Top 10% Institutions and Economists in the Field of Econometric Time Series, as of January 2025

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 9014 institutions with 70287 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 762 authors affiliated with 1611 institutions.
All authors classified in this field.

Rank	Institution	Score	Authors	Author shares
1	Institut for Økonomi, Aarhus Universitet Aarhus, Denmark	2.78	112	12.47
2	Department of Economics, Duke University Durham, North Carolina (USA)	3.14	49	1.74
3	Department of Economics, Princeton University Princeton, New Jersey (USA)	4.24	52	2.38
4	Faculty of Economics, University of Cambridge Cambridge, United Kingdom	6.97	71	2.26
---	Center for Research in Econometric Analysis of Time Series (CREATES), Institut for Økonomi, Aarhus Universitet Aarhus, Denmark	7.85	40	9.24
5	Department of Economics, School of Arts and Sciences, Columbia University New York City, New York (USA)	7.87	55	1.05
6	Department of Economics, Boston University Boston, Massachusetts (USA)	8.25	69	1.69
7	African Governance and Development Institute (AGDI) Yaoundé, Cameroun	8.27	6	0.95
8	Cowles Foundation for Research in Economics, Yale University New Haven, Connecticut (USA)	9.33	17	0.52
9	Monash Business School, Monash University Melbourne, Australia	9.68	198	11.35
10	Department of Economics, University of California-San Diego (UCSD) La Jolla, California (USA)	11.03	53	1.87
11	Department of Economics, Harvard University Cambridge, Massachusetts (USA)	12.59	72	0.85
12	Stern School of Business, New York University (NYU) New York City, New York (USA)	13.48	58	2.01
---	Department of Econometrics and Business Statistics, Monash Business School, Monash University Melbourne, Australia	13.97	39	10.25
13	Singapore Management University Singapore, Singapore	14.07	40	4.28
14	Department of Economics, University of Pennsylvania Philadelphia, Pennsylvania (USA)	15.12	53	1.36
---	School of Economics, Singapore Management University Singapore, Singapore	15.65	32	4.25
15	Økonomisk Institut, Københavns Universitet København, Denmark	16.24	78	4.58
16	European Central Bank Frankfurt am Main, Germany	18.85	267	8.16
17	Department of Economics, University of Southern California Los Angeles, California (USA)	20.23	69	1.18
18	Economics Department, University of Wisconsin-Madison Madison, Wisconsin (USA)	20.67	36	0.7
19	Department of Economics, Oxford University Oxford, United Kingdom	20.8	178	4.08
20	Department of Economics, University of Washington Seattle, Washington (USA)	22.29	23	1.62
21	Department of Economics and Related Studies, University of York York, United Kingdom	22.57	86	3.66
22	School of Economics, University of Nottingham Nottingham, United Kingdom	23.75	120	3.44
---	Department of Economics, Business School, University of Auckland Auckland, New Zealand	26.74	21	0.3
23	Business School, University of Auckland Auckland, New Zealand	26.74	26	0.3
24	Economics Department, Michigan State University East Lansing, Michigan (USA)	28.57	56	1.06
---	Finance Department, Stern School of Business, New York University (NYU) New York City, New York (USA)	31.02	19	0.54
25	Centre de Recherche en Économie et Statistique (CREST) Palaiseau, France	32.17	106	3.18
26	International Monetary Fund (IMF) Washington, District of Columbia (USA)	32.72	530	7.57
27	Essex Business School, University of Essex Colchester, United Kingdom	33.46	30	2.45
28	Federal Reserve Bank of Cleveland Cleveland, Ohio (USA)	33.54	87	3.86
29	National Bureau of Economic Research (NBER) Cambridge, Massachusetts (USA)	33.78	478	0.56
