Guillaume Chevillon

Welcome to my homepage


October 2019: 
May 2019:
I have a new article published in Le Monde « Il semble illusoire de contrôler a priori les outils d’intelligence artificielle car leurs conséquences sont quasi imprévisibles » where I discuss the issues surrounding scientific evaluations of the long run effects of social network algorithms and whether/how recent proposals of Public Agencies for Algorithmic Security might be feasible.

December 2018:

November 2018:
 I was interviewed by Le Monde about the recent good news on the Master in Data Sciences & Business Analytics, and more generally about the interplay between Engineering & Management, see the interview here

September 2018:

July 2018: I'm pleased to participate in the Scientific Committee of the 10th French Econometrics Conference that will take place at Paris School of Economics on Nov 29-30, 2018. Deadline for submissions is Sept 15. 

April 2018: I have two papers about different origins of long memory that are just making it to the 
Journal of Econometrics
March 2018: I'm honored to have been elected to the Executive Committee of the Society for Nonlinear Dynamics and Econometrics. The 26th annual symposium organized by Ippei Fujiwara & Yasuo Hirose at Keio University was a great success. 


About me

I am an Econometrician who works on Economics and ForecastingI am Professor at ESSEC Business School, in the greater Paris area, and until recently, I also was a member of the Macroeconomics Center at CREST

I am the Academic Director (for ESSEC) of the ESSEC-CentraleSupélec Master in Data Sciences & Business Analytics. Together with Nikos Paragios from CentraleSupelec, we've been running this program since we welcomed the first cohort in 2015. I'm very proud of this Master which has been very successful so far, with great students and professors involved. 

-> It is the first joint master between a business school and an engineering school that was accredited by the French Ministry of Higher Education at the master level.

-> ranked #1 in Europe, #3 worldwide in 2020 QS ranking of Masters in Business Analytics

On the research side, as Economics cannot be a proper 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. This is in fact a form of data sciences developed specifically with social sciences in mind. 

In this context my interests have also been recently about the interplay between Data Sciences and Social Sciences since both are ultimately about understanding human behavior and how we can have a progressive modeling strategy, i.e. truly moving towards science.  

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 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. & a D.Phil. in Economics from the University of Oxford and have been a visiting researcher at Oxford, NYU, Brown 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. 

At ESSEC, I belong the the group of Statisticians & Econometricians


twitter: @gchevil


Older information:

- I published an op-ed in Libération on 17/11/16 "Des algorithmes dangereux pour le débat démocratique" and you can see me at a roundtable with (inter alia) Axelle Lemaire, Secrétaire d'Etat pour le numérique et l'innovation at Théâtre de la Gaîté Lyrique, on 19/11. (video here)

- France Info: I no longer participate in Emmanuel Davidenkoff's series "Un jour, une question" but the topics I've covered can be found here.