Essec\Faculty\Model\Profile {#2205
#_id: "B00072304"
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"academId" => "2023"
"slug" => "chevillon-guillaume"
"fullName" => "Guillaume CHEVILLON"
"lastName" => "CHEVILLON"
"firstName" => "Guillaume"
"title" => array:2 [
"fr" => "Professeur"
"en" => "Professor"
]
"email" => "chevillon@essec.edu"
"status" => "ACTIF"
"campus" => "Campus de Cergy"
"departments" => []
"phone" => "+33 (0)1 34 43 36 44"
"sites" => []
"facNumber" => "2023"
"externalCvUrl" => "https://faculty.essec.edu/cv/chevillon-guillaume/pdf"
"googleScholarUrl" => "https://scholar.google.com/citations?user=ehI61XoAAAAJ"
"facOrcId" => "https://orcid.org/0000-0002-3604-4772"
"career" => array:16 [
0 => Essec\Faculty\Model\CareerItem {#2238
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]
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"en" => "Assistant Professor"
]
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"en" => "ESSEC Business School"
]
"country" => array:2 [
"fr" => "France"
"en" => "France"
]
]
+lang: "fr"
+"parent": Essec\Faculty\Model\Profile {#2205}
}
1 => Essec\Faculty\Model\CareerItem {#2239
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"en" => "ESSEC Business School"
]
"country" => array:2 [
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"en" => "France"
]
]
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}
2 => Essec\Faculty\Model\CareerItem {#2240
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"en" => "ESSEC Business School"
]
"country" => array:2 [
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]
]
+lang: "fr"
+"parent": Essec\Faculty\Model\Profile {#2205}
}
3 => Essec\Faculty\Model\CareerItem {#2241
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]
"label" => array:2 [
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"en" => "CoDirector of the MSc in Data Sciences & Business Analytics (ESSEC-CentraleSupélec)"
]
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"en" => "ESSEC Business School"
]
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]
]
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}
4 => Essec\Faculty\Model\CareerItem {#2242
#_index: null
#_id: null
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"type" => array:2 [
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"label" => array:2 [
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]
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"en" => "Centre de recherche en économie et statistique (CREST)"
]
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"en" => "France"
]
]
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+"parent": Essec\Faculty\Model\Profile {#2205}
}
5 => Essec\Faculty\Model\CareerItem {#2243
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#_id: null
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"en" => "Research Fellow (Economics) at OFCE"
]
"institution" => array:2 [
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"en" => "Institut d'Etudes Politiques"
]
"country" => array:2 [
"fr" => "France"
"en" => "France"
]
]
+lang: "fr"
+"parent": Essec\Faculty\Model\Profile {#2205}
}
6 => Essec\Faculty\Model\CareerItem {#2244
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#_id: null
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]
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"en" => "New York University"
]
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"fr" => "États-Unis"
"en" => "United States of America"
]
]
+lang: "fr"
+"parent": Essec\Faculty\Model\Profile {#2205}
}
7 => Essec\Faculty\Model\CareerItem {#2245
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]
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"en" => "United States of America"
]
]
+lang: "fr"
+"parent": Essec\Faculty\Model\Profile {#2205}
}
8 => Essec\Faculty\Model\CareerItem {#2246
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#_id: null
#_source: array:7 [
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]
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"en" => "University of Oxford"
]
"country" => array:2 [
"fr" => "Royaume-Uni"
"en" => "United Kingdom"
]
]
+lang: "fr"
+"parent": Essec\Faculty\Model\Profile {#2205}
}
9 => Essec\Faculty\Model\CareerItem {#2247
#_index: null
#_id: null
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"en" => "Visiting Scholar (regular stays several times a year), Economics Department"
]
"institution" => array:2 [
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"en" => "Brown Université"
]
"country" => array:2 [
"fr" => "États-Unis"
"en" => "United States of America"
]
]
+lang: "fr"
+"parent": Essec\Faculty\Model\Profile {#2205}
}
10 => Essec\Faculty\Model\CareerItem {#2248
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#_source: array:7 [
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]
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]
"institution" => array:2 [
"fr" => "University of Oxford"
"en" => "University of Oxford"
]
"country" => array:2 [
"fr" => "Royaume-Uni"
"en" => "United Kingdom"
]
]
+lang: "fr"
+"parent": Essec\Faculty\Model\Profile {#2205}
}
11 => Essec\Faculty\Model\CareerItem {#2249
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"fr" => "ESSEC Business School"
"en" => "ESSEC Business School"
]
"country" => array:2 [
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"en" => "France"
]
]
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}
12 => Essec\Faculty\Model\CareerItem {#2250
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"en" => "ESSEC Business School"
]
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]
]
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}
13 => Essec\Faculty\Model\CareerItem {#2251
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"en" => "UNSW Business School"
]
"country" => array:2 [
"fr" => "Australie"
"en" => "Australia"
]
]
+lang: "fr"
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}
14 => Essec\Faculty\Model\CareerItem {#2252
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"fr" => "Keio University"
"en" => "Keio University"
]
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"fr" => "Japon"
"en" => "Japan"
]
]
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}
15 => Essec\Faculty\Model\CareerItem {#2253
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"fr" => "Fukuoka University"
"en" => "Fukuoka University"
]
"country" => array:2 [
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"en" => "Japan"
]
]
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}
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"diplomes" => array:3 [
0 => Essec\Faculty\Model\Diplome {#2207
#_index: null
#_id: null
#_source: array:6 [
"diplome" => "DIPLOMA"
"type" => array:2 [
"fr" => "Diplômes"
"en" => "Diplomas"
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"label" => array:2 [
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"institution" => array:2 [
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"en" => "University of Oxford"
]
"country" => array:2 [
"fr" => "Royaume-Uni"
"en" => "United Kingdom"
]
]
+lang: "fr"
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}
1 => Essec\Faculty\Model\Diplome {#2209
#_index: null
#_id: null
#_source: array:6 [
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"type" => array:2 [
"fr" => "Diplômes"
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"label" => array:2 [
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"en" => "Brasenose College, University of Oxford"
]
"country" => array:2 [
"fr" => "Royaume-Uni"
"en" => "United Kingdom"
]
]
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+"parent": Essec\Faculty\Model\Profile {#2205}
}
2 => Essec\Faculty\Model\Diplome {#2206
#_index: null
#_id: null
#_source: array:6 [
"diplome" => "DIPLOMA"
"type" => array:2 [
"fr" => "Diplômes"
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"fr" => "M.Sc. en Ingénierie d'Execution (Diplôme d’Ingénieur)"
]
"institution" => array:2 [
"fr" => "Mines ParisTech"
"en" => "Mines ParisTech"
]
"country" => array:2 [
"fr" => "France"
"en" => "France"
]
]
+lang: "fr"
+"parent": Essec\Faculty\Model\Profile {#2205}
}
]
"bio" => array:2 [
"fr" => """
<p><b>Actuellement</b></p>\n
\n
<p style="margin-left:40px">Depuis 2020</p>\n
\n
<p style="margin-left:80px">CoDirecteur Académique ESSEC METALAB for Data, Technology & Society</p>\n
\n
<p style="margin-left:40px">Depuis 2015</p>\n
\n
<p style="margin-left:80px">Professeur (Full), ESSEC Business School</p>\n
\n
<p style="margin-left:80px">CoDirecteur Académique (pour l'ESSEC) du Master ESSEC|CentraleSupélec Data Sciences & Business Analytics</p>\n
\n
<p><b>Précédemment</b></p>\n
\n
<p style="margin-left:40px">2020-22 Directeur du Département des Systèmes d'Information, Sciences de la Décision & Statistiques, ESSEC</p>\n
\n
<p style="margin-left:40px">2020 Visiting Professor, Keio University, Tokyo & UNSW, Sydney</p>\n
\n
<p style="margin-left:40px">A partir de 2007 Membre associé Laboratoire de Macroéconomie, CREST-INSEE</p>\n
\n
<p style="margin-left:40px">2012-13 Chercheur Visitant, Département d'Economie, New York University</p>\n
\n
<p style="margin-left:40px">2012 - Chercheur Visitant, Federal Reserve Bank of New York</p>\n
\n
<p style="margin-left:40px">2011 - Professeur Visitant, Département d'Economie, Université d'Oxford</p>\n
\n
<p style="margin-left:40px">2010-15 Professeur Associé, ESSEC Business School</p>\n
\n
<p style="margin-left:40px">2006-9 Professeur Assistant, ESSEC Business School</p>\n
\n
<p style="margin-left:40px">2003-6 Economiste à l'OFCE (SciencesPo)</p>\n
\n
<p style="margin-left:40px">1999-2006 Chargé de cours et maître de conférences à SciencesPo, HEC, ENA, Université Paris-Dauphine, University of Oxford (Econometrics, Time Series, Forecasting, Statistics, Macroeconomics)</p>\n
"""
"en" => """
<p><b>Current</b></p>\n
\n
<p style="margin-left:40px">Since 2020</p>\n
\n
<p style="margin-left:80px">Academic CoDirector, ESSEC METALAB for Data, Technology & Society</p>\n
\n
<p style="margin-left:40px">Since 2015</p>\n
\n
<p style="margin-left:80px">Professor (Full), ESSEC Business School</p>\n
\n
<p style="margin-left:80px">Academic CoDirector (for ESSEC) of the ESSEC|CentraleSupélec Master in Data Sciences & Business Analytics</p>\n
\n
<p><b>Previous</b></p>\n
\n
<p>2020-22 Chair, Department of Information Systems, Decision Sciences & Statistics</p>\n
\n
<p>2020 Visiting Professor, Keio University, Tokyo & UNSW, Sydney</p>\n
\n
<p>From 2007- Member, Macroeconomics Department, CREST-INSEE</p>\n
\n
<p>2012-13 Visiting Scholar, Economics Department, New York University</p>\n
\n
<p>2012 - Visiting Scholar, Macro & Money Group, Federal Reserve Bank of New York</p>\n
\n
<p>2011 - Visiting Professor, Economics Department, Université d'Oxford</p>\n
\n
<p>2009-15 Associate Professor, ESSEC Business School</p>\n
\n
<p>2006-9 Assistant Professor, ESSEC Business School</p>\n
\n
<p>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.</p>\n
\n
<p>2003-6 Research Fellow at OFCE, Department of Applied Economics of Sciences-Po University.</p>\n
"""
]
"department" => array:2 [
"fr" => "Systèmes d’information, sciences de la décision et statistiques"
"en" => "Information Systems, Decision Sciences and Statistics"
]
"site" => array:2 [
"fr" => "http://guillaume-chevillon.faculty.essec.edu/"
"en" => "https://www.linkedin.com/in/guillaumechevillon/"
]
"industrrySectors" => array:2 [
"fr" => null
"en" => null
]
"researchFields" => array:2 [
"fr" => "Econométrie - Macroéconomie - Analyse des prévisions - Economie - data - Intelligence artificielle (IA)"
"en" => "Econometrics - Macroeconomics - Forecasting Analytics - Economy - data - Artificial Intelligence (AI)"
]
"teachingFields" => array:2 [
"fr" => "Econométrie - Analyse des données statistiques - Théorie des probabilités et statistiques - Macroéconomie"
"en" => "Econometrics - Statistical Data Analysis - Probability Theory & Mathematical Statistics - Macroeconomics"
]
"distinctions" => array:6 [
0 => Essec\Faculty\Model\Distinction {#2254
#_index: null
#_id: null
#_source: array:6 [
"date" => "2007-01-01"
"label" => array:2 [
"fr" => "Bourses de recherche, Europlace Institute of Finance (en collaboration)"
"en" => "Research grants, Europlace Institute of Finance (in collaboration)"
]
"type" => array:2 [
"fr" => "Bourses"
"en" => "Grants"
]
"tri" => " 2 "
"institution" => array:2 [
"fr" => "Institut Europlace de Finance (IEF)"
"en" => "Institut Europlace de Finance (IEF)"
]
"country" => array:2 [
"fr" => "France"
"en" => "France"
]
]
+lang: "fr"
+"parent": Essec\Faculty\Model\Profile {#2205}
}
1 => Essec\Faculty\Model\Distinction {#2255
#_index: null
#_id: null
#_source: array:6 [
"date" => "2007-01-01"
"label" => array:2 [
"fr" => "Financement régulier du Centre de Recherche de l'ESSEC depuis 2007"
"en" => "Regular grants by the Research Center at ESSEC since 2007"
]
"type" => array:2 [
"fr" => "Bourses"
"en" => "Grants"
]
"tri" => " 2 "
"institution" => array:2 [
"fr" => "ESSEC Business School"
"en" => "ESSEC Business School"
]
"country" => array:2 [
"fr" => "France"
"en" => "France"
]
]
+lang: "fr"
+"parent": Essec\Faculty\Model\Profile {#2205}
}
2 => Essec\Faculty\Model\Distinction {#2256
#_index: null
#_id: null
#_source: array:6 [
"date" => "2014-01-01"
"label" => array:2 [
"fr" => "Divers financements du Labex MME-DII"
"en" => "Regular grants by the Labex MME-DII"
]
"type" => array:2 [
"fr" => "Bourses"
"en" => "Grants"
]
"tri" => " 2 "
"institution" => array:2 [
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"en" => "Labex MME-DII"
]
"country" => array:2 [
"fr" => "France"
"en" => "France"
]
]
+lang: "fr"
+"parent": Essec\Faculty\Model\Profile {#2205}
}
3 => Essec\Faculty\Model\Distinction {#2257
#_index: null
#_id: null
#_source: array:6 [
"date" => "2016-01-01"
"label" => array:2 [
"fr" => "Project Blanc"
"en" => "White Project"
]
"type" => array:2 [
"fr" => "Bourses"
"en" => "Grants"
]
"tri" => " 2 "
"institution" => array:2 [
"fr" => "Fondation ESSEC"
"en" => "Fondation ESSEC"
]
"country" => array:2 [
"fr" => "France"
"en" => "France"
]
]
+lang: "fr"
+"parent": Essec\Faculty\Model\Profile {#2205}
}
4 => Essec\Faculty\Model\Distinction {#2258
#_index: null
#_id: null
#_source: array:6 [
"date" => "2023-01-01"
"label" => array:2 [
"fr" => "Research grant on AI driven oncological treatments"
"en" => "Research grant on AI driven oncological treatments"
]
"type" => array:2 [
"fr" => "Bourses"
"en" => "Grants"
]
"tri" => " 2 "
"institution" => array:2 [
"fr" => null
"en" => null
]
"country" => array:2 [
"fr" => "France"
"en" => "France"
]
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25 => Essec\Faculty\Model\ExtraActivity {#2233
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26 => Essec\Faculty\Model\ExtraActivity {#2234
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0 => Essec\Faculty\Model\These {#2260
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1 => Essec\Faculty\Model\These {#2261
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2 => Essec\Faculty\Model\These {#2262
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0 => Essec\Faculty\Model\Contribution {#2264
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1 => Essec\Faculty\Model\Contribution {#2266
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"title" => "Detecting and Forecasting Large Deviations and Bubbles in a Near-Explosive Random Coefficient Model"
"description" => "CHEVILLON, G., BANERJEE, A. et KRATZ, M. (2014). Detecting and Forecasting Large Deviations and Bubbles in a Near-Explosive Random Coefficient Model. Dans: 68th European Meeting of the Econometric Society."