30	Department of Economics, University of Chicago Chicago, Illinois (USA)	34.91	84	0.36
31	Federal Reserve Bank of Dallas Dallas, Texas (USA)	37.28	55	1.4
32	School of Business and Economics, Vrije Universiteit Amsterdam Amsterdam, Netherlands	39.9	133	7.1
33	Barcelona School of Economics (BSE) Barcelona, Spain	40.7	167	3.67
---	Economic Research, Federal Reserve Bank of Cleveland Cleveland, Ohio (USA)	40.87	57	2.28
34	School of Economics, Faculty of Arts and Social Sciences, University of Sydney Sydney, Australia	41.3	80	3.55
35	Federal Reserve Bank of St. Louis St. Louis, Missouri (USA)	41.33	60	1.25
36	Economics Department, University of Strathclyde Glasgow, United Kingdom	42.58	34	0.95
---	Research Division, Federal Reserve Bank of St. Louis St. Louis, Missouri (USA)	42.7	52	1.24
37	Centro de Estudios Monetarios y Financieros (CEMFI) Madrid, Spain	43.75	29	1.34
38	Department of Economics, University of North Carolina-Chapel-Hill Chapel Hill, North Carolina (USA)	48.53	23	1.28
39	Università Commerciale Luigi Bocconi Milano, Italy	51.24	180	2.91
40	Departamento de Economía, Universidad Carlos III de Madrid Madrid, Spain	51.48	61	1.56
41	Louvain Institute of Data Analysis and Modelling in Economics and Statistics (LIDAM), Université Catholique de Louvain Louvain-la-Neuve, Belgium	54.04	134	2.74
42	Department of Economics, Northwestern University Evanston, Illinois (USA)	54.13	48	0.38
43	School of Economics and Management, University of Chinese Academy of Sciences Beijing, China	54.32	4	1
44	Economics Department, Massachusetts Institute of Technology (MIT) Cambridge, Massachusetts (USA)	57.91	63	0.47
45	Department of Economics, McGill University Montréal, Canada	57.92	34	1.5
46	Economics Department, Yale University New Haven, Connecticut (USA)	61.61	64	0.45
47	Department of Economics, University of California-Berkeley Berkeley, California (USA)	62.25	64	0.61
48	Department of Economics, Boston College Chestnut Hill, Massachusetts (USA)	62.38	72	0.95
---	Afdeling Econometrie and Operations Research, School of Business and Economics, Vrije Universiteit Amsterdam Amsterdam, Netherlands	64.72	16	3.6
49	Federal Reserve Board (Board of Governors of the Federal Reserve System) Washington, District of Columbia (USA)	65.2	213	3.56
50	School of Economics and Finance, Queen Mary University of London London, United Kingdom	67.32	70	2.12
51	Faculteit Economie en Bedrijfskunde, Universiteit van Amsterdam Amsterdam, Netherlands	67.6	99	2.39
52	Dipartimento di Scienze Economiche, Alma Mater Studiorum - Università di Bologna Bologna, Italy	67.75	130	3.09
53	Faculty of Business Administration, University of Macau Macau, Macao	69.17	15	1.26
54	Department of Economics, University College London (UCL) London, United Kingdom	71.35	68	1.13
---	Economic Studies, Brookings Institution Washington, District of Columbia (USA)	71.56	11	0.12
55	Brookings Institution Washington, District of Columbia (USA)	71.56	38	0.12
56	Business School, King's College London London, United Kingdom	74.53	37	1.63
57	Federal Reserve Bank of Atlanta Atlanta, Georgia (USA)	74.6	27	1.74
58	Ekonomihögskolan, Lunds Universitet Lund, Sweden	76.14	119	1.91
---	Nationalekonomiska Institutionen, Ekonomihögskolan, Lunds Universitet Lund, Sweden	76.14	70	1.91
---	Volatility Institute, Stern School of Business, New York University (NYU) New York City, New York (USA)	76.33	2	0.1
59	Department of Economics, University of Illinois at Urbana-Champaign Urbana-Champaign, Illinois (USA)	76.58	46	1.68
