Top 10% Institutions and Economists in the Field of Econometric Time Series, as of February 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 9042 institutions with 70903 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 770 authors affiliated with 1615 institutions.
All authors classified in this field.

Rank	Institution	Score	Authors	Author shares
1	Institut for Økonomi, Aarhus Universitet Aarhus, Denmark	2.71	115	12.54
2	Department of Economics, Duke University Durham, North Carolina (USA)	3.07	49	1.74
3	Department of Economics, Princeton University Princeton, New Jersey (USA)	4.49	53	2.38
4	Faculty of Economics, University of Cambridge Cambridge, United Kingdom	6.71	71	2.26
---	Center for Research in Econometric Analysis of Time Series (CREATES), Institut for Økonomi, Aarhus Universitet Aarhus, Denmark	8.05	40	9.2
5	Department of Economics, School of Arts and Sciences, Columbia University New York City, New York (USA)	8.32	54	1.05
6	African Governance and Development Institute (AGDI) Yaoundé, Cameroun	8.42	6	0.95
7	Department of Economics, Boston University Boston, Massachusetts (USA)	8.49	70	2.69
8	Monash Business School, Monash University Melbourne, Australia	9.19	199	11.37
9	Cowles Foundation for Research in Economics, Yale University New Haven, Connecticut (USA)	10.81	17	0.52
10	Department of Economics, University of California-San Diego (UCSD) La Jolla, California (USA)	11.24	53	1.89
11	Department of Economics, Harvard University Cambridge, Massachusetts (USA)	12.99	72	0.84
---	Department of Econometrics and Business Statistics, Monash Business School, Monash University Melbourne, Australia	13.81	40	10.27
12	Singapore Management University Singapore, Singapore	14.52	40	4.29
13	Department of Economics, University of Pennsylvania Philadelphia, Pennsylvania (USA)	14.58	54	2.35
---	School of Economics, Singapore Management University Singapore, Singapore	16.05	32	4.25
14	Stern School of Business, New York University (NYU) New York City, New York (USA)	16.22	58	1.94
15	European Central Bank Frankfurt am Main, Germany	17.17	268	8.44
16	Økonomisk Institut, Københavns Universitet København, Denmark	17.2	78	4.56
17	Department of Economics, University of Southern California Los Angeles, California (USA)	20.05	71	1.18
18	Economics Department, University of Wisconsin-Madison Madison, Wisconsin (USA)	20.8	36	0.7
19	Department of Economics, Oxford University Oxford, United Kingdom	20.84	180	4.06
20	Department of Economics, University of Chicago Chicago, Illinois (USA)	21.2	84	0.49
21	Department of Economics and Related Studies, University of York York, United Kingdom	22.55	88	3.4
22	Department of Economics, University of Washington Seattle, Washington (USA)	22.88	23	1.62
23	School of Economics, University of Nottingham Nottingham, United Kingdom	24.47	120	3.44
---	Department of Economics, Business School, University of Auckland Auckland, New Zealand	26.2	21	0.3
24	Business School, University of Auckland Auckland, New Zealand	26.2	26	0.3
25	Economics Department, Michigan State University East Lansing, Michigan (USA)	29.67	56	1.06
26	Centre de Recherche en Économie et Statistique (CREST) Palaiseau, France	31.6	107	3.14
27	International Monetary Fund (IMF) Washington, District of Columbia (USA)	33.03	535	7.57
28	Federal Reserve Bank of Cleveland Cleveland, Ohio (USA)	33.57	88	3.86
---	Finance Department, Stern School of Business, New York University (NYU) New York City, New York (USA)	34.65	19	0.47
29	National Bureau of Economic Research (NBER) Cambridge, Massachusetts (USA)	34.68	478	0.56
