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Top 10% Institutions and Economists in the Field of Econometric Time Series, as of December 2016

What this page is about

This page is part of a larger set of rankings for research items, serial, individuals and institutions made available on this site. A FAQ is available. Additional detail specific to this particular ranking are:

  • 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 according to the weights they have set to each in their profile, or by default according to a formula described here.
  • Only institutions listed in EDIRC are counted.
  • Authors affiliated with subentities of institutions listed in EDIRC are also counted in the latter.
  • 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 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.
  • 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 7310 institutions with 48918 registered authors evaluated for all the rankings.

The rankings

Ranking of institutions
Ranking of authors
Details

For Econometric Time Series, these are 1137 authors affiliated with 1308 institutions.
All authors classified in this field.

Top 10% institutions in the field of Econometric Time Series

RankInstitutionScoreAuthorsAuthor shares
1Institut for Økonomi, Aarhus Universitet

Aarhus, Denmark

1.9712316.73
2Stern School of Business, New York University (NYU)

New York City, New York (USA)

2.91572.69
---Center for Research in Econometric Analysis of Time Series (CREATES), Institut for Økonomi, Aarhus Universitet

Aarhus, Denmark

3.245714.91
3Department of Economics, Princeton University

Princeton, New Jersey (USA)

3.48461.39
4Department of Economics, Duke University

Durham, North Carolina (USA)

6.08471.71
5Singapore Management University

Singapore, Singapore

7.33375.67
6Department of Economics, School of Arts and Sciences, Columbia University

New York City, New York (USA)

7.36512.48
---School of Economics, Singapore Management University

Singapore, Singapore

8.79305.66
7Department of Economics, Boston University

Boston, Massachusetts (USA)

9.75551.85
8Department of Economics, Harvard University

Cambridge, Massachusetts (USA)

9.9691.04
9Department of Economics, University of Southern California

Los Angeles, California (USA)

10.03431.21
10Monash Business School, Monash University

Melbourne, Australia

10.361359.86
---Department of Econometrics and Business Statistics, Monash Business School, Monash University

Melbourne, Australia

12.36289.81
11Department of Economics, University of California-San Diego (UCSD)

La Jolla, California (USA)

13.48432.09
12Department of Economics, University of Pennsylvania

Philadelphia, Pennsylvania (USA)

16.22381.66
---Volatility Institute, Stern School of Business, New York University (NYU)

New York City, New York (USA)

16.6130.47
13Cowles Foundation for Research in Economics, Yale University

New Haven, Connecticut (USA)

17.49190.39
14Department of Economics, University of Washington

Seattle, Washington (USA)

18.67201.61
15Økonomisk Institut, Københavns Universitet

København, Denmark

19.16684.03
16European Central Bank

Frankfurt am Main, Germany

20.261837.34
---Finance Department, Stern School of Business, New York University (NYU)

New York City, New York (USA)

20.83170.84
17Faculty of Economics, University of Cambridge

Cambridge, United Kingdom

20.97721.94
18Economics Division, University of Southampton

Southampton, United Kingdom

21.01362.37
19Department of Economics, Oxford University

Oxford, United Kingdom

21.751703.57
20Department of Economics and Related Studies, University of York

York, United Kingdom

22.08843.5
21Essex Business School, University of Essex

Colchester, United Kingdom

23.02212.47
22Economics Department, University of Wisconsin-Madison

Madison, Wisconsin (USA)

23.52360.65
23Business School, University of Auckland

Auckland, New Zealand

29.52230.35
24Department of Economics, University of Chicago

Chicago, Illinois (USA)

30.1530.37
---Department of Economics, Business School, University of Auckland

Auckland, New Zealand

31.31180.29
25Economics Department, Michigan State University

East Lansing, Michigan (USA)

34.79491.2
26Tinbergen Instituut

Amsterdam, Netherlands

36.531382.74
27Brookings Institution

Washington, District of Columbia (USA)

