I am an Economist who works on Econometrics and Forecasting, what is now also called Business Data Science or Analytics.
I am Professor at ESSEC Business School, in the greater Paris area and also a member of the Macroeconomics Center at CREST.
I am also the CoDirector of the Master in Data Sciences & Business Analytics, a joint program of CentraleSupélec and ESSEC Business School.
My research focuses on elaborating methods for understanding and forecasting when repeated experimentation is impossible.
As Macroeconomics cannot be an experimental science (contrary to Physics and Natural Sciences, economists cannot and will not conduct large scale experiments on economies), if we have any hope for it ever to become a proper "science" rather than a set of opinions, we need to be able to refute and reject wrong theories.
This is the purpose of econometricians: we develop tools to judge economic theories by their empirical relevance. The lack of experimentation implies that we have to resort to historical data and see what laws and principles are permanent and hidden.
More specifically my research interests lie in time series econometrics and forecasting, with a special interest in Macroeconomics (esp. Dynamics of deviations from Rational Expectations and of large networks) and Finance (Forecasting of Asset Prices). I also have other work on risk premia in oil prices and the human origin of global warming.
I hold a degree of Ingénieur des Mines de Paris, an M.Phil. & D.Phil. in Economics from the University of Oxford and have been a visiting researcher at Oxford, NYU, Brown, Keio, UNSW Sydney and the NY Fed. I have also worked for a few years as an applied forecaster at OFCE (SciencesPo), in Paris. I have taught in the past at Oxford, SciencesPo, Dauphine, ENA, HEC and Orléans.