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Top Institutions and Economists in the Field of Econometric Time Series, as of April 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 9298 institutions with 73371 registered authors evaluated for all the rankings
  • For Econometric Time Series, these are 630 institutions and 787 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)1.2931.67
2Aarhus Universitet → Institut for Økonomi, Aarhus, Denmark1.73268.12
3Princeton University → Department of Economics, Princeton, New Jersey (United States)3.7041.90
4Boston University → Department of Economics, Boston, Massachusetts (United States)4.6042.96
-Aarhus Universitet → Institut for Økonomi → Center for Research in Econometric Analysis of Time Series (CREATES), Aarhus, Denmark4.85236.07
5Columbia University → School of Arts and Sciences → Department of Economics, New York City, New York (United States)5.1720.92
6University of California-San Diego (UCSD) → Department of Economics, La Jolla, California (United States)6.7341.71
7Harvard University → Department of Economics, Cambridge, Massachusetts (United States)7.1720.80
8University of Southern California → Department of Economics, Los Angeles, California (United States)7.2231.04
9Monash University → Monash Business School, Melbourne, Australia8.92198.99
10Yale University → Cowles Foundation for Research in Economics, New Haven, Connecticut (United States)9.3230.52
11University of Pennsylvania → Department of Economics, Philadelphia, Pennsylvania (United States)9.6341.65
12New York University (NYU) → Stern School of Business, New York City, New York (United States)10.7132.01
13Københavns Universitet → Økonomisk Institut, København, Denmark12.8952.93
14National Bureau of Economic Research (NBER), Cambridge, Massachusetts (United States)13.2870.51
-Monash University → Monash Business School → Department of Econometrics and Business Statistics, Melbourne, Australia13.91178.52
15University of Cambridge → Faculty of Economics, Cambridge, United Kingdom14.9941.37
16University of Chicago → Department of Economics, Chicago, Illinois (United States)16.9831.01
17University of Wisconsin-Madison → Economics Department, Madison, Wisconsin (United States)17.2710.39
-Singapore Management University → School of Economics, Singapore, Singapore18.2910.23
17Singapore Management University, Singapore, Singapore18.2910.23
19Oxford University → Department of Economics, Oxford, United Kingdom18.3982.22
20University of Washington → Department of Economics, Seattle, Washington (United States)18.4520.95
21University of Auckland → Business School, Auckland, New Zealand20.0810.23
-University of Auckland → Business School → Department of Economics, Auckland, New Zealand20.0810.23
22University of York → Department of Economics and Related Studies, York, United Kingdom20.4461.53
23University of Nottingham → School of Economics, Nottingham, United Kingdom20.6953.39
24Johns Hopkins University → Department of Economics, Baltimore, Maryland (United States)22.0230.75
25University of North Carolina-Chapel-Hill → Department of Economics, Chapel Hill, North Carolina (United States)23.3831.35
26Vrije Universiteit Amsterdam → School of Business and Economics, Amsterdam, Netherlands27.80127.11
27University of Strathclyde → Economics Department, Glasgow, United Kingdom28.6320.79
-New York University (NYU) → Stern School of Business → Finance Department, New York City, New York (United States)29.0210.15
28Northwestern University → Department of Economics, Evanston, Illinois (United States)29.8430.29
-New York University (NYU) → Stern School of Business → Volatility Institute, New York City, New York (United States)30.0810.15
29University of Sydney → Faculty of Arts and Social Sciences → School of Economics, Sydney, Australia30.5252.45
30University of Essex → Essex Business School, Colchester, United Kingdom30.9331.95
31Centro de Estudios Monetarios y Financieros (CEMFI), Madrid, Spain31.0620.47
32Federal Reserve Bank of Dallas, Dallas, Texas (United States)31.3230.52
