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Top 10% Institutions and Economists in the Field of Econometric Time Series, as of August 2024

What this page is about

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 8910 institutions with 69211 registered authors evaluated for all the rankings.

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Same ranking by authors, institutions, countries and regions, and more rankings for , including the individual criteria used here.

The rankings

Top 10% institutions in the field of Econometric Time Series

For Econometric Time Series, these are 778 authors affiliated with 1610 institutions.
All authors classified in this field.

Rank	Institution	Score	Authors	Author shares
1	Department of Economics, Duke University Durham, North Carolina (USA)	2.54	48	1.74
2	Institut for Økonomi, Aarhus Universitet Aarhus, Denmark	4.16	114	12.03
3	Department of Economics, Princeton University Princeton, New Jersey (USA)	4.37	52	2.23
4	Department of Economics, School of Arts and Sciences, Columbia University New York City, New York (USA)	7.11	52	1.06
5	African Governance and Development Institute (AGDI) Yaoundé, Cameroun	7.88	7	0.97
6	Department of Economics, University of Southern California Los Angeles, California (USA)	8.25	68	2.08
7	Monash Business School, Monash University Melbourne, Australia	8.61	192	11.2
8	Cowles Foundation for Research in Economics, Yale University New Haven, Connecticut (USA)	9.16	17	0.52
9	Department of Economics, University of California-San Diego (UCSD) La Jolla, California (USA)	9.43	53	1.89
---	Center for Research in Econometric Analysis of Time Series (CREATES), Institut for Økonomi, Aarhus Universitet Aarhus, Denmark	10.96	42	9.42
10	Department of Economics, Boston University Boston, Massachusetts (USA)	11.04	68	1.02
11	Department of Economics, Harvard University Cambridge, Massachusetts (USA)	12.3	71	0.85
---	Department of Econometrics and Business Statistics, Monash Business School, Monash University Melbourne, Australia	12.35	38	10.35
12	Department of Economics, University of Pennsylvania Philadelphia, Pennsylvania (USA)	12.9	51	1.36
13	Stern School of Business, New York University (NYU) New York City, New York (USA)	12.96	57	2.01
14	Singapore Management University Singapore, Singapore	14.07	39	3.78
---	School of Economics, Singapore Management University Singapore, Singapore	15.58	32	3.75
15	Økonomisk Institut, Københavns Universitet København, Denmark	16.18	79	4.64
16	European Central Bank Frankfurt am Main, Germany	16.96	264	8.07
17	Faculty of Economics, University of Cambridge Cambridge, United Kingdom	17.31	68	2.16
18	Economics Department, University of Wisconsin-Madison Madison, Wisconsin (USA)	19.76	35	0.7
19	Department of Economics, University of Washington Seattle, Washington (USA)	21.04	22	1.62
20	Department of Economics and Related Studies, University of York York, United Kingdom	21.14	86	3.64
21	Department of Economics, Oxford University Oxford, United Kingdom	22.09	179	3.43
22	School of Economics, University of Nottingham Nottingham, United Kingdom	22.8	119	3.44
23	Economics Department, Michigan State University East Lansing, Michigan (USA)	25.62	58	1.08
---	Department of Economics, Business School, University of Auckland Auckland, New Zealand	26.99	20	0.3
24	Business School, University of Auckland Auckland, New Zealand	26.99	25	0.3
---	Finance Department, Stern School of Business, New York University (NYU) New York City, New York (USA)	30.44	19	0.54
25	International Monetary Fund (IMF) Washington, District of Columbia (USA)	32.87	521	7.56