60	Department of Economics, New York University (NYU) New York City, New York (USA)	79.76	61	0.87
---	Granger Centre for Time Series Econometrics, School of Economics, University of Nottingham Nottingham, United Kingdom	81.46	7	1.56
61	Department of Economics, University of Warwick Coventry, United Kingdom	85.2	90	1.48
---	Amsterdam School of Economics, Faculteit Economie en Bedrijfskunde, Universiteit van Amsterdam Amsterdam, Netherlands	85.32	29	1.27
---	Departament d'Economia i Empresa, Universitat Pompeu Fabra, Barcelona School of Economics (BSE) Barcelona, Spain	86.18	95	1.97
62	Department of Economics, Indiana University Bloomington, Indiana (USA)	88.6	33	1.5
63	DIW Berlin (Deutsches Institut für Wirtschaftsforschung) Berlin, Germany	89.09	138	0.65
64	School of Business and Economics, Maastricht University Maastricht, Netherlands	89.73	99	4.14
65	Departamento de Estadistica, Universidad Carlos III de Madrid Madrid, Spain	90.05	9	4.92
66	Deutsche Bundesbank Frankfurt, Germany	90.42	177	3.34
67	Department of Economics, Johns Hopkins University Baltimore, Maryland (USA)	90.94	30	0.38
---	Bendheim Center for Finance, Department of Economics, Princeton University Princeton, New Jersey (USA)	91.12	7	0.42
68	Mitch Daniels School of Business, Purdue University West Lafayette, Indiana (USA)	91.45	49	2.4
69	Federal Reserve Bank of Chicago Chicago, Illinois (USA)	92.02	57	0.54
70	Department of Economics, Ohio State University Columbus, Ohio (USA)	92.91	40	2
---	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	93.08	50	1.21
71	Economics Department, Queen's University Kingston, Canada	93.29	52	1.2
72	Athens University of Economics and Business (AUEB) Athens, Greece	94	92	3.07
73	Facoltà di Economia, Università degli Studi di Roma "Tor Vergata" Roma, Italy	94.12	116	3.59
---	Department of Economics, Mitch Daniels School of Business, Purdue University West Lafayette, Indiana (USA)	96.66	43	2.37
74	Department of Economics, Mathematics and Statistics, Birkbeck College London, United Kingdom	96.88	25	2.67
75	Department of Economics, University of Toronto Toronto, Canada	97.01	76	1.2
76	Business School, University of Exeter Exeter, United Kingdom	100.75	55	1.57
77	Business School, University of Technology Sydney Sydney, Australia	103.66	92	2.23
78	Wirtschafts- und Sozialwissenschaftliche Fakultät, Universität zu Köln Köln, Germany	106.64	47	1.6
79	Department of Economics, Emory University Atlanta, Georgia (USA)	107.76	32	1.82
80	Department of Economics, University of Connecticut Storrs, Connecticut (USA)	108.1	48	1.67
81	Tinbergen Instituut Amsterdam, Netherlands	109.44	123	2.8
82	Dipartimento di Economia, Università Ca' Foscari Venezia Venezia, Italy	111.45	93	1.82
83	Anderson Graduate School of Management, University of California-Los Angeles (UCLA) Los Angeles, California (USA)	111.47	34	0.43
84	Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam Rotterdam, Netherlands	111.75	122	2.68
---	Vakgroep Kwantitatieve Economie, School of Business and Economics, Maastricht University Maastricht, Netherlands	112.14	12	2.79
85	Rady School of Management, University of California-San Diego (UCSD) La Jolla, California (USA)	112.9	12	0.41
---	Economic Research Department, Federal Reserve Bank of Atlanta Atlanta, Georgia (USA)	113.78	20	1.53
86	Department of Economics, Korea University Seoul, South Korea	114.38	30	1.28
87	Fakultät für Wirtschaftswissenschaften, Universität Wien Wien, Austria	114.97	65	1.73
88	École d'Économie d'Aix-Marseille, Aix-Marseille Université Aix-en-Provence/Marseille, France	117.97	125	2.62