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2 => array:1 [
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2 => Essec\Faculty\Model\Contribution {#2268
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"description" => "BANERJEE, A., CHEVILLON, G. et KRATZ, M. (2014). Detecting and Forecasting Large Deviations and Bubbles in a Near-Explosive Random Co-efficient Model. Dans: Summer Institute 2014 of the National Bureau of Economic Research."
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3 => Essec\Faculty\Model\Contribution {#2265
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4 => Essec\Faculty\Model\Contribution {#2269
#_index: "academ_contributions"
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"slug" => "exuberance-sentiments-driven-buoyancy"
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"year" => "2018"
"title" => "Exuberance: Sentiments Driven Buoyancy"
"description" => "CHEVILLON, G. (2018). Exuberance: Sentiments Driven Buoyancy. Dans: 2018 Econometric Theory and Time Series Analysis (ETTSA) Workshop."
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5 => Essec\Faculty\Model\Contribution {#2263
#_index: "academ_contributions"
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"title" => "Forecast Comparisons for Long Memory"
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"authors" => array:3 [
0 => array:3 [
"name" => "CHEVILLON Guillaume"
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1 => array:1 [
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2 => array:1 [
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6 => Essec\Faculty\Model\Contribution {#2267
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"slug" => "forecasting-bubbles-in-a-near-explosive-random-coefficient-model"
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"year" => "2014"
"title" => "Forecasting Bubbles in a Near Explosive Random Coefficient Model"
"description" => "CHEVILLON, G., BANERJEE, A. et KRATZ, M. (2014). Forecasting Bubbles in a Near Explosive Random Coefficient Model. Dans: 25th EC2 Conference on "Advances in Forecasting"."
"authors" => array:3 [
0 => array:3 [
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2 => array:1 [
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"ouvrage" => "25th EC2 Conference on "Advances in Forecasting""
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+lang: "fr"
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7 => Essec\Faculty\Model\Contribution {#2270
#_index: "academ_contributions"
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"slug" => "forecasting-long-memory-through-a-var-model"
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"year" => "2019"
"title" => "Forecasting Long Memory through a VAR Model"
"description" => "BAUWENS, L., CHEVILLON, G. et LAURENT, S. (2019). Forecasting Long Memory through a VAR Model. Dans: 4th Vienna Workshop on High-Dimensional Time Series in Macroeconomics and Finance 2019."
"authors" => array:3 [
0 => array:3 [
"name" => "CHEVILLON Guillaume"
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1 => array:1 [
"name" => "BAUWENS L."
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2 => array:1 [
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"ouvrage" => "4th Vienna Workshop on High-Dimensional Time Series in Macroeconomics and Finance 2019"
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8 => Essec\Faculty\Model\Contribution {#2271
#_index: "academ_contributions"
#_id: "5999"
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"slug" => "forecasting-long-memory-via-a-var-model"
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"year" => "2018"
"title" => "Forecasting Long Memory via a VAR Model"
"description" => """
CHEVILLON, G., BAUWENS, L. et LAURENT, S. (2018). Forecasting Long Memory via a VAR Model. Dans: 12th International Conference on \n
Computational and Financial Econometrics (CE) 2018.
"""
"authors" => array:3 [
0 => array:3 [
"name" => "CHEVILLON Guillaume"
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12th International Conference on \n
Computational and Financial Econometrics (CE) 2018
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9 => Essec\Faculty\Model\Contribution {#2272
#_index: "academ_contributions"
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"title" => "Forecasting Long Memory via a VAR Model"
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0 => array:3 [
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1 => array:1 [
"name" => "BAUWENS L."
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2 => array:1 [
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]
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]
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10 => Essec\Faculty\Model\Contribution {#2273
#_index: "academ_contributions"
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"slug" => "forecasting-long-memory-via-a-var-model"
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"year" => "2018"
"title" => "Forecasting Long Memory via a VAR Model"
"description" => "CHEVILLON, G., BAUWENS, L. et LAURENT, S. (2018). Forecasting Long Memory via a VAR Model. Dans: Workshop on Long Memory."
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0 => array:3 [
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1 => array:1 [
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2 => array:1 [
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11 => Essec\Faculty\Model\Contribution {#2274
#_index: "academ_contributions"
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"slug" => "learning-can-generate-long-memory"
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"title" => "Learning Can Generate Long Memory"
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"indexedAt" => "2024-04-27T12:21:45.000Z"
]
+lang: "fr"
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}
12 => Essec\Faculty\Model\Contribution {#2275
#_index: "academ_contributions"
#_id: "6447"
#_source: array:18 [
"id" => "6447"
"slug" => "learning-can-generate-long-memory"
"yearMonth" => "2015-06"
"year" => "2015"
"title" => "Learning Can Generate Long Memory"
"description" => "CHEVILLON, G. et SOPHOCLES, M. (2015). Learning Can Generate Long Memory. Dans: 2nd Annual Conference of the International Association for Applied Econometrics (IAAE)."
"authors" => array:2 [
0 => array:3 [
"name" => "CHEVILLON Guillaume"
"bid" => "B00072304"
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1 => array:1 [
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]
"ouvrage" => "2nd Annual Conference of the International Association for Applied Econometrics (IAAE)"
"keywords" => []
"updatedAt" => "2021-04-19 17:57:25"
"publicationUrl" => null
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]
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}
13 => Essec\Faculty\Model\Contribution {#2276
#_index: "academ_contributions"
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"slug" => "learning-generates-long-memory"
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"year" => "2012"
"title" => "Learning Generates Long Memory"
"description" => "CHEVILLON, G. et MAVROEIDIS, S. (2012). Learning Generates Long Memory. Dans: 20th Symposium of the Society for Nonlinear Dynamics and Econometrics."
"authors" => array:2 [
0 => array:3 [
"name" => "CHEVILLON Guillaume"
"bid" => "B00072304"
"slug" => "chevillon-guillaume"
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1 => array:1 [
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"ouvrage" => "20th Symposium of the Society for Nonlinear Dynamics and Econometrics"
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"publicationUrl" => null
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]
+lang: "fr"
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}
14 => Essec\Faculty\Model\Contribution {#2277
#_index: "academ_contributions"
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"slug" => "long-memory-through-correlation"
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"title" => "Long Memory through Correlation"
"description" => "CHEVILLON, G. (2013). Long Memory through Correlation. Dans: 7th Annual Methods in International Finance Network Workshop."
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"keywords" => []
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"publicationUrl" => null
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+lang: "fr"
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15 => Essec\Faculty\Model\Contribution {#2278
#_index: "academ_contributions"
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"title" => "Long Memory Through Correlation"
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16 => Essec\Faculty\Model\Contribution {#2279
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1 => array:1 [
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2 => array:1 [
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+lang: "fr"
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17 => Essec\Faculty\Model\Contribution {#2280
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18 => Essec\Faculty\Model\Contribution {#2281
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19 => Essec\Faculty\Model\Contribution {#2282
#_index: "academ_contributions"
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+lang: "fr"
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20 => Essec\Faculty\Model\Contribution {#2283
#_index: "academ_contributions"
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"yearMonth" => "2018-03"
"year" => "2018"
"title" => "Perpetual Learning and Apparent Long Memory"
"description" => "CHEVILLON, G. et MAVROEIDIS, S. (2018). Perpetual Learning and Apparent Long Memory. Dans: 26th Annual Symposium of the Society for Nonlinear Dynamics & Econometrics."
"authors" => array:2 [
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1 => array:1 [
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"ouvrage" => "26th Annual Symposium of the Society for Nonlinear Dynamics & Econometrics"
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"publicationUrl" => null
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+lang: "fr"
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21 => Essec\Faculty\Model\Contribution {#2284
#_index: "academ_contributions"
#_id: "6878"
#_source: array:18 [
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"slug" => "persistence-through-correlation"
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"en" => "Presentations at an Academic or Professional conference"
]
"support_type" => array:2 [
"fr" => null
"en" => null
]
"countries" => array:2 [
"fr" => null
"en" => null
]
"abstract" => array:2 [
"fr" => "This paper analyzes a novel source of long memory though multicollinearity. We consider a vector autoregression of order one, a VAR(1) of large dimension. We use a final equation representation to show that as the VAR dimension tends to infinity while the proportion of stochastic trends remains constant, individual variables may exhibit strong persistence akin to fractional integration whose degree corresponds to the fraction of unit roots in the system. We consider the implications of our findings for the volatility of asset returns where the so- called golden-rule of realized volatility states that they always exhibit fractional integration of degree close to 0.4. Hence, this empirical feature can be related to the correlation of the many financial assets."
"en" => "This paper analyzes a novel source of long memory though multicollinearity. We consider a vector autoregression of order one, a VAR(1) of large dimension. We use a final equation representation to show that as the VAR dimension tends to infinity while the proportion of stochastic trends remains constant, individual variables may exhibit strong persistence akin to fractional integration whose degree corresponds to the fraction of unit roots in the system. We consider the implications of our findings for the volatility of asset returns where the so- called golden-rule of realized volatility states that they always exhibit fractional integration of degree close to 0.4. Hence, this empirical feature can be related to the correlation of the many financial assets."
]
"authors_fields" => array:2 [
"fr" => "Systèmes d’Information, Sciences de la Décision et Statistiques"
"en" => "Information Systems, Decision Sciences and Statistics"
]
"indexedAt" => "2024-04-27T12:21:45.000Z"
]
+lang: "fr"
+"_type": "_doc"
+"_score": 5.0622067
+"parent": null
}
22 => Essec\Faculty\Model\Contribution {#2285
#_index: "academ_contributions"
#_id: "6940"
#_source: array:18 [
"id" => "6940"
"slug" => "probabilistic-forecasting-of-bubbles-and-flash-crashes"
"yearMonth" => "2018-06"
"year" => "2018"
"title" => "Probabilistic Forecasting of Bubbles and Flash Crashes"
"description" => "BANERJEE, A., CHEVILLON, G. et KRATZ, M. (2018). Probabilistic Forecasting of Bubbles and Flash Crashes. Dans: 2018 Asian Meeting of the Econometric Society."
"authors" => array:3 [
0 => array:3 [
"name" => "CHEVILLON Guillaume"
"bid" => "B00072304"
"slug" => "chevillon-guillaume"
]
1 => array:3 [
"name" => "KRATZ Marie"
"bid" => "B00072305"
"slug" => "kratz-marie"
]
2 => array:1 [
"name" => "BANERJEE A."
]
]
"ouvrage" => "2018 Asian Meeting of the Econometric Society"
"keywords" => []
"updatedAt" => "2021-09-24 10:33:27"
"publicationUrl" => null
"publicationInfo" => array:3 [
"pages" => null
"volume" => null
"number" => null
]
"type" => array:2 [
"fr" => "Communications dans une conférence"
"en" => "Presentations at an Academic or Professional conference"
]
"support_type" => array:2 [
"fr" => null
"en" => null
]
"countries" => array:2 [
"fr" => null
"en" => null
]
"abstract" => array:2 [
"fr" => null
"en" => null
]
"authors_fields" => array:2 [
"fr" => "Systèmes d’Information, Sciences de la Décision et Statistiques"
"en" => "Information Systems, Decision Sciences and Statistics"
]
"indexedAt" => "2024-04-27T12:21:45.000Z"
]
+lang: "fr"
+"_type": "_doc"
+"_score": 5.0622067
+"parent": null
}
23 => Essec\Faculty\Model\Contribution {#2286
#_index: "academ_contributions"
#_id: "7087"
#_source: array:18 [
"id" => "7087"
"slug" => "robust-inference-in-structural-vars-with-long-run-restrictions"
"yearMonth" => "2015-07"
"year" => "2015"
"title" => "Robust inference in Structural VARs with Long-Run Restrictions"
"description" => "CHEVILLON, G., SOPHOCLES, M. et ZHAOGUO, Z. (2015). Robust inference in Structural VARs with Long-Run Restrictions. Dans: 38th Annual National Bureau of Economic Research (NBER) Summer Institute."
"authors" => array:3 [
0 => array:3 [
"name" => "CHEVILLON Guillaume"
"bid" => "B00072304"
"slug" => "chevillon-guillaume"
]
1 => array:1 [
"name" => "SOPHOCLES M."
]
2 => array:1 [
"name" => "ZHAOGUO Z."
]
]
"ouvrage" => "38th Annual National Bureau of Economic Research (NBER) Summer Institute"
"keywords" => []
"updatedAt" => "2021-04-19 17:57:25"
"publicationUrl" => null
"publicationInfo" => array:3 [
"pages" => null
"volume" => null
"number" => null
]
"type" => array:2 [
"fr" => "Communications dans une conférence"
"en" => "Presentations at an Academic or Professional conference"
]
"support_type" => array:2 [
"fr" => null
"en" => null
]
"countries" => array:2 [
"fr" => null
"en" => null
]
"abstract" => array:2 [
"fr" => null
"en" => null
]
"authors_fields" => array:2 [
"fr" => "Systèmes d’Information, Sciences de la Décision et Statistiques"
"en" => "Information Systems, Decision Sciences and Statistics"
]
"indexedAt" => "2024-04-27T12:21:45.000Z"
]
+lang: "fr"
+"_type": "_doc"
+"_score": 5.0622067
+"parent": null
}
24 => Essec\Faculty\Model\Contribution {#2287
#_index: "academ_contributions"
#_id: "7088"
#_source: array:18 [
"id" => "7088"
"slug" => "robust-inference-in-structural-vars-with-long-run-restrictions"
"yearMonth" => "2016-03"
"year" => "2016"
"title" => "Robust Inference in Structural VARs with Long-Run Restrictions"
"description" => "CHEVILLON, G., MAVROEIDIS, S. et ZANG, Z. (2016). Robust Inference in Structural VARs with Long-Run Restrictions. Dans: 24th Symposium of the Society for Nonlinear Dynamics and Econometrics."
"authors" => array:3 [
0 => array:3 [
"name" => "CHEVILLON Guillaume"
"bid" => "B00072304"
"slug" => "chevillon-guillaume"
]
1 => array:1 [
"name" => "MAVROEIDIS S."
]
2 => array:1 [
"name" => "ZANG Z."
]
]
"ouvrage" => "24th Symposium of the Society for Nonlinear Dynamics and Econometrics"
"keywords" => []
"updatedAt" => "2021-04-19 17:57:25"
"publicationUrl" => null
"publicationInfo" => array:3 [
"pages" => null
"volume" => null
"number" => null
]
"type" => array:2 [
"fr" => "Communications dans une conférence"
"en" => "Presentations at an Academic or Professional conference"
]
"support_type" => array:2 [
"fr" => null
"en" => null
]
"countries" => array:2 [
"fr" => null
"en" => null
]
"abstract" => array:2 [
"fr" => null
"en" => null
]
"authors_fields" => array:2 [
"fr" => "Systèmes d’Information, Sciences de la Décision et Statistiques"
"en" => "Information Systems, Decision Sciences and Statistics"
]
"indexedAt" => "2024-04-27T12:21:45.000Z"
]
+lang: "fr"
+"_type": "_doc"
+"_score": 5.0622067
+"parent": null
}
25 => Essec\Faculty\Model\Contribution {#2288
#_index: "academ_contributions"
#_id: "7089"
#_source: array:18 [
"id" => "7089"
"slug" => "robust-inference-in-structural-vars-with-long-run-restrictions"
"yearMonth" => "2016-12"
"year" => "2016"
"title" => "Robust Inference in Structural VARs with Long-Run Restrictions"
"description" => "CHEVILLON, G., MAVROEIDIS, S. et ZHAN, Z. (2016). Robust Inference in Structural VARs with Long-Run Restrictions. Dans: 10th International Conference on Computational and Financial Econometrics."