26	National Bureau of Economic Research (NBER) Cambridge, Massachusetts (USA)	34.31	479	0.56
27	Federal Reserve Bank of Cleveland Cleveland, Ohio (USA)	34.67	86	3.09
28	Centre de Recherche en Économie et Statistique (CREST) Palaiseau, France	34.88	101	3.03
29	Department of Economics, University of Chicago Chicago, Illinois (USA)	34.93	80	0.36
30	Federal Reserve Bank of Dallas Dallas, Texas (USA)	37.66	51	1.01
31	Essex Business School, University of Essex Colchester, United Kingdom	38.45	31	1.94
32	School of Business and Economics, Vrije Universiteit Amsterdam Amsterdam, Netherlands	40.26	131	6.99
---	Economic Research, Federal Reserve Bank of Cleveland Cleveland, Ohio (USA)	40.79	57	2.25
33	Federal Reserve Bank of St. Louis St. Louis, Missouri (USA)	41.08	60	1.26
34	School of Economics, Faculty of Arts and Social Sciences, University of Sydney Sydney, Australia	42.01	76	3.14
---	Research Division, Federal Reserve Bank of St. Louis St. Louis, Missouri (USA)	42.37	52	1.24
35	Centro de Estudios Monetarios y Financieros (CEMFI) Madrid, Spain	42.42	29	1.85
36	Economics Department, University of Strathclyde Glasgow, United Kingdom	42.82	33	0.98
37	Barcelona School of Economics (BSE) Barcelona, Spain	43.33	165	2.98
38	Departamento de Economía, Universidad Carlos III de Madrid Madrid, Spain	43.77	61	1.89
39	Department of Economics, University of North Carolina-Chapel-Hill Chapel Hill, North Carolina (USA)	50.57	23	1.27
40	Louvain Institute of Data Analysis and Modelling in Economics and Statistics (LIDAM), Université Catholique de Louvain Louvain-la-Neuve, Belgium	52.49	133	2.82
41	School of Economics and Management, University of Chinese Academy of Sciences Beijing, China	53.5	4	1
42	Department of Economics, Northwestern University Evanston, Illinois (USA)	53.8	44	0.39
43	Università Commerciale Luigi Bocconi Milano, Italy	55.02	171	2.92
44	Department of Economics, McGill University Montréal, Canada	56.48	34	1.5
45	Economics Department, Massachusetts Institute of Technology (MIT) Cambridge, Massachusetts (USA)	59.02	63	0.45
---	Afdeling Econometrie and Operations Research, School of Business and Economics, Vrije Universiteit Amsterdam Amsterdam, Netherlands	61.78	17	3.74
46	Department of Economics, University of California-Berkeley Berkeley, California (USA)	63.11	63	0.61
47	Federal Reserve Board (Board of Governors of the Federal Reserve System) Washington, District of Columbia (USA)	64.09	214	3.67
48	Department of Economics, Boston College Chestnut Hill, Massachusetts (USA)	65.06	68	0.9
49	Economics Department, Yale University New Haven, Connecticut (USA)	65.69	62	0.45
50	Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam Rotterdam, Netherlands	65.9	119	2.99
51	Tinbergen Instituut Amsterdam, Netherlands	66.09	123	3.32
52	Dipartimento di Scienze Economiche, Alma Mater Studiorum - Università di Bologna Bologna, Italy	66.71	128	2.64
---	Economic Studies, Brookings Institution Washington, District of Columbia (USA)	67.97	13	0.13
53	Brookings Institution Washington, District of Columbia (USA)	67.97	41	0.13
54	Faculteit Economie en Bedrijfskunde, Universiteit van Amsterdam Amsterdam, Netherlands	68.59	99	2.36
---	Econometrisch Instituut, Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam Rotterdam, Netherlands	69.01	22	2.02
55	Department of Economics, University College London (UCL) London, United Kingdom	71.89	69	1.13
56	Faculty of Business Administration, University of Macau Macau, Macao	71.98	15	1.26
57	School of Economics and Finance, Queen Mary University of London London, United Kingdom	72.5	68	2.07
