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Top Institutions and Economists in the Field of Econometric Time Series, as of September 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 9374 institutions with 74391 registered authors evaluated for all the rankings
  • For Econometric Time Series, these are 638 institutions and 803 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)1.3331.66
2Aarhus Universitet → Institut for Økonomi, Aarhus, Denmark1.73258.11
3Princeton University → Department of Economics, Princeton, New Jersey (United States)4.0241.92
4Yale University → Cowles Foundation for Research in Economics, New Haven, Connecticut (United States)4.3130.64
5Boston University → Department of Economics, Boston, Massachusetts (United States)5.0632.46
6Columbia University → School of Arts and Sciences → Department of Economics, New York City, New York (United States)5.3620.92
-Aarhus Universitet → Institut for Økonomi → Center for Research in Econometric Analysis of Time Series (CREATES), Aarhus, Denmark5.50226.07
7University of Southern California → Department of Economics, Los Angeles, California (United States)7.1831.04
8Harvard University → Department of Economics, Cambridge, Massachusetts (United States)7.6020.80
9University of California-San Diego (UCSD) → Department of Economics, La Jolla, California (United States)8.6541.71
10University of Pennsylvania → Department of Economics, Philadelphia, Pennsylvania (United States)9.6541.66
-University of Auckland → Business School → Department of Economics, Auckland, New Zealand10.9510.34
10University of Auckland → Business School, Auckland, New Zealand10.9510.34
12Monash University → Monash Business School, Melbourne, Australia11.11198.98
13New York University (NYU) → Stern School of Business, New York City, New York (United States)11.7432.00
14Københavns Universitet → Økonomisk Institut, København, Denmark13.8952.93
15National Bureau of Economic Research (NBER), Cambridge, Massachusetts (United States)13.9380.51
-Monash University → Monash Business School → Department of Econometrics and Business Statistics, Melbourne, Australia14.96178.51
16University of Cambridge → Faculty of Economics, Cambridge, United Kingdom16.4941.37
17University of Chicago → Department of Economics, Chicago, Illinois (United States)17.0631.01
18University of Wisconsin-Madison → Economics Department, Madison, Wisconsin (United States)17.4110.39
19Oxford University → Department of Economics, Oxford, United Kingdom18.7082.22
20University of Washington → Department of Economics, Seattle, Washington (United States)18.7520.95
21University of York → Department of Economics and Related Studies, York, United Kingdom20.2061.53
22University of Nottingham → School of Economics, Nottingham, United Kingdom20.2253.41
23Johns Hopkins University → Department of Economics, Baltimore, Maryland (United States)22.4630.74
24University of North Carolina-Chapel-Hill → Department of Economics, Chapel Hill, North Carolina (United States)22.9131.36
25Vrije Universiteit Amsterdam → School of Business and Economics, Amsterdam, Netherlands25.90127.03
26Federal Reserve Bank of Dallas, Dallas, Texas (United States)26.5440.63
27University of Strathclyde → Economics Department, Glasgow, United Kingdom27.4720.79
-New York University (NYU) → Stern School of Business → Finance Department, New York City, New York (United States)28.9510.15
28University of Sydney → Faculty of Arts and Social Sciences → School of Economics, Sydney, Australia29.1952.46
-New York University (NYU) → Stern School of Business → Volatility Institute, New York City, New York (United States)29.5210.14
29Northwestern University → Department of Economics, Evanston, Illinois (United States)30.2430.28
-Oxford University → Department of Economics → Economics Group, Nuffield College, Oxford, United Kingdom30.3130.58
-Federal Reserve Bank of St. Louis → Research Division, St. Louis, Missouri (United States)31.0941.02
29Federal Reserve Bank of St. Louis, St. Louis, Missouri (United States)31.0941.02
31Centre de Recherche en Économie et Statistique (CREST), Palaiseau, France31.6572.33
32Centro de Estudios Monetarios y Financieros (CEMFI), Madrid, Spain32.2720.46
