A Collaboration Like No Other

Christopher Baum is a professor and Chair of the Economics Department in the Morrissey College of Arts & Sciences at Boston College, USA.

He also holds the following positions:

DIW Research Fellow at the Department of Macroeconomics, DIW Berlin Associate Researcher, Centre of Excellence for Science and Innovation Studies, Stockholm Visiting Professor, KTH Royal Institute of Technology, Stockholm GLO Fellow, Global Labor Organization LCCResearch Affiliate, ARC Centre of Excellence for Children and Families over the Life Course, Brisbane, Australia. Kit Baum’s research interests include applied econometrics, effects of uncertainty on firm behaviour, monetary policy and capital investment decision.

Associate Professor at the Faculty of Economics and Business, KU Leuven, Belgium.

Professor of Finance and Data Science at emlyon business school since September 2018. Dr Coqueret is Director of the Research Center on Quantitative Methods in Business – QUANT. QUANT is a multidisciplinary research center dedicated to quantitative research in management.His research and teaching focus is on the application of numerical methods in Finance and Economics.

Data Scientist at Foxintelligence.

Data Scientist at Equancy.

Senior Data Engineer at Equancy.

Head of Data Science at Foxintelligence.

Professor at Aix-Marseille School of Economics specialising in Machine learning, Deep Learning, Big Data, Statistics, Probabilities, Applied Mathematics & Computer Science.

Prof Davidson came to McGill in August 2002, having been for many years at Queen's University in Kingston Ontario. Since 1987, he has divided his time between his Canadian job (fall term) and GREQAM, a research lab in Marseille, France, associated with the Université de la Méditerranée, and more particularly the Faculté des Sciences Économiques et de Gestion, at which he undertakes his undergraduate teaching while in France. His main research interests lie in the field of econometrics. Prof Davidson, has worked for several years now on problems related to the bootstrap, in an attempt to improve the reliability and ease of implementation of this important statistical tool. He has also worked on problems of poverty and income distribution, especially as regards statistical inference about stochastic dominance.

Arthur Charpentier, PhD, Fellow of the French Institute of Actuaries*, is full professor at UQAM, Montreal, Canada, and Université de Rennes, in France. He is member of the editorial board of the Journal of Risk and Insurance, the ASTIN Bulletin, and Risks. He edited, a few years ago, Computational Actuarial Science with R (CRC), and more recently wrote Insurance, Biases, Discrimination and Fairness (Springer). He is also the former director of the Data Science for Actuaries program of the French Institute of Actuaries. He is a Louis Bachelier Fellow, and his recent work is about climate change and predictive modeling insurance, more specifically in the context of fairness and discrimination.

Alain Hecq is a full professor of Applied Econometrics at the Department of Quantitative Economics of the School of Business and Economics, Maastricht University, The Netherlands.

​His main research interests lie in applied time series analysis with a particular focus on the investigation of co-movements, mixed frequency data and non-causal models.

He's also a fellow of GSBE (research school UM) and senior fellow of the Rimini Center for Economic Analysis.

Kris Boudt is professor of finance and econometrics at Ghent University, Vrije Universiteit Brussel and Vrije Universiteit Amsterdam. He is an instructor at DataCamp and cofounder of Sentometrics.

​The research of Kris Boudt aims at developing econometric methodology for analyzing financial markets and optimizing portfolio risk.

His research results were used to create several innovative financial products.

Kris Boudt has published in leading international finance and statistics journals including the Journal of Econometrics, International Journal of Forecasting, Journal of Financial Econometrics, Journal of Financial Markets, Journal of Portfolio Management, Review of Finance and Statistics and Computing, among others.

Dr Castle has over 10 years of experience teaching Econometrics at a world-class standard.

​She specialises in applied macroeconomics, time-series econometrics, forecasting and model selection, and climate econometrics.

​Dr Castle studied economics at Durham University, before moving to Nuffield College, Oxford University, where she obtained her PhD in Economics. She was awarded a three year British Academy Postdoctoral Research Fellowship at the Department of Economics and Nuffield College, prior to joining Magdalen College as an Economics Fellow in 2009. She is affiliated with the Institute for New Economic Thinking at the Oxford Martin School as a Senior Research Fellow in the Economic Modelling Programme.

​Her work has been published with the International Journal of Forecasting, European Journal of Pure and Applied Mathematics, the Journal of Econometrics and more.

Giovanni Cerulli is a researcher at the IRCrES-CNR, Research Institute on Sustainable Economic Growth, National Research Council of Italy, Unit of Rome. He took a degree in Statistics and Economics at Sapienza University of Rome and a PhD in Economics at the same university.

Given his statistical background, he is interested in analyses based on econometric and statistical tools. His research interest is about statistic and econometric modelling, with a special focus on the econometrics of program evaluation and causal inference.  

​Giovanni Cerulli is the author of: Econometric Evaluation of Socio-Economic Programs.

A researcher at the University of Oxford, Jurgen Doornik closely collaborates with David Hendry on advancing econometric methods and practice. He is currently James Martin Fellow, Institute for New Economic Thinking at the Oxford Martin School, University of Oxford, and Research Fellow at Nuffield College as well as the Economics Department, and Director of OxMetrics Technologies Ltd.