58	Department of Economics, University of Illinois at Urbana-Champaign Urbana-Champaign, Illinois (USA)	74.93	44	1.69
59	Business School, King's College London London, United Kingdom	75.78	37	1.71
60	Federal Reserve Bank of Atlanta Atlanta, Georgia (USA)	76.18	29	1.75
61	Department of Economics, New York University (NYU) New York City, New York (USA)	76.5	58	0.88
62	Ekonomihögskolan, Lunds Universitet Lund, Sweden	77.88	121	1.87
---	Nationalekonomiska Institutionen, Ekonomihögskolan, Lunds Universitet Lund, Sweden	77.88	72	1.87
---	Volatility Institute, Stern School of Business, New York University (NYU) New York City, New York (USA)	78.04	2	0.1
63	Department of Economics, Indiana University Bloomington, Indiana (USA)	79.05	31	1.58
---	Granger Centre for Time Series Econometrics, School of Economics, University of Nottingham Nottingham, United Kingdom	80.23	7	1.56
64	Federal Reserve Bank of Chicago Chicago, Illinois (USA)	85.34	59	0.68
---	Amsterdam School of Economics, Faculteit Economie en Bedrijfskunde, Universiteit van Amsterdam Amsterdam, Netherlands	85.41	30	1.27
65	Department of Economics, University of Warwick Coventry, United Kingdom	86.06	94	1.47
---	Departament d'Economia i Empresa, Universitat Pompeu Fabra, Barcelona School of Economics (BSE) Barcelona, Spain	86.55	95	1.98
66	Deutsche Bundesbank Frankfurt, Germany	89.86	177	3.31
---	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	90.27	49	1.24
67	Department of Economics, University of Toronto Toronto, Canada	91.68	78	1.22
68	DIW Berlin (Deutsches Institut für Wirtschaftsforschung) Berlin, Germany	92.03	137	0.65
69	Mitchell E. Daniels, Jr. School of Business, Purdue University West Lafayette, Indiana (USA)	92.44	37	2.5
70	Athens University of Economics and Business (AUEB) Athens, Greece	92.92	93	3.05
71	Department of Economics, Ohio State University Columbus, Ohio (USA)	93.63	40	1.5
72	Economics Department, Queen's University Kingston, Canada	93.68	52	1.2
73	Department of Economics, Johns Hopkins University Baltimore, Maryland (USA)	95.72	27	0.38
74	Departamento de Estadistica, Universidad Carlos III de Madrid Madrid, Spain	96.5	9	4.78
---	Department of Economics, Mitchell E. Daniels, Jr. School of Business, Purdue University West Lafayette, Indiana (USA)	96.87	32	2.47
75	Center for Applied Statistics and Econometrics (CASE), Humboldt-Universität Berlin Berlin, Germany	97.24	23	1.74
76	Business School, University of Exeter Exeter, United Kingdom	98.88	54	1.57
---	Bendheim Center for Finance, Department of Economics, Princeton University Princeton, New Jersey (USA)	99.27	7	0.38
77	School of Business and Economics, Maastricht University Maastricht, Netherlands	99.44	98	4.09
78	Business School, University of Technology Sydney Sydney, Australia	105.76	91	2.23
79	Department of Economics, Emory University Atlanta, Georgia (USA)	107.31	33	1.89
80	Department of Economics, University of Connecticut Storrs, Connecticut (USA)	107.78	49	1.72
81	Wirtschafts- und Sozialwissenschaftliche Fakultät, Universität zu Köln Köln, Germany	108.12	46	1.6
82	Dipartimento di Economia, Università Ca' Foscari Venezia Venezia, Italy	111.18	91	1.83
83	Anderson Graduate School of Management, University of California-Los Angeles (UCLA) Los Angeles, California (USA)	112.4	32	0.43
84	Department of Economics, Korea University Seoul, South Korea	113.01	28	1.28
---	Economic Research Department, Federal Reserve Bank of Atlanta Atlanta, Georgia (USA)	115.1	22	1.54
85	Department of Economics, University of Texas-Dallas Dallas, Texas (USA)	116.58	12	1.21