33University of Bath → Department of Economics, Bath, United Kingdom34.0110.94
34Universidad Carlos III de Madrid → Departamento de Economía, Madrid, Spain34.4351.57
35University of Chinese Academy of Sciences → School of Economics and Management, Beijing, China34.7911
36Università Commerciale Luigi Bocconi, Milano, Italy35.3151.92
37University of Macau → Faculty of Business Administration, Macau, Macao35.6541.93
38European Central Bank, Frankfurt am Main, Germany36.23113.05
39Barcelona School of Economics (BSE), Barcelona, Spain36.4461.59
40Université Catholique de Louvain → Louvain Institute of Data Analysis and Modelling in Economics and Statistics (LIDAM), Louvain-la-Neuve, Belgium37.9041.83
-Vrije Universiteit Amsterdam → School of Business and Economics → Afdeling Econometrie and Operations Research, Amsterdam, Netherlands37.9142.66
41McGill University → Department of Economics, Montréal, Canada37.9831.22
42Yale University → Economics Department, New Haven, Connecticut (United States)39.5610.13
43Washington University in St. Louis → Olin School of Business, St. Louis, Missouri (United States)40.4610.63
44Federal Reserve Bank of Cleveland, Cleveland, Ohio (United States)42.1342.07
-Federal Reserve Bank of Cleveland → Economic Research, Cleveland, Ohio (United States)45.0541.34
45University College London (UCL) → Department of Economics, London, United Kingdom45.8641.13
46Federal Reserve Bank of Atlanta, Atlanta, Georgia (United States)46.0841.32
47Erasmus Universiteit Rotterdam → Faculteit der Economische Wetenschappen, Rotterdam, Netherlands47.0053.44
-University of Nottingham → School of Economics → Granger Centre for Time Series Econometrics, Nottingham, United Kingdom47.0031.56
-Princeton University → Department of Economics → Bendheim Center for Finance, Princeton, New Jersey (United States)47.0420.41
48George Washington University → Department of Economics, Washington, District of Columbia (United States)47.3451.16
-Erasmus Universiteit Rotterdam → Faculteit der Economische Wetenschappen → Econometrisch Instituut, Rotterdam, Netherlands49.0642.44
49Northwestern University → Kellogg Graduate School of Management, Evanston, Illinois (United States)49.0910.20
-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, Belgium49.9720.98
50University of Toronto → Department of Economics, Toronto, Canada50.1310.33
-Northwestern University → Kellogg Graduate School of Management → Department of Finance, Evanston, Illinois (United States)50.1710.20
51Boston College → Department of Economics, Chestnut Hill, Massachusetts (United States)50.2130.90
52King's College London → Business School, London, United Kingdom51.1830.72
53Federal Reserve Board (Board of Governors of the Federal Reserve System), Washington, District of Columbia (United States)52.7051.45
54Istituto Einaudi per l'Economia e la Finanza (EIEF), Roma, Italy53.0820.72
55Universiteit van Amsterdam → Faculteit Economie en Bedrijfskunde, Amsterdam, Netherlands54.0051.56
56Alma Mater Studiorum - Università di Bologna → Dipartimento di Scienze Economiche, Bologna, Italy57.6672.50
57Vanderbilt University → Department of Economics, Nashville, Tennessee (United States)57.6810.47
-Universiteit van Amsterdam → Faculteit Economie en Bedrijfskunde → Amsterdam School of Economics, Amsterdam, Netherlands59.6220.75
58Università degli Studi di Modena e Reggio Emilia → Dipartimento di Economia "Marco Biagi", Modena, Italy61.1910.38
59DIW Berlin (Deutsches Institut für Wirtschaftsforschung), Berlin, Germany62.1020.39
60Korea University → Department of Economics, Seoul, South Korea62.3331.26
61Queen Mary University of London → School of Economics and Finance, London, United Kingdom62.3631.45
62University of Connecticut → Department of Economics, Storrs, Connecticut (United States)64.3231.06
63Rutgers University-New Brunswick → Department of Economics, New Brunswick, New Jersey (United States)64.7910.44

Top Authors

Rank Author Score
1Peter C. B. Phillips
Yale University → Cowles Foundation for Research in Economics, New Haven, Connecticut (United States)
University of Auckland → Business School → Department of Economics, Auckland, New Zealand
