Economics, University of Pennsylvania, Philadelphia, Pennsylvania (USA)	13.61
11	Soren Johansen Økonomisk Institut, Københavns Universitet, København, Denmark	14.11
12	Donald W. K. Andrews Economics Department, Yale University, New Haven, Connecticut (USA) Cowles Foundation for Research in Economics, Yale University, New Haven, Connecticut (USA)	14.8
13	Charles R. Nelson Department of Economics, University of Washington, Seattle, Washington (USA)	16.12
14	Helmut Luetkepohl DIW Berlin (Deutsches Institut für Wirtschaftsforschung), Berlin, Germany	16.85
15	Timo 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	18.71
16	Serena Ng Department of Economics, School of Arts and Sciences, Columbia University, New York City, New York (USA)	19.09
17	Yongcheol Shin Department of Economics and Related Studies, University of York, York, United Kingdom	19.87
18	Andrew C. Harvey Faculty of Economics, University of Cambridge, Cambridge, United Kingdom	20.21
19	Gary Koop Economics Department, University of Strathclyde, Glasgow, United Kingdom	21.23
20	Kenneth D. West Economics Department, University of Wisconsin-Madison, Madison, Wisconsin (USA)	22.68
21	James Hamilton Department of Economics, University of California-San Diego (UCSD), La Jolla, California (USA)	23.74
22	David F. Hendry Department of Economics, Oxford University, Oxford, United Kingdom	25.2
23	Lars Peter Hansen Department of Economics, University of Chicago, Chicago, Illinois (USA)	25.25
24	Stephen Leybourne School of Economics, University of Nottingham, Nottingham, United Kingdom	25.61
25	Pentti Juhani Saikkonen	25.67
26	Neil Shephard Department of Economics, Harvard University, Cambridge, Massachusetts (USA)	26.01
27	George Tauchen Department of Economics, Duke University, Durham, North Carolina (USA)	26.33
28	George Kapetanios Business School, King's College London, London, United Kingdom	26.62
29	James H. Stock Department of Economics, Harvard University, Cambridge, Massachusetts (USA)	26.76
30	Torben G. Andersen National Bureau of Economic Research (NBER), Cambridge, Massachusetts (USA)	27.54
31	Adrian Rodney Pagan School of Economics, Faculty of Arts and Social Sciences, University of Sydney, Sydney, Australia	28.62
32	Todd Clark Economic Research, Federal Reserve Bank of Cleveland, Cleveland, Ohio (USA)	31.04
33	Halbert White †	31.8
34	Andrew Patton Department of Economics, Duke University, Durham, North Carolina (USA)	33.53
35	Graham Elliott Department of Economics, University of California-San Diego (UCSD), La Jolla, California (USA)	34.48
36	Joakim Westerlund Nationalekonomiska Institutionen, Ekonomihögskolan, Lunds Universitet, Lund, Sweden	36.38
37	Lutz Kilian Federal Reserve Bank of Dallas, Dallas, Texas (USA)	37.02
38	Allan Timmermann Department of Economics, University of California-San Diego (UCSD), La Jolla, California (USA)	37.29
39	Thomas J. Sargent Department of Economics, New York University (NYU), New York City, New York (USA)	38.33
40	Morten Nielsen Institut for Økonomi, Aarhus Universitet, Aarhus, Denmark	38.64
41	Massimiliano Marcellino Dipartimento di Economia "Ettore Bocconi", Università Commerciale Luigi Bocconi, Milano, Italy Innocenzo Gasparini Institute for Economic Research (IGIER), Università Commerciale Luigi Bocconi, Milano, Italy	40.91
42	Peter Reinhard Hansen Department of Economics, University of North Carolina-Chapel-Hill, Chapel Hill, North Carolina (USA)	42.17
43	David I. Harvey Granger Centre for Time Series Econometrics, School of Economics, University of Nottingham, Nottingham, United Kingdom	42.59
44	Manuel Arellano Centro de Estudios Monetarios y Financieros (CEMFI), Madrid, Spain	43.84
45	Jun Yu Faculty of Business Administration, University of Macau, Macau, Macao	45.09
46	Siem Jan Koopman Afdeling Econometrie and Operations Research, School of Business and Economics, Vrije Universiteit Amsterdam, Amsterdam, Netherlands	46.31
47	Joon Y. Park Department of Economics, Indiana University, Bloomington, Indiana (USA)	48.57
48	Lajos Horvath	50.84
49	Michael McCracken Research Division, Federal Reserve Bank of St. Louis, St. Louis, Missouri (USA)	50.9
50	Ole E. Barndorff-Nielsen †	51.76
51	Luc Bauwens Center for Operations Research and Econometrics (CORE), Louvain Institute of Data Analysis and Modelling in Economics and Statistics (LIDAM), Université Catholique de Louvain, Louvain-la-Neuve, Belgium	51.78
