Skip Content

Professor Peter Phillips FBA

Peter Phillips profile picture

About this Fellow

Econometrics, trends and transitions in economic activity, asset price bubble detection methods, modelling volatility in financial data, and automated model building for policy analysis and forecasting



Current post

  • Sterling Professor of Economics, Yale University

Past Appointments

  • Distinguished Term Professor, Singapore Management University, 2008
  • Sterling Professor of Economics, Yale University, Yale University, 1979
  • Junior Lecturer, University of Auckland, Other Foreign Institutions, 1970 - 1971
  • Sterling Professor of Economics, Yale University, Yale University, 1979
  • Adjunct Professor, University of Southampton, 2009
  • Distinguished Professor, University of Auckland, 2012
  • Keppel Professor, Singapore Management University, 2013


Time Series Regression with a Unit Root Econometrica, Vol. 55, No. 2, pp. 277-301 Mar-87

Understanding Spurious Regressions in Econometrics Journal of Econometrics, Vol. 33, No. 3, pp. 311-340 Dec-86

The Exact Finite Sample Density of Instrumental Variable Estimators in an Equation with n+1 Endogenous Variables Econometrica, Vol. 48, No. 4, pp. 861-878. May-80

Other Economics and Economic History Fellows

Professor Joseph Stiglitz

Economics of information, economics of uncertainty, risk and agriculture, financial markets, growth and capital theory, natural resources, theory of market structure R&D, macroeconomics, monetary economics, international economics, development, distribution of income and wealth, welfare economics, comparative economic systems/organization theory, political economy, theory of taxation/public finance, theory of public expenditures