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

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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 9073 institutions with 71514 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 778 authors affiliated with 1613 institutions.
All authors classified in this field.

Rank	Institution	Score	Authors	Author shares
1	Institut for Økonomi, Aarhus Universitet Aarhus, Denmark	2.62	116	12.54
2	Department of Economics, Duke University Durham, North Carolina (USA)	2.86	50	1.77
3	Department of Economics, Princeton University Princeton, New Jersey (USA)	4.39	52	2.38
4	Faculty of Economics, University of Cambridge Cambridge, United Kingdom	6.7	72	2.26
5	Department of Economics, School of Arts and Sciences, Columbia University New York City, New York (USA)	8.23	55	1.03
6	Monash Business School, Monash University Melbourne, Australia	8.24	198	11.38
---	Center for Research in Econometric Analysis of Time Series (CREATES), Institut for Økonomi, Aarhus Universitet Aarhus, Denmark	8.43	39	8.86
7	Department of Economics, Boston University Boston, Massachusetts (USA)	8.55	69	2.72
8	African Governance and Development Institute (AGDI) Yaoundé, Cameroun	8.65	6	0.95
9	Department of Economics, University of California-San Diego (UCSD) La Jolla, California (USA)	10.39	53	1.89
10	Cowles Foundation for Research in Economics, Yale University New Haven, Connecticut (USA)	11.19	17	0.52
11	Department of Economics, Harvard University Cambridge, Massachusetts (USA)	12.85	72	0.84
---	Department of Econometrics and Business Statistics, Monash Business School, Monash University Melbourne, Australia	13.4	40	10.28
12	Department of Economics, University of Pennsylvania Philadelphia, Pennsylvania (USA)	14.21	54	2.35
13	Singapore Management University Singapore, Singapore	15.18	40	4.29
14	European Central Bank Frankfurt am Main, Germany	16.23	271	8.43
15	Stern School of Business, New York University (NYU) New York City, New York (USA)	16.32	58	1.94
---	School of Economics, Singapore Management University Singapore, Singapore	16.64	31	4.25
16	Økonomisk Institut, Københavns Universitet København, Denmark	17.15	78	4.57
17	Department of Economics, University of Southern California Los Angeles, California (USA)	19.45	71	1.13
18	Economics Department, University of Wisconsin-Madison Madison, Wisconsin (USA)	20.3	36	0.7
19	Department of Economics and Related Studies, University of York York, United Kingdom	20.77	91	3.65
20	Department of Economics, Oxford University Oxford, United Kingdom	21.12	181	4.06
21	Department of Economics, University of Washington Seattle, Washington (USA)	22.87	23	1.62
22	School of Economics, University of Nottingham Nottingham, United Kingdom	24.32	118	3.43
---	Department of Economics, Business School, University of Auckland Auckland, New Zealand	27.05	20	0.3
23	Business School, University of Auckland Auckland, New Zealand	27.05	26	0.3
24	Economics Department, Michigan State University East Lansing, Michigan (USA)	30.06	54	1.05
25	Centre de Recherche en Économie et Statistique (CREST) Palaiseau, France	30.82	108	3.13
26	Federal Reserve Bank of Dallas Dallas, Texas (USA)	31.42	58	1.48
27	International Monetary Fund (IMF) Washington, District of Columbia (USA)	32.5	538	7.56
28	Essex Business School, University of Essex Colchester, United Kingdom	34.33	29	2.45
29	National Bureau of Economic Research (NBER) Cambridge, Massachusetts (USA)	34.58	490	0.55
---	Finance Department, Stern School of Business, New York University (NYU) New York City, New York (USA)	34.76	19	0.47