52	Christian S. Gourieroux Department of Economics, University of Toronto, Toronto, Canada	52.78
53	Chang-Jin Kim Department of Economics, Korea University, Seoul, South Korea Department of Economics, University of Washington, Seattle, Washington (USA)	53.28
54	Luis Alberiko Gil-Alana Facultad de Ciencias Económicas y Empresariales, Universidad de Navarra, Pamplona, Spain Navarra Center for International Development, Universidad de Navarra, Pamplona, Spain	54.1
55	Giuseppe Cavaliere Department of Economics, Business School, University of Exeter, Exeter, United Kingdom Dipartimento di Scienze Economiche, Alma Mater Studiorum - Università di Bologna, Bologna, Italy	57.08
56	Jean-Michel Zakoian Centre de Recherche en Économie et Statistique (CREST), Palaiseau, France	60.24
57	Michael McAleer †	60.78
58	Lawrence J. Christiano Department of Economics, Northwestern University, Evanston, Illinois (USA)	61.15
59	Cheng Hsiao Department of Economics, University of Southern California, Los Angeles, California (USA)	63.53
60	Asger Lunde Center for Research in Econometric Analysis of Time Series (CREATES), Institut for Økonomi, Aarhus Universitet, Aarhus, Denmark	65.5
61	Atsushi Inoue Department of Economics, Vanderbilt University, Nashville, Tennessee (USA)	68
62	Marcus J. Chambers Economics Department, University of Essex, Colchester, United Kingdom	68.18
63	Oliver Bruce Linton Faculty of Economics, University of Cambridge, Cambridge, United Kingdom	68.81
64	Jonathan H. Wright Department of Economics, Johns Hopkins University, Baltimore, Maryland (USA)	69.36
65	Chihwa Kao Department of Economics, University of Connecticut, Storrs, Connecticut (USA)	70.92
66	Frank Schorfheide Department of Economics, University of Pennsylvania, Philadelphia, Pennsylvania (USA)	71
67	Yacine Ait-Sahalia Bendheim Center for Finance, Department of Economics, Princeton University, Princeton, New Jersey (USA)	71.06
68	Christian Francq Centre de Recherche en Économie et Statistique (CREST), Palaiseau, France	72.85
69	Donggyu Sul Department of Economics, University of Texas-Dallas, Dallas, Texas (USA)	73.48
70	James MacKinnon Economics Department, Queen's University, Kingston, Canada	74.16
71	Joerg Breitung Seminar für Wirtschafts- und Sozialgeschichte, Wirtschafts- und Sozialwissenschaftliche Fakultät, Universität zu Köln, Köln, Germany	74.41
72	Zhijie Xiao Department of Economics, Boston College, Chestnut Hill, Massachusetts (USA)	75.71
73	Marco Lippi Istituto Einaudi per l'Economia e la Finanza (EIEF), Roma, Italy	76.19
74	Lucrezia Reichlin Centre for Economic Policy Research (CEPR), London, United Kingdom Department of Economics, London Business School (LBS), London, United Kingdom	78.87
75	Norman Rasmus Swanson Department of Economics, Rutgers University-New Brunswick, New Brunswick, New Jersey (USA)	79.36
76	Jean-Marie Dufour Department of Economics, McGill University, Montréal, Canada	81.18
77	Yixiao Sun Department of Economics, University of California-San Diego (UCSD), La Jolla, California (USA)	84.01

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

Credits:

Citations from CitEc project by José Manuel Barrueco Cruz, University of Valencia, Spain. Hardware provided by Instituto Valenciano de Investigaciones Económicas (IVIE), Valencia, Spain.
Abstract views and downloads statistics from LogEc project by Sune Karlsson, Örebro University, Sweden.
Author registration by Ivan Kumanov, Minsk, Belarus.
Institutions database and ranking computations by Christian Zimmermann, Federal Reserve Bank of St. Louis.
RePEc has been initiated by Thomas Krichel.

We do our best, but we cannot exclude errors.

Browse Econ Literature

More features

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

What this page is about

Similar rankings

The rankings

Top 10% institutions in the field of Econometric Time Series

The rankings

Top 10% authors in the field of Econometric Time Series

More services and features

MyIDEAS

Author registration

Rankings

RePEc Genealogy

RePEc Biblio

MPRA

New papers by email

EconAcademics

Plagiarism

About RePEc

RePEc home

Blog

Help/FAQ

RePEc team

Participating archives

Privacy statement

Help us

Corrections

Volunteers

Get papers listed

Open a RePEc archive

Get RePEc data