---	Abteilung Volkswirtschaftslehre, Fachbereich Wirtschaftswissenschaft, Freie Universität Berlin Berlin, Germany	119.1	21	0.44
89	Fachbereich Wirtschaftswissenschaft, Freie Universität Berlin Berlin, Germany	119.1	47	0.44
90	Department of Economics, Vanderbilt University Nashville, Tennessee (USA)	120.47	42	0.46
91	Department of Economics, University of Texas-Dallas Dallas, Texas (USA)	120.65	12	1.21
92	Crawford School of Public Policy, Australian National University Canberra, Australia	120.69	182	0.87
---	Econometrisch Instituut, Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam Rotterdam, Netherlands	120.73	22	1.66
93	Department of Economics, Rutgers University-New Brunswick New Brunswick, New Jersey (USA)	120.97	44	0.67
94	Department of Economics, University of California-Riverside Riverside, California (USA)	121.97	34	1.4
95	Department of Economics, Pennsylvania State University State College, Pennsylvania (USA)	122.23	33	0.58
96	Wirtschaftswissenschaftliche Fakutält, Universität Zürich Zürich, Switzerland	129.89	182	1.94
97	Department of Economics and Finance, Brunel University London Uxbridge, United Kingdom	129.97	22	1.46
---	Department of Finance, Kellogg Graduate School of Management, Northwestern University Evanston, Illinois (USA)	130.65	17	0.19
98	Kellogg Graduate School of Management, Northwestern University Evanston, Illinois (USA)	130.65	52	0.19
99	Département de Sciences Économiques, Université de Montréal Montréal, Canada	131.1	30	1.27
---	Institut für Volkswirtschaftslehre, Wirtschaftswissenschaftliche Fakutält, Universität Zürich Zürich, Switzerland	131.3	106	1.69
100	Politiikan ja Talouden Tutkimuksen Laitos, Valtiotieteellinen tiedekunta, Helsingin Yliopisto Helsinki, Finland	131.54	32	1.9
101	Istituto Einaudi per l'Economia e la Finanza (EIEF) Roma, Italy	131.61	31	0.56
---	Centre for Applied Macroeconomic Analysis (CAMA), Crawford School of Public Policy, Australian National University Canberra, Australia	133.31	80	0.84
102	Sveriges Riksbank Stockholm, Sweden	133.64	37	2.57
103	School of Economics and Management, Tsinghua University Beijing, China	134.01	27	1.47
104	Economics Department, University of Essex Colchester, United Kingdom	134.39	51	1.44
---	Dipartimento di Economia e Finanza, Facoltà di Economia, Università degli Studi di Roma "Tor Vergata" Roma, Italy	135.23	67	2.81
---	Department of Statistics and Operations Research, Fakultät für Wirtschaftswissenschaften, Universität Wien Wien, Austria	135.31	7	1.42
---	Economics Discipline Group, Business School, University of Technology Sydney Sydney, Australia	138.65	40	1.18
105	Department of Economics, University of Houston Houston, Texas (USA)	140.36	27	1.21
---	Dipartimento di Economia "Ettore Bocconi", Università Commerciale Luigi Bocconi Milano, Italy	140.92	34	0.33
106	Fachbereich Wirtschaftswissenschaft, Goethe Universität Frankfurt am Main Frankfurt am Main, Germany	141.09	75	1.2
107	Dipartimento di Economia "Marco Biagi", Università degli Studi di Modena e Reggio Emilia Modena, Italy	141.83	48	0.4
---	Department of Economics, Business School, University of Exeter Exeter, United Kingdom	141.84	42	1.2
108	Adam Smith Business School, University of Glasgow Glasgow, United Kingdom	141.87	74	1.99
---	Department of Economics, Adam Smith Business School, University of Glasgow Glasgow, United Kingdom	141.87	56	1.99
109	Solvay Brussels School of Economics and Management, Université Libre de Bruxelles Bruxelles, Belgium	142.23	173	2.05
---	Department of Economics, W.P. Carey School of Business, Arizona State University Tempe, Arizona (USA)	143.3	40	1.3