37.81310.2
28Economics Department, Queen's University

Kingston, Canada

38.27561.58
29Federal Reserve Bank of New York

New York City, New York (USA)

39.03832.21
---Economic Studies, Brookings Institution

Washington, District of Columbia (USA)

39.16120.2
30Federal Reserve Board (Board of Governors of the Federal Reserve System)

Washington, District of Columbia (USA)

39.271543.96
31Centro de Estudios Monetarios y Financieros (CEMFI)

Madrid, Spain

40.04230.91
32Department of Economics, Northwestern University

Evanston, Illinois (USA)

40.46370.36
33Department of Agricultural and Resource Economics, University of Maryland

College Park, Maryland (USA)

41.55261
34Department of Economics, New York University (NYU)

New York City, New York (USA)

41.73550.62
35Department of Economics, University of North Carolina-Chapel-Hill

Chapel Hill, North Carolina (USA)

42.71191.35
36Department of Economics, Indiana University

Bloomington, Indiana (USA)

43.13301.33
37Departamento de Economía, Universidad Carlos III de Madrid

Madrid, Spain

44.79592.62
38Faculteit Economie en Bedrijfskunde, Universiteit van Amsterdam

Amsterdam, Netherlands

45.22833.76
39Centre de Recherche en Économie et Statistique (CREST)

France

46.76902.58
40Federal Reserve Bank of Cleveland

Cleveland, Ohio (USA)

47.34462.81
41Kellogg Graduate School of Management, Northwestern University

Evanston, Illinois (USA)

48.31420.48
---Department of Finance, Kellogg Graduate School of Management, Northwestern University

Evanston, Illinois (USA)

48.31170.48
42Economics Department, University of Michigan

Ann Arbor, Michigan (USA)

50.18640.48
43Department of Economics, Boston College

Chestnut Hill, Massachusetts (USA)

50.81531.04
44Faculteit der Economische Wetenschappen en Bedrijfskunde, Vrije Universiteit

Amsterdam, Netherlands

51.41004.18
---Economic Research, Federal Reserve Bank of Cleveland

Cleveland, Ohio (USA)

53.78361.66
45Barcelona Graduate School of Economics (Barcelona GSE)

Barcelona, Spain

55.271554.13
46Economics Department, University of Strathclyde

Glasgow, United Kingdom

56.05321.63
47Economics Department, Yale University

New Haven, Connecticut (USA)

57.56480.5
48Federal Reserve Bank of St. Louis

St. Louis, Missouri (USA)

58.59601.22
49School of Economics and Finance, Queen Mary University of London

London, United Kingdom

58.61432.46
---Research Division, Federal Reserve Bank of St. Louis

St. Louis, Missouri (USA)

60.02481.2
---Bendheim Center for Finance, Department of Economics, Princeton University

Princeton, New Jersey (USA)

61.1950.58
50Department of Economics, University of California-Berkeley

Berkeley, California (USA)

61.25530.66
---Amsterdam School of Economics, Faculteit Economie en Bedrijfskunde, Universiteit van Amsterdam

Amsterdam, Netherlands

62.15242.56
---Research and Statistics Group, Federal Reserve Bank of New York

New York City, New York (USA)

63.1631.17
51Department of Economics, Mathematics and Statistics, Birkbeck College

London, United Kingdom

66.6231.97
52Department of Economics, University College London (UCL)

London, United Kingdom

70.26751.32
53Federal Reserve Bank of Atlanta

Atlanta, Georgia (USA)

70.62271.63
54Dipartimento di Statistica, Informatica, Applicazioni "G. Parenti", Università degli Studi di Firenze

Firenze, Italy

72.9162.73
55Faculty of Business and Economics, University of Melbourne

Melbourne, Australia

72.91973.1
56Department of Economics, University of California-Riverside

Riverside, California (USA)

74.94251.38
57Handelshögskolan, Örebro Universitet

Örebro, Sweden

75.14130.97
---Afdeling Econometrie, Faculteit der Economische Wetenschappen en Bedrijfskunde, Vrije Universiteit