30	Department of Economics, University of Chicago Chicago, Illinois (USA)	35.68	83	0.35
31	Barcelona School of Economics (BSE) Barcelona, Spain	36.34	177	4.01
32	School of Business and Economics, Vrije Universiteit Amsterdam Amsterdam, Netherlands	39.95	133	7.1
33	School of Economics, Faculty of Arts and Social Sciences, University of Sydney Sydney, Australia	40.61	82	3.79
34	Federal Reserve Bank of St. Louis St. Louis, Missouri (USA)	41.1	62	1.25
35	Economics Department, University of Strathclyde Glasgow, United Kingdom	41.68	32	0.95
36	Departamento de Economía, Universidad Carlos III de Madrid Madrid, Spain	41.9	60	1.88
---	Research Division, Federal Reserve Bank of St. Louis St. Louis, Missouri (USA)	42.42	53	1.23
37	Centro de Estudios Monetarios y Financieros (CEMFI) Madrid, Spain	44.84	29	1.38
38	Department of Economics, Johns Hopkins University Baltimore, Maryland (USA)	46.16	32	0.67
39	Department of Economics, University of North Carolina-Chapel-Hill Chapel Hill, North Carolina (USA)	49.95	23	0.95
40	Faculty of Business Administration, University of Macau Macau, Macao	51.68	40	2.98
41	Università Commerciale Luigi Bocconi Milano, Italy	51.82	185	2.79
42	Louvain Institute of Data Analysis and Modelling in Economics and Statistics (LIDAM), Université Catholique de Louvain Louvain-la-Neuve, Belgium	53.02	136	3.79
43	School of Economics and Management, University of Chinese Academy of Sciences Beijing, China	53.96	4	1
44	Department of Economics, Northwestern University Evanston, Illinois (USA)	55.17	48	0.38
45	Department of Economics, McGill University Montréal, Canada	56.9	36	1.52
46	Economics Department, Massachusetts Institute of Technology (MIT) Cambridge, Massachusetts (USA)	57.36	63	0.47
47	Federal Reserve Bank of Cleveland Cleveland, Ohio (USA)	59.08	87	3.58
48	Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam Rotterdam, Netherlands	60.63	123	4.57
49	Department of Economics, University of California-Berkeley Berkeley, California (USA)	62.23	64	0.6
50	Federal Reserve Board (Board of Governors of the Federal Reserve System) Washington, District of Columbia (USA)	64.5	211	3.56
51	Department of Economics, Boston College Chestnut Hill, Massachusetts (USA)	64.71	71	0.94
52	Economics Department, Yale University New Haven, Connecticut (USA)	64.9	66	0.45
---	Econometrisch Instituut, Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam Rotterdam, Netherlands	64.91	22	3.54
53	Dipartimento di Scienze Economiche, Alma Mater Studiorum - Università di Bologna Bologna, Italy	66.25	126	3.12
---	Afdeling Econometrie and Operations Research, School of Business and Economics, Vrije Universiteit Amsterdam Amsterdam, Netherlands	66.73	16	3.6
54	School of Economics and Finance, Queen Mary University of London London, United Kingdom	66.9	71	2.12
55	Faculteit Economie en Bedrijfskunde, Universiteit van Amsterdam Amsterdam, Netherlands	67.43	102	2.72
---	Economic Studies, Brookings Institution Washington, District of Columbia (USA)	70.82	11	0.12
56	Brookings Institution Washington, District of Columbia (USA)	70.82	38	0.12
57	Department of Economics, University College London (UCL) London, United Kingdom	72.9	69	1.12
---	Economic Research, Federal Reserve Bank of Cleveland Cleveland, Ohio (USA)	74.47	56	1.99
58	Ekonomihögskolan, Lunds Universitet Lund, Sweden	74.73	119	1.91
---	Nationalekonomiska Institutionen, Ekonomihögskolan, Lunds Universitet Lund, Sweden	74.73	69	1.91
59	Federal Reserve Bank of Atlanta Atlanta, Georgia (USA)	74.92	28	1.74
