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Emeritus Faculty

Peter C. B. Phillips

Sterling Professor Emeritus of Economics

  Ph.D., Econometrics, London School of Economics and Political Science, 1974 M.A., Economics, University of Auckland, 1971 (First Class Honours) B.A., Economics, Mathematics and Applied Mathematics, University of Auckland, 1969 Peter was educated at the University of Auckland in New Zealand and the London School of Economics and Political Science in the UK. Having taught at Yale since 1979, where he is now Sterling Professor Emeritus of Economics, he has ongoing appointments as Distinguished Professor at the University of Auckland, Distinguished Term Professor at Singapore Management University, and Adjunct Professor at the University of Southampton. He is an elected fellow of many learned societies in economics and statistics, including the Econometric Society, the Institute of Mathematical Statistics, and the American Statistical Association, as well as the American Academy of Arts and Sciences, the British Academy, and the Royal Society of New Zealand. He is a distinguished fellow of the New Zealand Association of Economists.  Peter is a Thomson Reuters Citation Laureate and recipient of the New Zealand Medal of Science and Technology. Peter’s research interests include econometric theory, financial econometrics, time series, panel data, and spatial econometrics, microeconometrics, applied macroeconomics and climatological trends. His work on finite sample theory, continuous time, trends, unit roots, bubbles, and partially identified models have subsequently developed into major fields of scientific inquiry. His recent work includes econometric analyses of real estate bubbles and financial crises, which have led to a warning alert system that is used by central bank surveillance teams for real time monitoring of financial markets.   Peter is founder and Editor of Econometric Theory and founding Editor of Themes in Modern Econometrics for Cambridge University Press. He has an extended family fellowship of over 90 Ph.D students, many of whom are now prominent econometricians.