Guillaume Chevillon

Assistant Professor,  Information Systems and Decision Sciences Department

D.Phil. in Economics, University of Oxford, UK

M.Phil. in Economics, University of Oxford/Brasenose College, UK 

Ingenieur des Mines, Ecole des Mines de Paris

1999-2006 Adjunct Lecturer at IEP Paris (French Institute of Political Studies, aka Sciences-Po U), HEC, ENA, University Paris-Dauphine, University of Oxford; teaching Econometrics, Time Series Analysis, Forecasting Theory, Macroeconomics, Statistics.
2003-6 Research Fellow at OFCE, Department of Applied Economics of Sciences-Po University.


personal webpage: http://guillaume.chevillon.free.fr/

Time Series Econometrics : finite sample analysis, trending behavior, breaks, long memory, cointegration.

Economic Forecasting: Multi-step forecasting, Model choice, robustness, forecast evaluation. Applications include oil prices, exchange rates, Emerging economies output, French external trade.

Macroeconomics: Models with learning, adaptive expectations, monetary policy, New Keynesian Phillips Curve, Business cycles

Empirical Finance: Power delegation in shareholder meetings

Inference in models with adaptive learning, with an application to the New Keynesian Phillips Curve (pdf, with Sophocles Mavroeidis, Brown University, and Michael Massmann, Vrije Universiteit Amsterdam)

 PhD:

   - Decision Science, Management & Marketing concentrations: Econometrics
   - Economics concentration: Time Series (macroeconometrics)

 MBA: Financial Econometrics 

 Undergraduate: Business Statistics 

for past teaching and online documentation, see personal webpage.

Research grant, Europlace Institute of Finance (in collaboration), 2007, Paris.


Best core papers performance in the MPhil in Economics, 1999, Oxford.

Weak trends papers: 2005 North American Winter meeting of the Econometric Society; CREST, April 2005;  Kaiserslautern workshop of the 2005 Heidelberg NBER/NSF Time Series conference; ESEM 2006 Vienna; 2006 Montreal NBER/NSF Time Series Conference; 2006 Journée d'Econométrie at Paris-X-Nanterre/EconomiX; 2006 LACEA-LAMES meeting in Mexico; 2006 All China Economics Conference in Hong Kong; 2007 Far Eastern Meeting of the Econometrics Society, Taipei; ESEM 2007, Budapest; Brown University Econometrics Seminar, Nov 2007, International Symposium on Forecasting, Nice June 2008.

Non-parametric Direct Multi-Step Estimation for Forecasting Economic Processes: Nuffield College, 2002, Irish Economic Association 2003 Annual Conference, OFCE 2003.

Inference in Models with Learning: Conference in the Honour of David F. Hendry, Oxford, August 2007, Théories et Méthodes de la Macroéconomie (T2M), Cergy-Pontoise, Maastricht U seminar, Duke U seminar (by S. Mavroeidis), Ohio State U seminar (by S. Mavroeidis), Netherlands Econometric Study Group, Tilburg, ESAM Wellington, FEMES Singapore, NBER summer instiute (by S. Mavroeidis)

2003-6: Economist at OFCE, the center for Economic Analysis & Forecasting of Sciences-Po University (National Political Science Foundation)

2000-2: Research assistant for Prof. D. F. Hendry, as part of ESRC-funded project 'Modelling, Forecasting and Policy in the Evolving Macro-economy'

Jan-June 1998: Intern, SNCF (French Railways)

1997: Summer intern, International Finance Corporation (World bank group)