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Professor Peter Phillips FBA

Professor Peter Phillips FBA 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

Website: http://korora.econ.yale.edu/phillips/index.htm

Appointments

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

Publications

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 Peter Hammond

Dynamic models in decision and game theory, with applications to normative economics, mechanism design, statistical models with many agents, social choice, ethics, unmodelled events, and experimental economics

Professor Graham Loomes

The theoretical and empirical analysis of people’s values, judgments and decisions, incorporating psychological insights into models of economic behaviour, with policy applications to health, safety, environmental benefits and consumer welfare

Professor Francesco Caselli

Economic development and, in particular, technology choice and transfer; politics and development; economics of natural-resource abundance

Professor Joel Mokyr

Economic history of Europe, particularly the roots of technological progress and economic growth in Europe during the Industrial Revolution