Guillaume Chevillon

 Professor, ESSEC Business School, Paris


I have two papers about different origins of long memory paper that are just making it to the Journal of Econometrics
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)

ESSEC & CentraleSupelec MSc in Data Sciences & Business Analytics: I now coordinate this program on ESSEC's side. 

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.


Welcome to my homepage

I am an Economist who works on Macroeconometrics and ForecastingI am Professor of Statistics & Econometrics at ESSEC Business School, in the greater Paris area and also a member of the Macroeconomics Center at CREST

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 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