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The University of Southampton
Economic, Social and Political Sciences

Professor Peter Phillips 

Adjunct Professor of Economics

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Professor Peter Phillips is Adjunct Professor of Economics at the University of Southampton.

I am the founder and editor of Econometric Theory and founding editor of Themes in Modern Econometrics for Cambridge University Press.

Peter CB Phillips was educated at the University of Auckland and the London School of Economics and Political Science. He is currently Sterling Professor of Economics and Professor of Statistics at Yale University, Alumni Distinguished Professor of Economics at the University of Auckland, and holds adjunct professorships at the University of Southampton and Singapore Management University, where he is co-director of the Centre for Financial Econometrics. He has held previous positions at the University of Auckland (1970–1971), University of Essex (1972–1975), and the University of Birmingham (1976–1979) where he chaired the Department of Econometrics and Social Statistics.

His main research interests are in econometric theory, financial econometrics, time series and panel data econometrics, and applied macroeconomics. He is founder and editor of Econometric Theory and founding editor of Themes in Modern Econometrics for Cambridge University Press. He received the Plurima Scripsit Econometric Theory award in 1999, is a distinguished author of the Journal of Applied Econometrics, and a distinguished fellow of the New Zealand Association of Economists. He is an elected fellow of the Econometric Society, the Institute of Mathematical Statistics, the Journal of Econometrics, the American Statistical Association, the Guggenheim Foundation, the Modeling and Simulation Society of Australia and New Zealand, the American Academy of Arts and Sciences, an honorary fellow of the Royal Society of New Zealand, and a corresponding fellow of the British Academy.

He was Marschak lecturer (1993), Fisher-Schultz lecturer (1994), Hannan lecturer (1997), Sargan lecturer (2002), Maddala lecturer (2002), AWH Phillips lecturer (2005), Clarendon lecturer (2006), FIRN lecturer (2007), Fukuzawa lecturer (2008) and Durbin lecturer (2009). He received the New Zealand Medal of Science and Technology in 1998, was NZIER/QANTAS Economist of the Year, 2000, and received the Biennial Medal of the Modeling and Simulation Society of Australia and New Zealand in 2003. He is fortunate to have a large extended family fellowship of more than 60 PhD students in econometrics, many of whom are now prominent econometricians.

Research interests

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 modelling; 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; website development of econometric model determination methodology

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Professor Peter Phillips
Reception Building 58 University of Southampton Southampton SO17 1BJ United Kingdom

Room Number: 58/3013


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