30	Federal Reserve Bank of Dallas Dallas, Texas (USA)	34.94	56	1.4
31	Essex Business School, University of Essex Colchester, United Kingdom	35.85	29	2.45
---	Economic Research, Federal Reserve Bank of Cleveland Cleveland, Ohio (USA)	39.84	57	2.27
32	School of Business and Economics, Vrije Universiteit Amsterdam Amsterdam, Netherlands	41.16	134	7.12
33	School of Economics, Faculty of Arts and Social Sciences, University of Sydney Sydney, Australia	41.34	80	3.55
34	Federal Reserve Bank of St. Louis St. Louis, Missouri (USA)	41.78	61	1.25
35	Economics Department, University of Strathclyde Glasgow, United Kingdom	41.93	33	0.95
36	Barcelona School of Economics (BSE) Barcelona, Spain	42.11	166	3.47
---	Research Division, Federal Reserve Bank of St. Louis St. Louis, Missouri (USA)	43.03	52	1.23
37	Centro de Estudios Monetarios y Financieros (CEMFI) Madrid, Spain	45.24	29	1.33
38	Department of Economics, University of North Carolina-Chapel-Hill Chapel Hill, North Carolina (USA)	48.29	23	1.28
39	Università Commerciale Luigi Bocconi Milano, Italy	48.87	185	2.91
40	Faculty of Business Administration, University of Macau Macau, Macao	50.42	37	2.97
41	Departamento de Economía, Universidad Carlos III de Madrid Madrid, Spain	50.54	61	1.58
42	Louvain Institute of Data Analysis and Modelling in Economics and Statistics (LIDAM), Université Catholique de Louvain Louvain-la-Neuve, Belgium	54.64	137	3.79
43	School of Economics and Management, University of Chinese Academy of Sciences Beijing, China	54.89	4	1
44	Department of Economics, Northwestern University Evanston, Illinois (USA)	55.27	48	0.38
45	Economics Department, Massachusetts Institute of Technology (MIT) Cambridge, Massachusetts (USA)	58.87	63	0.47
46	Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam Rotterdam, Netherlands	60.46	122	3.55
47	Department of Economics, McGill University Montréal, Canada	61.86	34	1.5
48	Department of Economics, University of California-Berkeley Berkeley, California (USA)	62.87	64	0.6
---	Econometrisch Instituut, Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam Rotterdam, Netherlands	64.37	22	2.52
49	Dipartimento di Scienze Economiche, Alma Mater Studiorum - Università di Bologna Bologna, Italy	65.5	129	3.13
50	Federal Reserve Board (Board of Governors of the Federal Reserve System) Washington, District of Columbia (USA)	66.12	211	3.6
---	Afdeling Econometrie and Operations Research, School of Business and Economics, Vrije Universiteit Amsterdam Amsterdam, Netherlands	67.15	16	3.6
51	Economics Department, Yale University New Haven, Connecticut (USA)	67.76	65	0.45
52	School of Economics and Finance, Queen Mary University of London London, United Kingdom	69.56	71	2.12
---	Economic Studies, Brookings Institution Washington, District of Columbia (USA)	70.44	11	0.12
53	Brookings Institution Washington, District of Columbia (USA)	70.44	38	0.12
54	Department of Economics, University College London (UCL) London, United Kingdom	73.26	69	1.13
55	Ekonomihögskolan, Lunds Universitet Lund, Sweden	74.31	119	1.91
---	Nationalekonomiska Institutionen, Ekonomihögskolan, Lunds Universitet Lund, Sweden	74.31	70	1.91
56	Federal Reserve Bank of Atlanta Atlanta, Georgia (USA)	74.89	27	1.74
57	Faculteit Economie en Bedrijfskunde, Universiteit van Amsterdam Amsterdam, Netherlands	75.2	99	2.11
58	Business School, King's College London London, United Kingdom	76.4	37	1.63
---	Volatility Institute, Stern School of Business, New York University (NYU) New York City, New York (USA)	77.68	2	0.1
