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

Fellow type: Corresponding Fellow
Year elected: 2008
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

Related Fellows

Professor Sir Partha Dasgupta FBA

Economics

Professor Amartya Sen FBA

Economics Philosophy

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

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Professor Peter Phillips FBA

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