Florian Pelgrin
Professor
Economics
EDHEC Business School
France
Biography
Professor Florian Pelgrin is a graduate of ENSAE and received his doctorate in economics from University of Paris I Panthéon Sorbonne. He is also the holder of three specialized masters in Macroeconomics, Statistics, and Industrial Organization and Microeconomics. Before coming to EDHEC, Florian Pelgrin was assistant professor at the University of Lausanne – Faculty of Business and Economics, where he taught econometrics. In addition to research and teaching, Florian Pelgrin worked at O.E.C.D., O.F.C.E. and Bank of Canada. His research interests revolve around the modeling and the understanding of the inflation dynamics, the identification and transmission of shocks and the links between health and life cycle decisions. His papers have been published in Review of Economic Studies, Journal of Monetary Economics, Journal of Economic Dynamics and Control, Journal of Econometrics, Econometric Reviews, Economic Letters.
Research Interest
Microeconomics, Econometrics, Statistics and Monetary Economics.
Publications
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"Time Consistent Control in Non-Linear models", with Steve Ambler, Journal of Economic Dynamics and Control, 2010, vol. 34(10), 2215-2228
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"Sectoral Phillips Curves and the Aggregate Phillips Curve", with Jean Imbs and Eric Jondeau, Journal of Monetary Economics, 2011, 58(4-5).
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"Health and (Other) Asset Holdings", with Julien Hugonnier and Pascal St-Amour, Review of Economic Studies, 2013, vol. 80(2), 663-710.
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"Estimating Aggregate Autoregressive Processes when only Macro Data are available" (avec E. Jondeau), Economics Letters, 2014, vol. 124, 341-347.
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"Using Implied Probabilities to Improve Estimation with Unconditional Moment Restrictions", with Alain Guay, Econometrics Review, 2016, vol. 35(3), 344-372.