60	Business School, King's College London London, United Kingdom	75.11	37	1.63
---	Departament d'Economia i Empresa, Universitat Pompeu Fabra, Barcelona School of Economics (BSE) Barcelona, Spain	75.73	102	2.31
---	Volatility Institute, Stern School of Business, New York University (NYU) New York City, New York (USA)	78.95	2	0.1
61	Department of Economics, University of Illinois at Urbana-Champaign Urbana-Champaign, Illinois (USA)	79.28	46	1.46
62	Department of Economics, New York University (NYU) New York City, New York (USA)	82.05	61	0.87
---	Granger Centre for Time Series Econometrics, School of Economics, University of Nottingham Nottingham, United Kingdom	83.93	6	1.56
63	Department of Economics, University of Warwick Coventry, United Kingdom	84.9	87	1.48
---	Amsterdam School of Economics, Faculteit Economie en Bedrijfskunde, Universiteit van Amsterdam Amsterdam, Netherlands	85.38	29	1.27
64	DIW Berlin (Deutsches Institut für Wirtschaftsforschung) Berlin, Germany	88.43	138	0.64
65	School of Business and Economics, Maastricht University Maastricht, Netherlands	88.83	103	4.27
---	Bendheim Center for Finance, Department of Economics, Princeton University Princeton, New Jersey (USA)	92.97	7	0.42
---	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	93.52	50	1.21
66	Department of Economics, Washington University in St. Louis St. Louis, Missouri (USA)	93.9	31	1.58
67	Federal Reserve Bank of Chicago Chicago, Illinois (USA)	94.29	57	0.54
68	Department of Economics, Ohio State University Columbus, Ohio (USA)	95.05	40	2
69	Athens University of Economics and Business (AUEB) Athens, Greece	95.06	96	3.06
70	Economics Department, Queen's University Kingston, Canada	96.17	52	1.2
71	Facoltà di Economia, Università degli Studi di Roma "Tor Vergata" Roma, Italy	96.27	117	3.55
72	Departamento de Estadistica, Universidad Carlos III de Madrid Madrid, Spain	97.43	9	4.74
73	Department of Economics, University of Toronto Toronto, Canada	97.76	75	1.2
74	Department of Economics, Mathematics and Statistics, Birkbeck College London, United Kingdom	98.53	25	2.66
75	Deutsche Bundesbank Frankfurt, Germany	101.62	179	3.19
76	Business School, University of Exeter Exeter, United Kingdom	102.43	56	1.57
77	Department of Economics, University of Connecticut Storrs, Connecticut (USA)	104.34	48	1.82
78	Department of Economics, Emory University Atlanta, Georgia (USA)	105.46	31	1.92
79	Business School, University of Technology Sydney Sydney, Australia	106.51	92	2.22
80	Wirtschafts- und Sozialwissenschaftliche Fakultät, Universität zu Köln Köln, Germany	107.08	46	1.56
81	Tinbergen Instituut Amsterdam, Netherlands	108.97	127	2.81
82	Mitch Daniels School of Business, Purdue University West Lafayette, Indiana (USA)	110.15	50	1.9
---	Vakgroep Kwantitatieve Economie, School of Business and Economics, Maastricht University Maastricht, Netherlands	111.14	12	2.8
83	Department of Economics, Indiana University Bloomington, Indiana (USA)	112.16	32	1.3
84	Dipartimento di Economia, Università Ca' Foscari Venezia Venezia, Italy	113.13	92	1.51
---	Economic Research Department, Federal Reserve Bank of Atlanta Atlanta, Georgia (USA)	113.18	21	1.53
85	Rady School of Management, University of California-San Diego (UCSD) La Jolla, California (USA)	114.86	12	0.41
86	Fakultät für Wirtschaftswissenschaften, Universität Wien Wien, Austria	116.07	65	1.72
---	Department of Economics, Mitch Daniels School of Business, Purdue University West Lafayette, Indiana (USA)	116.62	43	1.87
87	Department of Economics, Korea University Seoul, South Korea	117.69	30	1.28