Doornik, alongside David Hendry, Siem Jan Koopman and Sebastien Laurent, has developed a widely used range of software packages that is now collected under theOxMetrics header.

In the last ten years, Doornik has published ten books and more than 20 papers on econometric methods, modelling and software, numerical methods, computation, and mathematics in professional journals, including ACM Transactions on Modeling and Computer Simulation, Econometric Reviews, International Journal of Forecasting, Journal of Clinical Immunology and Immunotherapy, Journal of Econometrics, and many more.

Anne Vanhems is a Professor of Statistics at the Toulouse Business School.

Prof Vanhems primary interests lie in Structural Econometrics and inverse problems, Nonparametric functional estimation, Production frontier.

Camilla Mastromarco is a Professor of Econometrics at the University of Calabria.

Her research interests are applied parametric and nonparametric econometrics, Bayesian econometrics, efficiency and productivity analysis using parametric and nonparametric frontier methodology, business cycles and growth, and sport economics. The main focus of her research is econometric modelling to analyze efficiency and total factor productivity for sustainable economic growth.

​She has published in several international scientific journals, including: Journal of Applied Econometrics, Regional Studies, Economic Modelling, Journal of Productivity Analysis, Computational Statistics and Data Analysis, Review of International Economics, Applied Economics, Bulletin of Economic Research, World Development, World Economy, Structural Change and Economic Dynamics, Empirical Economics.

​Since July 2018 she is associate editor of Empirical Economics journal.

Dr Hervé Dakpo is a Research Fellow at the French National Institute for Agricultural Research.

Prof. Siem Jan Koopman is Professor of Econometrics at the Department of Econometrics, Vrije Universiteit Amsterdam.

He is the 2019-2020 Laureate of the Francqui Chair, at Faculty of Business and Economics, University of Antwerp, in Belgium. SJK is also a research fellow at Tinbergen Institute and a long-term Visiting Professor at CREATES, University of Aarhus. Furthermore, he is a Founding Fellow of the International Association for Applied Econometrics, Journal of Applied Econometrics Distinguished Author, and Fellow of the Society of Financial Econometrics (SoFiE).

​Prof. Koopman's research interests lie in Time Series Econometrics, Statistical Analysis of Time Series, Financial Econometrics, Time-varying parameters, Kalman Filter, Simulation-based estimation, and Forecasting.

Francisco Blasques is a Professor of Econometrics and Data Science at the Vrije Universiteit Amsterdam. He is also the TI Doctoral Director of the School of Business and Economics, and the Director of Research and Education of the Institute of Time-Series Econometrics and Forecasting (ITSEF). Additionally, Francisco is a fellow of the Tinbergen Institute, an Expert Forecaster for the World Economic Survey, and an Editor of the journal Open Economics.

​Prof Blasques is also a director at Metyis, and an experienced consultant specialised in projects demanding advanced data science solutions. Additionally, Francisco is an author of books on data science.

Sébastien Laurent is Professor of Econometrics at IAE Aix-en-Provence and fellow at Aix Marseille School of Economics (AMSE, Greqam, France).

​Sébastien is an econometrician and was previously an Associate Professor in Econometrics at the Department of Quantitative Economics, Maastricht University. His research interests are financial econometrics and computational econometrics. He is also a member of the OxMetrics development team and the main contributor of G@RCH, an OxMetrics module dedicated to the estimation and forecasting of time-series GARCH models and many of its extensions.

Dr Malvina Marchese is a Lecturer in Finance and Programme Director of Undergraduate Finance Degrees at Cass Business School, City, University of London. She is also Director of Econometrics for Timberlake Consultants.

​Her work has been shared in publications like the European Journal of Operational Research, Energy Economics, Journal of Banking and Finance, Journal of Econometrics and more.

​Her fields of specialisation are: Forecasting, with emphasis on volatility forecasting. Panel data econometrics, with emphasis on quantile regressions for panel data models. Applied econometrics, with emphasis on commodity markets and banking applications. Econometric theory, with emphasis on asymptotic theory for fractionally integrated processes.

Anthony Murphy is a senior economic policy advisor of the Federal Reserve Bank of Dallas, and he leads the macroeconomics and finance group. He joined the Dallas Fed in 2010 from Oxford University.

He is an applied econometrician with research interests in housing markets, savings and consumption, labour economics and finance. His current research focuses on the boom and bust in U.S. house prices and consumer spending.

His articles have appeared in Computational Statistics and Data Analysis, Economics Letters, Economic Journal, Financial Analyst's Journal, Journal of Empirical Finance, Journal of Financial Stability and The Oxford Review of Economic Policy, among others.

He obtained a DPhil from Oxford University, an MSc from the London School of Economics and a BA from Trinity College Dublin.

Prof Emmanuel Flachaire is a Professor of Econometrics at Aix-Marseille Université, Faculté d'économie et de gestion.

His primary interests include Econometrics, Machine Learning, Distributional analysis.

