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Top Institutions and Economists in the Field of Econometric Time Series, as of May 2026

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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.

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  • 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.
  • Only classified authors are considered for the institution scores.
  • 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 who are deceased or whose email address with RePEc is invalid are not counted, the latter under the assumption that they have moved or have died
  • For institutions: Authors who are deceased or whose email address with RePEc is invalid are not counted, the latter under the assumption that they have moved or have died
  • There are 9321 institutions with 73501 registered authors evaluated for all the rankings
  • For Econometric Time Series, these are 633 institutions and 791 authors.

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.

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Top Institutions

Rank Institution Score Authors Author
Shares
1Duke University → Department of Economics, Durham, North Carolina (United States)1.4631.70
2Aarhus Universitet → Institut for Økonomi, Aarhus, Denmark1.71268.12
3Princeton University → Department of Economics, Princeton, New Jersey (United States)3.9741.90
4Boston University → Department of Economics, Boston, Massachusetts (United States)4.4542.96
-Aarhus Universitet → Institut for Økonomi → Center for Research in Econometric Analysis of Time Series (CREATES), Aarhus, Denmark4.83236.07
5Columbia University → School of Arts and Sciences → Department of Economics, New York City, New York (United States)5.4720.92
6University of Southern California → Department of Economics, Los Angeles, California (United States)6.8231.04
7University of California-San Diego (UCSD) → Department of Economics, La Jolla, California (United States)6.8941.71
8Harvard University → Department of Economics, Cambridge, Massachusetts (United States)7.2320.80
9Yale University → Cowles Foundation for Research in Economics, New Haven, Connecticut (United States)9.0530.52
10Monash University → Monash Business School, Melbourne, Australia9.13198.99
11University of Pennsylvania → Department of Economics, Philadelphia, Pennsylvania (United States)9.6741.65
12New York University (NYU) → Stern School of Business, New York City, New York (United States)10.8932.01
-Monash University → Monash Business School → Department of Econometrics and Business Statistics, Melbourne, Australia13.00178.52
13Københavns Universitet → Økonomisk Institut, København, Denmark13.2152.93
14National Bureau of Economic Research (NBER), Cambridge, Massachusetts (United States)13.2980.51
15University of Cambridge → Faculty of Economics, Cambridge, United Kingdom14.5541.37
16University of Chicago → Department of Economics, Chicago, Illinois (United States)17.3531.01
17Oxford University → Department of Economics, Oxford, United Kingdom17.4382.22
18University of Wisconsin-Madison → Economics Department, Madison, Wisconsin (United States)17.4410.39
-Singapore Management University → School of Economics, Singapore, Singapore17.4910.23
18Singapore Management University, Singapore, Singapore17.4910.23
20University of Washington → Department of Economics, Seattle, Washington (United States)18.4820.95
21University of Nottingham → School of Economics, Nottingham, United Kingdom18.5853.39
-University of Auckland → Business School → Department of Economics, Auckland, New Zealand19.5410.23
21University of Auckland → Business School, Auckland, New Zealand19.5410.23
23University of York → Department of Economics and Related Studies, York, United Kingdom20.4261.53
24Johns Hopkins University → Department of Economics, Baltimore, Maryland (United States)22.0430.74
25University of North Carolina-Chapel-Hill → Department of Economics, Chapel Hill, North Carolina (United States)23.2631.35
26Vrije Universiteit Amsterdam → School of Business and Economics, Amsterdam, Netherlands24.60127.11
27University of Essex → Essex Business School, Colchester, United Kingdom27.6131.95
28University of Strathclyde → Economics Department, Glasgow, United Kingdom28.4120.79
-New York University (NYU) → Stern School of Business → Finance Department, New York City, New York (United States)29.2510.15
29Centre de Recherche en Économie et Statistique (CREST), Palaiseau, France29.7172.47
30Northwestern University → Department of Economics, Evanston, Illinois (United States)30.1730.29
