Home Page of Peter C.B. Phillips
 

PERSONAL INFORMATION

Full Name: Peter Charles Bonest Phillips
Affiliations:
     Yale University: Sterling Professor of Economics & Professor of Statistics
     University of Auckland: Distinguished Professor
     University of Southampton: Adjunct Professor of Economics
     Singapore Management University: Distinguished Term Professor of Economics
Vita
Short Biography
Education
Employment
Family: Spouse and Co-author: Deborah J. Blood
             Children: Daniel Lade, Justin Bonest, Lara Kimberley
News Items

Avocations

OFFICE ADDRESS & CONTACTS

Cowles Foundation for Research in Economics
Yale University
Box 208281
New Haven, Connecticut USA 06520-8281
Telephone: (203) 432-3695 (office)
Fax: (203) 432-6167 (office)
        (203) 432-5429 (ET office)
email: peter dot phillips at yale dot edu
          econometric dot theory at yale dot edu

FIELDS OF RESEARCH

Econometrics: Stationary and nonstationary time series econometrics, Bayesian methods, Econometric model determination, Time series forecasting, Finite sample econometrics, Nonparametric and semi-parametric techniques, Panel data asymptotics and modelling, Dynamic nonlinear modeling, Financial econometrics.

Applied Macroeconometrics: Macroeconomic forecasting and policy analysis of Asia-Pacific countries using automated econometric techniques. Discrete choice modeling of Fed monetary policy intervention. Web site development of econometric model determination methodology.

WEB SITES

Personal: http://korora.econ.yale.edu/phillips/
Journal: http://korora.econ.yale.edu/et/
Cowles: http://cowles.econ.yale.edu/faculty/phillips.htm
Yale Department of Economics: http://www.econ.yale.edu/
Econometric Exercises: http://econometricexercises.econ.yale.edu/