"authors" => array:3 [
0 => array:3 [
"name" => "CHEVILLON Guillaume"
"bid" => "B00072304"
"slug" => "chevillon-guillaume"
]
1 => array:1 [
"name" => "MAVROEIDIS S."
]
2 => array:1 [
"name" => "ZHAN Z."
]
]
"ouvrage" => "10th International Conference on Computational and Financial Econometrics"
"keywords" => []
"updatedAt" => "2021-09-24 10:33:27"
"publicationUrl" => null
"publicationInfo" => array:3 [
"pages" => null
"volume" => null
"number" => null
]
"type" => array:2 [
"fr" => "Communications dans une conférence"
"en" => "Presentations at an Academic or Professional conference"
]
"support_type" => array:2 [
"fr" => null
"en" => null
]
"countries" => array:2 [
"fr" => null
"en" => null
]
"abstract" => array:2 [
"fr" => null
"en" => null
]
"authors_fields" => array:2 [
"fr" => "Systèmes d’Information, Sciences de la Décision et Statistiques"
"en" => "Information Systems, Decision Sciences and Statistics"
]
"indexedAt" => "2024-04-27T12:21:45.000Z"
]
+lang: "fr"
+"_type": "_doc"
+"_score": 5.0622067
+"parent": null
}
26 => Essec\Faculty\Model\Contribution {#2289
#_index: "academ_contributions"
#_id: "7090"
#_source: array:18 [
"id" => "7090"
"slug" => "robust-inference-in-structural-vars-within-long-run-restrictions"
"yearMonth" => "2015-09"
"year" => "2015"
"title" => "Robust Inference in Structural VARS within Long Run Restrictions"
"description" => "CHEVILLON, G., NAVROEIDIS, S. et ZHAN, Z. (2015). Robust Inference in Structural VARS within Long Run Restrictions. Dans: 16th OxMetrics User Conference."
"authors" => array:3 [
0 => array:3 [
"name" => "CHEVILLON Guillaume"
"bid" => "B00072304"
"slug" => "chevillon-guillaume"
]
1 => array:1 [
"name" => "NAVROEIDIS S."
]
2 => array:1 [
"name" => "ZHAN Z."
]
]
"ouvrage" => "16th OxMetrics User Conference"
"keywords" => []
"updatedAt" => "2021-04-19 17:57:25"
"publicationUrl" => null
"publicationInfo" => array:3 [
"pages" => null
"volume" => null
"number" => null
]
"type" => array:2 [
"fr" => "Communications dans une conférence"
"en" => "Presentations at an Academic or Professional conference"
]
"support_type" => array:2 [
"fr" => null
"en" => null
]
"countries" => array:2 [
"fr" => null
"en" => null
]
"abstract" => array:2 [
"fr" => null
"en" => null
]
"authors_fields" => array:2 [
"fr" => "Systèmes d’Information, Sciences de la Décision et Statistiques"
"en" => "Information Systems, Decision Sciences and Statistics"
]
"indexedAt" => "2024-04-27T12:21:45.000Z"
]
+lang: "fr"
+"_type": "_doc"
+"_score": 5.0622067
+"parent": null
}
27 => Essec\Faculty\Model\Contribution {#2290
#_index: "academ_contributions"
#_id: "7125"
#_source: array:18 [
"id" => "7125"
"slug" => "sentiment-driven-buoyancy"
"yearMonth" => "2014-12"
"year" => "2014"
"title" => "Sentiment Driven Buoyancy"
"description" => "CHEVILLON, G., BANERJEE, A. et KRATZ, M. (2014). Sentiment Driven Buoyancy. Dans: 8th International Conference on Computational and Financial Econometrics (CFE 2014)."
"authors" => array:3 [
0 => array:3 [
"name" => "CHEVILLON Guillaume"
"bid" => "B00072304"
"slug" => "chevillon-guillaume"
]
1 => array:3 [
"name" => "KRATZ Marie"
"bid" => "B00072305"
"slug" => "kratz-marie"
]
2 => array:1 [
"name" => "BANERJEE A."
]
]
"ouvrage" => "8th International Conference on Computational and Financial Econometrics (CFE 2014)"
"keywords" => []
"updatedAt" => "2021-04-19 17:57:25"
"publicationUrl" => null
"publicationInfo" => array:3 [
"pages" => null
"volume" => null
"number" => null
]
"type" => array:2 [
"fr" => "Communications dans une conférence"
"en" => "Presentations at an Academic or Professional conference"
]
"support_type" => array:2 [
"fr" => null
"en" => null
]
"countries" => array:2 [
"fr" => null
"en" => null
]
"abstract" => array:2 [
"fr" => null
"en" => null
]
"authors_fields" => array:2 [
"fr" => "Systèmes d’Information, Sciences de la Décision et Statistiques"
"en" => "Information Systems, Decision Sciences and Statistics"
]
"indexedAt" => "2024-04-27T12:21:45.000Z"
]
+lang: "fr"
+"_type": "_doc"
+"_score": 5.0622067
+"parent": null
}
28 => Essec\Faculty\Model\Contribution {#2291
#_index: "academ_contributions"
#_id: "7264"
#_source: array:18 [
"id" => "7264"
"slug" => "the-bias-variance-trade-off-in-multistep-forecasting-and-predictive-regressions-at-intermediate-and-long-horizons"
"yearMonth" => "2019-03"
"year" => "2019"
"title" => "The Bias-Variance Trade-off in Multistep Forecasting and Predictive Regressions at Intermediate and Long Horizons"
"description" => "CHEVILLON, G. (2019). The Bias-Variance Trade-off in Multistep Forecasting and Predictive Regressions at Intermediate and Long Horizons. Dans: 27th annual symposium of the Society for Nonlinear Dynamics and Econometrics 2019."
"authors" => array:1 [
0 => array:3 [
"name" => "CHEVILLON Guillaume"
"bid" => "B00072304"
"slug" => "chevillon-guillaume"
]
]
"ouvrage" => "27th annual symposium of the Society for Nonlinear Dynamics and Econometrics 2019"
"keywords" => []
"updatedAt" => "2021-09-24 10:33:27"
"publicationUrl" => null
"publicationInfo" => array:3 [
"pages" => null
"volume" => null
"number" => null
]
"type" => array:2 [
"fr" => "Communications dans une conférence"
"en" => "Presentations at an Academic or Professional conference"
]
"support_type" => array:2 [
"fr" => null
"en" => null
]
"countries" => array:2 [
"fr" => null
"en" => null
]
"abstract" => array:2 [
"fr" => null
"en" => null
]
"authors_fields" => array:2 [
"fr" => "Systèmes d’Information, Sciences de la Décision et Statistiques"
"en" => "Information Systems, Decision Sciences and Statistics"
]
"indexedAt" => "2024-04-27T12:21:45.000Z"
]
+lang: "fr"
+"_type": "_doc"
+"_score": 5.0622067
+"parent": null
}
29 => Essec\Faculty\Model\Contribution {#2292
#_index: "academ_contributions"
#_id: "7265"
#_source: array:18 [
"id" => "7265"
"slug" => "the-bias-variance-trade-off-in-multistep-forecasting-and-predictive-regressions-at-intermediate-and-long-horizons"
"yearMonth" => "2019-06"
"year" => "2019"
"title" => "The Bias-Variance Trade-off in Multistep Forecasting and Predictive Regressions at Intermediate and Long Horizons"
"description" => "CHEVILLON, G. (2019). The Bias-Variance Trade-off in Multistep Forecasting and Predictive Regressions at Intermediate and Long Horizons. Dans: 2019 Quantitative Finance and Financial Econometrics (QFFE)."
"authors" => array:1 [
0 => array:3 [
"name" => "CHEVILLON Guillaume"
"bid" => "B00072304"
"slug" => "chevillon-guillaume"
]
]
"ouvrage" => "2019 Quantitative Finance and Financial Econometrics (QFFE)"
"keywords" => []
"updatedAt" => "2021-09-24 10:33:27"
"publicationUrl" => null
"publicationInfo" => array:3 [
"pages" => null
"volume" => null
"number" => null
]
"type" => array:2 [
"fr" => "Communications dans une conférence"
"en" => "Presentations at an Academic or Professional conference"
]
"support_type" => array:2 [
"fr" => null
"en" => null
]
"countries" => array:2 [
"fr" => null
"en" => null
]
"abstract" => array:2 [
"fr" => null
"en" => null
]
"authors_fields" => array:2 [
"fr" => "Systèmes d’Information, Sciences de la Décision et Statistiques"
"en" => "Information Systems, Decision Sciences and Statistics"
]
"indexedAt" => "2024-04-27T12:21:45.000Z"
]
+lang: "fr"
+"_type": "_doc"
+"_score": 5.0622067
+"parent": null
}
30 => Essec\Faculty\Model\Contribution {#2293
#_index: "academ_contributions"
#_id: "7437"
#_source: array:18 [
"id" => "7437"
"slug" => "the-shadow-of-a-doubt"
"yearMonth" => "2019-04"
"year" => "2019"
"title" => "The Shadow of a Doubt"
"description" => "CHEVILLON, G. et MAVROEIDIS, S. (2019). The Shadow of a Doubt. Dans: 2019 Workshop Annuel de l'ANR MultiRisk."
"authors" => array:2 [
0 => array:3 [
"name" => "CHEVILLON Guillaume"
"bid" => "B00072304"
"slug" => "chevillon-guillaume"
]
1 => array:1 [
"name" => "MAVROEIDIS S."
]
]
"ouvrage" => "2019 Workshop Annuel de l'ANR MultiRisk"
"keywords" => []
"updatedAt" => "2021-09-24 10:33:27"
"publicationUrl" => null
"publicationInfo" => array:3 [
"pages" => null
"volume" => null
"number" => null
]
"type" => array:2 [
"fr" => "Communications dans une conférence"
"en" => "Presentations at an Academic or Professional conference"
]
"support_type" => array:2 [
"fr" => null
"en" => null
]
"countries" => array:2 [
"fr" => null
"en" => null
]
"abstract" => array:2 [
"fr" => null
"en" => null
]
"authors_fields" => array:2 [
"fr" => "Systèmes d’Information, Sciences de la Décision et Statistiques"
"en" => "Information Systems, Decision Sciences and Statistics"
]
"indexedAt" => "2024-04-27T12:21:45.000Z"
]
+lang: "fr"
+"_type": "_doc"
+"_score": 5.0622067
+"parent": null
}
31 => Essec\Faculty\Model\Contribution {#2294
#_index: "academ_contributions"
#_id: "7438"
#_source: array:18 [
"id" => "7438"
"slug" => "the-shadow-of-a-doubt-the-dynamic-impact-of-exceptional-uncertainty"
"yearMonth" => "2014-04"
"year" => "2014"
"title" => "The Shadow of a Doubt: The Dynamic Impact of Exceptional Uncertainty"
"description" => "CHEVILLON, G. et MAVROEIDIS, S. (2014). The Shadow of a Doubt: The Dynamic Impact of Exceptional Uncertainty. Dans: 2014 Society for Nonlinear Dynamics and Econometrics (SNDE) Conference."
"authors" => array:2 [
0 => array:3 [
"name" => "CHEVILLON Guillaume"
"bid" => "B00072304"
"slug" => "chevillon-guillaume"
]
1 => array:1 [
"name" => "MAVROEIDIS S."
]
]
"ouvrage" => "2014 Society for Nonlinear Dynamics and Econometrics (SNDE) Conference"
"keywords" => []
"updatedAt" => "2021-04-19 17:57:25"
"publicationUrl" => null
"publicationInfo" => array:3 [
"pages" => null
"volume" => null
"number" => null
]
"type" => array:2 [
"fr" => "Communications dans une conférence"
"en" => "Presentations at an Academic or Professional conference"
]
"support_type" => array:2 [
"fr" => null
"en" => null
]
"countries" => array:2 [
"fr" => null
"en" => null
]
"abstract" => array:2 [
"fr" => null
"en" => null
]
"authors_fields" => array:2 [
"fr" => "Systèmes d’Information, Sciences de la Décision et Statistiques"
"en" => "Information Systems, Decision Sciences and Statistics"
]
"indexedAt" => "2024-04-27T12:21:45.000Z"
]
+lang: "fr"
+"_type": "_doc"
+"_score": 5.0622067
+"parent": null
}
32 => Essec\Faculty\Model\Contribution {#2295
#_index: "academ_contributions"
#_id: "1751"
#_source: array:18 [
"id" => "1751"
"slug" => "learning-can-generate-long-memory"
"yearMonth" => "2017-05"
"year" => "2017"
"title" => "Learning can generate long memory"
"description" => "CHEVILLON, G. et MAVROEIDIS, S. (2017). Learning can generate long memory. <i>Journal of Econometrics</i>, 198(1), pp. 1-9."
"authors" => array:2 [
0 => array:3 [
"name" => "CHEVILLON Guillaume"
"bid" => "B00072304"
"slug" => "chevillon-guillaume"
]
1 => array:1 [
"name" => "MAVROEIDIS S."
]
]
"ouvrage" => ""
"keywords" => array:4 [
0 => "Long memory"
1 => "Recursive least squares"
2 => "Decreasing gain learning"
3 => "New Keynesian Phillips curve"
]
"updatedAt" => "2021-09-24 10:33:27"
"publicationUrl" => "https://www.sciencedirect.com/science/article/abs/pii/S0304407617300027"
"publicationInfo" => array:3 [
"pages" => "1-9"
"volume" => "198"
"number" => "1"
]
"type" => array:2 [
"fr" => "Articles"
"en" => "Journal articles"
]
"support_type" => array:2 [
"fr" => "Revue scientifique"
"en" => "Scientific journal"
]
"countries" => array:2 [
"fr" => null
"en" => null
]
"abstract" => array:2 [
"fr" => "We study learning dynamics in a prototypical representative-agent forward-looking model in which agents’ beliefs are updated using linear learning algorithms. We show that learning in this model can generate long memory endogenously, without any persistence in the exogenous shocks, depending on the weights agents place on past observations when they update their beliefs, and on the magnitude of the feedback from expectations to the endogenous variable. This is distinctly different from the case of rational expectations, where the memory of the endogenous variable is determined exogenously."
"en" => "We study learning dynamics in a prototypical representative-agent forward-looking model in which agents’ beliefs are updated using linear learning algorithms. We show that learning in this model can generate long memory endogenously, without any persistence in the exogenous shocks, depending on the weights agents place on past observations when they update their beliefs, and on the magnitude of the feedback from expectations to the endogenous variable. This is distinctly different from the case of rational expectations, where the memory of the endogenous variable is determined exogenously."
]
"authors_fields" => array:2 [
"fr" => "Systèmes d’Information, Sciences de la Décision et Statistiques"
"en" => "Information Systems, Decision Sciences and Statistics"
]
"indexedAt" => "2024-04-27T12:21:45.000Z"
]
+lang: "fr"
+"_type": "_doc"
+"_score": 5.0622067
+"parent": null
}
33 => Essec\Faculty\Model\Contribution {#2296
#_index: "academ_contributions"
#_id: "2087"
#_source: array:18 [
"id" => "2087"
"slug" => "multi-step-forecast-error-corrections-a-comment-on-evaluating-predictive-densities-of-us-output-growth-and-inflation-in-a-large-macroeconomic-data-set-by-barbara-rossi-and-tatevik-s"
"yearMonth" => "2014-07"
"year" => "2014"
"title" => "Multi-step Forecast Error Corrections: A Comment on “Evaluating Predictive Densities of US Output Growth and Inflation in a Large Macroeconomic Data Set” by Barbara Rossi and Tatevik Sekhposyan"
"description" => "CHEVILLON, G. (2014). Multi-step Forecast Error Corrections: A Comment on “Evaluating Predictive Densities of US Output Growth and Inflation in a Large Macroeconomic Data Set” by Barbara Rossi and Tatevik Sekhposyan. <i>International Journal of Forecasting</i>, 30(3), pp. 683-687."
