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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
Fellow type
International Fellow
Year elected
2008
Subjects
Economics
Sections
Economics and Economic History
Website
http://korora.econ.yale.edu/phillips/index.htm

Current post

Sterling Professor of Economics, Yale University

Past appointments

Singapore Management University Keppel Professor

2013 -

University of Auckland Distinguished Professor

2012 -

University of Southampton Adjunct Professor

2009 -

Singapore Management University Distinguished Term Professor

2008 -

Yale University Sterling Professor of Economics, Yale University

1979 -

Yale University Sterling Professor of Economics, Yale University

1979 -

Other Foreign Institutions Junior Lecturer, University of Auckland

1970 - 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

Other Fellows of the British Academy

Professor Christopher Howe FBA

Economics South-East Asia Hong Kong and Taiwan East Asia China Economic Policy

christopher-howe.jpg

Professor Simon Burgess FBA

I study education using the tools of applied economics: schools (choice, competition, accountability), teachers (effectiveness, development, pay), and pupils (motivations, effort, ethnicity)

Professor Simon Burgess FBA

Professor Hervé Moulin FBA

herve-moulin.jpg

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