---	Abteilung Volkswirtschaftslehre, Fachbereich Wirtschaftswissenschaft, Freie Universität Berlin Berlin, Germany	118.94	21	0.44
88	Fachbereich Wirtschaftswissenschaft, Freie Universität Berlin Berlin, Germany	118.94	47	0.44
89	Department of Economics, Vanderbilt University Nashville, Tennessee (USA)	118.98	42	0.46
90	Crawford School of Public Policy, Australian National University Canberra, Australia	121.34	185	0.88
91	Department of Economics, Pennsylvania State University State College, Pennsylvania (USA)	123.74	34	0.58
92	Department of Economics, Rutgers University-New Brunswick New Brunswick, New Jersey (USA)	123.78	45	0.67
93	École d'Économie d'Aix-Marseille, Aix-Marseille Université Aix-en-Provence/Marseille, France	125.2	125	2.59
94	Department of Economics, University of California-Riverside Riverside, California (USA)	125.66	34	1.4
95	Department of Economics, University of Texas-Dallas Dallas, Texas (USA)	126.53	15	1.19
96	Department of Economics and Finance, Brunel University London Uxbridge, United Kingdom	129.12	22	1.45
97	School of Economics and Management, Tsinghua University Beijing, China	130.73	27	1.58
98	Wirtschaftswissenschaftliche Fakutält, Universität Zürich Zürich, Switzerland	131.5	185	1.92
99	Département de Sciences Économiques, Université de Montréal Montréal, Canada	132.49	31	1.27
---	Institut für Volkswirtschaftslehre, Wirtschaftswissenschaftliche Fakutält, Universität Zürich Zürich, Switzerland	133.11	110	1.67
100	Politiikan ja Talouden Tutkimuksen Laitos, Valtiotieteellinen tiedekunta, Helsingin Yliopisto Helsinki, Finland	133.61	32	1.9
---	Department of Finance, Kellogg Graduate School of Management, Northwestern University Evanston, Illinois (USA)	133.64	18	0.19
101	Kellogg Graduate School of Management, Northwestern University Evanston, Illinois (USA)	133.64	54	0.19
---	Centre for Applied Macroeconomic Analysis (CAMA), Crawford School of Public Policy, Australian National University Canberra, Australia	135.07	82	0.85
102	Sveriges Riksbank Stockholm, Sweden	135.85	37	2.57
---	Dipartimento di Economia e Finanza, Facoltà di Economia, Università degli Studi di Roma "Tor Vergata" Roma, Italy	136.03	66	2.76
103	Istituto Einaudi per l'Economia e la Finanza (EIEF) Roma, Italy	136.61	32	0.56
---	Department of Statistics and Operations Research, Fakultät für Wirtschaftswissenschaften, Universität Wien Wien, Austria	137.47	7	1.4
104	Economics Department, University of Essex Colchester, United Kingdom	141.58	51	1.41
105	Adam Smith Business School, University of Glasgow Glasgow, United Kingdom	141.68	74	1.98
---	Department of Economics, Adam Smith Business School, University of Glasgow Glasgow, United Kingdom	141.68	56	1.98
---	Economics Discipline Group, Business School, University of Technology Sydney Sydney, Australia	141.86	40	1.18
106	Solvay Brussels School of Economics and Management, Université Libre de Bruxelles Bruxelles, Belgium	142.12	176	2.05
---	Department of Economics, Business School, University of Exeter Exeter, United Kingdom	142.68	43	1.2
107	Department of Economics, University of Notre Dame South Bend, Indiana (USA)	143.45	59	0.45
---	Department of Economics, W.P. Carey School of Business, Arizona State University Tempe, Arizona (USA)	144.61	41	1.3
108	W.P. Carey School of Business, Arizona State University Tempe, Arizona (USA)	144.61	51	1.3
---	Seminar für Wirtschafts- und Sozialgeschichte, Wirtschafts- und Sozialwissenschaftliche Fakultät, Universität zu Köln Köln, Germany	145.51	2	0.55