"authors" => array:1 [
0 => array:3 [
"name" => "CHEVILLON Guillaume"
"bid" => "B00072304"
"slug" => "chevillon-guillaume"
]
]
"ouvrage" => ""
"keywords" => []
"updatedAt" => "2021-02-02 16:16:18"
"publicationUrl" => "https://www.researchgate.net/publication/260113600_Multi-step_forecast_error_corrections_A_comment_on_Evaluating_predictive_densities_of_US_output_growth_and_inflation_in_a_large_macroeconomic_data_set_by_Barbara_Rossi_and_Tatevik_Sekhposyan"
"publicationInfo" => array:3 [
"pages" => "683-687"
"volume" => "30"
"number" => "3"
]
"type" => array:2 [
"fr" => "Articles"
"en" => "Journal articles"
]
"support_type" => array:2 [
"fr" => "Revue scientifique"
"en" => "Scientific journal"
]
"countries" => array:2 [
"fr" => null
"en" => null
]
"abstract" => array:2 [
"fr" => "In this comment, I consider the issue of serial dependence in the Probability Integral Transforms that arises when performing multi-step ahead forecasts. I provide a simple technique for correcting the autocorrelation that relies on fitting a Moving Average under correct specification. I show via simulation and empirically that this technique appears reliable."
"en" => "In this comment, I consider the issue of serial dependence in the Probability Integral Transforms that arises when performing multi-step ahead forecasts. I provide a simple technique for correcting the autocorrelation that relies on fitting a Moving Average under correct specification. I show via simulation and empirically that this technique appears reliable."
]
"authors_fields" => array:2 [
"fr" => "Systèmes d’Information, Sciences de la Décision et Statistiques"
"en" => "Information Systems, Decision Sciences and Statistics"
]
"indexedAt" => "2024-04-27T12:21:45.000Z"
]
+lang: "fr"
+"_type": "_doc"
+"_score": 5.0622067
+"parent": null
}
34 => Essec\Faculty\Model\Contribution {#2297
#_index: "academ_contributions"
#_id: "2088"
#_source: array:18 [
"id" => "2088"
"slug" => "multi-step-forecasting-in-emerging-economies-an-investigation-of-the-south-african-gdp"
"yearMonth" => "2009-07"
"year" => "2009"
"title" => "Multi-Step Forecasting in Emerging Economies: An Investigation of the South African GDP"
"description" => "CHEVILLON, G. (2009). Multi-Step Forecasting in Emerging Economies: An Investigation of the South African GDP. <i>International Journal of Forecasting</i>, 25(3), pp. 602-628."
"authors" => array:1 [
0 => array:3 [
"name" => "CHEVILLON Guillaume"
"bid" => "B00072304"
"slug" => "chevillon-guillaume"
]
]
"ouvrage" => ""
"keywords" => array:1 [
0 => "Intercept Correction"
]
"updatedAt" => "2020-12-17 17:55:06"
"publicationUrl" => null
"publicationInfo" => array:3 [
"pages" => "602-628"
"volume" => "25"
"number" => "3"
]
"type" => array:2 [
"fr" => "Articles"
"en" => "Journal articles"
]
"support_type" => array:2 [
"fr" => "Revue scientifique"
"en" => "Scientific journal"
]
"countries" => array:2 [
"fr" => null
"en" => null
]
"abstract" => array:2 [
"fr" => "To forecast at several, say h, periods into the future, a modeller faces a choice between iterating one-step ahead forecasts (the IMS technique) or directly modeling the relation between observations separated by an h-period interval and using it for forecasting (DMS forecasting). It is known that structural breaks, unit-root non-stationarity and residual autocorrelation may benefi?t DMS accuracy in ?finite samples, all of which occuring when modelling the South African GDP over 1965-2000. This paper analyses the forecasting properties of 779 multivariate and univariate models that combine di?fferent techniques of robust forecasting. We fi?nd strong evidence supporting the use of DMS and intercept correction (IC) and attribute it to their improved peformance in the presence of breaks."
"en" => "To forecast at several, say h, periods into the future, a modeller faces a choice between iterating one-step ahead forecasts (the IMS technique) or directly modeling the relation between observations separated by an h-period interval and using it for forecasting (DMS forecasting). It is known that structural breaks, unit-root non-stationarity and residual autocorrelation may benefi?t DMS accuracy in ?finite samples, all of which occuring when modelling the South African GDP over 1965-2000. This paper analyses the forecasting properties of 779 multivariate and univariate models that combine di?fferent techniques of robust forecasting. We fi?nd strong evidence supporting the use of DMS and intercept correction (IC) and attribute it to their improved peformance in the presence of breaks."
]
"authors_fields" => array:2 [
"fr" => "Systèmes d’Information, Sciences de la Décision et Statistiques"
"en" => "Information Systems, Decision Sciences and Statistics"
]
"indexedAt" => "2024-04-27T12:21:45.000Z"
]
+lang: "fr"
+"_type": "_doc"
+"_score": 5.0622067
+"parent": null
}
35 => Essec\Faculty\Model\Contribution {#2298
#_index: "academ_contributions"
#_id: "2089"
#_source: array:18 [
"id" => "2089"
"slug" => "multistep-forecasting-in-the-presence-of-location-shifts"
"yearMonth" => "2016-01"
"year" => "2016"
"title" => "Multistep Forecasting in the Presence of Location Shifts"
"description" => "CHEVILLON, G. (2016). Multistep Forecasting in the Presence of Location Shifts. <i>International Journal of Forecasting</i>, 32(1), pp. 121-137."
"authors" => array:1 [
0 => array:3 [
"name" => "CHEVILLON Guillaume"
"bid" => "B00072304"
"slug" => "chevillon-guillaume"
]
]
"ouvrage" => ""
"keywords" => array:4 [
0 => "Multistep forecasting"
1 => "Location shifts"
2 => "Local asymptotics"
3 => "Intercept correction"
]
"updatedAt" => "2021-02-02 16:16:18"
"publicationUrl" => "https://www.sciencedirect.com/science/article/abs/pii/S0169207015000801"
"publicationInfo" => array:3 [
"pages" => "121-137"
"volume" => "32"
"number" => "1"
]
"type" => array:2 [
"fr" => "Articles"
"en" => "Journal articles"
]
"support_type" => array:2 [
"fr" => "Revue scientifique"
"en" => "Scientific journal"
]
"countries" => array:2 [
"fr" => null
"en" => null
]
"abstract" => array:2 [
"fr" => "This paper studies the properties of iterated and direct multistep forecasting techniques in the presence of in-sample location shifts (breaks in the mean). It also considers the interaction of these techniques with multistep intercept corrections that are designed to exhibit robustness to the shifts. In a local- asymptotic parameterization for the probability of breaks, we provide analytical expressions for forecast biases and mean-square forecast errors. We also provide simulations which show that breaks provide a rationale for using other methods than iterated multistep. In particular, we study how the relative accuracy of the methods relates to the forecast horizon, the sample size and the timing of the shifts. We show that direct multistep forecasting provides forecasts that are relatively robust to breaks and that its benefits increase with the forecast horizon. In an empirical application, we revisit an oft-used dataset of G7 macroeconomic series and corroborate our theoretical results."
"en" => "This paper studies the properties of iterated and direct multistep forecasting techniques in the presence of in-sample location shifts (breaks in the mean). It also considers the interaction of these techniques with multistep intercept corrections that are designed to exhibit robustness to the shifts. In a local- asymptotic parameterization for the probability of breaks, we provide analytical expressions for forecast biases and mean-square forecast errors. We also provide simulations which show that breaks provide a rationale for using other methods than iterated multistep. In particular, we study how the relative accuracy of the methods relates to the forecast horizon, the sample size and the timing of the shifts. We show that direct multistep forecasting provides forecasts that are relatively robust to breaks and that its benefits increase with the forecast horizon. In an empirical application, we revisit an oft-used dataset of G7 macroeconomic series and corroborate our theoretical results."
]
"authors_fields" => array:2 [
"fr" => "Systèmes d’Information, Sciences de la Décision et Statistiques"
"en" => "Information Systems, Decision Sciences and Statistics"
]
"indexedAt" => "2024-04-27T12:21:45.000Z"
]
+lang: "fr"
+"_type": "_doc"
+"_score": 5.0622067
+"parent": null
}
36 => Essec\Faculty\Model\Contribution {#2299
#_index: "academ_contributions"
#_id: "2217"
#_source: array:18 [
"id" => "2217"
"slug" => "perpetual-learning-and-apparent-long-memory"
"yearMonth" => "2018-04"
"year" => "2018"
"title" => "Perpetual Learning and Apparent Long Memory"
"description" => "CHEVILLON, G. et MAVROEIDIS, S. (2018). Perpetual Learning and Apparent Long Memory. <i>Journal of Economic Dynamics and Control</i>, 90, pp. 343-365."
"authors" => array:2 [
0 => array:3 [
"name" => "CHEVILLON Guillaume"
"bid" => "B00072304"
"slug" => "chevillon-guillaume"
]
1 => array:1 [
"name" => "MAVROEIDIS S."
]
]
"ouvrage" => ""
"keywords" => array:4 [
0 => "Long memory"
1 => "Consistent expectations"
2 => "Perpetual learning"
3 => "Present-value models"
]
"updatedAt" => "2021-09-24 10:33:27"
"publicationUrl" => "https://www.sciencedirect.com/science/article/abs/pii/S016518891830109X"
"publicationInfo" => array:3 [
"pages" => "343-365"
"volume" => "90"
"number" => null
]
"type" => array:2 [
"fr" => "Articles"
"en" => "Journal articles"
]
"support_type" => array:2 [
"fr" => "Revue scientifique"
"en" => "Scientific journal"
]
"countries" => array:2 [
"fr" => null
"en" => null
]
"abstract" => array:2 [
"fr" => "This paper studies the low frequency dynamics in forward looking models where expectations are formed using perpetual learning such as constant gain least squares. We show that if the coefficient on expectations is sufficiently close to unity, perpetual learning induces strong persistence that is empirically indistinguishable from long memory. We apply this result to present value models of stock prices and exchange rates and find that perpetual learning can explain the long memory observed in the data."
"en" => "This paper studies the low frequency dynamics in forward looking models where expectations are formed using perpetual learning such as constant gain least squares. We show that if the coefficient on expectations is sufficiently close to unity, perpetual learning induces strong persistence that is empirically indistinguishable from long memory. We apply this result to present value models of stock prices and exchange rates and find that perpetual learning can explain the long memory observed in the data."
]
"authors_fields" => array:2 [
"fr" => "Systèmes d’Information, Sciences de la Décision et Statistiques"
"en" => "Information Systems, Decision Sciences and Statistics"
]
"indexedAt" => "2024-04-27T12:21:45.000Z"
]
+lang: "fr"
+"_type": "_doc"
+"_score": 5.0622067
+"parent": null
}
37 => Essec\Faculty\Model\Contribution {#2300
#_index: "academ_contributions"
#_id: "2231"
#_source: array:18 [
"id" => "2231"
"slug" => "physical-market-determinants-of-the-price-of-crude-oil-and-the-market-premium"
"yearMonth" => "2009-07"
"year" => "2009"
"title" => "Physical Market Determinants of the Price of Crude Oil and the Market Premium"
"description" => "CHEVILLON, G. et RIFFLART, C. (2009). Physical Market Determinants of the Price of Crude Oil and the Market Premium. <i>Energy Economics</i>, 31(4), pp. 537-549."
"authors" => array:2 [
0 => array:3 [
"name" => "CHEVILLON Guillaume"
"bid" => "B00072304"
"slug" => "chevillon-guillaume"
]
1 => array:1 [
"name" => "RIFFLART C."
]
]
"ouvrage" => ""
"keywords" => array:1 [
0 => "Cointégration"
]
"updatedAt" => "2020-12-17 17:55:06"
"publicationUrl" => null
"publicationInfo" => array:3 [
"pages" => "537-549"
"volume" => "31"
"number" => "4"
]
"type" => array:2 [
"fr" => "Articles"
"en" => "Journal articles"
]
"support_type" => array:2 [
"fr" => "Revue scientifique"
"en" => "Scientific journal"
]
"countries" => array:2 [
"fr" => null
"en" => null
]
"abstract" => array:2 [
"fr" => "Cet article analyse les déterminants physiques (i.e. non financiers) du cours réel du baril de pétrole brut à l'aide d'un modèle à correction d'équilibre estimé sur les deux dernières décennies. Nous montrons que deux relations de cointégration affectent les variations du cours : l'une est reliée aux tentatives de l'OPEP de peser sur les cours à l'aide de son pouvoir de marché et de ses quotas de production , l'autre lie le taux de couverture de la demande future des pays de l'OCDE aux comportements des stocks de brut. Nous obtenons une équation régissant la variation des cours et nous l'utilisons pour analyser les éléments spéculatifs de l'explosion des cours au début de ce millénaire. Nous montrons que des inquiétudes étrangères aux marchés physiques sont à l'origine de l'augmentation des cours et nous sommes à même d'en quantifier l'impact."
"en" => "We analyze the determinants of the real price of crude oil by means of an equilibrium correction model over the last two decades where we focus on the aspects of the physical market that impact on the clearing price. We ?nd that two cointegrating relations a?ect the changes in prices: one refers to OPEC's behavior, attempting to control prices using its market power and quotas, the other to the coverage rate of OECD expected future demand using inventory behaviors. We derive a forecasting equation for the change in oil prices which we use to assess the speculative elements of the price increases of the period 2000-05. We show that worries alien to the physical markets were the causes of the increase in oil prices and we quantify their overall impact."
]
"authors_fields" => array:2 [
"fr" => "Systèmes d’Information, Sciences de la Décision et Statistiques"
"en" => "Information Systems, Decision Sciences and Statistics"
]
"indexedAt" => "2024-04-27T12:21:45.000Z"
]
+lang: "fr"
+"_type": "_doc"
+"_score": 5.0622067
+"parent": null
}
38 => Essec\Faculty\Model\Contribution {#2301
#_index: "academ_contributions"
#_id: "2453"
#_source: array:18 [
"id" => "2453"
"slug" => "robust-cointegration-testing-in-the-presence-of-weak-trends-with-an-application-to-the-human-origin-of-global-warming"
"yearMonth" => "2017-06"
"year" => "2017"
"title" => "Robust Cointegration Testing in the Presence of Weak Trends, with an Application to the Human Origin of Global Warming"
"description" => "CHEVILLON, G. (2017). Robust Cointegration Testing in the Presence of Weak Trends, with an Application to the Human Origin of Global Warming. <i>Econometric Reviews</i>, 36(5), pp. 514-545."