31University of Sydney → Faculty of Arts and Social Sciences → School of Economics, Sydney, Australia30.4352.45
-New York University (NYU) → Stern School of Business → Volatility Institute, New York City, New York (United States)30.5010.15
32Federal Reserve Bank of Dallas, Dallas, Texas (United States)30.8030.52
-Oxford University → Department of Economics → Economics Group, Nuffield College, Oxford, United Kingdom31.0730.58
33Centro de Estudios Monetarios y Financieros (CEMFI), Madrid, Spain31.6920.47
-Federal Reserve Bank of St. Louis → Research Division, St. Louis, Missouri (United States)32.2841.02
33Federal Reserve Bank of St. Louis, St. Louis, Missouri (United States)32.2841.02
35University of Chinese Academy of Sciences → School of Economics and Management, Beijing, China34.6611
36Universidad Carlos III de Madrid → Departamento de Economía, Madrid, Spain34.6951.53
37University of Macau → Faculty of Business Administration, Macau, Macao34.7841.93
38Università Commerciale Luigi Bocconi, Milano, Italy35.7051.92
39Université Catholique de Louvain → Louvain Institute of Data Analysis and Modelling in Economics and Statistics (LIDAM), Louvain-la-Neuve, Belgium37.0641.86
40Barcelona School of Economics (BSE), Barcelona, Spain37.1761.58
41European Central Bank, Frankfurt am Main, Germany37.25102.81
-Vrije Universiteit Amsterdam → School of Business and Economics → Afdeling Econometrie and Operations Research, Amsterdam, Netherlands37.3442.66
42McGill University → Department of Economics, Montréal, Canada40.0331.15
43Yale University → Economics Department, New Haven, Connecticut (United States)40.4510.13
44Washington University in St. Louis → Olin School of Business, St. Louis, Missouri (United States)41.1010.63
45Erasmus Universiteit Rotterdam → Faculteit der Economische Wetenschappen, Rotterdam, Netherlands43.6753.44
46Federal Reserve Bank of Cleveland, Cleveland, Ohio (United States)44.0242.04
-Erasmus Universiteit Rotterdam → Faculteit der Economische Wetenschappen → Econometrisch Instituut, Rotterdam, Netherlands45.7542.44
47University College London (UCL) → Department of Economics, London, United Kingdom46.4041.13
-University of Nottingham → School of Economics → Granger Centre for Time Series Econometrics, Nottingham, United Kingdom46.6131.56
-Federal Reserve Bank of Cleveland → Economic Research, Cleveland, Ohio (United States)46.9641.31
48George Washington University → Department of Economics, Washington, District of Columbia (United States)47.0551.16
-Princeton University → Department of Economics → Bendheim Center for Finance, Princeton, New Jersey (United States)48.2520.41
49Federal Reserve Bank of Atlanta, Atlanta, Georgia (United States)48.9541.30
50King's College London → Business School, London, United Kingdom49.1030.72
51University of Toronto → Department of Economics, Toronto, Canada50.1710.33
52Northwestern University → Kellogg Graduate School of Management, Evanston, Illinois (United States)50.8010.20
-Université Catholique de Louvain → Louvain Institute of Data Analysis and Modelling in Economics and Statistics (LIDAM) → Center for Operations Research and Econometrics (CORE), Louvain-la-Neuve, Belgium51.5020.97
53Boston College → Department of Economics, Chestnut Hill, Massachusetts (United States)51.7230.88
-Northwestern University → Kellogg Graduate School of Management → Department of Finance, Evanston, Illinois (United States)51.8710.20
54Federal Reserve Board (Board of Governors of the Federal Reserve System), Washington, District of Columbia (United States)52.1151.52
55Istituto Einaudi per l'Economia e la Finanza (EIEF), Roma, Italy53.2610.55
56Universiteit van Amsterdam → Faculteit Economie en Bedrijfskunde, Amsterdam, Netherlands54.6351.56
57Alma Mater Studiorum - Università di Bologna → Dipartimento di Scienze Economiche, Bologna, Italy55.4872.47
58Universidad Carlos III de Madrid → Departamento de Estadistica, Madrid, Spain55.4963.57
-Universiteit van Amsterdam → Faculteit Economie en Bedrijfskunde → Amsterdam School of Economics, Amsterdam, Netherlands60.4820.75
59Vanderbilt University → Department of Economics, Nashville, Tennessee (United States)60.9610.45
60Università degli Studi di Modena e Reggio Emilia → Dipartimento di Economia "Marco Biagi", Modena, Italy61.7210.38
61DIW Berlin (Deutsches Institut für Wirtschaftsforschung), Berlin, Germany62.4620.39
62Korea University → Department of Economics, Seoul, South Korea62.9131.26
63Queen Mary University of London → School of Economics and Finance, London, United Kingdom63.6631.44