109	Toulouse School of Economics (TSE) Toulouse, France	145.79	156	1.28
---	Dipartimento di Economia "Ettore Bocconi", Università Commerciale Luigi Bocconi Milano, Italy	146.16	33	0.26
110	College of Economics, Sogang University Seoul, South Korea	146.32	23	0.75
111	Department of Economics, University of Houston Houston, Texas (USA)	146.77	27	1.21
112	Banca d'Italia Roma, Italy	146.95	362	3.74
113	Fachbereich Wirtschaftswissenschaft, Goethe Universität Frankfurt am Main Frankfurt am Main, Germany	147.24	77	1.19
114	Dipartimento di Economia "Marco Biagi", Università degli Studi di Modena e Reggio Emilia Modena, Italy	148.08	47	0.4
115	Anderson Graduate School of Management, University of California-Los Angeles (UCLA) Los Angeles, California (USA)	151.29	35	0.4
116	Federal Reserve Bank of New York New York City, New York (USA)	151.8	97	1.47
---	Economic Research Department, Federal Reserve Bank of Dallas Dallas, Texas (USA)	152.33	34	0.62
117	London School of Economics (LSE) London, United Kingdom	152.83	350	1.26
118	Faculty of Business and Economics, University of Melbourne Melbourne, Australia	153.23	99	3.24
---	European Centre for Advanced Research in Economics and Statistics (ECARES), Solvay Brussels School of Economics and Management, Université Libre de Bruxelles Bruxelles, Belgium	154.27	66	2.02
119	Economics Department, Georgetown University Washington, District of Columbia (USA)	155.62	50	0.75
120	Gordon Lang School of Business and Economics, University of Guelph Guelph, Canada	156.96	48	1.79
---	Department of Economics and Finance, Gordon Lang School of Business and Economics, University of Guelph Guelph, Canada	156.96	40	1.79
121	Management School, University of Liverpool Liverpool, United Kingdom	158.01	39	2.4
---	Innocenzo Gasparini Institute for Economic Research (IGIER), Università Commerciale Luigi Bocconi Milano, Italy	158.37	50	0.29
122	Centre for Economic Policy Research (CEPR) London, United Kingdom	159.16	383	0.29
123	Business School, Macquarie University Sydney, Australia	160.19	48	1.69
124	Dipartimento di Statistica, Informatica, Applicazioni "G. Parenti", Università degli Studi di Firenze Firenze, Italy	160.94	19	1.78
125	Department of Economics, University of Maryland College Park, Maryland (USA)	166.44	49	1.58
---	Abteilung Empirische Wirtschaftsforschung und International Wirtschaftspolitik, Fachbereich Wirtschaftswissenschaft, Goethe Universität Frankfurt am Main Frankfurt am Main, Germany	167.92	8	1
126	Culverhouse College of Business, University of Alabama-Tuscaloosa Tuscaloosa, Alabama (USA)	167.94	31	1.14
127	Banco de España Madrid, Spain	168.95	147	2.64
128	Bank of England London, United Kingdom	169.75	216	2.69
129	Smeal College of Business Administration, Pennsylvania State University State College, Pennsylvania (USA)	170.78	11	0.9
130	Department of Economics, Virginia Polytechnic Institute and State University (Virginia Tech) Blacksburg, Virginia (USA)	172.68	18	1.45
131	Institute for Fiscal Studies (IFS) London, United Kingdom	175.88	78	0.2
132	Department of Economics, Maxwell School, Syracuse University Syracuse, New York (USA)	183.65	26	0.39
---	Department of Economics, Faculty of Business and Economics, University of Melbourne Melbourne, Australia	184.47	47	2.81
---	ICMA Centre for Financial Markets, Henley Business School, University of Reading Reading, United Kingdom	190.36	14	0.44
133	Henley Business School, University of Reading Reading, United Kingdom	190.36	33	0.44
134	Business School, Queensland University of Technology Brisbane, Australia	194.92	35	1.48