"authors" => array:1 [
0 => array:3 [
"name" => "CHEVILLON Guillaume"
"bid" => "B00072304"
"slug" => "chevillon-guillaume"
]
]
"ouvrage" => ""
"keywords" => []
"updatedAt" => "2021-09-24 10:33:27"
"publicationUrl" => "https://www.researchgate.net/publication/272243831_Robust_Cointegration_Testing_in_the_Presence_of_Weak_Trends_with_an_Application_to_the_Human_Origin_of_Global_Warming"
"publicationInfo" => array:3 [
"pages" => "514-545"
"volume" => "36"
"number" => "5"
]
"type" => array:2 [
"fr" => "Articles"
"en" => "Journal articles"
]
"support_type" => array:2 [
"fr" => "Revue scientifique"
"en" => "Scientific journal"
]
"countries" => array:2 [
"fr" => null
"en" => null
]
"abstract" => array:2 [
"fr" => "Standard tests for the rank of cointegration of a vector autoregressive process present distributions that are affected by the presence of deterministic trends. We consider the recent approach of Deme- trescu et al. (2009) who recommend testing a composite null. We assess this methodology in the presence of trends (linear or broken) whose magnitude is small enough not to be always detectable at conventional significance levels. We model them using local asymptotics and derive the proper- ties of the test statistics. We show that whether the trend is orthogonal to the cointegrating vector has a major impact on the distributions but that the test combination approach remains valid. We apply of the methodology to the study of cointegration properties between global temperatures and the radiative forcing of human gas emissions. We find new evidence of Granger Causality."
"en" => "Standard tests for the rank of cointegration of a vector autoregressive process present distributions that are affected by the presence of deterministic trends. We consider the recent approach of Deme- trescu et al. (2009) who recommend testing a composite null. We assess this methodology in the presence of trends (linear or broken) whose magnitude is small enough not to be always detectable at conventional significance levels. We model them using local asymptotics and derive the proper- ties of the test statistics. We show that whether the trend is orthogonal to the cointegrating vector has a major impact on the distributions but that the test combination approach remains valid. We apply of the methodology to the study of cointegration properties between global temperatures and the radiative forcing of human gas emissions. We find new evidence of Granger Causality."
]
"authors_fields" => array:2 [
"fr" => "Systèmes d’Information, Sciences de la Décision et Statistiques"
"en" => "Information Systems, Decision Sciences and Statistics"
]
"indexedAt" => "2024-04-27T12:21:45.000Z"
]
+lang: "fr"
+"_type": "_doc"
+"_score": 5.0622067
+"parent": null
}
39 => Essec\Faculty\Model\Contribution {#2302
#_index: "academ_contributions"
#_id: "2454"
#_source: array:18 [
"id" => "2454"
"slug" => "robust-inference-in-structural-vector-autoregressions-with-long-run-restrictions"
"yearMonth" => "2020-02"
"year" => "2020"
"title" => "Robust Inference in Structural Vector Autoregressions with Long-Run Restrictions"
"description" => "CHEVILLON, G., MAVROEIDIS, S. et ZHAN, Z. (2020). Robust Inference in Structural Vector Autoregressions with Long-Run Restrictions. <i>Econometric Theory</i>, 36(1), pp. 86-121."
"authors" => array:3 [
0 => array:3 [
"name" => "CHEVILLON Guillaume"
"bid" => "B00072304"
"slug" => "chevillon-guillaume"
]
1 => array:1 [
"name" => "MAVROEIDIS S."
]
2 => array:1 [
"name" => "ZHAN Z."
]
]
"ouvrage" => ""
"keywords" => array:5 [
0 => "SVARs"
1 => "identification"
2 => "weak instruments"
3 => "near unit roots"
4 => "IVX"
]
"updatedAt" => "2023-06-27 13:09:59"
"publicationUrl" => "http://dx.doi.org/10.2139/ssrn.2912251"
"publicationInfo" => array:3 [
"pages" => "86-121"
"volume" => "36"
"number" => "1"
]
"type" => array:2 [
"fr" => "Articles"
"en" => "Journal articles"
]
"support_type" => array:2 [
"fr" => "Revue scientifique"
"en" => "Scientific journal"
]
"countries" => array:2 [
"fr" => null
"en" => null
]
"abstract" => array:2 [
"fr" => "Long-run restrictions are a very popular method for identifying structural vector autoregressions, but they suffer from weak identification when the data is very persistent, i.e., when the highest autoregressive roots are near unity. Near unit roots introduce additional nuisance parameters and make standard weak-instrument robust methods of inference inapplicable. We develop a method of inference that is robust to both weak identification and strong persistence. The method is based on a combination of the Anderson-Rubin test with instruments derived by filtering potentially non-stationary variables to make them near stationary using the IVX instrumentation method of Magdalinos and Phillips (2009). We apply our method to obtain robust confidence bands on impulse responses in two leading applications in the literature."
"en" => "Long-run restrictions are a very popular method for identifying structural vector autoregressions, but they suffer from weak identification when the data is very persistent, i.e., when the highest autoregressive roots are near unity. Near unit roots introduce additional nuisance parameters and make standard weak-instrument robust methods of inference inapplicable. We develop a method of inference that is robust to both weak identification and strong persistence. The method is based on a combination of the Anderson-Rubin test with instruments derived by filtering potentially non-stationary variables to make them near stationary using the IVX instrumentation method of Magdalinos and Phillips (2009). We apply our method to obtain robust confidence bands on impulse responses in two leading applications in the literature."
]
"authors_fields" => array:2 [
"fr" => "Systèmes d’Information, Sciences de la Décision et Statistiques"
"en" => "Information Systems, Decision Sciences and Statistics"
]
"indexedAt" => "2024-04-27T12:21:45.000Z"
]
+lang: "fr"
+"_type": "_doc"
+"_score": 5.0622067
+"parent": null
}
40 => Essec\Faculty\Model\Contribution {#2303
#_index: "academ_contributions"
#_id: "2534"
#_source: array:18 [
"id" => "2534"
"slug" => "strategies-de-vote-en-ag-face-aux-resolutions-externes"
"yearMonth" => "2009-12"
"year" => "2009"
"title" => "Stratégies de vote en AG face aux résolutions externes"
"description" => "CHARLETY-LEPERS, P., CHEVILLON, G. et MESSAOUDI, M. (2009). Stratégies de vote en AG face aux résolutions externes. <i>Revue Française de Gestion</i>, 198(8-9), pp. 277-296."
"authors" => array:3 [
0 => array:3 [
"name" => "CHARLETY-LEPERS Patricia"
"bid" => "B00000096"
"slug" => "charlety-lepers-patricia"
]
1 => array:3 [
"name" => "CHEVILLON Guillaume"
"bid" => "B00072304"
"slug" => "chevillon-guillaume"
]
2 => array:1 [
"name" => "MESSAOUDI M."
]
]
"ouvrage" => ""
"keywords" => array:5 [
0 => "Assemblées Générales"
1 => "Règle de majorité"
2 => "Règle de quorum"
3 => "Résolutions externes"
4 => "Vote stratégique"
]
"updatedAt" => "2020-12-17 17:55:06"
"publicationUrl" => null
"publicationInfo" => array:3 [
"pages" => "277-296"
"volume" => "198"
"number" => "8-9"
]
"type" => array:2 [
"fr" => "Articles"
"en" => "Journal articles"
]
"support_type" => array:2 [
"fr" => "Revue scientifique"
"en" => "Scientific journal"
]
"countries" => array:2 [
"fr" => null
"en" => null
]
"abstract" => array:2 [
"fr" => "Cet article traite des rôles respectifs de la finance (actionnaires) et du management (conseil d?administration) à l?occasion des votes en assemblées générales (AG) sur des résolutions proposées par un ou plusieurs actionnaires. L?étude empirique des entreprises françaises du SBF 250 entre 2005 et 2008 fournit les éléments structurels qui président à l?adoption par l?assemblée. Conformément à l?analyse théorique, le rôle des observateurs externes tels que l?Association française de gestion dans la formation de coalitions est mis en valeur alors que la règle de majorité, simple ou qualifiée, n?a pas d?influence sur les résultats des votes."
"en" => "This article examines the respective role of finance (shareholders) and management (board of directors) in annual meetings by examining votes on shareholder proposals. The empirical study of French companies from the SBF 250 between 2005 and 2008 provides the structural elements explaining the adoption and the approval of shareholder sponsored resolutions. In line with the theoretical analysis, we find evidence for the role of outside observers such as the French Asset Management Association in facilitating shareholder coalitions, moreover, the majority rule does not influence the results of voting on resolution."
]
"authors_fields" => array:2 [
"fr" => "Systèmes d’Information, Sciences de la Décision et Statistiques"
"en" => "Information Systems, Decision Sciences and Statistics"
]
"indexedAt" => "2024-04-27T12:21:45.000Z"
]
+lang: "fr"
+"_type": "_doc"
+"_score": 5.0622067
+"parent": null
}
41 => Essec\Faculty\Model\Contribution {#2304
#_index: "academ_contributions"
#_id: "992"
#_source: array:18 [
"id" => "992"
"slug" => "direct-multi-step-estimation-and-forecasting"
"yearMonth" => "2007-01"
"year" => "2007"
"title" => "Direct Multi-step Estimation and Forecasting"
"description" => "CHEVILLON, G. (2007). Direct Multi-step Estimation and Forecasting. <i>Journal of Economic Surveys</i>, 21(4), pp. 746-785."
"authors" => array:1 [
0 => array:3 [
"name" => "CHEVILLON Guillaume"
"bid" => "B00072304"
"slug" => "chevillon-guillaume"
]
]
"ouvrage" => ""
"keywords" => []
"updatedAt" => "2022-10-24 16:30:43"
"publicationUrl" => null
"publicationInfo" => array:3 [
"pages" => "746-785"
"volume" => "21"
"number" => "4"
]
"type" => array:2 [
"fr" => "Articles"
"en" => "Journal articles"
]
"support_type" => array:2 [
"fr" => "Revue scientifique"
"en" => "Scientific journal"
]
"countries" => array:2 [
"fr" => null
"en" => null
]
"abstract" => array:2 [
"fr" => "This paper surveys the literature on multi-step forecasting when the model or the estimation method focuses directly on the link between the forecast origin and the horizon of interest. Among diverse contributions, we show how the current consensual concepts have emerged. We present an exhaustive review of the existing results, including a conclusive review of the circumstances favourable to direct multi-step forecasting, namely different forms of non-stationarity. We also provide a unifying framework which allows us to analyse the sources of forecast errors and hence of accuracy improvements from direct over iterated multi-step forecasting."
"en" => "This paper surveys the literature on multi-step forecasting when the model or the estimation method focuses directly on the link between the forecast origin and the horizon of interest. Among diverse contributions, we show how the current consensual concepts have emerged. We present an exhaustive review of the existing results, including a conclusive review of the circumstances favourable to direct multi-step forecasting, namely different forms of non-stationarity. We also provide a unifying framework which allows us to analyse the sources of forecast errors and hence of accuracy improvements from direct over iterated multi-step forecasting."
]
"authors_fields" => array:2 [
"fr" => "Systèmes d’Information, Sciences de la Décision et Statistiques"
"en" => "Information Systems, Decision Sciences and Statistics"
]
"indexedAt" => "2024-04-27T12:21:45.000Z"
]
+lang: "fr"
+"_type": "_doc"
+"_score": 5.0622067
+"parent": null
}
42 => Essec\Faculty\Model\Contribution {#2305
#_index: "academ_contributions"
#_id: "1265"
#_source: array:18 [
"id" => "1265"
"slug" => "generating-univariate-fractional-integration-within-a-large-var1"
"yearMonth" => "2018-05"
"year" => "2018"
"title" => "Generating Univariate Fractional Integration within a Large VAR(1),"
"description" => "CHEVILLON, G., HECQ, A. et LAURENT, G. (2018). Generating Univariate Fractional Integration within a Large VAR(1), <i>Journal of Econometrics</i>, 1(204), pp. 54-65."
"authors" => array:3 [
0 => array:3 [
"name" => "CHEVILLON Guillaume"
"bid" => "B00072304"
"slug" => "chevillon-guillaume"
]
1 => array:3 [
"name" => "LAURENT Gilles"
"bid" => "B00770447"
"slug" => "laurent-gilles"
]
2 => array:1 [
"name" => "HECQ A."
]
]
"ouvrage" => ""
"keywords" => array:4 [
0 => "Long memory"
1 => "Vector autoregressive model"
2 => "Marginalization"
3 => "Final equation representation"
]
"updatedAt" => "2021-09-24 10:33:27"
"publicationUrl" => "https://www.sciencedirect.com/science/article/abs/pii/S030440761830006X"
"publicationInfo" => array:3 [
"pages" => "54-65"
"volume" => "1"
"number" => "204"
]
"type" => array:2 [
"fr" => "Articles"
"en" => "Journal articles"
]
"support_type" => array:2 [
"fr" => "Revue scientifique"
"en" => "Scientific journal"
]
"countries" => array:2 [
"fr" => null
"en" => null
]
"abstract" => array:2 [
"fr" => "This paper shows that a large dimensional vector autoregressive model (VAR) of finite order can generate fractional integration in the marginalized univariate series. We derive high-level assumptions under which the final equation representation of a VAR(1) leads to univariate fractional white noises and verify the validity of these assumptions for two specific models."
"en" => "This paper shows that a large dimensional vector autoregressive model (VAR) of finite order can generate fractional integration in the marginalized univariate series. We derive high-level assumptions under which the final equation representation of a VAR(1) leads to univariate fractional white noises and verify the validity of these assumptions for two specific models."
]
"authors_fields" => array:2 [
"fr" => "Marketing"
"en" => "Marketing"
]
"indexedAt" => "2024-04-27T12:21:45.000Z"
]
+lang: "fr"
+"_type": "_doc"
+"_score": 5.0622067
+"parent": null
}
43 => Essec\Faculty\Model\Contribution {#2306
#_index: "academ_contributions"
#_id: "1368"
#_source: array:18 [
"id" => "1368"
"slug" => "inference-in-models-with-adaptive-learning"
"yearMonth" => "2010-04"
"year" => "2010"
"title" => "Inference in Models with Adaptive Learning"
"description" => "CHEVILLON, G., MASSMANN, M. et MAVROEIDIS, S. (2010). Inference in Models with Adaptive Learning. <i>Journal of Monetary Economics</i>, 57(3), pp. 341-351."
"authors" => array:3 [
0 => array:3 [
"name" => "CHEVILLON Guillaume"
"bid" => "B00072304"
"slug" => "chevillon-guillaume"
]
1 => array:1 [
"name" => "MASSMANN M."
]
2 => array:1 [
"name" => "MAVROEIDIS S."
]
]
"ouvrage" => ""
"keywords" => array:4 [
0 => "Weak identification"
1 => "Persistence"
2 => "Anderson–Rubin statistic"
3 => "DSGE models"
]
"updatedAt" => "2021-02-02 16:16:18"
"publicationUrl" => "https://www.sciencedirect.com/science/article/abs/pii/S0304393210000152"
"publicationInfo" => array:3 [
"pages" => "341-351"
"volume" => "57"
"number" => "3"
]
"type" => array:2 [
"fr" => "Articles"
"en" => "Journal articles"
]
"support_type" => array:2 [
"fr" => "Revue scientifique"
"en" => "Scientific journal"
]
"countries" => array:2 [
"fr" => null
"en" => null
]
"abstract" => array:2 [
"fr" => "Identification of structural parameters in models with adaptive learning can be weak, causing standard inference procedures to become unreliable. Learning also induces persistent dynamics, and this makes the distribution of estimators and test statistics non-standard. Valid inference can be conducted using the Anderson-Rubin statistic with appropriate choice of instruments. Application of this method to a typical new Keynesian sticky-price model with perpetual learning demonstrates its usefulness in practice."
