Guillaume Chevillon
Professor, ESSEC Business School, Paris

Research: Econometrics, Forecasting, Economics, Business Data Science
Chair, Department of Information Systems, Decision Sciences & Statistics
Academic CoDirector:
ESSEC Metalab for Data, Technology & Society
ESSEC | CentraleSupélec Master in Data Sciences & Business Analytics

Welcome to my homepage

About me

News

The website of the ESSEC Metalab for Data, Technology & Society is now live, and will be adjusted over its first few weeks

June/July 2022:

My round of conferences this summer:

  • QFFE, Aix-Marseille School of Economics where I present "We modeled long memory with one lag!" with Luc Bauwens and Sébastien Laurent.

  • IAAE, King's College, London: my talk is on "What Does it Take to Control Global Temperatures? Prospective and Counterfactual Carbon Abatement Policies in a Cointegrated Vector Autoregressive Model", with Takamitsu Kurita (Kyoto Sangyo University)

  • SOFIE, Churchill College, Cambdridge (UK): I presented my paper on "The Bias-Variance Trade-off in (Un)Conditional Multistep Forecasting, Predictive Regressions and Local Projections"

  • ISF, Oxford, UK. "What Does it Take to Control Global Temperatures? Prospective and Counterfactual Carbon Abatement Policies in a Cointegrated Vector Autoregressive Model", with Takamitsu Kurita (Kyoto Sangyo University)

April 2022:

January/May 2021:

A lab of pedagogical innovation centered on our Augmented Digital Campus;
An interdisciplinary research center studying how AI technologies and data science are transforming decision making, work, organizations, and the society;
A platform that brings together our ecosystem of students, alumni & corporate partners to analyze data, run experiments, develop theories, and provide actionable insights;
A think-tank that fosters public debates where practitioners and academics can debate on how AI technologies transform our society on a wide array of topics ranging from business data science to governance and ethical dimensions.

September/December 2020:

  • Very pleased to become the Chair of the Department of Information Systems, Decision Sciences & Statistics at ESSEC Business School.

January/May 2020:

  • I am pleased to join ONE AI, the OECD Network of Experts on AI and to contribute to their work.

  • I am visiting the Department of Economics at Keio University and then at the University of Fukuoka.

  • I am visiting the Department of Economics at the Business School of the University of New South Wales, Sydney. I will be giving seminars at

    • Feb 5, Economics Department, UNSW Business School

    • Feb 14, Business Analytics, Sydney University Business School

    • Feb 26, Macquarie University

    • March 4, Economics Department, Sydney University

  • Our paper with Anurag Banerjee and Marie Kratz "Probabilistic Forecasting of Bubbles and Flash Crashes" is now online of the website of The Econometrics Journal. https://doi.org/10.1093/ectj/utaa004

  • Our paper with Sophocles Mavroeidis and Zhaoguo Zhan, "Robust inference in structural VARs with long-run restrictions" is now published in Econometric Theory, 36(1), pp. 86-121, 2020 (open source access).

2018/2019:

  • 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.

  • 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.