59	Department of Economics, University of Illinois at Urbana-Champaign Urbana-Champaign, Illinois (USA)	78.01	46	1.68
60	Department of Economics, New York University (NYU) New York City, New York (USA)	78.58	61	0.87
61	Department of Economics, Boston College Chestnut Hill, Massachusetts (USA)	78.75	72	0.78
---	Granger Centre for Time Series Econometrics, School of Economics, University of Nottingham Nottingham, United Kingdom	83.9	7	1.56
62	Department of Economics, University of Warwick Coventry, United Kingdom	83.93	90	1.48
---	Departament d'Economia i Empresa, Universitat Pompeu Fabra, Barcelona School of Economics (BSE) Barcelona, Spain	85	95	1.97
---	Amsterdam School of Economics, Faculteit Economie en Bedrijfskunde, Universiteit van Amsterdam Amsterdam, Netherlands	86.53	29	1.27
63	DIW Berlin (Deutsches Institut für Wirtschaftsforschung) Berlin, Germany	87.08	138	0.64
64	Mitch Daniels School of Business, Purdue University West Lafayette, Indiana (USA)	88.02	50	2.4
65	Federal Reserve Bank of Chicago Chicago, Illinois (USA)	91.24	57	0.54
66	Department of Economics, Johns Hopkins University Baltimore, Maryland (USA)	91.6	30	0.38
67	School of Business and Economics, Maastricht University Maastricht, Netherlands	92.18	101	4.13
---	Department of Economics, Mitch Daniels School of Business, Purdue University West Lafayette, Indiana (USA)	92.51	43	2.37
68	Departamento de Estadistica, Universidad Carlos III de Madrid Madrid, Spain	92.71	9	4.92
---	Bendheim Center for Finance, Department of Economics, Princeton University Princeton, New Jersey (USA)	93.56	7	0.42
69	Economics Department, Queen's University Kingston, Canada	94.62	52	1.2
70	Facoltà di Economia, Università degli Studi di Roma "Tor Vergata" Roma, Italy	95.55	117	3.55
71	Department of Economics, Ohio State University Columbus, Ohio (USA)	95.65	40	2
72	Athens University of Economics and Business (AUEB) Athens, Greece	96.22	94	3.07
73	Department of Economics, Indiana University Bloomington, Indiana (USA)	96.47	33	1.43
---	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	96.67	50	1.21
74	Business School, University of Exeter Exeter, United Kingdom	98	56	1.57
75	Department of Economics, Mathematics and Statistics, Birkbeck College London, United Kingdom	98.16	25	2.66
76	Deutsche Bundesbank Frankfurt, Germany	100.96	179	3.2
77	Department of Economics, Emory University Atlanta, Georgia (USA)	104.22	32	1.92
78	Department of Economics, University of Connecticut Storrs, Connecticut (USA)	106.27	48	1.77
79	Business School, University of Technology Sydney Sydney, Australia	106.37	92	2.23
80	Wirtschafts- und Sozialwissenschaftliche Fakultät, Universität zu Köln Köln, Germany	107.66	46	1.56
81	Tinbergen Instituut Amsterdam, Netherlands	109.36	124	2.8
82	Dipartimento di Economia, Università Ca' Foscari Venezia Venezia, Italy	112.54	94	1.82
---	Economic Research Department, Federal Reserve Bank of Atlanta Atlanta, Georgia (USA)	112.7	20	1.53
83	Rady School of Management, University of California-San Diego (UCSD) La Jolla, California (USA)	113.17	12	0.41
---	Vakgroep Kwantitatieve Economie, School of Business and Economics, Maastricht University Maastricht, Netherlands	114.26	12	2.79
84	Fakultät für Wirtschaftswissenschaften, Universität Wien Wien, Austria	115.41	65	1.72
---	Abteilung Volkswirtschaftslehre, Fachbereich Wirtschaftswissenschaft, Freie Universität Berlin Berlin, Germany	115.7	21	0.44
85	Fachbereich Wirtschaftswissenschaft, Freie Universität Berlin Berlin, Germany	115.7	47	0.44
86	Department of Economics, Korea University Seoul, South Korea	116.18	30	1.28