"en" => "Identification of structural parameters in models with adaptive learning can be weak, causing standard inference procedures to become unreliable. Learning also induces persistent dynamics, and this makes the distribution of estimators and test statistics non-standard. Valid inference can be conducted using the Anderson-Rubin statistic with appropriate choice of instruments. Application of this method to a typical new Keynesian sticky-price model with perpetual learning demonstrates its usefulness in practice."
]
"authors_fields" => array:2 [
"fr" => "Systèmes d’Information, Sciences de la Décision et Statistiques"
"en" => "Information Systems, Decision Sciences and Statistics"
]
"indexedAt" => "2024-04-27T12:21:45.000Z"
]
+lang: "fr"
+"_type": "_doc"
+"_score": 5.0622067
+"parent": null
}
44 => Essec\Faculty\Model\Contribution {#2307
#_index: "academ_contributions"
#_id: "8862"
#_source: array:18 [
"id" => "8862"
"slug" => "homo-oeconomicus-un-comportement-modele-ou-un-modele-de-comportement"
"yearMonth" => "2013-04"
"year" => "2013"
"title" => "Homo-oeconomicus : un comportement modèle ou un modèle de comportement ?"
"description" => "CHEVILLON, G. (2013). Homo-oeconomicus : un comportement modèle ou un modèle de comportement ? <i>La Tribune</i>."
"authors" => array:1 [
0 => array:3 [
"name" => "CHEVILLON Guillaume"
"bid" => "B00072304"
"slug" => "chevillon-guillaume"
]
]
"ouvrage" => ""
"keywords" => array:1 [
0 => "Anticipations"
]
"updatedAt" => "2020-12-17 18:37:46"
"publicationUrl" => null
"publicationInfo" => array:3 [
"pages" => null
"volume" => null
"number" => null
]
"type" => array:2 [
"fr" => "Articles ou vidéos de vulgarisation"
"en" => "Press article, video or other popular media"
]
"support_type" => array:2 [
"fr" => "Presse"
"en" => "Press"
]
"countries" => array:2 [
"fr" => null
"en" => null
]
"abstract" => array:2 [
"fr" => "La crainte de la crise peut-elle être la cause la crise? Cet article analyse deux ouvrages dans lesquels les auteurs dégagent des facteurs humains "irrationnels" qui permettraient d'expliquer la crise et les fluctuations économiques."
"en" => "La crainte de la crise peut-elle être la cause la crise? Cet article analyse deux ouvrages dans lesquels les auteurs dégagent des facteurs humains "irrationnels" qui permettraient d'expliquer la crise et les fluctuations économiques."
]
"authors_fields" => array:2 [
"fr" => "Systèmes d’Information, Sciences de la Décision et Statistiques"
"en" => "Information Systems, Decision Sciences and Statistics"
]
"indexedAt" => "2024-04-27T12:21:45.000Z"
]
+lang: "fr"
+"_type": "_doc"
+"_score": 5.0622067
+"parent": null
}
45 => Essec\Faculty\Model\Contribution {#2308
#_index: "academ_contributions"
#_id: "9311"
#_source: array:18 [
"id" => "9311"
"slug" => "tous-les-electeurs-sont-ils-egaux"
"yearMonth" => "2012-12"
"year" => "2012"
"title" => "Tous les électeurs sont-ils égaux ?"
"description" => "CHEVILLON, G. (2012). Tous les électeurs sont-ils égaux ? <i>Les Echos</i>."
"authors" => array:1 [
0 => array:3 [
"name" => "CHEVILLON Guillaume"
"bid" => "B00072304"
"slug" => "chevillon-guillaume"
]
]
"ouvrage" => ""
"keywords" => []
"updatedAt" => "2020-12-17 18:37:46"
"publicationUrl" => null
"publicationInfo" => array:3 [
"pages" => null
"volume" => null
"number" => null
]
"type" => array:2 [
"fr" => "Articles ou vidéos de vulgarisation"
"en" => "Press article, video or other popular media"
]
"support_type" => array:2 [
"fr" => "Presse"
"en" => "Press"
]
"countries" => array:2 [
"fr" => null
"en" => null
]
"abstract" => array:2 [
"fr" => null
"en" => null
]
"authors_fields" => array:2 [
"fr" => "Systèmes d’Information, Sciences de la Décision et Statistiques"
"en" => "Information Systems, Decision Sciences and Statistics"
]
"indexedAt" => "2024-04-27T12:21:45.000Z"
]
+lang: "fr"
+"_type": "_doc"
+"_score": 5.0622067
+"parent": null
}
46 => Essec\Faculty\Model\Contribution {#2309
#_index: "academ_contributions"
#_id: "9969"
#_source: array:18 [
"id" => "9969"
"slug" => "perspectives-de-leconomie-francaise-a-lhorizon-2008"
"yearMonth" => "2003-11"
"year" => "2003"
"title" => "Perspectives de l'économie Française à l'horizon 2008"
"description" => "CHAUVIN, V., CHEVILLON, G. et HEYER, E. (2003). Perspectives de l'économie Française à l'horizon 2008. Dans: <i>Rapport d'information du Sénat n° 69</i>. 1st ed. Paris: pp. 132-188."
"authors" => array:3 [
0 => array:3 [
"name" => "CHEVILLON Guillaume"
"bid" => "B00072304"
"slug" => "chevillon-guillaume"
]
1 => array:1 [
"name" => "CHAUVIN Valérie"
]
2 => array:1 [
"name" => "HEYER Eric"
]
]
"ouvrage" => "Rapport d'information du Sénat n° 69"
"keywords" => array:2 [
0 => "Economic ForecastingMedium-term forecasts"
1 => "French economy"
]
"updatedAt" => "2020-12-17 18:37:46"
"publicationUrl" => "http://www.senat.fr/rap/r03-069/r03-0691.pdf"
"publicationInfo" => array:3 [
"pages" => "132-188"
"volume" => null
"number" => null
]
"type" => array:2 [
"fr" => "Chapitres"
"en" => "Book chapters"
]
"support_type" => array:2 [
"fr" => null
"en" => null
]
"countries" => array:2 [
"fr" => null
"en" => null
]
"abstract" => array:2 [
"fr" => "Nous présentons une analyse des projections économiques à moyen terme (2004-08) du Ministère de l'Economie et des Finances"
"en" => "We provide an assessment of medium-term (2004-08) economic forecasts by the French Ministry for Economic Affairs."
]
"authors_fields" => array:2 [
"fr" => "Systèmes d’Information, Sciences de la Décision et Statistiques"
"en" => "Information Systems, Decision Sciences and Statistics"
]
"indexedAt" => "2024-04-27T12:21:45.000Z"
]
+lang: "fr"
+"_type": "_doc"
+"_score": 5.0622067
+"parent": null
}
47 => Essec\Faculty\Model\Contribution {#2310
#_index: "academ_contributions"
#_id: "9990"
#_source: array:18 [
"id" => "9990"
"slug" => "brouillard-autour-des-puits-de-petrole"
"yearMonth" => "2004-10"
"year" => "2004"
"title" => "Brouillard autour des puits de pétrole"
"description" => "CHEVILLON, G. et RIFFLART, C. (2004). Brouillard autour des puits de pétrole. <i>Revue de l’OFCE</i>, (253), pp. 1-4."
"authors" => array:2 [
0 => array:3 [
"name" => "CHEVILLON Guillaume"
"bid" => "B00072304"
"slug" => "chevillon-guillaume"
]
1 => array:1 [
"name" => "RIFFLART Christine"
]
]
"ouvrage" => ""
"keywords" => array:2 [
0 => "EnergyForecasting"
1 => "Crude Oil"
]
"updatedAt" => "2021-07-13 14:31:24"
"publicationUrl" => "http://www.ofce.sciences-po.fr/pdf/lettres/253.pdf"
"publicationInfo" => array:3 [
"pages" => "1-4"
"volume" => null
"number" => "253"
]
"type" => array:2 [
"fr" => "Articles"
"en" => "Journal articles"
]
"support_type" => array:2 [
"fr" => "Revue scientifique"
"en" => "Scientific journal"
]
"countries" => array:2 [
"fr" => null
"en" => null
]
"abstract" => array:2 [
"fr" => "We provide an assessment of the recent hike in oil prices"
"en" => "We provide an assessment of the recent hike in oil prices"
]
"authors_fields" => array:2 [
"fr" => "Systèmes d’Information, Sciences de la Décision et Statistiques"
"en" => "Information Systems, Decision Sciences and Statistics"
]
"indexedAt" => "2024-04-27T12:21:45.000Z"
]
+lang: "fr"
+"_type": "_doc"
+"_score": 5.0622067
+"parent": null
}
48 => Essec\Faculty\Model\Contribution {#2311
#_index: "academ_contributions"
#_id: "9991"
#_source: array:18 [
"id" => "9991"
"slug" => "buts-et-abus-dune-constitution"
"yearMonth" => "2004-09"
"year" => "2004"
"title" => "Buts et Abus d'une Constitution"
"description" => "CHEVILLON, G. (2004). Buts et Abus d'une Constitution. <i>Libération</i>, pp. 40-40."
"authors" => array:1 [
0 => array:3 [
"name" => "CHEVILLON Guillaume"
"bid" => "B00072304"
"slug" => "chevillon-guillaume"
]
]
"ouvrage" => ""
"keywords" => array:2 [
0 => "European ConstitutionEuropean Constitution"
1 => "Democratic debates"
]
"updatedAt" => "2020-12-17 18:37:46"
"publicationUrl" => null
"publicationInfo" => array:3 [
"pages" => "40-40"
"volume" => null
"number" => null
]
"type" => array:2 [
"fr" => "Articles ou vidéos de vulgarisation"
"en" => "Press article, video or other popular media"
]
"support_type" => array:2 [
"fr" => "Presse"
"en" => "Press"
]
"countries" => array:2 [
"fr" => null
"en" => null
]
"abstract" => array:2 [
"fr" => "Les textes rigides et trop précis ne se révèlent pas les plus durables."
"en" => "Rigid and over precise texts do not last."
]
"authors_fields" => array:2 [
"fr" => "Systèmes d’Information, Sciences de la Décision et Statistiques"
"en" => "Information Systems, Decision Sciences and Statistics"
]
"indexedAt" => "2024-04-27T12:21:45.000Z"
]
+lang: "fr"
+"_type": "_doc"
+"_score": 5.0622067
+"parent": null
}
49 => Essec\Faculty\Model\Contribution {#2312
#_index: "academ_contributions"
#_id: "9993"
#_source: array:18 [
"id" => "9993"
"slug" => "commerce-exterieur-les-raisons-du-deficit-interview-by-sophie-fay"
"yearMonth" => "2004-12"
"year" => "2004"
"title" => "Commerce Extérieur: les Raisons du Déficit. Interview by Sophie Fay"
"description" => "CHEVILLON, G. (2004). Commerce Extérieur: les Raisons du Déficit. Interview by Sophie Fay. <i>Le Monde</i>."
"authors" => array:1 [
0 => array:3 [
"name" => "CHEVILLON Guillaume"
"bid" => "B00072304"
"slug" => "chevillon-guillaume"
]
]
"ouvrage" => ""
"keywords" => []
"updatedAt" => "2020-12-17 18:37:46"
"publicationUrl" => null
"publicationInfo" => array:3 [
"pages" => null
"volume" => null
"number" => null
]
"type" => array:2 [
"fr" => "Articles ou vidéos de vulgarisation"
"en" => "Press article, video or other popular media"
]
"support_type" => array:2 [
"fr" => "Presse"
"en" => "Press"
]
"countries" => array:2 [
"fr" => null
"en" => null
]
"abstract" => array:2 [
"fr" => null
"en" => null
]
"authors_fields" => array:2 [
"fr" => "Systèmes d’Information, Sciences de la Décision et Statistiques"
"en" => "Information Systems, Decision Sciences and Statistics"
]
"indexedAt" => "2024-04-27T12:21:45.000Z"
]
+lang: "fr"
+"_type": "_doc"
+"_score": 5.0622067
+"parent": null
}
50 => Essec\Faculty\Model\Contribution {#2313
#_index: "academ_contributions"
#_id: "10014"
#_source: array:18 [
"id" => "10014"
"slug" => "les-tribulations-de-la-parite-euro-dollar"
"yearMonth" => "2004-06"
"year" => "2004"
"title" => "Les tribulations de la parité euro/dollar,"
"description" => "CHEVILLON, G. et DAP (2004). Les tribulations de la parité euro/dollar, <i>Revue de l’OFCE</i>, (252), pp. 1-4."
"authors" => array:1 [
0 => array:3 [
"name" => "CHEVILLON Guillaume"
"bid" => "B00072304"
"slug" => "chevillon-guillaume"
]
]
"ouvrage" => ""
"keywords" => array:3 [
0 => "Exchange rateEuro/dollar"
1 => "current account"
2 => "J curve"
]
"updatedAt" => "2021-07-13 14:31:25"
"publicationUrl" => "http://www.ofce.sciences-po.fr/pdf/lettres/252.pdf"
"publicationInfo" => array:3 [
"pages" => "1-4"
"volume" => null
"number" => "252"
]
"type" => array:2 [
"fr" => "Articles"
"en" => "Journal articles"
]
"support_type" => array:2 [
"fr" => "Revue scientifique"
"en" => "Scientific journal"
]
"countries" => array:2 [
"fr" => null
"en" => null
]
"abstract" => array:2 [
"fr" => "Nous évaluons les récents développements de la parité euro/dollar."
"en" => "We assess recent developments in the euro/dollar exchange rate"
]
"authors_fields" => array:2 [
"fr" => "Systèmes d’Information, Sciences de la Décision et Statistiques"
"en" => "Information Systems, Decision Sciences and Statistics"
]
"indexedAt" => "2024-04-27T12:21:45.000Z"
]
+lang: "fr"
+"_type": "_doc"
+"_score": 5.0622067
+"parent": null
}
51 => Essec\Faculty\Model\Contribution {#2314
#_index: "academ_contributions"
#_id: "10023"
#_source: array:18 [
"id" => "10023"
"slug" => "perspectives-de-leconomie-francaise-a-lhorizon-2009"
"yearMonth" => "2004-11"
"year" => "2004"
"title" => "Perspectives de l'économie Française à l'horizon 2009"
"description" => "CHEVILLON, G., HEYER, E. et LEMOINE, M. (2004). Perspectives de l'économie Française à l'horizon 2009. Dans: <i>Rapport d'information du Sénat n° 70</i>. 1st ed. Paris: pp. 138-203."
"authors" => array:3 [
0 => array:3 [
"name" => "CHEVILLON Guillaume"
"bid" => "B00072304"
"slug" => "chevillon-guillaume"
]
1 => array:1 [
"name" => "HEYER Eric"
]
2 => array:1 [
"name" => "LEMOINE Matthieu"
]
]
"ouvrage" => "Rapport d'information du Sénat n° 70"
"keywords" => array:2 [
0 => "Economic ForecastingMedium-term forecasts"
1 => "French economy"
]
"updatedAt" => "2020-12-17 18:37:46"
"publicationUrl" => "http://www.senat.fr/rap/r04-070/r04-0701.pdf"
"publicationInfo" => array:3 [
"pages" => "138-203"
"volume" => null
"number" => null
]
"type" => array:2 [
"fr" => "Chapitres"
"en" => "Book chapters"
]
"support_type" => array:2 [
"fr" => null
"en" => null
]
"countries" => array:2 [
"fr" => null
"en" => null
]
"abstract" => array:2 [
"fr" => "Nous présentons une analyse des projections économiques à moyen terme (2005-09) du Ministère de l'Economie et des Finances"
"en" => "We provide an assessment of medium-term (2005-09) economic forecasts by the French Ministry for Economic Affairs."