86	Crawford School of Public Policy, Australian National University Canberra, Australia	120.21	179	0.87
87	Department of Economics, Vanderbilt University Nashville, Tennessee (USA)	121.18	41	0.46
---	Abteilung Volkswirtschaftslehre, Fachbereich Wirtschaftswissenschaft, Freie Universität Berlin Berlin, Germany	122.07	21	0.44
88	Fachbereich Wirtschaftswissenschaft, Freie Universität Berlin Berlin, Germany	122.07	46	0.44
89	Department of Economics, Pennsylvania State University State College, Pennsylvania (USA)	123.05	33	0.58
90	Department of Economics, Rutgers University-New Brunswick New Brunswick, New Jersey (USA)	123.2	44	0.67
91	Department of Economics and Finance, Brunel University London Uxbridge, United Kingdom	123.47	22	1.52
92	École d'Économie d'Aix-Marseille, Aix-Marseille Université Aix-en-Provence/Marseille, France	123.48	125	2.61
---	Vakgroep Kwantitatieve Economie, School of Business and Economics, Maastricht University Maastricht, Netherlands	124.4	11	2.74
93	Fakultät für Wirtschaftswissenschaften, Universität Wien Wien, Austria	124.89	64	1.91
94	Politiikan ja Talouden Tutkimuksen Laitos, Valtiotieteellinen tiedekunta, Helsingin Yliopisto Helsinki, Finland	128.28	34	2.4
95	Economics Department, University of Essex Colchester, United Kingdom	129.48	49	1.44
96	Department of Economics, University of California-Riverside Riverside, California (USA)	130.22	30	1
97	Wirtschaftswissenschaftliche Fakutält, Universität Zürich Zürich, Switzerland	130.5	176	1.93
98	Istituto Einaudi per l'Economia e la Finanza (EIEF) Roma, Italy	131.8	32	0.56
99	Département de Sciences Économiques, Université de Montréal Montréal, Canada	132.72	30	1.27
---	Department of Finance, Kellogg Graduate School of Management, Northwestern University Evanston, Illinois (USA)	132.94	18	0.19
100	Kellogg Graduate School of Management, Northwestern University Evanston, Illinois (USA)	132.94	53	0.19
---	Institut für Volkswirtschaftslehre, Wirtschaftswissenschaftliche Fakutält, Universität Zürich Zürich, Switzerland	132.97	100	1.68
---	Centre for Applied Macroeconomic Analysis (CAMA), Crawford School of Public Policy, Australian National University Canberra, Australia	133.64	79	0.84
101	Sveriges Riksbank Stockholm, Sweden	134.54	36	2.57
102	School of Economics and Management, Tsinghua University Beijing, China	135.58	26	1.47
---	Department of Economics, Business School, University of Exeter Exeter, United Kingdom	138.72	41	1.19
103	Dipartimento di Economia "Marco Biagi", Università degli Studi di Modena e Reggio Emilia Modena, Italy	139.76	48	0.4
---	Economics Discipline Group, Business School, University of Technology Sydney Sydney, Australia	141.27	40	1.18
104	College of Economics, Sogang University Seoul, South Korea	141.98	23	0.75
105	Banca d'Italia Roma, Italy	142.52	317	3.44
---	Department of Economics, W.P. Carey School of Business, Arizona State University Tempe, Arizona (USA)	143.19	39	1.3
106	W.P. Carey School of Business, Arizona State University Tempe, Arizona (USA)	143.19	48	1.3
107	Solvay Brussels School of Economics and Management, Université Libre de Bruxelles Bruxelles, Belgium	143.46	174	2.04
---	Department of Statistics and Operations Research, Fakultät für Wirtschaftswissenschaften, Universität Wien Wien, Austria	143.98	7	1.61
108	Adam Smith Business School, University of Glasgow Glasgow, United Kingdom	145.01	73	1.97
---	Department of Economics, Adam Smith Business School, University of Glasgow Glasgow, United Kingdom	145.01	55	1.97
109	Fachbereich Wirtschaftswissenschaft, Goethe Universität Frankfurt am Main Frankfurt am Main, Germany	145.5	74	1.17