87	École d'Économie d'Aix-Marseille, Aix-Marseille Université Aix-en-Provence/Marseille, France	119.87	125	2.62
88	Crawford School of Public Policy, Australian National University Canberra, Australia	120.89	184	0.88
89	Department of Economics, Vanderbilt University Nashville, Tennessee (USA)	121.02	42	0.46
90	Department of Economics, Rutgers University-New Brunswick New Brunswick, New Jersey (USA)	123.2	44	0.67
91	Department of Economics, Pennsylvania State University State College, Pennsylvania (USA)	123.49	33	0.58
92	Department of Economics, University of Texas-Dallas Dallas, Texas (USA)	123.81	12	1.19
93	Department of Economics, University of California-Riverside Riverside, California (USA)	123.92	34	1.4
---	Department of Finance, Kellogg Graduate School of Management, Northwestern University Evanston, Illinois (USA)	129.37	17	0.19
94	Kellogg Graduate School of Management, Northwestern University Evanston, Illinois (USA)	129.37	52	0.19
95	Wirtschaftswissenschaftliche Fakutält, Universität Zürich Zürich, Switzerland	129.63	185	1.92
96	Department of Economics and Finance, Brunel University London Uxbridge, United Kingdom	130.32	23	1.46
97	School of Economics and Management, Tsinghua University Beijing, China	130.77	27	1.47
---	Institut für Volkswirtschaftslehre, Wirtschaftswissenschaftliche Fakutält, Universität Zürich Zürich, Switzerland	131.12	109	1.67
98	Economics Department, Williams College Williamstown, Massachusetts (USA)	132.09	30	0.28
99	Département de Sciences Économiques, Université de Montréal Montréal, Canada	132.23	31	1.27
---	Centre for Applied Macroeconomic Analysis (CAMA), Crawford School of Public Policy, Australian National University Canberra, Australia	132.61	82	0.85
100	Sveriges Riksbank Stockholm, Sweden	133.15	37	2.57
---	Dipartimento di Economia e Finanza, Facoltà di Economia, Università degli Studi di Roma "Tor Vergata" Roma, Italy	133.7	67	2.76
101	Politiikan ja Talouden Tutkimuksen Laitos, Valtiotieteellinen tiedekunta, Helsingin Yliopisto Helsinki, Finland	133.79	32	1.9
---	Department of Statistics and Operations Research, Fakultät für Wirtschaftswissenschaften, Universität Wien Wien, Austria	134.7	7	1.4
102	Istituto Einaudi per l'Economia e la Finanza (EIEF) Roma, Italy	135.03	31	0.56
---	Dipartimento di Economia "Ettore Bocconi", Università Commerciale Luigi Bocconi Milano, Italy	135.46	35	0.33
---	Department of Economics, Business School, University of Exeter Exeter, United Kingdom	135.49	43	1.2
103	Economics Department, University of Essex Colchester, United Kingdom	136.78	51	1.46
104	Adam Smith Business School, University of Glasgow Glasgow, United Kingdom	137.16	74	1.99
---	Department of Economics, Adam Smith Business School, University of Glasgow Glasgow, United Kingdom	137.16	56	1.99
105	Department of Economics, University of Houston Houston, Texas (USA)	139.33	27	1.21
106	Solvay Brussels School of Economics and Management, Université Libre de Bruxelles Bruxelles, Belgium	143.38	173	2.05
---	Economics Discipline Group, Business School, University of Technology Sydney Sydney, Australia	143.42	40	1.18
107	Toulouse School of Economics (TSE) Toulouse, France	144.79	156	1.29
108	Fachbereich Wirtschaftswissenschaft, Goethe Universität Frankfurt am Main Frankfurt am Main, Germany	145.2	77	1.19
---	Department of Economics, W.P. Carey School of Business, Arizona State University Tempe, Arizona (USA)	145.8	40	1.3
109	W.P. Carey School of Business, Arizona State University Tempe, Arizona (USA)	145.8	50	1.3
110	Dipartimento di Economia "Marco Biagi", Università degli Studi di Modena e Reggio Emilia Modena, Italy	146.34	47	0.4