Amsterdam, Netherlands

75.51143.22
58Helsinki Center for Economic Research (HECER)

Helsinki, Finland

75.58201.38
59Department of Economics, Ohio State University

Columbus, Ohio (USA)

77.41361.9
60London Business School (LBS)

London, United Kingdom

77.98320.34
---Department of Economics, London Business School (LBS)

London, United Kingdom

77.98120.34
61Hoover Institution on War Revolution & Peace, Stanford University

Stanford, California (USA)

78.02110.11
62Department of Economics, University of Warwick

Coventry, United Kingdom

78.15741.61
63Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam

Rotterdam, Netherlands

79.091093.78
64National Bureau of Economic Research (NBER)

Cambridge, Massachusetts (USA)

81.184910.21
65Warwick Business School, University of Warwick

Coventry, United Kingdom

82.55242.45
66Department of Economics, McGill University

Montréal, Canada

82.64350.74
67Federal Reserve Bank of Chicago

Chicago, Illinois (USA)

84.55630.84
68Dipartimento di Scienze Statistiche "Paolo Fortunati", Alma Mater Studiorum - Università di Bologna

Bologna, Italy

84.73223.89
69Economics Department, Massachusetts Institute of Technology (MIT)

Cambridge, Massachusetts (USA)

86.06460.13
70Bank of Canada

Ottawa, Canada

86.351183.15
71Department of Economics, Korea University

Seoul, South Korea

86.68251.31
---Econometrisch Instituut, Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam

Rotterdam, Netherlands

87.91233.11
72DIW Berlin (Deutsches Institut für Wirtschaftsforschung)

Berlin, Germany

88.561540.48
73Business School, University of Technology Sydney

Sydney, Australia

89.74811.71
74SKEMA Business School

Lille, France

94.01100.7
75International Monetary Fund (IMF)

Washington, District of Columbia (USA)

95.663823.47
76Anderson Graduate School of Management, University of California-Los Angeles (UCLA)

Los Angeles, California (USA)

96.79350.5
77Department of Economics, University of Texas-Dallas

Dallas, Texas (USA)

9790.87
78Department of Economics, Pennsylvania State University

State College, Pennsylvania (USA)

100.21280.38
79Department of Economics, Emory University

Atlanta, Georgia (USA)

100.61191.02
80Departamento de Estadistica, Universidad Carlos III de Madrid

Madrid, Spain

102.6563.67
---Nationalekonomiska Institutionen, Ekonomihögskolan, Lunds Universitet

Lund, Sweden

103.77661.16
81Ekonomihögskolan, Lunds Universitet

Lund, Sweden

103.77931.16
82School of Business and Economics, Maastricht University

Maastricht, Netherlands

104.5952.62
83Department of Economics, University of Birmingham

Birmingham, United Kingdom

105.13351.63
84School of Economics, University of Nottingham

Nottingham, United Kingdom

106.88891.77
---Departament d'Economia i Empresa, Universitat Pompeu Fabra, Barcelona Graduate School of Economics (Barcelona GSE)

Barcelona, Spain

107.37873.03
---Economics Discipline Group, Business School, University of Technology Sydney

Sydney, Australia

107.89301.09
85Economics Department, University of Essex

Colchester, United Kingdom

108.43452.09
86College of Economics, Sogang University

Seoul, South Korea

108.96230.94
87Toulouse School of Economics (TSE)

Toulouse, France

109.081661.1
88Facoltà di Economia, Università degli Studi di Roma "Tor Vergata"

Roma, Italy

109.45993.22
89Department of Economics, University of Connecticut

Storrs, Connecticut (USA)

110421.53
90Department of Economics, Vanderbilt University

Nashville, Tennessee (USA)

111.44390.54
91Department of Economics, Johns Hopkins University

Baltimore, Maryland (USA)