]
"authors_fields" => array:2 [
"fr" => "Systèmes d’Information, Sciences de la Décision et Statistiques"
"en" => "Information Systems, Decision Sciences and Statistics"
]
"indexedAt" => "2024-04-27T12:21:45.000Z"
]
+lang: "fr"
+"_type": "_doc"
+"_score": 5.0622067
+"parent": null
}
52 => Essec\Faculty\Model\Contribution {#2315
#_index: "academ_contributions"
#_id: "10041"
#_source: array:18 [
"id" => "10041"
"slug" => "analyse-econometrique-et-comprehension-des-erreurs-de-prevision"
"yearMonth" => "2005-10"
"year" => "2005"
"title" => "Analyse Econométrique et Compréhension des Erreurs de Prévision"
"description" => "CHEVILLON, G. (2005). Analyse Econométrique et Compréhension des Erreurs de Prévision. <i>Revue de l’OFCE</i>, 95, pp. 327-356."
"authors" => array:1 [
0 => array:3 [
"name" => "CHEVILLON Guillaume"
"bid" => "B00072304"
"slug" => "chevillon-guillaume"
]
]
"ouvrage" => ""
"keywords" => array:3 [
0 => "Econometric ForecastingModel design"
1 => "Breaks"
2 => "Forecast evaluation"
]
"updatedAt" => "2021-07-13 14:31:25"
"publicationUrl" => null
"publicationInfo" => array:3 [
"pages" => "327-356"
"volume" => "95"
"number" => null
]
"type" => array:2 [
"fr" => "Articles"
"en" => "Journal articles"
]
"support_type" => array:2 [
"fr" => "Revue scientifique"
"en" => "Scientific journal"
]
"countries" => array:2 [
"fr" => null
"en" => null
]
"abstract" => array:2 [
"fr" => "Cet article présente des résultats récents de l'approche économétrique de la prévision économique. Il s'agit, ici, de déterminer ce qu'on nomme une « bonne » prévision. Nous suggérons une taxinomie des erreurs de prévision afin de comprendre comment obtenir des prédictions robustes vis-à-vis des sources d'erreur les plus pernicieuses : les chocs déterministes affectant la manière dont sont générées les variables. à l'aide des concepts d'exactitude, de précision et de certitude dans le cadre des modèles de prévision, nous montrons que le critère d'évaluation de leur qualité est un élément essentiel qu'on ne peut sépare de la construction du modèle. Une application à la prévision des importations françaises de biens et services illustre notre propos."
"en" => "This article presents recent results regarding the econometric approach to economic forecasting. We aim to establish here what constitutes a ¿good¿ forecast. A forecast taxonomy helps understand how to obtain forecasts that prove robust to the most detrimental source of error: structural breaks that affect the data generating process. The concepts of accuracy, precision and certainty applied to forecast models show that evaluation criteria are paramount in the model design stage. An empirical application to forecasting French imports of goods and services provides an illustration"
]
"authors_fields" => array:2 [
"fr" => "Systèmes d’Information, Sciences de la Décision et Statistiques"
"en" => "Information Systems, Decision Sciences and Statistics"
]
"indexedAt" => "2024-04-27T12:21:45.000Z"
]
+lang: "fr"
+"_type": "_doc"
+"_score": 5.0622067
+"parent": null
}
53 => Essec\Faculty\Model\Contribution {#2316
#_index: "academ_contributions"
#_id: "10072"
#_source: array:18 [
"id" => "10072"
"slug" => "non-parametric-direct-multi-step-estimation-for-forecasting-economic-processes"
"yearMonth" => "2005-04"
"year" => "2005"
"title" => "Non-parametric Direct Multi-Step Estimation for Forecasting Economic Processes"
"description" => "CHEVILLON, G. et HENDRY, D. (2005). Non-parametric Direct Multi-Step Estimation for Forecasting Economic Processes. <i>International Journal of Forecasting</i>, 21, pp. 201-218."
"authors" => array:2 [
0 => array:3 [
"name" => "CHEVILLON Guillaume"
"bid" => "B00072304"
"slug" => "chevillon-guillaume"
]
1 => array:1 [
"name" => "HENDRY David"
]
]
"ouvrage" => ""
"keywords" => array:3 [
0 => "Economic ForecastingAdaptive estimation ion"
1 => "multi-step estimation"
2 => """
dynamic forecasts -\n
model mis-specification
"""
]
"updatedAt" => "2021-07-13 14:31:26"
"publicationUrl" => null
"publicationInfo" => array:3 [
"pages" => "201-218"
"volume" => "21"
"number" => null
]
"type" => array:2 [
"fr" => "Articles"
"en" => "Journal articles"
]
"support_type" => array:2 [
"fr" => "Revue scientifique"
"en" => "Scientific journal"
]
"countries" => array:2 [
"fr" => null
"en" => null
]
"abstract" => array:2 [
"fr" => """
We evaluate the asymptotic and finite-sample properties of direct multi-step\n
estimation (DMS) for forecasting at several horizons. For forecast\n
accuracy gains from DMS in finite samples, mis-specification and\n
non-stationarity of the DGP are necessary, but when a model is\n
well-specified, iterating the one-step ahead forecasts may not be\n
asymptotically preferable. If a model is mis-specified for a non-stationary \n
DGP, in particular omitting either negative residual serial correlation or regime\n
shifts, DMS can forecast more accurately. Monte Carlo simulations\n
clarify the non-linear dependence of the estimation and forecast biases on\n
the parameters of the DGP, and explain existing results.
"""
"en" => """
We evaluate the asymptotic and finite-sample properties of direct multi-step\n
estimation (DMS) for forecasting at several horizons. For forecast\n
accuracy gains from DMS in finite samples, mis-specification and\n
non-stationarity of the DGP are necessary, but when a model is\n
well-specified, iterating the one-step ahead forecasts may not be\n
asymptotically preferable. If a model is mis-specified for a non-stationary \n
DGP, in particular omitting either negative residual serial correlation or regime\n
shifts, DMS can forecast more accurately. Monte Carlo simulations\n
clarify the non-linear dependence of the estimation and forecast biases on\n
the parameters of the DGP, and explain existing results.
"""
]
"authors_fields" => array:2 [
"fr" => "Systèmes d’Information, Sciences de la Décision et Statistiques"
"en" => "Information Systems, Decision Sciences and Statistics"
]
"indexedAt" => "2024-04-27T12:21:45.000Z"
]
+lang: "fr"
+"_type": "_doc"
+"_score": 5.0622067
+"parent": null
}
54 => Essec\Faculty\Model\Contribution {#2317
#_index: "academ_contributions"
#_id: "10126"
#_source: array:18 [
"id" => "10126"
"slug" => "impact-du-taux-de-change-sur-le-tourisme-en-france"
"yearMonth" => "2006-11"
"year" => "2006"
"title" => "Impact du taux de change sur le tourisme en France"
"description" => "CHEVILLON, G. et TIMBEAU, X. (2006). Impact du taux de change sur le tourisme en France. Dans: <i>Evolution Recente du commerce extérieur Français</i>. 1st ed. Paris: La Documentation Française, pp. 99-108."
"authors" => array:2 [
0 => array:3 [
"name" => "CHEVILLON Guillaume"
"bid" => "B00072304"
"slug" => "chevillon-guillaume"
]
1 => array:1 [
"name" => "TIMBEAU Xavier"
]
]
"ouvrage" => "Evolution Recente du commerce extérieur Français"
"keywords" => array:3 [
0 => "Tourisme"
1 => "Exchange RatesTourisme"
2 => "Exchange Rates"
]
"updatedAt" => "2020-12-17 18:37:46"
"publicationUrl" => "http://www.cae.gouv.fr/rapports/dl/064.pdf"
"publicationInfo" => array:3 [
"pages" => "99-108"
"volume" => null
"number" => null
]
"type" => array:2 [
"fr" => "Chapitres"
"en" => "Book chapters"
]
"support_type" => array:2 [
"fr" => "Editeur"
"en" => "Publisher"
]
"countries" => array:2 [
"fr" => null
"en" => null
]
"abstract" => array:2 [
"fr" => "Nous évaluons l'impact des récents mouvements de change sur le secteur du tourisme."
"en" => "We evaluate the impact of recent exchange rate movements on tourism in France."
]
"authors_fields" => array:2 [
"fr" => "Systèmes d’Information, Sciences de la Décision et Statistiques"
"en" => "Information Systems, Decision Sciences and Statistics"
]
"indexedAt" => "2024-04-27T12:21:45.000Z"
]
+lang: "fr"
+"_type": "_doc"
+"_score": 5.0622067
+"parent": null
}
55 => Essec\Faculty\Model\Contribution {#2318
#_index: "academ_contributions"
#_id: "10789"
#_source: array:18 [
"id" => "10789"
"slug" => "probabilistic-forecasting-of-bubbles-and-flash-crashes"
"yearMonth" => "2020-05"
"year" => "2020"
"title" => "Probabilistic Forecasting of Bubbles and Flash Crashes"
"description" => "BANERJEE, A., CHEVILLON, G. et KRATZ, M. (2020). Probabilistic Forecasting of Bubbles and Flash Crashes. <i>Econometrics Journal</i>, 23(2)."
"authors" => array:3 [
0 => array:3 [
"name" => "CHEVILLON Guillaume"
"bid" => "B00072304"
"slug" => "chevillon-guillaume"
]
1 => array:3 [
"name" => "KRATZ Marie"
"bid" => "B00072305"
"slug" => "kratz-marie"
]
2 => array:1 [
"name" => "BANERJEE A."
]
]
"ouvrage" => ""
"keywords" => []
"updatedAt" => "2021-09-24 10:33:27"
"publicationUrl" => "https://www.researchgate.net/publication/339273040_Probabilistic_Forecasting_of_Bubbles_and_Flash_Crashes"
"publicationInfo" => array:3 [
"pages" => null
"volume" => "23"
"number" => "2"
]
"type" => array:2 [
"fr" => "Articles"
"en" => "Journal articles"
]
"support_type" => array:2 [
"fr" => "Revue scientifique"
"en" => "Scientific journal"
]
"countries" => array:2 [
"fr" => null
"en" => null
]
"abstract" => array:2 [
"fr" => "We propose a near explosive random coefficient autoregressive model (NERC) to obtain predictive probabilities of the apparition and devolution of bubbles. The distribution of the autoregressive coefficient of this model is allowed to be centred at an O(T−α) distance of unity, with α ∈ (0, 1). When the expectation of the autoregressive coefficient lies on the explosive side of unity, the NERC helps to model the temporary explosiveness of time series and obtain related predictive probabilities. We study the asymptotic properties of the NERC and provide a procedure for inference on the parameters. In empirical illustrations, we estimate predictive probabilities of bubbles or flash crashes in financial asset prices."
"en" => "We propose a near explosive random coefficient autoregressive model (NERC) to obtain predictive probabilities of the apparition and devolution of bubbles. The distribution of the autoregressive coefficient of this model is allowed to be centred at an O(T−α) distance of unity, with α ∈ (0, 1). When the expectation of the autoregressive coefficient lies on the explosive side of unity, the NERC helps to model the temporary explosiveness of time series and obtain related predictive probabilities. We study the asymptotic properties of the NERC and provide a procedure for inference on the parameters. In empirical illustrations, we estimate predictive probabilities of bubbles or flash crashes in financial asset prices."
]
"authors_fields" => array:2 [
"fr" => "Systèmes d’Information, Sciences de la Décision et Statistiques"
"en" => "Information Systems, Decision Sciences and Statistics"
]
"indexedAt" => "2024-04-27T12:21:45.000Z"
]
+lang: "fr"
+"_type": "_doc"
+"_score": 5.0622067
+"parent": null
}
56 => Essec\Faculty\Model\Contribution {#2319
#_index: "academ_contributions"
#_id: "11862"
#_source: array:18 [
"id" => "11862"
"slug" => "il-semble-illusoire-de-controler-a-priori-les-outils-dintelligence-artificielle-car-leurs-consequences-sont-quasi-imprevisibles"
"yearMonth" => "2019-05"
"year" => "2019"
"title" => "Il semble illusoire de contrôler a priori les outils d’intelligence artificielle car leurs conséquences sont quasi imprévisibles"
"description" => "CHEVILLON, G. (2019). Il semble illusoire de contrôler a priori les outils d’intelligence artificielle car leurs conséquences sont quasi imprévisibles. <i>Le Monde</i>."
"authors" => array:1 [
0 => array:3 [
"name" => "CHEVILLON Guillaume"
"bid" => "B00072304"
"slug" => "chevillon-guillaume"
]
]
"ouvrage" => ""
"keywords" => []
"updatedAt" => "2021-09-24 10:33:27"
"publicationUrl" => "https://www.lemonde.fr/idees/article/2019/05/03/il-semble-illusoire-de-controler-a-priori-les-outils-d-intelligence-artificielle-car-leurs-consequences-sont-quasi-imprevisibles_5457767_3232.html"
"publicationInfo" => array:3 [
"pages" => null
"volume" => null
"number" => null
]
"type" => array:2 [
"fr" => "Articles ou vidéos de vulgarisation"
"en" => "Press article, video or other popular media"
]
"support_type" => array:2 [
"fr" => "Presse"
"en" => "Press"
]
"countries" => array:2 [
"fr" => null
"en" => null
]
"abstract" => array:2 [
"fr" => null
"en" => null
]
"authors_fields" => array:2 [
"fr" => "Systèmes d’Information, Sciences de la Décision et Statistiques"
"en" => "Information Systems, Decision Sciences and Statistics"
]
"indexedAt" => "2024-04-27T12:21:45.000Z"
]
+lang: "fr"
+"_type": "_doc"
+"_score": 5.0622067
+"parent": null
}
57 => Essec\Faculty\Model\Contribution {#2320
#_index: "academ_contributions"
#_id: "11863"
#_source: array:18 [
"id" => "11863"
"slug" => "et-si-on-reinitialisait-les-reseaux-sociaux-en-2019"
"yearMonth" => "2018-12"
"year" => "2018"
"title" => "Et si on réinitialisait les réseaux sociaux en 2019 ?"
"description" => "CHEVILLON, G. (2018). Et si on réinitialisait les réseaux sociaux en 2019 ? <i>La Libre Belgique</i>."