110	Department of Economics, University of Houston Houston, Texas (USA)	145.63	26	1.21
111	Rady School of Management, University of California-San Diego (UCSD) La Jolla, California (USA)	147.62	12	0.28
---	Seminar für Wirtschafts- und Sozialgeschichte, Wirtschafts- und Sozialwissenschaftliche Fakultät, Universität zu Köln Köln, Germany	148.37	3	0.55
112	Faculty of Business and Economics, University of Melbourne Melbourne, Australia	148.88	98	3.27
113	Economics Department, Georgetown University Washington, District of Columbia (USA)	149.16	50	0.75
---	Dipartimento di Economia "Ettore Bocconi", Università Commerciale Luigi Bocconi Milano, Italy	149.78	31	0.26
114	Toulouse School of Economics (TSE) Toulouse, France	152.3	154	1.29
115	Management School, University of Liverpool Liverpool, United Kingdom	154.22	40	2.41
116	Dipartimento di Statistica, Informatica, Applicazioni "G. Parenti", Università degli Studi di Firenze Firenze, Italy	155.14	19	1.77
---	European Centre for Advanced Research in Economics and Statistics (ECARES), Solvay Brussels School of Economics and Management, Université Libre de Bruxelles Bruxelles, Belgium	157.54	66	2.01
117	Gordon Lang School of Business and Economics, University of Guelph Guelph, Canada	158.84	47	1.79
---	Department of Economics and Finance, Gordon Lang School of Business and Economics, University of Guelph Guelph, Canada	158.84	40	1.79
118	Department of Economics, University of California-Los Angeles (UCLA) Los Angeles, California (USA)	159.86	54	0.58
119	Centre for Economic Policy Research (CEPR) London, United Kingdom	159.9	374	0.29
120	Culverhouse College of Business, University of Alabama-Tuscaloosa Tuscaloosa, Alabama (USA)	163.44	29	1.15
---	Innocenzo Gasparini Institute for Economic Research (IGIER), Università Commerciale Luigi Bocconi Milano, Italy	163.76	49	0.29
121	Department of Economics, Mathematics and Statistics, Birkbeck College London, United Kingdom	164.59	25	2.06
---	Abteilung Empirische Wirtschaftsforschung und International Wirtschaftspolitik, Fachbereich Wirtschaftswissenschaft, Goethe Universität Frankfurt am Main Frankfurt am Main, Germany	164.62	8	1
122	Department of Economics, University of Maryland College Park, Maryland (USA)	164.73	50	1.58
123	Department of Economics, Virginia Polytechnic Institute and State University (Virginia Tech) Blacksburg, Virginia (USA)	165.49	18	1.45
124	Department of Economics, Washington University in St. Louis St. Louis, Missouri (USA)	165.67	33	0.58
125	Business School, Macquarie University Sydney, Australia	165.87	46	1.67
126	Department of Economics, University of Notre Dame South Bend, Indiana (USA)	168.59	57	0.32
127	Smeal College of Business Administration, Pennsylvania State University State College, Pennsylvania (USA)	168.78	10	0.9
128	Banco de España Madrid, Spain	171.74	126	2.52
129	Bank of England London, United Kingdom	171.76	211	2.43
130	Department of Economics, Maxwell School, Syracuse University Syracuse, New York (USA)	173.74	26	0.39
131	Institute for Fiscal Studies (IFS) London, United Kingdom	177.51	78	0.2
---	Department of Economics, Faculty of Business and Economics, University of Melbourne Melbourne, Australia	178.67	47	2.84
---	Economic Research Department, Federal Reserve Bank of Dallas Dallas, Texas (USA)	181.95	29	0.54
132	Warwick Business School, University of Warwick Coventry, United Kingdom	182.79	30	1.92
133	London School of Economics (LSE) London, United Kingdom	183.81	344	1.1
134	BI Handelshøyskolen Oslo, Norway	185.23	55	0.74