112.05200.58
92William E. Simon Graduate School of Business Administration, University of Rochester

Rochester, New York (USA)

112.06120.23
---European Centre for Advanced Research in Economics and Statistics (ECARES), Solvay Brussels School of Economics and Management, Université Libre de Bruxelles

Bruxelles, Belgium

114.02722.73
93Solvay Brussels School of Economics and Management, Université Libre de Bruxelles

Bruxelles, Belgium

114.021702.73
94Istituto Einaudi per l'Economia e la Finanza (EIEF)

Roma, Italy

114.91220.52
---Dipartimento di Economia e Finanza, Facoltà di Economia, Università degli Studi di Roma "Tor Vergata"

Roma, Italy

115.14603.19
---Economic Research Department, Federal Reserve Bank of Atlanta

Atlanta, Georgia (USA)

115.65241.4
95Politiikan ja Talouden Tutkimuksen Laitos, Valtiotieteellinen tiedekunta, Helsingin Yliopisto

Helsinki, Finland

117.4232.2
96Department of Economics, Rutgers University-New Brunswick

New Brunswick, New Jersey (USA)

118.9341.56
97Athens University of Economics and Business (AUEB)

Athens, Greece

119.17742.74
98Fakultät für Wirtschaftswissenschaften, Universität Wien

Wien, Austria

120.98591.72
99Department of Economics, George Washington University

Washington, District of Columbia (USA)

121.14662.9
100London School of Economics (LSE)

London, United Kingdom

121.852881.74
101Department of Economics and Finance, Brunel University

Uxbridge, United Kingdom

122.88181.87
102Fachbereich Wirtschaftswissenschaft, Freie Universität Berlin

Berlin, Germany

123.33370.42
---Abteilung Volkswirtschaftslehre, Fachbereich Wirtschaftswissenschaft, Freie Universität Berlin

Berlin, Germany

123.33160.42
103School of Economics, Faculty of Arts and Social Sciences, University of Sydney

Sydney, Australia

124.32581.14
104Department of Economics, Washington University in St. Louis

St. Louis, Missouri (USA)

124.56260.63
---Groupement de Recherche en Économie Quantitative d'Aix-Marseille (GREQAM), Aix-Marseille School of Economics (AMSE)

Marseille, France

124.68932.89
105Aix-Marseille School of Economics (AMSE)

Aix-en-Provence/Marseille, France

124.681102.89
106Sveriges Riksbank

Stockholm, Sweden

125.28411.72
107Department of Economics, University of Toronto

Toronto, Canada

125.32621.05
---Melbourne Institute of Applied Economic and Social Research (MIAESR), Faculty of Business and Economics, University of Melbourne

Melbourne, Australia

125.46440.74
---Finance, Rotman School of Management, University of Toronto

Toronto, Canada

125.6280.75
108Rotman School of Management, University of Toronto

Toronto, Canada

125.62390.75
109Department of Economics, University of Houston

Houston, Texas (USA)

127.82200.92
110Department of Quantitative Finance, National Tsing Hua University

Hsin-Chu, Taiwan

131.18120.58
111Rady School of Management, University of California-San Diego (UCSD)

La Jolla, California (USA)

131.44100.29
112Bank of England

London, United Kingdom

134.871715.14
---ICMA Centre for Financial Markets, Henley Business School, University of Reading

Reading, United Kingdom

136.14120.35
113Henley Business School, University of Reading

Reading, United Kingdom

136.14300.35
114Department of Economics, Maxwell School, Syracuse University

Syracuse, New York (USA)

136.62180.45
115Deutsche Bundesbank

Frankfurt, Germany

137.16962.32
116Dipartimento di Economia "Marco Biagi", Università degli Studi di Modena e Reggio Emilia

Modena, Italy

137.26440.49
---Vakgroep Kwantitatieve Economie, School of Business and Economics, Maastricht University

Maastricht, Netherlands

139.0161.79
117Economics Department, Georgetown University

Washington, District of Columbia (USA)

