


 |
| Eugene F. Fama
[see
also] [see
also] |
|
Robert
R. McCormick Distinguished Service Professor of Finance
Graduate
School of Business
University of Chicago
Chicago, IL USA |
 |
and |
|
|
| Kenneth R. French
[see
also] |
|
Carl E. and Catherine M. Heidt Professor of
Finance
Tuck School of Business
Dartmouth College
Hanover, NH USA |
 |
|
"For their seminal contributions to
understanding the relationship of stock returns and business
fluctuations." |
|
 |
| Comment: If
the Nobel Committee wishes to recognize achievements in finance, Fama
and French are logical choices, especially for their co-authored
papers in the 1980s and early 1990s that examined whether stock
returns could be predicted by using both macro- and microeconomic
indicators, representing the economy as a whole and the business of
individual firms, respectively. |
 |
|
- -
- - -
OR - - - - - |
 |
Robert J. Barro
[see
also] [see
also]
|
|
Robert C. Waggoner Professor of
Economics
Harvard University
Cambridge, MA USA
and
Senior Fellow of the Hoover Institution
Stanford, CA USA |
 |
|
"For his pioneering contributions in
empirical macroeconomics, ranging over many fields, but especially for
work in public debt in the 1970s." |
|
 |
|
Comment: Barro
has been for two or three decades one of the most-cited economists in
the ISI database, (as has Fama, above). He has written more than a
dozen of high-impact papers, several dealing with the determinants of
economic growth and with monetary policy.
|
 |
|
- -
- - - OR - - - - - |
 |
Clive W. J. Granger
[see
also]
[see
also]
[see
also]
[see
also]
[see
also]
NOBEL
PRIZE WINNER!
Read
about it |
|
Department of Economics
University of California, San Diego
La Jolla, CA USA |
 |
and |
|
|
Robert
F. Engle
[see
also]
[see
also]
NOBEL PRIZE WINNER!
Read
about it
|
|
Michael Armellino Professor
in the Management of Financial Services
New York University Stern School of Business
New York, NY USA |
 |
|
"For their
development of cointegration analysis, an essential technique of econometrics for time-series studies and forecasting." |
|
 |
| Comment:
Engle also developed the Autoregressive Conditional Heteroskedasticity (ARCH) model, another seminal
technique in econometric analyses, and this may well be mentioned in any Nobel citation as well. Other important contributors to aspects of cointegration analysis
have been Peter C. B.
Phillips of Yale University and Søren Johansen of Københavns
Universitet, both of whom are similarly highly cited. Frankly, it’s a hard choice, if the Nobel committee wishes to recognize work in this area.
|
|
|
Other Citation Laureates |
|
|
|
|
|
Other Links |
 |
- The 100 Most-Cited Scientists in Biology
& Biochemistry, Chemistry,
Economics
& Business, Immunology,
Microbiology, Molecular
Biology & Genetics, Neuroscience,
and Pharmacology &
Toxicology and Physics
from ISI
Essential Science Indicators
Web product, January 1993 - June 30, 2003.
- 50 Most-Cited Economists in the ISI
Social
Sciences Citation Index, 1966-1986, ranked by total primary author
citations.
- Data complied by Tom
Coupe, a
graduate student at the European Center for Advanced Research in
Economics and Statistics (ECARES)
of the Université Libre de Bruxelles (ULB).
- List of Economics/Business
researchers in ISIHighlyCited.com.
|