Guillaume Chevillon

Biography

 Since 2015 Professor (Full), ESSEC Business School  Academic Director (for ESSEC) of the ESSEC/CentraleSupélec MSc in Data Sciences & Business Analytics   since 2007- Member, Macroeconomics Department, CREST-INSEE  2012-13 Visiting Scholar, Economics Department, New York University 2012 - Visiting Scholar, Macro & Money Group, Federal Reserve Bank of New York  2011 - Visiting Professor, Economics Department, Université d'Oxford   2009-15 Associate Professor, ESSEC Business School  2006-9 Assistant Professor, ESSEC Business School 1999-2006 Adjunct Lecturer at IEP Paris (French Institute of Political Studies, aka Sciences-Po U), HEC, ENA, University Paris-Dauphine, University of Oxford; teaching Econometrics, Time Series Analysis, Forecasting Theory, Macroeconomics, Statistics. 2003-6 Research Fellow at OFCE, Department of Applied Economics of Sciences-Po University.

Research Interest

 I am an Economist who works on Macroeconometrics and Forecasting.  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 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.