139.25420.44
118Erasmus Research Institute of Management (ERIM), Erasmus Universiteit Rotterdam

Rotterdam, Netherlands

141.32300.61
119Smeal College of Business Administration, Pennsylvania State University

State College, Pennsylvania (USA)

141.33100.83
---Department of Statistics and Operations Research, Fakultät für Wirtschaftswissenschaften, Universität Wien

Wien, Austria

141.3961.44
120Dipartimento di Economia, Università Ca' Foscari Venezia

Venezia, Italy

145.53661.64
121Economics Department, Brown University

Providence, Rhode Island (USA)

145.91590.97
122Cass Business School, City University

London, United Kingdom

146.91370.75
123Management School, University of Liverpool

Liverpool, United Kingdom

150.32261.78
124Dipartimento di Economia "Ettore Bocconi", Università Commerciale Luigi Bocconi

Milano, Italy

153.13310.33
125DeGroote School of Business, McMaster University

Hamilton, Canada

153.3582.2
126Innocenzo Gasparini Institute for Economic Research (IGIER), Università Commerciale Luigi Bocconi

Milano, Italy

153.93430.26
127Business School, Deakin University

Melbourne, Australia

153.94561.98
128Institut für Ökonometrie und OR, Rheinische Friedrich-Wilhelms-Universität Bonn

Bonn, Germany

155.4310.5
129Management School, Lancaster University

Lancaster, United Kingdom

155.87561.7
130Crawford School of Public Policy, Australian National University

Canberra, Australia

157.51530.75

Top 10% authors in the field of Econometric Time Series

Ranking of institutions
Ranking of authors
Details

RankAuthorScore
1Peter C. B. Phillips

Cowles Foundation for Research in Economics, Yale University, New Haven, Connecticut (USA)
School of Economics, Singapore Management University, Singapore, Singapore

1.56
2Robert F. Engle III

Volatility Institute, Stern School of Business, New York University (NYU), New York City, New York (USA)

2.5
3Clive W. J. Granger †

4.76
4Pierre Perron

Department of Economics, Boston University, Boston, Massachusetts (USA)

4.81
5Tim Bollerslev

Department of Economics, Duke University, Durham, North Carolina (USA)

5.94
6M Hashem Pesaran

Department of Economics, University of Southern California, Los Angeles, California (USA)

8.53
7Jushan Bai

Department of Economics, School of Arts and Sciences, Columbia University, New York City, New York (USA)

8.7
8Mark W. Watson

Department of Economics, Princeton University, Princeton, New Jersey (USA)

8.78
9Marc Nerlove

Department of Agricultural and Resource Economics, University of Maryland, College Park, Maryland (USA)

11.61
10James H. Stock

Department of Economics, Harvard University, Cambridge, Massachusetts (USA)

13.79
11Charles R. Nelson

Department of Economics, University of Washington, Seattle, Washington (USA)

13.9
12Soren Johansen

Økonomisk Institut, Københavns Universitet, København, Denmark

14.74
13Robert Taylor

Essex Business School, University of Essex, Colchester, United Kingdom

16.72
14Francis X. Diebold

Department of Economics, University of Pennsylvania, Philadelphia, Pennsylvania (USA)

16.89
15Thomas J. Sargent

Department of Economics, New York University (NYU), New York City, New York (USA)

16.91
16Timo Teräsvirta

Center for Research in Econometric Analysis of Time Series (CREATES), Institut for Økonomi, Aarhus Universitet, Aarhus, Denmark

17.03
17Helmut Lütkepohl

DIW Berlin (Deutsches Institut für Wirtschaftsforschung), Berlin, Germany

18.12
18Donald W. K. Andrews

Economics Department, Yale University, New Haven, Connecticut (USA)
Cowles Foundation for Research in Economics, Yale University, New Haven, Connecticut (USA)

18.49
19Yongcheol Shin

Department of Economics and Related Studies, University of York, York, United Kingdom

