E-mail: peter.phillips [at] yale.edu

Office Address:
  30 Hillhouse Ave., Rm. 12

Office: (203) 432-3695
Fax: (203) 432-5429

Office Hours:

Mailing Address:
  Department of Economics
  Yale University
  Box 208281
  New Haven, CT 06520-8281

Research and Other Department Affiliations:
  Cowles Foundation
  Department of Statistics

Research Interests: Inference with nonstationary economic time series and panel data, Laws for market intervention, Automated model determination and macroeconomic forecasting, New descriptive techniques for economic data, Empirical limits to econometric modeling, Economic news and economic activity, Understanding spurious regressions, New methods for the analysis of long range dependence in economic data

Teaching Fields: Econometrics, Time series, Empirical modeling in macroeconomics and finance

Senior Administrative Assistant:
  Tiffany Oesch
  tiffany.oesch [at] yale.edu
  30 Hillhouse Avenue, Rm. 14
  (203) 432-3703