135	Facultat de Ciències Econòmiques i Empresarials, Universitat de les Illes Balears Palma de Mallorca, Spain	187.02	38	2.88
---	Departament d'Economia Aplicada, Facultat de Ciències Econòmiques i Empresarials, Universitat de les Illes Balears Palma de Mallorca, Spain	187.02	27	2.88
136	Business School, Queensland University of Technology Brisbane, Australia	190.29	35	1.49
137	Bangko Sentral Ng Pilipinas Manilla, Philippines	190.78	20	0.33
138	Federal Reserve Bank of New York New York City, New York (USA)	191	99	1.34
139	Graduate School of Business, Columbia University New York City, New York (USA)	192.04	56	0.14
140	ESSEC Business School Cergy-Pontoise, France	193.99	37	2.11
141	Centro Ricerche Nord Sud (CRENoS) Cagliari, Italy	194.32	54	0.89
142	Bank of Canada Ottawa, Canada	194.37	183	3.49
143	Economics Department, Williams College Williamstown, Massachusetts (USA)	194.41	31	0.28
---	ICMA Centre for Financial Markets, Henley Business School, University of Reading Reading, United Kingdom	195.56	14	0.43
144	Henley Business School, University of Reading Reading, United Kingdom	195.56	32	0.43
145	Department of Economics, University of Oregon Eugene, Oregon (USA)	197.23	25	0.49
146	School of Business and Economics, Universidade Nova de Lisboa Lisboa, Portugal	197.26	56	0.6
147	Department of Economics, University of Birmingham Birmingham, United Kingdom	197.57	53	1.05
148	Facoltà di Economia, Università degli Studi di Roma "Tor Vergata" Roma, Italy	203.25	114	2.99
149	Department of Economics, University of Pittsburgh Pittsburgh, Pennsylvania (USA)	204.89	52	2.06
150	School of Economics and Management, Universiteit van Tilburg Tilburg, Netherlands	205.67	139	1.35
---	Department of Economics, London Business School (LBS) London, United Kingdom	205.76	12	0.4
151	London Business School (LBS) London, United Kingdom	205.76	31	0.4
152	Faculty of Economics, University of Tokyo Tokyo, Japan	207.08	41	1.03
153	Department of Economics, York University Toronto, Canada	207.73	42	1.31
154	College of Business and Economics, Yonsei University Seoul, South Korea	208.44	30	1.38
---	School of Economics, College of Business and Economics, Yonsei University Seoul, South Korea	208.44	28	1.38
155	Management School, Lancaster University Lancaster, United Kingdom	208.54	66	3.38
---	CentER Graduate School for Economics and Business, School of Economics and Management, Universiteit van Tilburg Tilburg, Netherlands	208.64	95	1.31
---	Economics Group, Nuffield College, Department of Economics, Oxford University Oxford, United Kingdom	208.95	27	0.27
156	Department of Economics, School of Social Sciences, University of Manchester Manchester, United Kingdom	210.03	58	0.79
157	DeGroote School of Business, McMaster University Hamilton, Canada	212.43	8	2.16
---	Department of Economics, Business School, Macquarie University Sydney, Australia	213.57	32	1.27
158	Economics Division, University of Southampton Southampton, United Kingdom	214.73	33	2.19
---	Finance Division, Sauder School of Business, University of British Columbia Vancouver, Canada	216.07	6	0.66
159	Sauder School of Business, University of British Columbia Vancouver, Canada	216.07	26	0.66
160	Graduate School of Economics/Faculty of Economics, Hitotsubashi University Tokyo, Japan	216.78	29	1.46
---	Institutt for Samfunnsøkonomi, BI Handelshøyskolen Oslo, Norway	218.85	21	0.42
---	Finance and Economics Department, Graduate School of Business, Columbia University New York City, New York (USA)	219.83	26	0.12
161	Institut ekonomických studií, Univerzita Karlova v Praze Praha, Czech Republic	220.43	131	2.42