-Oxford University → Department of Economics → Economics Group, Nuffield College, Oxford, United Kingdom31.4230.58
33Federal Reserve Bank of St. Louis, St. Louis, Missouri (United States)32.3141.02
-Federal Reserve Bank of St. Louis → Research Division, St. Louis, Missouri (United States)32.3141.02
34Centre de Recherche en Économie et Statistique (CREST), Palaiseau, France32.6972.46
35University of Chinese Academy of Sciences → School of Economics and Management, Beijing, China35.1011
36Università Commerciale Luigi Bocconi, Milano, Italy35.8351.92
37Universidad Carlos III de Madrid → Departamento de Economía, Madrid, Spain36.9851.52
38Barcelona School of Economics (BSE), Barcelona, Spain37.2461.57
39European Central Bank, Frankfurt am Main, Germany37.33102.81
40University of Macau → Faculty of Business Administration, Macau, Macao37.3341.93
41Université Catholique de Louvain → Louvain Institute of Data Analysis and Modelling in Economics and Statistics (LIDAM), Louvain-la-Neuve, Belgium37.9041.86
-Vrije Universiteit Amsterdam → School of Business and Economics → Afdeling Econometrie and Operations Research, Amsterdam, Netherlands39.1642.66
42Yale University → Economics Department, New Haven, Connecticut (United States)40.0910.13
43McGill University → Department of Economics, Montréal, Canada40.8231.15
44Washington University in St. Louis → Olin School of Business, St. Louis, Missouri (United States)40.8410.63
45Federal Reserve Bank of Cleveland, Cleveland, Ohio (United States)44.0942.04
46University College London (UCL) → Department of Economics, London, United Kingdom46.4241.15
-University of Nottingham → School of Economics → Granger Centre for Time Series Econometrics, Nottingham, United Kingdom46.9431.56
-Federal Reserve Bank of Cleveland → Economic Research, Cleveland, Ohio (United States)47.3941.31
47Erasmus Universiteit Rotterdam → Faculteit der Economische Wetenschappen, Rotterdam, Netherlands48.1653.44
-Princeton University → Department of Economics → Bendheim Center for Finance, Princeton, New Jersey (United States)48.3020.41
48George Washington University → Department of Economics, Washington, District of Columbia (United States)48.4051.16
49Federal Reserve Bank of Atlanta, Atlanta, Georgia (United States)49.0841.30
-Erasmus Universiteit Rotterdam → Faculteit der Economische Wetenschappen → Econometrisch Instituut, Rotterdam, Netherlands50.2342.44
50King's College London → Business School, London, United Kingdom50.6830.73
51University of Toronto → Department of Economics, Toronto, Canada50.7210.33
52Northwestern University → Kellogg Graduate School of Management, Evanston, Illinois (United States)51.2510.20
-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, Belgium51.5520.97
53Boston College → Department of Economics, Chestnut Hill, Massachusetts (United States)52.1930.89
54Federal Reserve Board (Board of Governors of the Federal Reserve System), Washington, District of Columbia (United States)52.2351.52
-Northwestern University → Kellogg Graduate School of Management → Department of Finance, Evanston, Illinois (United States)52.3210.20
55Istituto Einaudi per l'Economia e la Finanza (EIEF), Roma, Italy53.1610.55
56Universiteit van Amsterdam → Faculteit Economie en Bedrijfskunde, Amsterdam, Netherlands54.6251.56
57Alma Mater Studiorum - Università di Bologna → Dipartimento di Scienze Economiche, Bologna, Italy59.2572.47
-Universiteit van Amsterdam → Faculteit Economie en Bedrijfskunde → Amsterdam School of Economics, Amsterdam, Netherlands60.7620.75
58Vanderbilt University → Department of Economics, Nashville, Tennessee (United States)60.9410.45
59Università degli Studi di Modena e Reggio Emilia → Dipartimento di Economia "Marco Biagi", Modena, Italy61.6410.38
60DIW Berlin (Deutsches Institut für Wirtschaftsforschung), Berlin, Germany63.2020.39
61Korea University → Department of Economics, Seoul, South Korea63.2131.26
62Queen Mary University of London → School of Economics and Finance, London, United Kingdom63.6431.44
63Rutgers University-New Brunswick → Department of Economics, New Brunswick, New Jersey (United States)64.0810.44