---	Seminar für Wirtschafts- und Sozialgeschichte, Wirtschafts- und Sozialwissenschaftliche Fakultät, Universität zu Köln Köln, Germany	146.57	2	0.55
111	Banca d'Italia Roma, Italy	147.73	322	3.41
112	Federal Reserve Bank of New York New York City, New York (USA)	147.98	98	1.51
113	Dipartimento di Statistica, Informatica, Applicazioni "G. Parenti", Università degli Studi di Firenze Firenze, Italy	148.26	19	1.78
114	College of Economics, Sogang University Seoul, South Korea	148.39	23	0.75
115	Economics Department, Georgetown University Washington, District of Columbia (USA)	150.72	50	0.75
116	Anderson Graduate School of Management, University of California-Los Angeles (UCLA) Los Angeles, California (USA)	151.77	33	0.36
117	Faculty of Business and Economics, University of Melbourne Melbourne, Australia	154.37	98	3.24
---	Innocenzo Gasparini Institute for Economic Research (IGIER), Università Commerciale Luigi Bocconi Milano, Italy	155.62	51	0.29
118	Management School, University of Liverpool Liverpool, United Kingdom	156.64	39	2.43
119	Gordon Lang School of Business and Economics, University of Guelph Guelph, Canada	157.36	47	1.54
---	Department of Economics and Finance, Gordon Lang School of Business and Economics, University of Guelph Guelph, Canada	157.36	40	1.54
---	European Centre for Advanced Research in Economics and Statistics (ECARES), Solvay Brussels School of Economics and Management, Université Libre de Bruxelles Bruxelles, Belgium	157.4	64	2.02
120	Business School, Macquarie University Sydney, Australia	159.35	46	1.69
121	Centre for Economic Policy Research (CEPR) London, United Kingdom	160.91	380	0.29
122	Culverhouse College of Business, University of Alabama-Tuscaloosa Tuscaloosa, Alabama (USA)	164.87	31	1.14
123	Department of Economics, Washington University in St. Louis St. Louis, Missouri (USA)	165.22	30	0.58
---	Abteilung Empirische Wirtschaftsforschung und International Wirtschaftspolitik, Fachbereich Wirtschaftswissenschaft, Goethe Universität Frankfurt am Main Frankfurt am Main, Germany	165.26	8	1
124	Department of Economics, University of Notre Dame South Bend, Indiana (USA)	166.75	58	0.32
125	Department of Economics, Virginia Polytechnic Institute and State University (Virginia Tech) Blacksburg, Virginia (USA)	167.62	17	1.45
126	Bank of England London, United Kingdom	169.95	214	2.48
127	Smeal College of Business Administration, Pennsylvania State University State College, Pennsylvania (USA)	170.5	10	0.9
128	Department of Economics, University of Maryland College Park, Maryland (USA)	171.24	49	1.58
129	Banco de España Madrid, Spain	174.96	144	2.48
130	Institute for Fiscal Studies (IFS) London, United Kingdom	177.31	79	0.2
131	London School of Economics (LSE) London, United Kingdom	178.45	348	1.28
132	Department of Economics, Maxwell School, Syracuse University Syracuse, New York (USA)	180.26	26	0.39
---	Economic Research Department, Federal Reserve Bank of Dallas Dallas, Texas (USA)	182.43	33	0.54
---	Department of Economics, Faculty of Business and Economics, University of Melbourne Melbourne, Australia	184.77	47	2.81
---	ICMA Centre for Financial Markets, Henley Business School, University of Reading Reading, United Kingdom	185.23	14	0.44
133	Henley Business School, University of Reading Reading, United Kingdom	185.23	33	0.44
134	Bangko Sentral Ng Pilipinas Manilla, Philippines	192.51	23	0.3
135	Graduate School of Business, Columbia University New York City, New York (USA)	193.98	59	0.14