110	W.P. Carey School of Business, Arizona State University Tempe, Arizona (USA)	143.3	50	1.3
111	College of Economics, Sogang University Seoul, South Korea	143.86	23	0.75
112	Banca d'Italia Roma, Italy	146.41	321	3.42
113	Toulouse School of Economics (TSE) Toulouse, France	147.34	157	1.29
114	Federal Reserve Bank of New York New York City, New York (USA)	148.05	98	1.51
---	Seminar für Wirtschafts- und Sozialgeschichte, Wirtschafts- und Sozialwissenschaftliche Fakultät, Universität zu Köln Köln, Germany	148.17	3	0.55
115	Economics Department, Georgetown University Washington, District of Columbia (USA)	149.94	50	0.75
116	Faculty of Business and Economics, University of Melbourne Melbourne, Australia	151.95	98	3.26
117	Dipartimento di Statistica, Informatica, Applicazioni "G. Parenti", Università degli Studi di Firenze Firenze, Italy	155.61	19	1.78
---	European Centre for Advanced Research in Economics and Statistics (ECARES), Solvay Brussels School of Economics and Management, Université Libre de Bruxelles Bruxelles, Belgium	156.31	64	2.02
118	Management School, University of Liverpool Liverpool, United Kingdom	156.82	39	2.43
119	Business School, Macquarie University Sydney, Australia	160.01	46	1.69
120	Centre for Economic Policy Research (CEPR) London, United Kingdom	163.01	378	0.29
---	Innocenzo Gasparini Institute for Economic Research (IGIER), Università Commerciale Luigi Bocconi Milano, Italy	163.19	50	0.29
---	Abteilung Empirische Wirtschaftsforschung und International Wirtschaftspolitik, Fachbereich Wirtschaftswissenschaft, Goethe Universität Frankfurt am Main Frankfurt am Main, Germany	164.99	8	1
121	Culverhouse College of Business, University of Alabama-Tuscaloosa Tuscaloosa, Alabama (USA)	165.11	29	1.14
122	Department of Economics, University of Maryland College Park, Maryland (USA)	165.93	50	1.58
123	Smeal College of Business Administration, Pennsylvania State University State College, Pennsylvania (USA)	167.27	10	0.9
124	Gordon Lang School of Business and Economics, University of Guelph Guelph, Canada	167.48	47	1.67
---	Department of Economics and Finance, Gordon Lang School of Business and Economics, University of Guelph Guelph, Canada	167.48	40	1.67
125	Department of Economics, University of Notre Dame South Bend, Indiana (USA)	167.49	59	0.32
126	Department of Economics, Washington University in St. Louis St. Louis, Missouri (USA)	168.85	30	0.58
127	Bank of England London, United Kingdom	171.23	214	2.47
128	Department of Economics, Virginia Polytechnic Institute and State University (Virginia Tech) Blacksburg, Virginia (USA)	171.24	17	1.45
129	Department of Economics, University of California-Los Angeles (UCLA) Los Angeles, California (USA)	171.67	57	0.56
130	Banco de España Madrid, Spain	174.19	139	2.48
131	Institute for Fiscal Studies (IFS) London, United Kingdom	175.33	79	0.2
132	Department of Economics, Maxwell School, Syracuse University Syracuse, New York (USA)	177.19	26	0.39
---	Department of Economics, Faculty of Business and Economics, University of Melbourne Melbourne, Australia	181.78	47	2.84
---	Economic Research Department, Federal Reserve Bank of Dallas Dallas, Texas (USA)	187.06	32	0.54
---	ICMA Centre for Financial Markets, Henley Business School, University of Reading Reading, United Kingdom	189.8	14	0.44
133	Henley Business School, University of Reading Reading, United Kingdom	189.8	32	0.44
134	Graduate School of Business, Columbia University New York City, New York (USA)	191.7	59	0.14
135	Bangko Sentral Ng Pilipinas Manilla, Philippines	191.8	20	0.31