Top Authors

Rank Author Score
1Peter C. B. Phillips2.05
2Robert F. Engle3.45
3Clive W. J. Granger4.30
4Tim Bollerslev
Duke University → Department of Economics, Durham, North Carolina (United States)
4.42
5Pierre Perron
Boston University → Department of Economics, Boston, Massachusetts (United States)
4.83
6Mohammad Hashem Pesaran
University of Southern California → Department of Economics, Los Angeles, California (United States)
6.83
7Mark W. Watson
Princeton University → Department of Economics, Princeton, New Jersey (United States)
8.51
8Soren Johansen
Københavns Universitet → Økonomisk Institut, København, Denmark
11.56
9Jushan Bai
Columbia University → School of Arts and Sciences → Department of Economics, New York City, New York (United States)
12.27
10Kenneth D. West
University of Wisconsin-Madison → Economics Department, Madison, Wisconsin (United States)
12.38
11Robert Taylor
University of Essex → Essex Business School, Colchester, United Kingdom
12.40
12Francis Diebold
University of Pennsylvania → Department of Economics, Philadelphia, Pennsylvania (United States)
12.46
13Donald W. K. Andrews
Yale University → Economics Department, New Haven, Connecticut (United States)
Yale University → Cowles Foundation for Research in Economics, New Haven, Connecticut (United States)
15.25
14Serena Ng
Columbia University → School of Arts and Sciences → Department of Economics, New York City, New York (United States)
15.47
15Yongmiao Hong
University of Chinese Academy of Sciences → School of Economics and Management, Beijing, China
15.65
16Helmut Lütkepohl (Helmut Luetkepohl)
DIW Berlin (Deutsches Institut für Wirtschaftsforschung), Berlin, Germany
17.00
17Yongcheol Shin
University of York → Department of Economics and Related Studies, York, United Kingdom
18.01
18Charles R. Nelson
University of Washington → Department of Economics, Seattle, Washington (United States)
18.42
19Gary Koop
University of Strathclyde → Economics Department, Glasgow, United Kingdom
19.65
20James Hamilton
University of California-San Diego (UCSD) → Department of Economics, La Jolla, California (United States)
21.15
21Andrew C. Harvey
University of Cambridge → Faculty of Economics, Cambridge, United Kingdom
22.03
22Torben G. Andersen
National Bureau of Economic Research (NBER), Cambridge, Massachusetts (United States)
22.69
23Neil Shephard
Harvard University → Department of Economics, Cambridge, Massachusetts (United States)
22.80
24Lars Peter Hansen
University of Chicago → Department of Economics, Chicago, Illinois (United States)
22.81
25Timo Teräsvirta (Timo Terasvirta)
Aarhus Universitet → Institut for Økonomi → Center for Research in Econometric Analysis of Time Series (CREATES), Aarhus, Denmark
22.88
26George Tauchen
Duke University → Department of Economics, Durham, North Carolina (United States)
23.23
27James H. Stock
Harvard University → Department of Economics, Cambridge, Massachusetts (United States)
23.27
28George Kapetanios
King's College London → Business School, London, United Kingdom
23.49
29David F. Hendry
Oxford University → Department of Economics → Economics Group, Nuffield College, Oxford, United Kingdom
23.69
30Pentti Saikkonen24.88
31Adrian Rodney Pagan
University of Sydney → Faculty of Arts and Social Sciences → School of Economics, Sydney, Australia
26.02
32Halbert White27.44
33Stephen Leybourne
University of Nottingham → School of Economics, Nottingham, United Kingdom
28.40
34Lutz Kilian
Federal Reserve Bank of Dallas, Dallas, Texas (United States)
28.77
35Todd Clark
Federal Reserve Bank of Cleveland → Economic Research, Cleveland, Ohio (United States)
Johns Hopkins University → Department of Economics, Baltimore, Maryland (United States)
29.49
36Graham Elliott
University of California-San Diego (UCSD) → Department of Economics, La Jolla, California (United States)
30.08
37Allan Timmermann31.27
38Peter Hansen
University of North Carolina-Chapel-Hill → Department of Economics, Chapel Hill, North Carolina (United States)
32.51
39Thomas Sargent33.08
40Andrew Patton
Duke University → Department of Economics, Durham, North Carolina (United States)
33.31
41Joakim Westerlund
Lunds Universitet → Ekonomihögskolan → Nationalekonomiska Institutionen, Lund, Sweden
33.82
42Lajos Horvath35.11
43Massimiliano Marcellino
Università Commerciale Luigi Bocconi → Dipartimento di Economia "Ettore Bocconi", Milano, Italy
Università Commerciale Luigi Bocconi → Innocenzo Gasparini Institute for Economic Research (IGIER), Milano, Italy