The rankings

Top 10% authors in the field of Econometric Time Series

For Econometric Time Series, these are 778 authors affiliated with 1610 institutions.
All authors classified in this field.

Rank	Author	Score
1	Peter C. B. Phillips School of Economics, Singapore Management University, Singapore, Singapore	1.68
2	Clive W. J. Granger †	4.04
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)	4.52
4	Pierre Perron Department of Economics, Boston University, Boston, Massachusetts (USA)	5.3
5	Tim Bollerslev Department of Economics, Duke University, Durham, North Carolina (USA)	5.4
6	Mohammad Hashem Pesaran Department of Economics, University of Southern California, Los Angeles, California (USA)	7.74
7	Mark W. Watson Department of Economics, Princeton University, Princeton, New Jersey (USA)	10.99
8	Robert Taylor Essex Business School, University of Essex, Colchester, United Kingdom	11.87
9	Yongmiao Hong School of Economics and Management, University of Chinese Academy of Sciences, Beijing, China	12.66
10	Jushan Bai Department of Economics, School of Arts and Sciences, Columbia University, New York City, New York (USA)	12.95
11	Francis X. Diebold Department of Economics, University of Pennsylvania, Philadelphia, Pennsylvania (USA)	13.97
12	Soren Johansen Økonomisk Institut, Københavns Universitet, København, Denmark	14.27
13	Charles R. Nelson Department of Economics, University of Washington, Seattle, Washington (USA)	15.76
14	Helmut Luetkepohl DIW Berlin (Deutsches Institut für Wirtschaftsforschung), Berlin, Germany	16.99
15	Donald W. K. Andrews Economics Department, Yale University, New Haven, Connecticut (USA) Cowles Foundation for Research in Economics, Yale University, New Haven, Connecticut (USA)	17.99
16	Serena Ng Department of Economics, School of Arts and Sciences, Columbia University, New York City, New York (USA)	19.08
17	Yongcheol Shin Department of Economics and Related Studies, University of York, York, United Kingdom	19.91
18	Andrew C. Harvey Faculty of Economics, University of Cambridge, Cambridge, United Kingdom	20.06
19	Timo Terasvirta Center for Applied Statistics and Econometrics (CASE), Humboldt-Universität Berlin, Berlin, Germany Center for Research in Econometric Analysis of Time Series (CREATES), Institut for Økonomi, Aarhus Universitet, Aarhus, Denmark	20.99
20	Gary Koop Economics Department, University of Strathclyde, Glasgow, United Kingdom	21.49
21	Kenneth D. West Economics Department, University of Wisconsin-Madison, Madison, Wisconsin (USA)	22.73
22	James Hamilton Department of Economics, University of California-San Diego (UCSD), La Jolla, California (USA)	24.3
23	Lars Peter Hansen Department of Economics, University of Chicago, Chicago, Illinois (USA)	24.62
24	Neil Shephard Department of Economics, Harvard University, Cambridge, Massachusetts (USA)	24.94
25	David F. Hendry Department of Economics, Oxford University, Oxford, United Kingdom	25.57
26	Stephen Leybourne School of Economics, University of Nottingham, Nottingham, United Kingdom	26.06
27	George Tauchen Department of Economics, Duke University, Durham, North Carolina (USA)	26.25
28	James H. Stock Department of Economics, Harvard University, Cambridge, Massachusetts (USA)	27.1
29	Pentti Juhani Saikkonen	27.51
30	George Kapetanios Business School, King's College London, London, United Kingdom	27.89
31	Torben G. Andersen National Bureau of Economic Research (NBER), Cambridge, Massachusetts (USA)	28.19
32	Adrian Rodney Pagan School of Economics, Faculty of Arts and Social Sciences, University of Sydney, Sydney, Australia	29.11
33	Todd Clark Economic Research, Federal Reserve Bank of Cleveland, Cleveland, Ohio (USA)	31.42
34	Halbert White †	31.66
35	Thomas J. Sargent Department of Economics, New York University (NYU), New York City, New York (USA)	34.1
36	Andrew Patton Department of Economics, Duke University, Durham, North Carolina (USA)	34.26
37	Graham Elliott Department of Economics, University of California-San Diego (UCSD), La Jolla, California (USA)	35.08
38	Allan Timmermann Department of Economics, University of California-San Diego (UCSD), La Jolla, California (USA)	37.25
39	Lutz Kilian Federal Reserve Bank of Dallas, Dallas, Texas (USA)	38