135	Bangko Sentral Ng Pilipinas Manilla, Philippines	194.96	24	0.29
136	BI Handelshøyskolen Oslo, Norway	196.82	54	0.71
137	Bank of Canada Ottawa, Canada	197.45	176	3.5
138	Facultat de Ciències Econòmiques i Empresarials, Universitat de les Illes Balears Palma de Mallorca, Spain	198.41	38	2.25
---	Departament d'Economia Aplicada, Facultat de Ciències Econòmiques i Empresarials, Universitat de les Illes Balears Palma de Mallorca, Spain	198.41	27	2.25
139	ESSEC Business School Cergy-Pontoise, France	198.78	39	2.11
140	Department of Economics, University of Oregon Eugene, Oregon (USA)	200.66	26	0.49
---	Department of Economics, London Business School (LBS) London, United Kingdom	201.38	13	0.44
141	London Business School (LBS) London, United Kingdom	201.38	34	0.44
142	Warwick Business School, University of Warwick Coventry, United Kingdom	201.59	30	1.89
143	School of Business and Economics, Universidade Nova de Lisboa Lisboa, Portugal	202.87	56	0.59
144	Department of Economics, University of Birmingham Birmingham, United Kingdom	203.47	55	1.05
145	School of Economics and Management, Universiteit van Tilburg Tilburg, Netherlands	204.94	140	1.42
146	Department of Economics, University of Pittsburgh Pittsburgh, Pennsylvania (USA)	207.19	56	1.56
147	Department of Economics, York University Toronto, Canada	207.59	41	1.31
---	CentER Graduate School for Economics and Business, School of Economics and Management, Universiteit van Tilburg Tilburg, Netherlands	209.39	95	1.36
148	DeGroote School of Business, McMaster University Hamilton, Canada	210.89	8	2.16
149	Faculty of Economics, University of Tokyo Tokyo, Japan	211.19	41	1.03
150	Economics Division, University of Southampton Southampton, United Kingdom	211.55	33	2.25
151	Centro Ricerche Nord Sud (CRENoS) Cagliari, Italy	211.84	70	0.85
---	Economics Group, Nuffield College, Department of Economics, Oxford University Oxford, United Kingdom	213.22	26	0.27
---	Department of Economics, Business School, Macquarie University Sydney, Australia	213.32	33	1.27
152	College of Business and Economics, Yonsei University Seoul, South Korea	215.6	32	1.4
---	School of Economics, College of Business and Economics, Yonsei University Seoul, South Korea	215.6	30	1.4
153	Management School, Lancaster University Lancaster, United Kingdom	216.69	68	3.39
154	Handelshögskolan, Örebro Universitet Örebro, Sweden	216.81	26	1.2
155	Institut ekonomických studií, Univerzita Karlova v Praze Praha, Czech Republic	217.26	130	2.28
156	Economics Department, Williams College Williamstown, Massachusetts (USA)	217.84	30	0.28
157	Department of Economics, School of Social Sciences, University of Manchester Manchester, United Kingdom	218.93	59	0.79
158	Graduate School of Economics/Faculty of Economics, Hitotsubashi University Tokyo, Japan	220.55	30	1.5
---	Institutt for Samfunnsøkonomi, BI Handelshøyskolen Oslo, Norway	220.85	22	0.42
---	Finance Division, Sauder School of Business, University of British Columbia Vancouver, Canada	221.91	6	0.66
159	Sauder School of Business, University of British Columbia Vancouver, Canada	221.91	25	0.66
160	Graduate School of Business, Columbia University New York City, New York (USA)	225.14	59	0.13
161	EPGE Escola Brasileira de Economia e Finanças, Fundação Getúlio Vargas (FGV) Rio de Janeiro, Brazil	228.31	60	1.22

The rankings

Top 10% authors in the field of Econometric Time Series

For Econometric Time Series, these are 778 authors affiliated with 1613 institutions.
All authors classified in this field.

