The Institute’s Centre for Financial Econometrics (CoFiE) is co-headed by Professor Roberto S. Mariano, Dean of the School of Economics at SMU and Professor Peter C. B. Phillips, Sterling Professor of Economics at Yale University who is also Distinguished Term Professor of Economics at SMU.

CoFiE aims to be a leading centre for academic research in financial econometrics. Its primary goal is to provide a research centre in Singapore to promote the development of econometric methodology and its applications within the field of financial economics. A secondary goal is to provide an academic forum for deepening our understanding of financial econometric methods and related forecasting and policy applications both internationally and within the Singapore environment.