136	BI Handelshøyskolen Oslo, Norway	194.21	53	0.71
137	Business School, Queensland University of Technology Brisbane, Australia	194.48	34	1.49
138	School of Business and Economics, Universidade Nova de Lisboa Lisboa, Portugal	197.19	55	0.6
139	ESSEC Business School Cergy-Pontoise, France	197.78	38	2.11
140	Bank of Canada Ottawa, Canada	198.17	175	3.4
141	Department of Economics, University of Oregon Eugene, Oregon (USA)	198.23	26	0.49
142	Warwick Business School, University of Warwick Coventry, United Kingdom	198.37	30	1.89
143	Department of Economics, York University Toronto, Canada	199.31	42	1.31
144	Facultat de Ciències Econòmiques i Empresarials, Universitat de les Illes Balears Palma de Mallorca, Spain	199.7	38	2.21
---	Departament d'Economia Aplicada, Facultat de Ciències Econòmiques i Empresarials, Universitat de les Illes Balears Palma de Mallorca, Spain	199.7	27	2.21
145	Department of Economics, University of Birmingham Birmingham, United Kingdom	202.46	54	1.05
---	Department of Economics, London Business School (LBS) London, United Kingdom	204.24	13	0.44
146	London Business School (LBS) London, United Kingdom	204.24	33	0.44
147	DeGroote School of Business, McMaster University Hamilton, Canada	204.26	8	2.16
148	Department of Economics, University of Pittsburgh Pittsburgh, Pennsylvania (USA)	204.73	54	1.73
149	Centro Ricerche Nord Sud (CRENoS) Cagliari, Italy	207.31	68	0.85
150	College of Business and Economics, Yonsei University Seoul, South Korea	208.06	32	1.4
---	School of Economics, College of Business and Economics, Yonsei University Seoul, South Korea	208.06	29	1.4
---	Economics Group, Nuffield College, Department of Economics, Oxford University Oxford, United Kingdom	208.73	26	0.27
151	School of Economics and Management, Universiteit van Tilburg Tilburg, Netherlands	208.91	141	1.41
152	Management School, Lancaster University Lancaster, United Kingdom	210.28	68	3.38
153	Faculty of Economics, University of Tokyo Tokyo, Japan	210.47	40	1.03
---	Department of Economics, Business School, Macquarie University Sydney, Australia	211.34	32	1.27
154	Handelshögskolan, Örebro Universitet Örebro, Sweden	212.18	26	1.2
---	CentER Graduate School for Economics and Business, School of Economics and Management, Universiteit van Tilburg Tilburg, Netherlands	213.55	96	1.35
155	Department of Economics, School of Social Sciences, University of Manchester Manchester, United Kingdom	215.29	59	0.79
---	Finance Division, Sauder School of Business, University of British Columbia Vancouver, Canada	217.2	6	0.66
156	Sauder School of Business, University of British Columbia Vancouver, Canada	217.2	25	0.66
157	Graduate School of Economics/Faculty of Economics, Hitotsubashi University Tokyo, Japan	218.21	29	1.5
---	Institutt for Samfunnsøkonomi, BI Handelshøyskolen Oslo, Norway	218.31	21	0.42
158	Economics Division, University of Southampton Southampton, United Kingdom	219.65	32	2.19
159	Institut ekonomických studií, Univerzita Karlova v Praze Praha, Czech Republic	219.67	130	2.28
---	Finance and Economics Department, Graduate School of Business, Columbia University New York City, New York (USA)	222.55	27	0.12
160	LeBow College of Business, Drexel University Philadelphia, Pennsylvania (USA)	226.68	33	1.01
161	Department of Economics, University of California-Santa Barbara (UCSB) Santa Barbara, California (USA)	229.18	35	0.31

The rankings

Top 10% authors in the field of Econometric Time Series

For Econometric Time Series, these are 770 authors affiliated with 1615 institutions.
All authors classified in this field.

