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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 Nick Chater FBA

The cognitive and social foundations of rationality & language; general principles of cognition; philosophical, economic & policy implications of cognitive science.

nick-chater.jpg

Professor Frank A G Windmeijer FBA

Econometrics, Causal Inference, Instrumental Variables, Longitudinal/Panel Data, Biostatistics, Mendelian Randomisation

Frank A. G. Windmeijer FBA

Lord Nick Stern of Brentford FBA

India; climate change; economic development and growth; economic theory; economics; government; public policy and the role of the state and economies in transition;tax reform

nick-stern-of-brentford.jpg

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