Peter Charles Bonest Phillips (born 23 March 1948) is an econometrician. Since 1979 he has been Professor of Economics and Statistics at Yale University. He also holds positions at the University of Auckland, Singapore Management University and the University of Southampton. He is currently the co-director of Center for Financial Econometrics of Sim Kee Boon Institute for Financial Economics at Singapore Management University and is an adjunct professor of econometrics at the University of Southampton.