136	London School of Economics (LSE) London, United Kingdom	191.84	350	1.18
137	Economics Department, Williams College Williamstown, Massachusetts (USA)	193.37	31	0.28
138	Business School, Queensland University of Technology Brisbane, Australia	194.47	34	1.49
139	BI Handelshøyskolen Oslo, Norway	194.55	53	0.71
140	Department of Economics, University of Oregon Eugene, Oregon (USA)	195.7	26	0.49
141	ESSEC Business School Cergy-Pontoise, France	196.54	39	2.11
142	Department of Economics, University of Birmingham Birmingham, United Kingdom	199.74	54	1.05
143	Facultat de Ciències Econòmiques i Empresarials, Universitat de les Illes Balears Palma de Mallorca, Spain	200.02	38	2.21
---	Departament d'Economia Aplicada, Facultat de Ciències Econòmiques i Empresarials, Universitat de les Illes Balears Palma de Mallorca, Spain	200.02	27	2.21
144	Department of Economics, York University Toronto, Canada	201.13	42	1.31
145	Warwick Business School, University of Warwick Coventry, United Kingdom	201.99	30	1.8
146	School of Business and Economics, Universidade Nova de Lisboa Lisboa, Portugal	203.75	55	0.51
147	Department of Economics, University of Pittsburgh Pittsburgh, Pennsylvania (USA)	203.95	55	1.73
148	School of Economics and Management, Universiteit van Tilburg Tilburg, Netherlands	204.33	142	1.41
---	Department of Economics, London Business School (LBS) London, United Kingdom	205.96	13	0.44
149	London Business School (LBS) London, United Kingdom	205.96	32	0.44
150	Bank of Canada Ottawa, Canada	206.97	175	3.19
151	Faculty of Economics, University of Tokyo Tokyo, Japan	207.12	40	1.03
152	DeGroote School of Business, McMaster University Hamilton, Canada	207.46	8	2.16
153	Centro Ricerche Nord Sud (CRENoS) Cagliari, Italy	208.01	68	0.85
---	CentER Graduate School for Economics and Business, School of Economics and Management, Universiteit van Tilburg Tilburg, Netherlands	208.72	97	1.35
154	College of Business and Economics, Yonsei University Seoul, South Korea	210.22	31	1.4
---	School of Economics, College of Business and Economics, Yonsei University Seoul, South Korea	210.22	28	1.4
155	Management School, Lancaster University Lancaster, United Kingdom	210.31	67	3.38
---	Economics Group, Nuffield College, Department of Economics, Oxford University Oxford, United Kingdom	210.88	26	0.27
156	Handelshögskolan, Örebro Universitet Örebro, Sweden	211.49	26	1.2
---	Department of Economics, Business School, Macquarie University Sydney, Australia	211.95	32	1.27
157	Department of Economics, School of Social Sciences, University of Manchester Manchester, United Kingdom	213.7	59	0.79
---	Finance Division, Sauder School of Business, University of British Columbia Vancouver, Canada	216.22	6	0.66
158	Sauder School of Business, University of British Columbia Vancouver, Canada	216.22	25	0.66
159	Economics Division, University of Southampton Southampton, United Kingdom	218.1	32	2.19
---	Institutt for Samfunnsøkonomi, BI Handelshøyskolen Oslo, Norway	218.77	21	0.42
---	Finance and Economics Department, Graduate School of Business, Columbia University New York City, New York (USA)	218.89	27	0.12
160	Institut ekonomických studií, Univerzita Karlova v Praze Praha, Czech Republic	220.14	132	2.43
161	Graduate School of Economics/Faculty of Economics, Hitotsubashi University Tokyo, Japan	221.83	29	1.51

The rankings

Top 10% authors in the field of Econometric Time Series

For Econometric Time Series, these are 762 authors affiliated with 1611 institutions.
All authors classified in this field.