Rank	Author	Score
1	Peter C. B. Phillips School of Economics, Singapore Management University, Singapore, Singapore	1.75
2	Clive W. J. Granger †	4.26
3	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)	4.43
4	Pierre Perron Department of Economics, Boston University, Boston, Massachusetts (USA)	5.29
5	Tim Bollerslev Department of Economics, Duke University, Durham, North Carolina (USA)	5.34
6	Mohammad Hashem Pesaran Department of Economics, University of Southern California, Los Angeles, California (USA) Faculty of Economics, University of Cambridge, Cambridge, United Kingdom	7.44
7	Mark W. Watson Department of Economics, Princeton University, Princeton, New Jersey (USA)	10.79
8	Lars Peter Hansen Department of Economics, University of Chicago, Chicago, Illinois (USA)	11.9
9	Yongmiao Hong School of Economics and Management, University of Chinese Academy of Sciences, Beijing, China	12.78
10	Jushan Bai Department of Economics, School of Arts and Sciences, Columbia University, New York City, New York (USA)	13.59
11	Robert Taylor Essex Business School, University of Essex, Colchester, United Kingdom	14.09
12	Soren Johansen Økonomisk Institut, Københavns Universitet, København, Denmark	14.2
13	Francis X. Diebold Department of Economics, University of Pennsylvania, Philadelphia, Pennsylvania (USA)	14.28
14	Helmut Luetkepohl DIW Berlin (Deutsches Institut für Wirtschaftsforschung), Berlin, Germany	15.86
15	Charles R. Nelson Department of Economics, University of Washington, Seattle, Washington (USA)	17.66
16	Donald W. K. Andrews Economics Department, Yale University, New Haven, Connecticut (USA) Cowles Foundation for Research in Economics, Yale University, New Haven, Connecticut (USA)	19.36
17	Gary Koop Economics Department, University of Strathclyde, Glasgow, United Kingdom	19.58
18	Timo Terasvirta Center for Research in Econometric Analysis of Time Series (CREATES), Institut for Økonomi, Aarhus Universitet, Aarhus, Denmark	19.69
19	Andrew C. Harvey Faculty of Economics, University of Cambridge, Cambridge, United Kingdom	19.82
20	Yongcheol Shin Department of Economics and Related Studies, University of York, York, United Kingdom	19.89
21	Serena Ng Department of Economics, School of Arts and Sciences, Columbia University, New York City, New York (USA)	20.55
22	Kenneth D. West Economics Department, University of Wisconsin-Madison, Madison, Wisconsin (USA)	23.01
23	James Hamilton Department of Economics, University of California-San Diego (UCSD), La Jolla, California (USA)	24.66
24	David F. Hendry Department of Economics, Oxford University, Oxford, United Kingdom	27.01
25	Neil Shephard Department of Economics, Harvard University, Cambridge, Massachusetts (USA)	27.02
26	George Tauchen Department of Economics, Duke University, Durham, North Carolina (USA)	27.24
27	James H. Stock Department of Economics, Harvard University, Cambridge, Massachusetts (USA)	27.66
28	Stephen Leybourne School of Economics, University of Nottingham, Nottingham, United Kingdom	27.67
29	Torben G. Andersen National Bureau of Economic Research (NBER), Cambridge, Massachusetts (USA)	28.33
30	George Kapetanios Business School, King's College London, London, United Kingdom	28.4
31	Adrian Rodney Pagan School of Economics, Faculty of Arts and Social Sciences, University of Sydney, Sydney, Australia	28.42
32	Pentti Juhani Saikkonen	29.43
33	Todd Clark Economic Research, Federal Reserve Bank of Cleveland, Cleveland, Ohio (USA)	31.08
34	Halbert White †	31.7
35	Thomas J. Sargent Department of Economics, New York University (NYU), New York City, New York (USA)	34.2
36	Lutz Kilian Federal Reserve Bank of Dallas, Dallas, Texas (USA)	35.21
37	Joakim Westerlund Nationalekonomiska Institutionen, Ekonomihögskolan, Lunds Universitet, Lund, Sweden	35.89
38	Andrew Patton Department of Economics, Duke University, Durham, North Carolina (USA)	36.5
39	Graham Elliott Department of Economics, University of California-San Diego (UCSD), La Jolla, California (USA)	36.71
40	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	36.85
41	Morten Nielsen Institut for Økonomi, Aarhus Universitet, Aarhus, Denmark	37.48
