Professor Peter Phillips FBA

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

Elected 2008

Corresponding Fellow
2008
Economics

Current post

Sterling Professor of Economics, Yale University

Past appointments

Singapore Management University Keppel Professor

Jan 2013 -

University of Auckland Distinguished Professor

Jan 2012 -

University of Southampton Adjunct Professor

Jan 2009 -

Singapore Management University Distinguished Term Professor

Jan 2008 -

Yale University Sterling Professor of Economics, Yale University

Jan 1979 -

Yale University Sterling Professor of Economics, Yale University

Jan 1979 -

Other Foreign Institutions Junior Lecturer, University of Auckland

Jan 1970 - Jan 1971

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

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