Rank	Author	Score
1	Peter C. B. Phillips School of Economics, Singapore Management University, Singapore, Singapore	1.72
2	Clive W. J. Granger †	4.13
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)	4.37
4	Tim Bollerslev Department of Economics, Duke University, Durham, North Carolina (USA)	5.25
5	Pierre Perron Department of Economics, Boston University, Boston, Massachusetts (USA)	5.34
6	Mohammad Hashem Pesaran Department of Economics, University of Southern California, Los Angeles, California (USA) Faculty of Economics, University of Cambridge, Cambridge, United Kingdom	7.5
7	Mark W. Watson Department of Economics, Princeton University, Princeton, New Jersey (USA)	10.62
8	Jushan Bai Department of Economics, School of Arts and Sciences, Columbia University, New York City, New York (USA)	12.8
9	Yongmiao Hong School of Economics and Management, University of Chinese Academy of Sciences, Beijing, China	13.26
10	Robert Taylor Essex Business School, University of Essex, Colchester, United Kingdom	13.51
11	Soren Johansen Økonomisk Institut, Københavns Universitet, København, Denmark	13.96
12	Francis X. Diebold Department of Economics, University of Pennsylvania, Philadelphia, Pennsylvania (USA)	14.8
13	Helmut Luetkepohl DIW Berlin (Deutsches Institut für Wirtschaftsforschung), Berlin, Germany	16.16
14	Charles R. Nelson Department of Economics, University of Washington, Seattle, Washington (USA)	16.6
15	Donald W. K. Andrews Economics Department, Yale University, New Haven, Connecticut (USA) Cowles Foundation for Research in Economics, Yale University, New Haven, Connecticut (USA)	17.16
16	Serena Ng Department of Economics, School of Arts and Sciences, Columbia University, New York City, New York (USA)	19.13
17	Timo Terasvirta Center for Research in Econometric Analysis of Time Series (CREATES), Institut for Økonomi, Aarhus Universitet, Aarhus, Denmark	19.64
18	Andrew C. Harvey Faculty of Economics, University of Cambridge, Cambridge, United Kingdom	20.06
19	Yongcheol Shin Department of Economics and Related Studies, University of York, York, United Kingdom	20.08
20	Gary Koop Economics Department, University of Strathclyde, Glasgow, United Kingdom	20.8
21	Kenneth D. West Economics Department, University of Wisconsin-Madison, Madison, Wisconsin (USA)	22.45
22	James Hamilton Department of Economics, University of California-San Diego (UCSD), La Jolla, California (USA)	23.93
23	Lars Peter Hansen Department of Economics, University of Chicago, Chicago, Illinois (USA)	25.24
24	Neil Shephard Department of Economics, Harvard University, Cambridge, Massachusetts (USA)	25.62
25	David F. Hendry Department of Economics, Oxford University, Oxford, United Kingdom	25.67
26	James H. Stock Department of Economics, Harvard University, Cambridge, Massachusetts (USA)	26.42
27	George Tauchen Department of Economics, Duke University, Durham, North Carolina (USA)	26.88
28	Stephen Leybourne School of Economics, University of Nottingham, Nottingham, United Kingdom	26.97
29	George Kapetanios Business School, King's College London, London, United Kingdom	27.56
30	Pentti Juhani Saikkonen	27.6
31	Torben G. Andersen National Bureau of Economic Research (NBER), Cambridge, Massachusetts (USA)	28
32	Adrian Rodney Pagan School of Economics, Faculty of Arts and Social Sciences, University of Sydney, Sydney, Australia	28.78
33	Todd Clark Economic Research, Federal Reserve Bank of Cleveland, Cleveland, Ohio (USA)	32.17
34	Halbert White †	32.86
35	Andrew Patton Department of Economics, Duke University, Durham, North Carolina (USA)	33.73
36	Graham Elliott Department of Economics, University of California-San Diego (UCSD), La Jolla, California (USA)	34.37
37	Thomas J. Sargent Department of Economics, New York University (NYU), New York City, New York (USA)	34.78
38	Lutz Kilian Federal Reserve Bank of Dallas, Dallas, Texas (USA)	36.64
39	Joakim Westerlund Nationalekonomiska Institutionen, Ekonomihögskolan, Lunds Universitet, Lund, Sweden	37.13