42	Allan Timmermann Department of Economics, University of California-San Diego (UCSD), La Jolla, California (USA)	39.01
43	Peter Reinhard Hansen Department of Economics, University of North Carolina-Chapel-Hill, Chapel Hill, North Carolina (USA)	40.58
44	Manuel Arellano Centro de Estudios Monetarios y Financieros (CEMFI), Madrid, Spain	44.8
45	Jun Yu Faculty of Business Administration, University of Macau, Macau, Macao	45.25
46	David I. Harvey Granger Centre for Time Series Econometrics, School of Economics, University of Nottingham, Nottingham, United Kingdom	45.26
47	Siem Jan Koopman Afdeling Econometrie and Operations Research, School of Business and Economics, Vrije Universiteit Amsterdam, Amsterdam, Netherlands	49.08
48	Michael McCracken Research Division, Federal Reserve Bank of St. Louis, St. Louis, Missouri (USA)	50.52
49	Lajos Horvath	52.32
50	Ole E. Barndorff-Nielsen †	53.79
51	Giuseppe Cavaliere Department of Economics, Business School, University of Exeter, Exeter, United Kingdom Dipartimento di Scienze Economiche, Alma Mater Studiorum - Università di Bologna, Bologna, Italy	55.27
52	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	55.92
53	Chang-Jin Kim Department of Economics, Korea University, Seoul, South Korea Department of Economics, University of Washington, Seattle, Washington (USA)	56.02
54	Jean-Michel Zakoian Centre de Recherche en Économie et Statistique (CREST), Palaiseau, France	57.94
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	57.98
56	Oliver Bruce Linton Faculty of Economics, University of Cambridge, Cambridge, United Kingdom	60.3
57	Michael McAleer †	61.09
58	Lawrence J. Christiano Department of Economics, Northwestern University, Evanston, Illinois (USA)	62.75
59	Cheng Hsiao Department of Economics, University of Southern California, Los Angeles, California (USA)	64
60	Asger Lunde Center for Research in Econometric Analysis of Time Series (CREATES), Institut for Økonomi, Aarhus Universitet, Aarhus, Denmark	66.19
61	Jonathan H. Wright Department of Economics, Johns Hopkins University, Baltimore, Maryland (USA)	67.7
62	Christian Francq Centre de Recherche en Économie et Statistique (CREST), Palaiseau, France	68.62
63	Atsushi Inoue Department of Economics, Vanderbilt University, Nashville, Tennessee (USA)	69
64	Frank Schorfheide Department of Economics, University of Pennsylvania, Philadelphia, Pennsylvania (USA)	69.69
65	Joon Y. Park Department of Economics, Indiana University, Bloomington, Indiana (USA)	71.95
66	Rob J Hyndman Department of Econometrics and Business Statistics, Monash Business School, Monash University, Melbourne, Australia	72.46
67	Chihwa Kao Department of Economics, University of Connecticut, Storrs, Connecticut (USA)	73.02
68	Yacine Ait-Sahalia Bendheim Center for Finance, Department of Economics, Princeton University, Princeton, New Jersey (USA)	73.87
69	Marcus J. Chambers Economics Department, University of Essex, Colchester, United Kingdom	73.93
70	Joerg Breitung Seminar für Wirtschafts- und Sozialgeschichte, Wirtschafts- und Sozialwissenschaftliche Fakultät, Universität zu Köln, Köln, Germany	74.98
71	James MacKinnon Economics Department, Queen's University, Kingston, Canada	75.74
72	Donggyu Sul Department of Economics, University of Texas-Dallas, Dallas, Texas (USA)	75.85
73	Lucrezia Reichlin Centre for Economic Policy Research (CEPR), London, United Kingdom Department of Economics, London Business School (LBS), London, United Kingdom	78.15
74	Yixiao Sun Department of Economics, University of California-San Diego (UCSD), La Jolla, California (USA)	78.2
75	Zhijie Xiao Department of Economics, Boston College, Chestnut Hill, Massachusetts (USA)	78.98
76	Norman Rasmus Swanson Department of Economics, Rutgers University-New Brunswick, New Brunswick, New Jersey (USA)	79.33
77	Marco Lippi Istituto Einaudi per l'Economia e la Finanza (EIEF), Roma, Italy	79.35

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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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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