Rank	Author	Score
1	Peter C. B. Phillips School of Economics, Singapore Management University, Singapore, Singapore	1.81
2	Tim Bollerslev Department of Economics, Duke University, Durham, North Carolina (USA)	4.31
3	Clive W. J. Granger †	4.37
4	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)	4.58
5	Pierre Perron Department of Economics, Boston University, Boston, Massachusetts (USA)	5.45
6	Mohammad Hashem Pesaran Faculty of Economics, University of Cambridge, Cambridge, United Kingdom Department of Economics, University of Southern California, Los Angeles, California (USA)	6.56
7	Mark W. Watson Department of Economics, Princeton University, Princeton, New Jersey (USA)	9.77
8	Jushan Bai Department of Economics, School of Arts and Sciences, Columbia University, New York City, New York (USA)	13.17
9	Soren Johansen Økonomisk Institut, Københavns Universitet, København, Denmark	13.75
10	Francis X. Diebold Department of Economics, University of Pennsylvania, Philadelphia, Pennsylvania (USA)	14
11	Robert Taylor Essex Business School, University of Essex, Colchester, United Kingdom	14.02
12	Yongmiao Hong School of Economics and Management, University of Chinese Academy of Sciences, Beijing, China	14.62
13	Helmut Luetkepohl DIW Berlin (Deutsches Institut für Wirtschaftsforschung), Berlin, Germany	16.35
14	Charles R. Nelson Department of Economics, University of Washington, Seattle, Washington (USA)	17.52
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)	18.1
16	Serena Ng Department of Economics, School of Arts and Sciences, Columbia University, New York City, New York (USA)	19.11
17	Yongcheol Shin Department of Economics and Related Studies, University of York, York, United Kingdom	19.44
18	Gary Koop Economics Department, University of Strathclyde, Glasgow, United Kingdom	19.79
19	Andrew C. Harvey Faculty of Economics, University of Cambridge, Cambridge, United Kingdom	21.07
20	Timo Terasvirta Center for Research in Econometric Analysis of Time Series (CREATES), Institut for Økonomi, Aarhus Universitet, Aarhus, Denmark	21.74
21	Kenneth D. West Economics Department, University of Wisconsin-Madison, Madison, Wisconsin (USA)	22.42
22	James Hamilton Department of Economics, University of California-San Diego (UCSD), La Jolla, California (USA)	24.35
23	Lars Peter Hansen Department of Economics, University of Chicago, Chicago, Illinois (USA)	25.71
24	Neil Shephard Department of Economics, Harvard University, Cambridge, Massachusetts (USA)	26.07
25	David F. Hendry Department of Economics, Oxford University, Oxford, United Kingdom	26.32
26	George Tauchen Department of Economics, Duke University, Durham, North Carolina (USA)	26.47
27	George Kapetanios Business School, King's College London, London, United Kingdom	26.92
28	James H. Stock Department of Economics, Harvard University, Cambridge, Massachusetts (USA)	27.58
29	Torben G. Andersen National Bureau of Economic Research (NBER), Cambridge, Massachusetts (USA)	27.91
30	Adrian Rodney Pagan School of Economics, Faculty of Arts and Social Sciences, University of Sydney, Sydney, Australia	28.24
31	Pentti Juhani Saikkonen	28.97
32	Stephen Leybourne School of Economics, University of Nottingham, Nottingham, United Kingdom	30.76
33	Todd Clark Economic Research, Federal Reserve Bank of Cleveland, Cleveland, Ohio (USA) Department of Economics, Johns Hopkins University, Baltimore, Maryland (USA)	31.45
34	Halbert White †	33.03
35	Lutz Kilian Federal Reserve Bank of Dallas, Dallas, Texas (USA)	33.5
36	Andrew Patton Department of Economics, Duke University, Durham, North Carolina (USA)	35.47
37	Graham Elliott Department of Economics, University of California-San Diego (UCSD), La Jolla, California (USA)	35.63
38	Joakim Westerlund Nationalekonomiska Institutionen, Ekonomihögskolan, Lunds Universitet, Lund, Sweden	36.21
39	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	36.66
40	Thomas J. Sargent Department of Economics, New York University (NYU), New York City, New York (USA)	36.92