40	Joakim Westerlund Nationalekonomiska Institutionen, Ekonomihögskolan, Lunds Universitet, Lund, Sweden	38.15
41	Morten Nielsen Institut for Økonomi, Aarhus Universitet, Aarhus, Denmark	39.95
42	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	40.94
43	Manuel Arellano Centro de Estudios Monetarios y Financieros (CEMFI), Madrid, Spain	41.81
44	David I. Harvey Granger Centre for Time Series Econometrics, School of Economics, University of Nottingham, Nottingham, United Kingdom	44.22
45	Peter Reinhard Hansen Department of Economics, University of North Carolina-Chapel-Hill, Chapel Hill, North Carolina (USA)	45.73
46	Siem Jan Koopman Afdeling Econometrie and Operations Research, School of Business and Economics, Vrije Universiteit Amsterdam, Amsterdam, Netherlands	45.99
47	Jun Yu Faculty of Business Administration, University of Macau, Macau, Macao	51.12
48	Lajos Horvath	51.33
49	Michael McCracken Research Division, Federal Reserve Bank of St. Louis, St. Louis, Missouri (USA)	52.8
50	Ole E. Barndorff-Nielsen †	52.83
51	Joon Y. Park Department of Economics, Indiana University, Bloomington, Indiana (USA)	52.85
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	52.97
53	Christian S. Gourieroux Department of Economics, University of Toronto, Toronto, Canada	53.34
54	Chang-Jin Kim Department of Economics, Korea University, Seoul, South Korea Department of Economics, University of Washington, Seattle, Washington (USA)	53.59
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	57.53
56	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	58.64
57	Michael McAleer †	59.75
58	Lawrence J. Christiano Department of Economics, Northwestern University, Evanston, Illinois (USA)	61.4
59	Jean-Michel Zakoian Centre de Recherche en Économie et Statistique (CREST), Palaiseau, France	61.93
60	Asger Lunde Center for Research in Econometric Analysis of Time Series (CREATES), Institut for Økonomi, Aarhus Universitet, Aarhus, Denmark	66.85
61	Marcus J. Chambers Economics Department, University of Essex, Colchester, United Kingdom	68.08
62	Yacine Ait-Sahalia Bendheim Center for Finance, Department of Economics, Princeton University, Princeton, New Jersey (USA)	69.09
63	Atsushi Inoue Department of Economics, Vanderbilt University, Nashville, Tennessee (USA)	70.25
64	Cheng Hsiao Department of Economics, University of Southern California, Los Angeles, California (USA)	70.37
65	Jonathan H. Wright Department of Economics, Johns Hopkins University, Baltimore, Maryland (USA)	71.47
66	Frank Schorfheide Department of Economics, University of Pennsylvania, Philadelphia, Pennsylvania (USA)	71.95
67	Oliver Bruce Linton Faculty of Economics, University of Cambridge, Cambridge, United Kingdom	72.95
68	Christian Francq Centre de Recherche en Économie et Statistique (CREST), Palaiseau, France	73.17
69	Chihwa Kao Department of Economics, University of Connecticut, Storrs, Connecticut (USA)	73.69
70	Donggyu Sul Department of Economics, University of Texas-Dallas, Dallas, Texas (USA)	74.45
71	Joerg Breitung Seminar für Wirtschafts- und Sozialgeschichte, Wirtschafts- und Sozialwissenschaftliche Fakultät, Universität zu Köln, Köln, Germany	75.58
72	James MacKinnon Economics Department, Queen's University, Kingston, Canada	76
73	Rob J Hyndman Department of Econometrics and Business Statistics, Monash Business School, Monash University, Melbourne, Australia	77.02
74	Zhijie Xiao Department of Economics, Boston College, Chestnut Hill, Massachusetts (USA)	77.06
75	Marco Lippi Istituto Einaudi per l'Economia e la Finanza (EIEF), Roma, Italy	77.55
76	Lucrezia Reichlin Centre for Economic Policy Research (CEPR), London, United Kingdom Department of Economics, London Business School (LBS), London, United Kingdom	77.8
77	Norman Rasmus Swanson Department of Economics, Rutgers University-New Brunswick, New Brunswick, New Jersey (USA)	80.47

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.

Credits:

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 by Ivan Kumanov, Minsk, Belarus.
Institutions database and ranking computations by Christian Zimmermann, Federal Reserve Bank of St. Louis.
RePEc has been initiated by Thomas Krichel.

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