40	Allan Timmermann Department of Economics, University of California-San Diego (UCSD), La Jolla, California (USA)	37.72
41	Morten Nielsen Institut for Økonomi, Aarhus Universitet, Aarhus, Denmark	38.33
42	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	40.24
43	Peter Reinhard Hansen Department of Economics, University of North Carolina-Chapel-Hill, Chapel Hill, North Carolina (USA)	43.07
44	Manuel Arellano Centro de Estudios Monetarios y Financieros (CEMFI), Madrid, Spain	44.02
45	David I. Harvey Granger Centre for Time Series Econometrics, School of Economics, University of Nottingham, Nottingham, United Kingdom	44.93
46	Siem Jan Koopman Afdeling Econometrie and Operations Research, School of Business and Economics, Vrije Universiteit Amsterdam, Amsterdam, Netherlands	47.8
47	Jun Yu Faculty of Business Administration, University of Macau, Macau, Macao	47.89
48	Michael McCracken Research Division, Federal Reserve Bank of St. Louis, St. Louis, Missouri (USA)	51.53
49	Lajos Horvath	52
50	Ole E. Barndorff-Nielsen †	53.02
51	Chang-Jin Kim Department of Economics, Korea University, Seoul, South Korea Department of Economics, University of Washington, Seattle, Washington (USA)	54.14
52	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	55.04
53	Jean-Michel Zakoian Centre de Recherche en Économie et Statistique (CREST), Palaiseau, France	55.79
54	Christian S. Gourieroux Department of Economics, University of Toronto, Toronto, Canada	57.23
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	57.42
56	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	57.95
57	Michael McAleer †	60.66
58	Lawrence J. Christiano Department of Economics, Northwestern University, Evanston, Illinois (USA)	60.89
59	Joon Y. Park Department of Economics, Indiana University, Bloomington, Indiana (USA)	63.56
60	Oliver Bruce Linton Faculty of Economics, University of Cambridge, Cambridge, United Kingdom	64.73
61	Cheng Hsiao Department of Economics, University of Southern California, Los Angeles, California (USA)	65.61
62	Asger Lunde Center for Research in Econometric Analysis of Time Series (CREATES), Institut for Økonomi, Aarhus Universitet, Aarhus, Denmark	66.66
63	Jonathan H. Wright Department of Economics, Johns Hopkins University, Baltimore, Maryland (USA)	66.92
64	Atsushi Inoue Department of Economics, Vanderbilt University, Nashville, Tennessee (USA)	69.1
65	Frank Schorfheide Department of Economics, University of Pennsylvania, Philadelphia, Pennsylvania (USA)	70.88
66	Marcus J. Chambers Economics Department, University of Essex, Colchester, United Kingdom	71.34
67	Yacine Ait-Sahalia Bendheim Center for Finance, Department of Economics, Princeton University, Princeton, New Jersey (USA)	71.47
68	Chihwa Kao Department of Economics, University of Connecticut, Storrs, Connecticut (USA)	73.36
69	Christian Francq Centre de Recherche en Économie et Statistique (CREST), Palaiseau, France	74.01
70	Zhijie Xiao Department of Economics, Boston College, Chestnut Hill, Massachusetts (USA)	75.05
71	Donggyu Sul Department of Economics, University of Texas-Dallas, Dallas, Texas (USA)	75.32
72	James MacKinnon Economics Department, Queen's University, Kingston, Canada	75.74
73	Joerg Breitung Seminar für Wirtschafts- und Sozialgeschichte, Wirtschafts- und Sozialwissenschaftliche Fakultät, Universität zu Köln, Köln, Germany	75.84
74	Marco Lippi Istituto Einaudi per l'Economia e la Finanza (EIEF), Roma, Italy	76.97
75	Norman Rasmus Swanson Department of Economics, Rutgers University-New Brunswick, New Brunswick, New Jersey (USA)	78.01
76	Lucrezia Reichlin Centre for Economic Policy Research (CEPR), London, United Kingdom Department of Economics, London Business School (LBS), London, United Kingdom	78.96

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, institution database, and ranking computations by Christian Zimmermann.
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 January 2025

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