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Researcher · Singapore Management University · Singapore

Peter C.B. Phillips

Peter C.B. Phillips publishes mostly in Economics and Econometrics, Statistics and Probability and General Economics, Econometrics and Finance, on topics such as Monetary Policy and Economic Impact, Financial Risk and Volatility Modeling and Statistical Methods and Inference.

ORCID 0000-0003-2341-0451 OpenAlex
World rank
#52,238
of 7,710,434 ranked researchers
Rank in Singapore
#348
of 23,642
Works
945
Citations
74k
Citations per work
78.6
h-index
88
i10-index 318Top 0.1% in Economics and Econometrics
Peter C.B. Phillips

What does Peter C.B. Phillips research?

Peter C.B. Phillips's work is mostly in Economics, Econometrics and Finance (55%), Mathematics (14%), Decision Sciences (3%).

Social Sciences: 549 works · 58.1% of their workEconomics, Econometrics and Finance: 520 works · 55.0% of their workEconomics and Econometrics: 257 works · 27.2% of their workGeneral Economics, Econometrics and Finance: 134 works · 14.2% of their workFinance: 129 works · 13.6% of their workDecision Sciences: 29 works · 3.1% of their workManagement Science and Operations Research: 29 works · 3.1% of their workEverything else: 236 works · 25.0% of their workPhysical Sciences: 160 works · 16.9% of their workMathematics: 137 works · 14.5% of their workStatistics and Probability: 137 works · 14.5% of their workEngineering: 23 works · 2.4% of their workControl and Systems Engineering: 23 works · 2.4% of their workTHEIR WORKPeter C.B.Phillips945works
Physical Sciences17%Social Sciences58%

Their six largest subfields, inside their fields and domains; the grey slice is everything else they publish. The interactive view splits every one of their works down to single topics.

The fields and subfields, with their numbers
    1. Economics, Econometrics and Finance52055.0%
    2. Decision Sciences293.1%
  2. Everything else23625.0%
    1. Mathematics13714.5%
    2. Engineering232.4%
  1. 1Economics and Econometrics27% of their works
  2. 2Statistics and Probability14% of their works
  3. 3General Economics, Econometrics and Finance14% of their works
  4. 4Finance14% of their works
  5. 5Management Science and Operations Research3% of their works
  6. 6Control and Systems Engineering2% of their works

Research topics

Which keywords describe Peter C.B. Phillips's research?

The keywords of their largest research topics: Monetary Policy, Economic Growth, Fiscal Policy, GARCH Models, Volatility, Regularization, Variable Selection and Econophysics.

Size is their works in the topics tagged with each word, from their 8 largest topics. Each links to the topic it comes from most.

All 17 words, with their numbers
  1. Monetary Policy4332 topics
  2. Economic Growth3131 topic
  3. Fiscal Policy3131 topic
  4. GARCH Models2161 topic
  5. Volatility2161 topic
  6. Regularization1581 topic
  7. Variable Selection1581 topic
  8. Econophysics1511 topic
  9. Multifractal Analysis1511 topic
  10. Economic Policy Uncertainty1201 topic
  11. Oil Price Shocks1201 topic
  12. Multicollinearity1041 topic
  13. Regression Analysis1041 topic
  14. Panel Data Models741 topic
  15. Spatial Econometrics741 topic
  16. Option Pricing621 topic
  17. Stochastic Calculus621 topic

Where does Peter C.B. Phillips work?

Peter C.B. Phillips's main affiliation in the publication record is Singapore Management University, Singapore.

How many publications and citations does Peter C.B. Phillips have?

OpenAlex counts 945 works and 74,261 citations for Peter C.B. Phillips, an h-index of 88, ranking #52,238 of 7,710,434 researchers worldwide on the quality score.

Ranked on field-normalised excellence (50%), output (30%) and citations (20%). Counts come from OpenAlex author records, which occasionally merge different people who share a name or split one person into several.

Other researchers named Peter C.B. Phillips

Papers, co-authors, who cited this work and researchers on the nearest topics have tabs of their own, above. Is this your page? Claim it with your ORCID iD, or request a correction or removal.

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