Top Authors

Rank Author Score
1Peter C. B. Phillips1.64
2Robert F. Engle3.54
3Clive W. J. Granger3.86
4Tim Bollerslev
Duke University → Department of Economics, Durham, North Carolina (United States)
4.17
5Pierre Perron
Boston University → Department of Economics, Boston, Massachusetts (United States)
4.80
6Mohammad Hashem Pesaran
University of Southern California → Department of Economics, Los Angeles, California (United States)
7.09
7Mark W. Watson
Princeton University → Department of Economics, Princeton, New Jersey (United States)
7.87
8Jushan Bai
Columbia University → School of Arts and Sciences → Department of Economics, New York City, New York (United States)
12.06
9Robert Taylor
University of Essex → Essex Business School, Colchester, United Kingdom
12.11
10Soren Johansen
Københavns Universitet → Økonomisk Institut, København, Denmark
12.52
11Kenneth D. West
University of Wisconsin-Madison → Economics Department, Madison, Wisconsin (United States)
12.55
12Francis Diebold
University of Pennsylvania → Department of Economics, Philadelphia, Pennsylvania (United States)
12.88
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)
15.15
14Yongmiao Hong
University of Chinese Academy of Sciences → School of Economics and Management, Beijing, China
15.87
15Serena Ng
Columbia University → School of Arts and Sciences → Department of Economics, New York City, New York (United States)
16.18
16Yongcheol Shin
University of York → Department of Economics and Related Studies, York, United Kingdom
18.17
17Charles R. Nelson
University of Washington → Department of Economics, Seattle, Washington (United States)
18.51
18Helmut Lütkepohl (Helmut Luetkepohl)
DIW Berlin (Deutsches Institut für Wirtschaftsforschung), Berlin, Germany
18.54
19Gary Koop
University of Strathclyde → Economics Department, Glasgow, United Kingdom
19.09
20James Hamilton
University of California-San Diego (UCSD) → Department of Economics, La Jolla, California (United States)
21.35
21James H. Stock
Harvard University → Department of Economics, Cambridge, Massachusetts (United States)
23.11
22Lars Peter Hansen
University of Chicago → Department of Economics, Chicago, Illinois (United States)
23.25
23Andrew C. Harvey
University of Cambridge → Faculty of Economics, Cambridge, United Kingdom
23.37
24Neil Shephard
Harvard University → Department of Economics, Cambridge, Massachusetts (United States)
23.41
25Torben G. Andersen
National Bureau of Economic Research (NBER), Cambridge, Massachusetts (United States)
23.71
26George Tauchen
Duke University → Department of Economics, Durham, North Carolina (United States)
23.77
27Timo Teräsvirta (Timo Terasvirta)
Aarhus Universitet → Institut for Økonomi → Center for Research in Econometric Analysis of Time Series (CREATES), Aarhus, Denmark
24.63
28David F. Hendry
Oxford University → Department of Economics → Economics Group, Nuffield College, Oxford, United Kingdom
25.46
29Halbert White27.00
30Adrian Rodney Pagan
University of Sydney → Faculty of Arts and Social Sciences → School of Economics, Sydney, Australia
27.36
31George Kapetanios
King's College London → Business School, London, United Kingdom
27.36
32Pentti Saikkonen28.04
33Todd Clark
Federal Reserve Bank of Cleveland → Economic Research, Cleveland, Ohio (United States)
Johns Hopkins University → Department of Economics, Baltimore, Maryland (United States)
28.65
34Allan Timmermann31.15
35Lutz Kilian
Federal Reserve Bank of Dallas, Dallas, Texas (United States)
31.50
36Graham Elliott
University of California-San Diego (UCSD) → Department of Economics, La Jolla, California (United States)
31.79
37Thomas Sargent33.01
38Stephen Leybourne
University of Nottingham → School of Economics, Nottingham, United Kingdom
34.06
39Andrew Patton
Duke University → Department of Economics, Durham, North Carolina (United States)
34.45
40Peter Hansen
University of North Carolina-Chapel-Hill → Department of Economics, Chapel Hill, North Carolina (United States)
34.82
41Joakim Westerlund
Lunds Universitet → Ekonomihögskolan → Nationalekonomiska Institutionen, Lund, Sweden