19.67
20Christopher Sims

Department of Economics, Princeton University, Princeton, New Jersey (USA)

20.43
21Serena Ng

Department of Economics, School of Arts and Sciences, Columbia University, New York City, New York (USA)

20.65
22Graham Elliott

Department of Economics, University of California-San Diego (UCSD), La Jolla, California (USA)

20.78
23David F. Hendry

Department of Economics, Oxford University, Oxford, United Kingdom

20.88
24George Tauchen

Department of Economics, Duke University, Durham, North Carolina (USA)

21.18
25Pentti Saikkonen

Helsinki Center for Economic Research (HECER), Helsinki, Finland

21.98
26Lars Peter Hansen

Department of Economics, University of Chicago, Chicago, Illinois (USA)

22.53
27Andrew C. Harvey

Faculty of Economics, University of Cambridge, Cambridge, United Kingdom

24.88
28Joon Y. Park

Department of Economics, Indiana University, Bloomington, Indiana (USA)

26.64
29Kenneth D. West

Economics Department, University of Wisconsin-Madison, Madison, Wisconsin (USA)

27.1
30Torben G. Andersen

Department of Finance, Kellogg Graduate School of Management, Northwestern University, Evanston, Illinois (USA)

27.18
31Halbert White †

27.86
32Allan Timmermann

Department of Economics, University of California-San Diego (UCSD), La Jolla, California (USA)

31.88
33Gary Koop

Economics Department, University of Strathclyde, Glasgow, United Kingdom

33.41
34Adrian Rodney Pagan

School of Economics, Faculty of Arts and Social Sciences, University of Sydney, Sydney, Australia
Melbourne Institute of Applied Economic and Social Research (MIAESR), Faculty of Business and Economics, University of Melbourne, Melbourne, Australia

34.82
35Neil Shephard

Department of Economics, Harvard University, Cambridge, Massachusetts (USA)

34.96
36Siem Jan Koopman

Afdeling Econometrie, Faculteit der Economische Wetenschappen en Bedrijfskunde, Vrije Universiteit, Amsterdam, Netherlands
Tinbergen Instituut, Amsterdam, Netherlands

36.56
37Todd Clark

Economic Research, Federal Reserve Bank of Cleveland, Cleveland, Ohio (USA)

38
38Lutz Kilian

Economics Department, University of Michigan, Ann Arbor, Michigan (USA)

39.36
39Manuel Arellano

Centro de Estudios Monetarios y Financieros (CEMFI), Madrid, Spain

39.78
40Lawrence J. Christiano

Department of Economics, Northwestern University, Evanston, Illinois (USA)

40.82
41Yacine Ait-Sahalia

Bendheim Center for Finance, Department of Economics, Princeton University, Princeton, New Jersey (USA)

42.97
42James Hamilton

Department of Economics, University of California-San Diego (UCSD), La Jolla, California (USA)

43.22
43Chang-Jin Kim

Department of Economics, Korea University, Seoul, South Korea
Department of Economics, University of Washington, Seattle, Washington (USA)

43.94
44Bruce E. Hansen

Economics Department, University of Wisconsin-Madison, Madison, Wisconsin (USA)

45.62
45Yakov Amihud

Finance Department, Stern School of Business, New York University (NYU), New York City, New York (USA)

45.67
46Richard T. Baillie

Economics Department, Michigan State University, East Lansing, Michigan (USA)
School of Economics and Finance, Queen Mary University of London, London, United Kingdom

49.99
47Luc Bauwens

SKEMA Business School, Lille, France

50.73
48Lucrezia Reichlin

Department of Economics, London Business School (LBS), London, United Kingdom

50.87
49Massimiliano 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

52.81
50Morten Ørregaard Nielsen

Economics Department, Queen's University, Kingston, Canada

53.21
51Hal Ronald Varian

Department of Economics, University of California-Berkeley, Berkeley, California (USA)

