Welcome on my new homepage

January 1, 2010

I have made a few modifications on my homepage (one of my good intentions for this new year) but you will still find what you're looking for. If not, please let me know.

Current position

October 1, 2009

I joined the DYNARE Team (CEPREMAP) this year. DYNARE now includes orders 2 and 3 for the resolution of DSGE models. I work (in collaboration with Stéphane Adjemian) to develop particles filters allowing the direct evaluation of the likelihood of these models for Bayesian estimation, without relying on the actual linear approximation and the standard Kalman Filter. Besides, I will also introduce classical simulation-based inference. These approaches are the direct development and implementation of my earlier work on these issues.

Parallely, I'm still working on my GAUSS code for resolution with projections methods and Smolyak nodes and for Bayesian estimation with nonlinear particles filters and MCMC methods. This part will provide a technical paper and at least an applied paper on fiscal and monetary policies (in collaboration with Rym Aloui).

Delegation

September 1, 2008

I left the university of Evry to join the Centre for Studies on Employment (CEE) for two years.

I work along three directions. First, on the consensus forecast of French employment. I used the different employment equations from French institutions models to build a consensus forecast on employment from a classical and a Bayesian point of view. Second, on the international comparison of labour market performances as regards the institutional framework (in collaboration with Mélika Bensalem). We try to contribute to the debate on the effects of labour market institutions by extending the database by Nickell & Nunziata and using nonlinear models with endogeneous clustering. Third, on factor models allowing to produce unemployment forecasts on a weekly basis (in collaboration with Yannick Fondeur).