41	Morten Nielsen Institut for Økonomi, Aarhus Universitet, Aarhus, Denmark	38.11
42	Allan Timmermann Department of Economics, University of California-San Diego (UCSD), La Jolla, California (USA)	38.19
43	Peter Reinhard Hansen Department of Economics, University of North Carolina-Chapel-Hill, Chapel Hill, North Carolina (USA)	41.33
44	Manuel Arellano Centro de Estudios Monetarios y Financieros (CEMFI), Madrid, Spain	44.13
45	Jun Yu Faculty of Business Administration, University of Macau, Macau, Macao	48.03
46	Siem Jan Koopman Afdeling Econometrie and Operations Research, School of Business and Economics, Vrije Universiteit Amsterdam, Amsterdam, Netherlands	49.4
47	David I. Harvey Granger Centre for Time Series Econometrics, School of Economics, University of Nottingham, Nottingham, United Kingdom	50.29
48	Michael McCracken Research Division, Federal Reserve Bank of St. Louis, St. Louis, Missouri (USA)	52.98
49	Ole E. Barndorff-Nielsen †	54.26
50	Christian S. Gourieroux Department of Economics, University of Toronto, Toronto, Canada	55.57
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	55.78
52	Lajos Horvath	56.01
53	Chang-Jin Kim Department of Economics, Korea University, Seoul, South Korea Department of Economics, University of Washington, Seattle, Washington (USA)	56.49
54	Giuseppe Cavaliere Dipartimento di Scienze Economiche, Alma Mater Studiorum - Università di Bologna, Bologna, Italy Department of Economics, Business School, University of Exeter, Exeter, United Kingdom	57.96
55	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	59.02
56	Jean-Michel Zakoian Centre de Recherche en Économie et Statistique (CREST), Palaiseau, France	59.71
57	Michael McAleer †	61.32
58	Lawrence J. Christiano Department of Economics, Northwestern University, Evanston, Illinois (USA)	62.46
59	Oliver Bruce Linton Faculty of Economics, University of Cambridge, Cambridge, United Kingdom	63.93
60	Asger Lunde Center for Research in Econometric Analysis of Time Series (CREATES), Institut for Økonomi, Aarhus Universitet, Aarhus, Denmark	66.84
61	Cheng Hsiao Department of Economics, University of Southern California, Los Angeles, California (USA)	67.13
62	Atsushi Inoue Department of Economics, Vanderbilt University, Nashville, Tennessee (USA)	67.5
63	Jonathan H. Wright Department of Economics, Johns Hopkins University, Baltimore, Maryland (USA)	68.58
64	Rob J Hyndman Department of Econometrics and Business Statistics, Monash Business School, Monash University, Melbourne, Australia	69.52
65	Frank Schorfheide Department of Economics, University of Pennsylvania, Philadelphia, Pennsylvania (USA)	70.14
66	Christian Francq Centre de Recherche en Économie et Statistique (CREST), Palaiseau, France	71.13
67	Chihwa Kao Department of Economics, University of Connecticut, Storrs, Connecticut (USA)	73
68	Joerg Breitung Seminar für Wirtschafts- und Sozialgeschichte, Wirtschafts- und Sozialwissenschaftliche Fakultät, Universität zu Köln, Köln, Germany	73.92
69	Joon Y. Park Department of Economics, Indiana University, Bloomington, Indiana (USA)	74.29
70	Yacine Ait-Sahalia Bendheim Center for Finance, Department of Economics, Princeton University, Princeton, New Jersey (USA)	74.56
71	James MacKinnon Economics Department, Queen's University, Kingston, Canada	76.51
72	Lucrezia Reichlin Department of Economics, London Business School (LBS), London, United Kingdom Centre for Economic Policy Research (CEPR), London, United Kingdom	76.93
73	Zhijie Xiao Department of Economics, Boston College, Chestnut Hill, Massachusetts (USA)	77.82
74	Marcus J. Chambers Economics Department, University of Essex, Colchester, United Kingdom	78.23
75	Donggyu Sul Department of Economics, University of Texas-Dallas, Dallas, Texas (USA)	78.8
76	Marco Lippi Istituto Einaudi per l'Economia e la Finanza (EIEF), Roma, Italy	79.47
77	Norman Rasmus Swanson Department of Economics, Rutgers University-New Brunswick, New Brunswick, New Jersey (USA)	79.7

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.

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