54.2
52Jun Yu

School of Economics, Singapore Management University, Singapore, Singapore

56.62
53Peter Reinhard Hansen

Department of Economics, University of North Carolina-Chapel-Hill, Chapel Hill, North Carolina (USA)

57.98
54Joakim Westerlund

Nationalekonomiska Institutionen, Ekonomihögskolan, Lunds Universitet, Lund, Sweden

58.23
55Sune Karlsson

Handelshögskolan, Örebro Universitet, Örebro, Sweden

58.26
56Zhijie Xiao

Department of Economics, Boston College, Chestnut Hill, Massachusetts (USA)

59.42
57Michael McAleer

Department of Quantitative Finance, National Tsing Hua University, Hsin-Chu, Taiwan

62.35
58Timothy Vogelsang

Economics Department, Michigan State University, East Lansing, Michigan (USA)

63.15
59Jean-Michel Zakoian

Centre de Recherche en Économie et Statistique (CREST), France

63.48
60Donggyu Sul

Department of Economics, University of Texas-Dallas, Dallas, Texas (USA)

63.51
61Jean-Marie Dufour

Department of Economics, McGill University, Montréal, Canada

64.96
62Cheng Hsiao

Department of Economics, University of Southern California, Los Angeles, California (USA)

66.39
63Ole E. Barndorff-Nielsen

Center for Research in Econometric Analysis of Time Series (CREATES), Institut for Økonomi, Aarhus Universitet, Aarhus, Denmark

66.6
64Christopher F Baum

Department of Economics, Boston College, Chestnut Hill, Massachusetts (USA)

66.61
65Michael McCracken

Research Division, Federal Reserve Bank of St. Louis, St. Louis, Missouri (USA)

67.09
66Marcus J. Chambers

Economics Department, University of Essex, Colchester, United Kingdom

67.67
67A. Ronald Gallant

Department of Economics, Pennsylvania State University, State College, Pennsylvania (USA)

71.01
68Andrew Patton

Department of Economics, Duke University, Durham, North Carolina (USA)

72.82
69Kenneth Frank Wallis

Department of Economics, University of Warwick, Coventry, United Kingdom

73.77
70Eric Ghysels

Department of Economics, University of North Carolina-Chapel-Hill, Chapel Hill, North Carolina (USA)

74.11
71Stephen Roy Bond

Institute for Fiscal Studies (IFS), London, United Kingdom

74.9
72Roberto S. Mariano

Department of Economics, University of Pennsylvania, Philadelphia, Pennsylvania (USA)
School of Economics, Singapore Management University, Singapore, Singapore

75.66
73Atsushi Inoue

Department of Economics, Vanderbilt University, Nashville, Tennessee (USA)

76.23
74Robert De Jong

Department of Economics, Ohio State University, Columbus, Ohio (USA)

76.78
75Giuseppe Cavaliere

Dipartimento di Scienze Statistiche "Paolo Fortunati", Alma Mater Studiorum - Università di Bologna, Bologna, Italy

76.78
76Frank Kleibergen

Amsterdam School of Economics, Faculteit Economie en Bedrijfskunde, Universiteit van Amsterdam, Amsterdam, Netherlands

77.62
77Jean-Pierre Urbain †

78.55
78Badi H. Baltagi

Department of Economics, Maxwell School, Syracuse University, Syracuse, New York (USA)

78.69
79Martin Eichenbaum

Department of Economics, Northwestern University, Evanston, Illinois (USA)

78.82
80James MacKinnon

Economics Department, Queen's University, Kingston, Canada

79.1
81In Choi

College of Economics, Sogang University, Seoul, South Korea

80.42
82Marco Lippi

Istituto Einaudi per l'Economia e la Finanza (EIEF), Roma, Italy

81.02
83Christian S. Gourieroux

Department of Economics, University of Toronto, Toronto, Canada

83.33
84Chihwa Kao

Department of Economics, University of Connecticut, Storrs, Connecticut (USA)

