Our paper (joint with Sergey Ivashchenko) about switching volatility in a nonlinear open economy is available as a Dynare working paper here.
I am a visiting scholar at the Harvard University (Department of Economics), a research economist at the Bank of Israel (Research Department), and a research associate at the Federal Reserve Bank of Dallas (Globalization and Monetary Policy Institute), at the Henan University (Center for Financial Development and Stability), and at the Queen’s University (Conflict Analytics Lab).
I hold a Ph.D. in Economics from the University of Paris 1 Panthéon-Sorbonne, and a Ph.D. in Business Administration from the ESSEC Business School, where my research focused on the effect of money and risk in the Eurozone. I have also studied theoretical and empirical economics at the Paris School of Economics (M.A.), corporate finance and management at the Grenoble School of Management (M.Sc.), and computer science and quantitative finance at the EISTI Engineering School, University of Paris-Seine (M.Eng.).
My research interests are in macroeconomics and monetary economics, financial economics, and econometrics.
I taught at several universities and business schools. I have also worked at and consulted private companies worldwide on their development and governments on specific research questions.
Referee activities : Publons.