36.68
42Massimiliano 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
38.04
43Morten Ørregaard Nielsen (Morten Oerregaard Nielsen)
Aarhus Universitet → Institut for Økonomi, Aarhus, Denmark
42.48
44Lajos Horvath45.36
45Siem Jan Koopman
Vrije Universiteit Amsterdam → School of Business and Economics → Afdeling Econometrie and Operations Research, Amsterdam, Netherlands
45.64
46Jun Yu
University of Macau → Faculty of Business Administration, Macau, Macao
46.53
47Ole E. Barndorff-Nielsen46.79
48Manuel Arellano
Centro de Estudios Monetarios y Financieros (CEMFI), Madrid, Spain
47.61
49David I. Harvey
University of Nottingham → School of Economics → Granger Centre for Time Series Econometrics, Nottingham, United Kingdom
47.99
50Christian S. Gourieroux
University of Toronto → Department of Economics, Toronto, Canada
48.42
51Siddhartha Chib
Washington University in St. Louis → Olin School of Business, St. Louis, Missouri (United States)
50.47
52Michael McCracken
Federal Reserve Bank of St. Louis → Research Division, St. Louis, Missouri (United States)
52.19
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
53.53
54Chang-Jin Kim
Korea University → Department of Economics, Seoul, South Korea
University of Washington → Department of Economics, Seattle, Washington (United States)
55.66
55Luis Alberiko Gil-Alana
Universidad de Navarra → Facultad de Ciencias Económicas y Empresariales, Pamplona, Spain
Universidad de Navarra → Navarra Center for International Development, Pamplona, Spain
56.42
56Lawrence J. Christiano
Northwestern University → Department of Economics, Evanston, Illinois (United States)
56.70
57Luc 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
56.88
58Jean-Michel Zakoian
Centre de Recherche en Économie et Statistique (CREST), Palaiseau, France
58.23
59Jonathan Wright
Johns Hopkins University → Department of Economics, Baltimore, Maryland (United States)
58.91
60Asger Lunde
Aarhus Universitet → Institut for Økonomi → Center for Research in Econometric Analysis of Time Series (CREATES), Aarhus, Denmark
60.30
61Oliver Bruce Linton
University of Cambridge → Faculty of Economics, Cambridge, United Kingdom
60.56
62Frank Schorfheide
University of Pennsylvania → Department of Economics, Philadelphia, Pennsylvania (United States)
60.75
63Atsushi Inoue
Vanderbilt University → Department of Economics, Nashville, Tennessee (United States)
63.22
64Christian Francq
Centre de Recherche en Économie et Statistique (CREST), Palaiseau, France
63.61
65Cheng Hsiao
University of Southern California → Department of Economics, Los Angeles, California (United States)
65.34
66Norman R. Swanson
Rutgers University-New Brunswick → Department of Economics, New Brunswick, New Jersey (United States)
66.84
67Zhijie Xiao
Boston College → Department of Economics, Chestnut Hill, Massachusetts (United States)
67.14
68Yacine Ait-Sahalia
Princeton University → Department of Economics → Bendheim Center for Finance, Princeton, New Jersey (United States)
67.76
69Michael McAleer68.43
70Chihwa Kao
University of Connecticut → Department of Economics, Storrs, Connecticut (United States)
69.70
71Jean-Marie Dufour
McGill University → Department of Economics, Montréal, Canada
70.82
72Donggyu Sul
University of Texas-Dallas → Department of Economics, Dallas, Texas (United States)
71.73
73Marco Lippi
Istituto Einaudi per l'Economia e la Finanza (EIEF), Roma, Italy
75.42
74Yixiao Sun
University of California-San Diego (UCSD) → Department of Economics, La Jolla, California (United States)
75.54
75Timothy Vogelsang
Michigan State University → Economics Department, East Lansing, Michigan (United States)
76.53
76Rob J Hyndman
Monash University → Monash Business School → Department of Econometrics and Business Statistics, Melbourne, Australia
77.82
77Marcus J. Chambers
University of Essex → Economics Department, Colchester, United Kingdom
78.48
78Mario Forni
Università degli Studi di Modena e Reggio Emilia → Dipartimento di Economia "Marco Biagi", Modena, Italy
79.63
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