84.09
85Oliver Bruce Linton

Faculty of Economics, University of Cambridge, Cambridge, United Kingdom

84.24
86Hyungsik Roger Moon

Department of Economics, University of Southern California, Los Angeles, California (USA)

86.43
87Anindya Banerjee

Department of Economics, University of Birmingham, Birmingham, United Kingdom

86.51
88Philip Hans Franses

Econometrisch Instituut, Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam, Rotterdam, Netherlands

86.63
89Dick van Dijk

Erasmus Research Institute of Management (ERIM), Erasmus Universiteit Rotterdam, Rotterdam, Netherlands

86.67
90Luis Alberiko Gil-Alana

Facultad de Ciencias Económicas y Empresariales, Universidad de Navarra, Pamplona, Spain
Navarra Center for International Development, Universidad de Navarra, Pamplona, Spain

87.01
91Domenico Giannone

Research and Statistics Group, Federal Reserve Bank of New York, New York City, New York (USA)

87.14
92Norman Rasmus Swanson

Department of Economics, Rutgers University-New Brunswick, New Brunswick, New Jersey (USA)

88.79
93Neil R. Ericsson

Federal Reserve Board (Board of Governors of the Federal Reserve System), Washington, District of Columbia (USA)

90.12
94Michael Peter Clements

ICMA Centre for Financial Markets, Henley Business School, University of Reading, Reading, United Kingdom

92.74
95Asger Lunde

Center for Research in Econometric Analysis of Time Series (CREATES), Institut for Økonomi, Aarhus Universitet, Aarhus, Denmark

93.42
96Frank Schorfheide

Department of Economics, University of Pennsylvania, Philadelphia, Pennsylvania (USA)

94.69
97Christian Francq

Centre de Recherche en Économie et Statistique (CREST), France

95.52
98Werner Ploberger

Department of Economics, Washington University in St. Louis, St. Louis, Missouri (USA)

95.96
99James Durbin †

96.58
100Herman K. van Dijk

Tinbergen Instituut, Amsterdam, Netherlands

97.28
101Markku Lanne

Politiikan ja Talouden Tutkimuksen Laitos, Valtiotieteellinen tiedekunta, Helsingin Yliopisto, Helsinki, Finland

97.38
102Marc Hallin

European Centre for Advanced Research in Economics and Statistics (ECARES), Solvay Brussels School of Economics and Management, Université Libre de Bruxelles, Bruxelles, Belgium

98.19
103Jörg Breitung

Institut für Ökonometrie und OR, Rheinische Friedrich-Wilhelms-Universität Bonn, Bonn, Germany

99.26
104Mario Forni

Dipartimento di Economia "Marco Biagi", Università degli Studi di Modena e Reggio Emilia, Modena, Italy

100.59
105Aman Ullah

Department of Economics, University of California-Riverside, Riverside, California (USA)

100.68
106Esther Ruiz

Departamento de Estadistica, Universidad Carlos III de Madrid, Madrid, Spain

101.7
107John M. Maheu

DeGroote School of Business, McMaster University, Hamilton, Canada

103.61
108Zacharias Psaradakis

Department of Economics, Mathematics and Statistics, Birkbeck College, London, United Kingdom

104.81
109Lajos Horvath

107.14
110Jiti Gao

Department of Econometrics and Business Statistics, Monash Business School, Monash University, Melbourne, Australia

107.15
111Yixiao Sun

Department of Economics, University of California-San Diego (UCSD), La Jolla, California (USA)

108.03
112Enrique Sentana

Centro de Estudios Monetarios y Financieros (CEMFI), Madrid, Spain

108.29
113Jonathan H. Wright

Department of Economics, Johns Hopkins University, Baltimore, Maryland (USA)

108.63

The data presented here is experimental. It is based on a limited 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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This information is provided to you by IDEAS at the Research Division of the Federal Reserve Bank of St. Louis using RePEc data.