1.88
2Robert F. Engle3.54
3Tim Bollerslev
Duke University → Department of Economics, Durham, North Carolina (United States)
3.74
4Clive W. J. Granger †3.90
5Pierre Perron
Boston University → Department of Economics, Boston, Massachusetts (United States)
4.88
6Mohammad Hashem Pesaran
University of Southern California → Department of Economics, Los Angeles, California (United States)
6.89
7Mark W. Watson
Princeton University → Department of Economics, Princeton, New Jersey (United States)
7.22
8Francis Diebold
University of Pennsylvania → Department of Economics, Philadelphia, Pennsylvania (United States)
11.78
9Jushan Bai
Columbia University → School of Arts and Sciences → Department of Economics, New York City, New York (United States)
12.10
10Robert Taylor
University of Bath → Department of Economics, Bath, United Kingdom
12.38
11Soren Johansen
Københavns Universitet → Økonomisk Institut, København, Denmark
13.06
12Kenneth D. West
University of Wisconsin-Madison → Economics Department, Madison, Wisconsin (United States)
13.35
13Yongmiao Hong
University of Chinese Academy of Sciences → School of Economics and Management, Beijing, China
14.81
14Serena Ng
Columbia University → School of Arts and Sciences → Department of Economics, New York City, New York (United States)
16.26
15Donald 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)
16.67
16Yongcheol Shin
University of York → Department of Economics and Related Studies, York, United Kingdom
18.21
17Helmut Lütkepohl (Helmut Luetkepohl)
DIW Berlin (Deutsches Institut für Wirtschaftsforschung), Berlin, Germany
19.44
18Charles R. Nelson
University of Washington → Department of Economics, Seattle, Washington (United States)
19.66
19Gary Koop
University of Strathclyde → Economics Department, Glasgow, United Kingdom
20.11
20Neil Shephard
Harvard University → Department of Economics, Cambridge, Massachusetts (United States)
22.05
21Torben G. Andersen
National Bureau of Economic Research (NBER), Cambridge, Massachusetts (United States)
22.50
22George Tauchen
Duke University → Department of Economics, Durham, North Carolina (United States)
22.76
23James Hamilton
University of California-San Diego (UCSD) → Department of Economics, La Jolla, California (United States)
22.83
24Lars Peter Hansen
University of Chicago → Department of Economics, Chicago, Illinois (United States)
22.96
25James H. Stock
Harvard University → Department of Economics, Cambridge, Massachusetts (United States)
23.05
26Andrew C. Harvey
University of Cambridge → Faculty of Economics, Cambridge, United Kingdom
24.22
27Timo Teräsvirta (Timo Terasvirta)
Aarhus Universitet → Institut for Økonomi → Center for Research in Econometric Analysis of Time Series (CREATES), Aarhus, Denmark
24.47
28Halbert White †26.10
29Adrian Rodney Pagan
University of Sydney → Faculty of Arts and Social Sciences → School of Economics, Sydney, Australia
26.49
30David F. Hendry
Oxford University → Department of Economics → Economics Group, Nuffield College, Oxford, United Kingdom
26.64
31George Kapetanios
King's College London → Business School, London, United Kingdom
27.96
32Todd Clark
Federal Reserve Bank of Cleveland → Economic Research, Cleveland, Ohio (United States)
Johns Hopkins University → Department of Economics, Baltimore, Maryland (United States)
28.16
33Lutz Kilian
Federal Reserve Bank of Dallas, Dallas, Texas (United States)
29.61
34Pentti Saikkonen29.72
35Allan Timmermann31.00
36Peter Hansen
University of North Carolina-Chapel-Hill → Department of Economics, Chapel Hill, North Carolina (United States)
32.63
37Graham Elliott
University of California-San Diego (UCSD) → Department of Economics, La Jolla, California (United States)
33.12
38Stephen Leybourne
University of Nottingham → School of Economics, Nottingham, United Kingdom
33.23
39Thomas Sargent34.93
40Andrew Patton
Duke University → Department of Economics, Durham, North Carolina (United States)
35.46
41Joakim Westerlund
Lunds Universitet → Ekonomihögskolan → Nationalekonomiska Institutionen, Lund, Sweden
36.65
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
37.72
43Morten Ørregaard Nielsen (Morten Oerregaard Nielsen)
