Peter C. B. Phillips is affiliated with Yale University in the United States. Their research spans several fields, primarily focused on economics, econometrics, and finance, with significant contributions to mathematics. The subfields covered in their work include economics and econometrics, statistics and probability, and finance, among others.
In terms of research topics, their work addresses various areas such as monetary policy and economic impact, statistical methods and inference, financial risk and volatility modeling, complex systems and time series analysis, advanced statistical methods and models, housing market and economics, and advanced causal inference techniques.
Their recent papers demonstrate active engagement across multiple themes and journals. Notable publications include:
Frequent co-authors in their research collaborations include Shuping Shi, Jun Yu, Igor Kheifets, Liang Jiang, and Yichong Zhang. This network reflects longstanding partnerships and joint contributions to their fields.
Publication venues where they have most often contributed include:
Among their professional recognitions, Peter C. B. Phillips has been awarded fellowships from several prestigious organizations, including the Econometric Society (1981), the John Simon Guggenheim Memorial Foundation (1984), the American Statistical Association (1993), and the American Academy of Arts and Sciences (1996).
Peter Charles Bonest Phillips;Pierre Perron
Denis Kwiatkowski;Peter C.B. Phillips;Peter Schmidt;Yongcheol Shin
Peter C. B. Phillips;Bruce E. Hansen
Peter C.B. Phillips
Peter Charles Bonest Phillips;Sam Ouliaris
Peter C.B. Phillips
Peter C.B. Phillips;Hyungsik R. Moon
Denis Kwiatkowski;Peter C.B. Phillips;Peter Schmidt
Peter C. B. Phillips;Donggyu Sul
Peter C.B. Phillips
Peter C. B. Phillips;Donggyu Sul
Peter Charles Bonest Phillips;Yangru Wu;Jun Yu
Hiro Y. Toda;Peter C. B. Phillips
Peter C. B. Phillips;Shuping Shi;Jun Yu
Peter Schmidt;Peter C. B. Phillips
Peter C. B. Phillips;Mico Loretan
Peter C.B. Phillips;Steven N. Durlauf
Joon Y. Park;Peter C.B. Phillips
Peter C. B. Phillips;Donggyu Sul
Katsumi Shimotsu;Peter C. B. Phillips
Peter Charles Bonest Phillips;Jun Yu
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