35.16
44Morten Ørregaard Nielsen (Morten Oerregaard Nielsen)
Aarhus Universitet → Institut for Økonomi, Aarhus, Denmark
37.75
45Siem Jan Koopman
Vrije Universiteit Amsterdam → School of Business and Economics → Afdeling Econometrie and Operations Research, Amsterdam, Netherlands
40.40
46Luis Alberiko Gil-Alana
Universidad de Navarra → Facultad de Ciencias Económicas y Empresariales, Pamplona, Spain
Universidad de Navarra → Navarra Center for International Development, Pamplona, Spain
41.36
47Jun Yu
University of Macau → Faculty of Business Administration, Macau, Macao
43.62
48David I. Harvey
University of Nottingham → School of Economics → Granger Centre for Time Series Econometrics, Nottingham, United Kingdom
45.00
49Manuel Arellano
Centro de Estudios Monetarios y Financieros (CEMFI), Madrid, Spain
45.43
50Christian S. Gourieroux
University of Toronto → Department of Economics, Toronto, Canada
46.52
51Ole E. Barndorff-Nielsen46.95
52Siddhartha Chib
Washington University in St. Louis → Olin School of Business, St. Louis, Missouri (United States)
48.49
53Giuseppe Cavaliere
Alma Mater Studiorum - Università di Bologna → Dipartimento di Scienze Economiche, Bologna, Italy
University of Exeter → Business School → Department of Economics, Exeter, United Kingdom
48.57
54Michael McCracken
Federal Reserve Bank of St. Louis → Research Division, St. Louis, Missouri (United States)
49.06
55Oliver Bruce Linton
University of Cambridge → Faculty of Economics, Cambridge, United Kingdom
50.27
56Luc Bauwens
Université Catholique de Louvain → Louvain Institute of Data Analysis and Modelling in Economics and Statistics (LIDAM) → Center for Operations Research and Econometrics (CORE), Louvain-la-Neuve, Belgium
52.94
57Christian Francq
Centre de Recherche en Économie et Statistique (CREST), Palaiseau, France
53.34
58Chang-Jin Kim
Korea University → Department of Economics, Seoul, South Korea
University of Washington → Department of Economics, Seattle, Washington (United States)
53.61
59Michael McAleer54.49
60Lawrence J. Christiano
Northwestern University → Department of Economics, Evanston, Illinois (United States)
56.09
61Jean-Michel Zakoian
Centre de Recherche en Économie et Statistique (CREST), Palaiseau, France
56.78
62Asger Lunde
Aarhus Universitet → Institut for Økonomi → Center for Research in Econometric Analysis of Time Series (CREATES), Aarhus, Denmark
57.82
63Jonathan Wright
Johns Hopkins University → Department of Economics, Baltimore, Maryland (United States)
60.18
64Yacine Ait-Sahalia
Princeton University → Department of Economics → Bendheim Center for Finance, Princeton, New Jersey (United States)
60.69
65Frank Schorfheide
University of Pennsylvania → Department of Economics, Philadelphia, Pennsylvania (United States)
60.85
66Marcus J. Chambers
University of Essex → Economics Department, Colchester, United Kingdom
62.60
67Chihwa Kao
University of Connecticut → Department of Economics, Storrs, Connecticut (United States)
62.86
68Zhijie Xiao
Boston College → Department of Economics, Chestnut Hill, Massachusetts (United States)
63.02
69Atsushi Inoue
Vanderbilt University → Department of Economics, Nashville, Tennessee (United States)
63.35
70Rob J Hyndman
Monash University → Monash Business School → Department of Econometrics and Business Statistics, Melbourne, Australia
63.92
71Cheng Hsiao
University of Southern California → Department of Economics, Los Angeles, California (United States)
64.46
72Domenico Giannone
Johns Hopkins University → Department of Economics, Baltimore, Maryland (United States)
65.93
73Norman R. Swanson
Rutgers University-New Brunswick → Department of Economics, New Brunswick, New Jersey (United States)
66.81
74Jean-Marie Dufour
McGill University → Department of Economics, Montréal, Canada
67.01
75Yixiao Sun
University of California-San Diego (UCSD) → Department of Economics, La Jolla, California (United States)
68.16
76Donggyu Sul
University of Texas-Dallas → Department of Economics, Dallas, Texas (United States)
70.11
77Marco Lippi
Istituto Einaudi per l'Economia e la Finanza (EIEF), Roma, Italy
73.36
78Marc Hallin
Université Libre de Bruxelles → Solvay Brussels School of Economics and Management → European Centre for Advanced Research in Economics and Statistics (ECARES), Bruxelles, Belgium
75.49
79Dimitris Korobilis
University of Glasgow → Adam Smith Business School → Department of Economics, Glasgow, United Kingdom
75.56
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