Aarhus Universitet → Institut for Økonomi, Aarhus, Denmark
41.65
44Siem Jan Koopman
Vrije Universiteit Amsterdam → School of Business and Economics → Afdeling Econometrie and Operations Research, Amsterdam, Netherlands
42.89
45Ole E. Barndorff-Nielsen †44.92
46Jun Yu
University of Macau → Faculty of Business Administration, Macau, Macao
45.17
47David I. Harvey
University of Nottingham → School of Economics → Granger Centre for Time Series Econometrics, Nottingham, United Kingdom
47.89
48Lajos Horvath48.97
49Siddhartha Chib
Washington University in St. Louis → Olin School of Business, St. Louis, Missouri (United States)
50.63
50Christian S. Gourieroux
University of Toronto → Department of Economics, Toronto, Canada
50.72
51Michael McCracken
Federal Reserve Bank of St. Louis → Research Division, St. Louis, Missouri (United States)
51.31
52Giuseppe Cavaliere
Alma Mater Studiorum - Università di Bologna → Dipartimento di Scienze Economiche, Bologna, Italy
University of Exeter → Business School → Department of Economics, Exeter, United Kingdom
51.97
53Manuel Arellano
Centro de Estudios Monetarios y Financieros (CEMFI), Madrid, Spain
54.46
54Chang-Jin Kim
Korea University → Department of Economics, Seoul, South Korea
University of Washington → Department of Economics, Seattle, Washington (United States)
56.20
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
56.28
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
57.23
57Oliver Bruce Linton
University of Cambridge → Faculty of Economics, Cambridge, United Kingdom
58.83
58Jean-Michel Zakoian
Centre de Recherche en Économie et Statistique (CREST), Palaiseau, France
59.65
59Asger Lunde
Aarhus Universitet → Institut for Økonomi → Center for Research in Econometric Analysis of Time Series (CREATES), Aarhus, Denmark
59.94
60Jonathan Wright
Johns Hopkins University → Department of Economics, Baltimore, Maryland (United States)
60.38
61Lawrence J. Christiano
Northwestern University → Department of Economics, Evanston, Illinois (United States)
60.50
62Frank Schorfheide
University of Pennsylvania → Department of Economics, Philadelphia, Pennsylvania (United States)
60.78
63Atsushi Inoue
Vanderbilt University → Department of Economics, Nashville, Tennessee (United States)
61.07
64Christian Francq
Centre de Recherche en Économie et Statistique (CREST), Palaiseau, France
61.77
65Yacine Ait-Sahalia
Princeton University → Department of Economics → Bendheim Center for Finance, Princeton, New Jersey (United States)
63.85
66Cheng Hsiao
University of Southern California → Department of Economics, Los Angeles, California (United States)
67.42
67Zhijie Xiao
Boston College → Department of Economics, Chestnut Hill, Massachusetts (United States)
68.28
68Chihwa Kao
University of Connecticut → Department of Economics, Storrs, Connecticut (United States)
68.93
69Michael McAleer †69.19
70Norman R. Swanson
Rutgers University-New Brunswick → Department of Economics, New Brunswick, New Jersey (United States)
70.18
71Jean-Marie Dufour
McGill University → Department of Economics, Montréal, Canada
75.02
72Timothy Vogelsang
Michigan State University → Economics Department, East Lansing, Michigan (United States)
75.39
73Donggyu Sul
University of Texas-Dallas → Department of Economics, Dallas, Texas (United States)
75.44
74Yixiao Sun
University of California-San Diego (UCSD) → Department of Economics, La Jolla, California (United States)
75.59
75Marco Lippi
Istituto Einaudi per l'Economia e la Finanza (EIEF), Roma, Italy
77.23
76Rob J Hyndman
Monash University → Monash Business School → Department of Econometrics and Business Statistics, Melbourne, Australia
78.52
77Marcus J. Chambers
University of Essex → Economics Department, Colchester, United Kingdom
78.73
78James MacKinnon
Queen's University → Economics Department, Kingston, Canada
79.90
79Joshua C.c. Chan
Purdue University → Mitch Daniels School of Business → Department of Economics, West Lafayette, Indiana (United States)
80.81
80Mario Forni
Università degli Studi di Modena e Reggio Emilia → Dipartimento di Economia "Marco Biagi", Modena, Italy
80.96
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