Lorenzo Trapani is Professor of Econometrics at the School of Economics at the University of Nottingham, joining in 2017. Prior to that, he spent his career (being Lecturer, Senior Lecturer, Reader and subsequently Professor of Financial Econometrics) at Cass Business School.

​Prof Trapani's interests lie in econometric theory and statistics. Over the years, he has touched upon the following areas (listed in no particular order):

• large factor models;
• randomised tests;
• the change point problem;
• panel data;
• cointegration and aggregation;
• the random coefficient autoregressive model;
• predicting mortality rates

Christian Francq is Professor of Applied Mathematics at ENSAE and University of Lille.

​He is the author of GARCH Models: Structure, Statistical Inference and Financial Applications, and published in journals such as: Econometric Theory, Journal of Econometrics, Journal of Multivariate Analysis, Journal of the Royal Statistical Society, Journal of Time Series Analysis, Annals of Economics and Statistics, Journal of Financial Econometrics and many more.

Jeffrey M. Wooldridge is University Distinguished Professor of Economics at Michigan State University, where he has taught since 1991. From 1986 to 1991, Dr. Wooldridge was an Assistant Professor of Economics at the Massachusetts Institute of Technology.

​Dr. Wooldridge has published more than forty articles in internationally recognized journals, as well as several book chapters, including articles in the Handbook of Econometrics and the Handbook of Applied Econometrics. He is the author of Introductory Econometrics: A Modern Approach (South-Western, 4e, 2009) and Econometric Analysis of Cross Section and Panel Data (MIT Press, 2002).

Dr. Wooldridge is a fellow of the Econometric Society and of the Journal of Econometrics. His other awards include the Plura Scripset award from Econometric Theory, the Sir Richard Stone prize from the Journal of Applied Econometrics, and three teacher-of-the-year awards from the graduate economics association at MIT. He has also been an Alfred P. Sloan Research Fellow.

Shuping Shi is a Professor at Macquarie University. She joined Macquarie University as a Senior Lecturer in 2014, and her previous position was with the Australian National University as a Lecturer (2011 – 2014).

​Shi is an econometrician with a theoretically grounded and policy-relevant research agenda in the field of Financial Econometrics and Applied Economics. She has published in top-tier academic journals, including the Journal of Econometrics, International Economic Review, Econometric Theory, Journal of Financial Econometrics, and Journal of Banking and Finance.

​She is also one of the developers of the PSY technique, a real-time bubble monitoring technique used by many institutions (e.g., the Federal Reserve Bank of Dallas, Clinton Group, Hong Kong Monetary Authority, De Nederlandsche Bank, and Central Bank of Colombia). The total number of citations of her journal articles since 2014 is over 1,000 (Google Scholar as of June 2019).

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Lennart Hoogerheide is associate professor at the department of Econometrics of the Vrije Universiteit Amsterdam. His primary interests include Econometrics, Machine Learning, Distributional analysis.

Prof. Matthieu Lefebvre is a Professor of economics at Aix-Marseille School of Economics, Aix-Marseille Université. He is also an adjunct professor at HEC Liège and a research fellow at the Global Labor Organization (GLO).

He is a member of the International Social Security group at the National Bureau of Economic Research (NBER).

His research focuses on the determinants of social preferences and the impact of social policies on individual behaviour. He is also interested in demography, especially the effect of aging on welfare.

Dr. Vincent O'Sullivan is a Lecturer in Economics at University of Limerick and a visiting researcher at the University of Lancaster.

His main strand of research examines the effect of environment, policy, and behaviours on the well-being of older people. Another strand of research, arising from his PhD, examines the determinates of educational outcomes. His research has featured in print and broadcast media in major outlets such as the BBC and The New York Times.

​Dr O'Sullivan also teaches modules in Health Economics for Lancaster University

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Assistant Professor of Economics at the Laboratoire d'Économie d'Orléans.

His main strand of research  focuses on the study of central banks and monetary policy with a specific attention on the European Central Bank (ECB).

His research focuses on two relevant topics for monetary policy:

• Central banks communication : The content of central banks communications and its impact on asset prices and their predictability.
• The bank lending channel: inside the credit channel, the bank lending channel explains how a change of monetary policy will influence lending from banks, especially with low level of capital, as their access to external funding is either restricted or possible for a higher premium.

Jean-Michel Zakoïan has been a Professor at ENSAE since 2007, he is also head of the Finance-Insurance lab at CREST and a Professor of applied mathematics at Lille University (on secondment at ENSAE since 2008).

Prof Zakoïan has undertaken extensive work in publications including roles as Associate Editor of the journals Econometric Theory, Scandinavian Journal of Statistics, Journal of Time Series Analysis. He has co-authored the book "GARCH models. Structure, Statistical Inference and Financial Applications," 2nd edition (2019) and more than 70 additional publications, in particular in Econometrica, Annals of Statistics, Journal of the Royal Statistical Society (Series B), Journal of the American Statistical Association.

Prof Zakoïan is Supervisor or co-supervisor of 10 defended PhD theses in Applied Mathematics, and of 3 theses in progress.