"authors" => array:1 [
0 => array:3 [
"name" => "CHEVILLON Guillaume"
"bid" => "B00072304"
"slug" => "chevillon-guillaume"
]
]
"ouvrage" => ""
"keywords" => []
"updatedAt" => "2021-09-24 10:33:27"
"publicationUrl" => "https://www.lalibre.be/debats/opinions/et-si-on-reinitialisait-les-reseaux-sociaux-en-2019-5c2507219978e2648c104be7"
"publicationInfo" => array:3 [
"pages" => null
"volume" => null
"number" => null
]
"type" => array:2 [
"fr" => "Articles ou vidéos de vulgarisation"
"en" => "Press article, video or other popular media"
]
"support_type" => array:2 [
"fr" => "Presse"
"en" => "Press"
]
"countries" => array:2 [
"fr" => "Belgique"
"en" => "Belgium"
]
"abstract" => array:2 [
"fr" => null
"en" => null
]
"authors_fields" => array:2 [
"fr" => "Systèmes d’Information, Sciences de la Décision et Statistiques"
"en" => "Information Systems, Decision Sciences and Statistics"
]
"indexedAt" => "2024-04-27T12:21:45.000Z"
]
+lang: "fr"
+"_type": "_doc"
+"_score": 5.0622067
+"parent": null
}
58 => Essec\Faculty\Model\Contribution {#2321
#_index: "academ_contributions"
#_id: "11864"
#_source: array:18 [
"id" => "11864"
"slug" => "les-employeurs-sont-a-la-recherche-dingenieurs-manageurs-interview-by-m-de-amorim"
"yearMonth" => "2018-11"
"year" => "2018"
"title" => "Les employeurs sont à la recherche d’ingénieurs-manageurs, interview by M. de Amorim"
"description" => "CHEVILLON, G. (2018). Les employeurs sont à la recherche d’ingénieurs-manageurs, interview by M. de Amorim. <i>Le Monde</i>."
"authors" => array:1 [
0 => array:3 [
"name" => "CHEVILLON Guillaume"
"bid" => "B00072304"
"slug" => "chevillon-guillaume"
]
]
"ouvrage" => ""
"keywords" => []
"updatedAt" => "2021-09-24 10:33:27"
"publicationUrl" => "https://www.lemonde.fr/concours/article/2018/11/03/les-employeurs-sont-a-la-recherche-d-ingenieurs-manageurs_5378356_4617932.html"
"publicationInfo" => array:3 [
"pages" => null
"volume" => null
"number" => null
]
"type" => array:2 [
"fr" => "Articles ou vidéos de vulgarisation"
"en" => "Press article, video or other popular media"
]
"support_type" => array:2 [
"fr" => "Presse"
"en" => "Press"
]
"countries" => array:2 [
"fr" => null
"en" => null
]
"abstract" => array:2 [
"fr" => null
"en" => null
]
"authors_fields" => array:2 [
"fr" => "Systèmes d’Information, Sciences de la Décision et Statistiques"
"en" => "Information Systems, Decision Sciences and Statistics"
]
"indexedAt" => "2024-04-27T12:21:45.000Z"
]
+lang: "fr"
+"_type": "_doc"
+"_score": 5.0622067
+"parent": null
}
59 => Essec\Faculty\Model\Contribution {#2322
#_index: "academ_contributions"
#_id: "11865"
#_source: array:18 [
"id" => "11865"
"slug" => "et-si-on-reinitialisait-les-reseaux-sociaux"
"yearMonth" => "2018-09"
"year" => "2018"
"title" => "Et si on réinitialisait les réseaux sociaux ?"
"description" => "CHEVILLON, G. (2018). Et si on réinitialisait les réseaux sociaux ? <i>Libération</i>."
"authors" => array:1 [
0 => array:3 [
"name" => "CHEVILLON Guillaume"
"bid" => "B00072304"
"slug" => "chevillon-guillaume"
]
]
"ouvrage" => ""
"keywords" => []
"updatedAt" => "2021-09-24 10:33:27"
"publicationUrl" => "https://www.liberation.fr/debats/2018/09/18/et-si-on-reinitialisait-les-reseaux-sociaux_1679540"
"publicationInfo" => array:3 [
"pages" => null
"volume" => null
"number" => null
]
"type" => array:2 [
"fr" => "Articles ou vidéos de vulgarisation"
"en" => "Press article, video or other popular media"
]
"support_type" => array:2 [
"fr" => "Presse"
"en" => "Press"
]
"countries" => array:2 [
"fr" => null
"en" => null
]
"abstract" => array:2 [
"fr" => null
"en" => null
]
"authors_fields" => array:2 [
"fr" => "Systèmes d’Information, Sciences de la Décision et Statistiques"
"en" => "Information Systems, Decision Sciences and Statistics"
]
"indexedAt" => "2024-04-27T12:21:45.000Z"
]
+lang: "fr"
+"_type": "_doc"
+"_score": 5.0622067
+"parent": null
}
60 => Essec\Faculty\Model\Contribution {#2323
#_index: "academ_contributions"
#_id: "11866"
#_source: array:18 [
"id" => "11866"
"slug" => "data-scientist-think-big-short-interview-by-mireille-weinber"
"yearMonth" => "2017-10"
"year" => "2017"
"title" => "Data Scientist: Think Big! Short interview by Mireille Weinber"
"description" => "CHEVILLON, G. 2017. <i>Data Scientist: Think Big! Short interview by Mireille Weinber</i>. Octobre."
"authors" => array:1 [
0 => array:3 [
"name" => "CHEVILLON Guillaume"
"bid" => "B00072304"
"slug" => "chevillon-guillaume"
]
]
"ouvrage" => ""
"keywords" => []
"updatedAt" => "2021-09-24 10:33:27"
"publicationUrl" => null
"publicationInfo" => array:3 [
"pages" => null
"volume" => null
"number" => null
]
"type" => array:2 [
"fr" => "Interviews : Emission radio - TV - presse écrite"
"en" => "Interviews: radio - TV - press"
]
"support_type" => array:2 [
"fr" => "Presse"
"en" => "Press"
]
"countries" => array:2 [
"fr" => null
"en" => null
]
"abstract" => array:2 [
"fr" => null
"en" => null
]
"authors_fields" => array:2 [
"fr" => "Systèmes d’Information, Sciences de la Décision et Statistiques"
"en" => "Information Systems, Decision Sciences and Statistics"
]
"indexedAt" => "2024-04-27T12:21:45.000Z"
]
+lang: "fr"
+"_type": "_doc"
+"_score": 5.0622067
+"parent": null
}
61 => Essec\Faculty\Model\Contribution {#2324
#_index: "academ_contributions"
#_id: "11867"
#_source: array:18 [
"id" => "11867"
"slug" => "managing-the-robots-short-interview"
"yearMonth" => "2017-09"
"year" => "2017"
"title" => "Managing the robots. Short interview"
"description" => "CHEVILLON, G. 2017. <i>Managing the robots. Short interview</i>. Septembre."
"authors" => array:1 [
0 => array:3 [
"name" => "CHEVILLON Guillaume"
"bid" => "B00072304"
"slug" => "chevillon-guillaume"
]
]
"ouvrage" => ""
"keywords" => []
"updatedAt" => "2021-09-24 10:33:27"
"publicationUrl" => "https://the-european.eu/story-12369/managing-the-robots.html"
"publicationInfo" => array:3 [
"pages" => null
"volume" => null
"number" => null
]
"type" => array:2 [
"fr" => "Interviews : Emission radio - TV - presse écrite"
"en" => "Interviews: radio - TV - press"
]
"support_type" => array:2 [
"fr" => "Editeur"
"en" => "Publisher"
]
"countries" => array:2 [
"fr" => null
"en" => null
]
"abstract" => array:2 [
"fr" => null
"en" => null
]
"authors_fields" => array:2 [
"fr" => "Systèmes d’Information, Sciences de la Décision et Statistiques"
"en" => "Information Systems, Decision Sciences and Statistics"
]
"indexedAt" => "2024-04-27T12:21:45.000Z"
]
+lang: "fr"
+"_type": "_doc"
+"_score": 5.0622067
+"parent": null
}
62 => Essec\Faculty\Model\Contribution {#2325
#_index: "academ_contributions"
#_id: "11868"
#_source: array:18 [
"id" => "11868"
"slug" => "stop-a-lanarchie-sur-les-medias-sociaux-interview-by-thierry-boutte"
"yearMonth" => "2016-11"
"year" => "2016"
"title" => "Stop à l'anarchie sur les médias sociaux ? Interview by Thierry Boutte"
"description" => "CHEVILLON, G. 2016. <i>Stop à l'anarchie sur les médias sociaux ? Interview by Thierry Boutte</i>. Novembre."
"authors" => array:1 [
0 => array:3 [
"name" => "CHEVILLON Guillaume"
"bid" => "B00072304"
"slug" => "chevillon-guillaume"
]
]
"ouvrage" => ""
"keywords" => []
"updatedAt" => "2021-09-24 10:33:27"
"publicationUrl" => "http://www.lalibre.be/debats/ripostes/stop-a-l-anarchie-sur-les-reseaux-sociaux-583c8a03cd70a4454c06f561#.WD6UV0JoHTo.twitter"
"publicationInfo" => array:3 [
"pages" => null
"volume" => null
"number" => null
]
"type" => array:2 [
"fr" => "Interviews : Emission radio - TV - presse écrite"
"en" => "Interviews: radio - TV - press"
]
"support_type" => array:2 [
"fr" => "Presse"
"en" => "Press"
]
"countries" => array:2 [
"fr" => "Belgique"
"en" => "Belgium"
]
"abstract" => array:2 [
"fr" => null
"en" => null
]
"authors_fields" => array:2 [
"fr" => "Systèmes d’Information, Sciences de la Décision et Statistiques"
"en" => "Information Systems, Decision Sciences and Statistics"
]
"indexedAt" => "2024-04-27T12:21:45.000Z"
]
+lang: "fr"
+"_type": "_doc"
+"_score": 5.0622067
+"parent": null
}
63 => Essec\Faculty\Model\Contribution {#2326
#_index: "academ_contributions"
#_id: "11869"
#_source: array:18 [
"id" => "11869"
"slug" => "des-algorithmes-dangereux-pour-le-debat-democratique"
"yearMonth" => "2016-11"
"year" => "2016"
"title" => "Des algorithmes dangereux pour le débat démocratique"
"description" => "CHEVILLON, G. (2016). Des algorithmes dangereux pour le débat démocratique. <i>Libération</i>."
"authors" => array:1 [
0 => array:3 [
"name" => "CHEVILLON Guillaume"
"bid" => "B00072304"
"slug" => "chevillon-guillaume"
]
]
"ouvrage" => ""
"keywords" => []
"updatedAt" => "2021-09-24 10:33:27"
"publicationUrl" => "https://www.liberation.fr/debats/2016/11/16/des-algorithmes-dangereux-pour-le-debat-democratique_1528858"
"publicationInfo" => array:3 [
"pages" => null
"volume" => null
"number" => null
]
"type" => array:2 [
"fr" => "Articles ou vidéos de vulgarisation"
"en" => "Press article, video or other popular media"
]
"support_type" => array:2 [
"fr" => "Presse"
"en" => "Press"
]
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"en" => "Information Systems, Decision Sciences and Statistics"
]
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]
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}
64 => Essec\Faculty\Model\Contribution {#2327
#_index: "academ_contributions"
#_id: "11870"
#_source: array:18 [
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"yearMonth" => "2016-06"
"year" => "2016"
"title" => "L'étudiant co-créateur de sa formation"
"description" => "CHEVILLON, G. (2016). L'étudiant co-créateur de sa formation. <i>Le Monde des Grandes Ecoles</i>."
"authors" => array:1 [
0 => array:3 [
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]
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"en" => "Information Systems, Decision Sciences and Statistics"
]
"indexedAt" => "2024-04-27T12:21:45.000Z"
]
+lang: "fr"
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}
65 => Essec\Faculty\Model\Contribution {#2328
#_index: "academ_contributions"
#_id: "11871"
#_source: array:18 [
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"slug" => "la-necessite-de-lalliance-data-sciences-et-business-analytics-dans-la-creation-de-valeur"
"yearMonth" => "2016-01"
"year" => "2016"
"title" => "La nécessité de l’alliance data sciences et business analytics dans la création de valeur"
"description" => "CHEVILLON, G. (2016). La nécessité de l’alliance data sciences et business analytics dans la création de valeur. <i>Journal des Grandes Écoles</i>."
"authors" => array:1 [
0 => array:3 [
"name" => "CHEVILLON Guillaume"
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]
]
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"en" => "Information Systems, Decision Sciences and Statistics"
]
"indexedAt" => "2024-04-27T12:21:45.000Z"
]
+lang: "fr"
+"_type": "_doc"
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+"parent": null
}
66 => Essec\Faculty\Model\Contribution {#2329
#_index: "academ_contributions"
#_id: "11872"
#_source: array:18 [
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"slug" => "la-banque-centrale-europeenne-agit-elle-trop-tard"
"yearMonth" => "2015-01"
"year" => "2015"
"title" => "La Banque centrale européenne agit-elle trop tard ?"
"description" => "CHEVILLON, G. (2015). La Banque centrale européenne agit-elle trop tard ? <i>La Tribune</i>."
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0 => array:3 [
"name" => "CHEVILLON Guillaume"
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]
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"publicationUrl" => "https://www.latribune.fr/opinions/tribunes/20150129trib3b31cc1a9/la-banque-centrale-europeenne-reagit-elle-trop-tard.html"
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"en" => "Information Systems, Decision Sciences and Statistics"
]
"indexedAt" => "2024-04-27T12:21:45.000Z"
]
+lang: "fr"
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}
67 => Essec\Faculty\Model\Contribution {#2330
#_index: "academ_contributions"
#_id: "11873"
#_source: array:18 [
"id" => "11873"
"slug" => "how-econometrics-helps-us-explain-climate-change"
"yearMonth" => "2014-10"
"year" => "2014"
"title" => "How econometrics helps us explain Climate Change"
"description" => "CHEVILLON, G. (2014). How econometrics helps us explain Climate Change. <i>ESSEC Knowledge</i>."
"authors" => array:1 [
0 => array:3 [
"name" => "CHEVILLON Guillaume"
"bid" => "B00072304"
"slug" => "chevillon-guillaume"
]
]
"ouvrage" => ""
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"updatedAt" => "2020-12-17 18:37:46"
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]
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"en" => "Press"
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"fr" => null
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"abstract" => array:2 [
"fr" => null
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"authors_fields" => array:2 [
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"en" => "Information Systems, Decision Sciences and Statistics"
]
"indexedAt" => "2024-04-27T12:21:45.000Z"
]
+lang: "fr"
+"_type": "_doc"
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+"parent": null
}
68 => Essec\Faculty\Model\Contribution {#2331
#_index: "academ_contributions"
#_id: "11874"
#_source: array:18 [
"id" => "11874"
"slug" => "three-big-questions-preoccupying-economists"
"yearMonth" => "2014-09"
"year" => "2014"
"title" => "Three Big Questions Preoccupying Economists."
"description" => "CHEVILLON, G. (2014). Three Big Questions Preoccupying Economists. <i>ESSEC Knowledge</i>."
"authors" => array:1 [
0 => array:3 [
"name" => "CHEVILLON Guillaume"
"bid" => "B00072304"
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]
]
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]
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"en" => "Press article, video or other popular media"
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"support_type" => array:2 [
"fr" => "Presse"
"en" => "Press"
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"countries" => array:2 [
"fr" => null
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"abstract" => array:2 [
"fr" => null
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]
"authors_fields" => array:2 [
"fr" => "Systèmes d’Information, Sciences de la Décision et Statistiques"
"en" => "Information Systems, Decision Sciences and Statistics"
]
"indexedAt" => "2024-04-27T12:21:45.000Z"
]
+lang: "fr"
+"_type": "_doc"
+"_score": 5.0622067
+"parent": null
}
69 => Essec\Faculty\Model\Contribution {#2332
#_index: "academ_contributions"
#_id: "12806"
#_source: array:18 [
"id" => "12806"
"slug" => "we-modelled-long-memory-with-just-one-lag"
"yearMonth" => "2021-12"
"year" => "2021"
"title" => "We Modelled Long Memory with Just One Lag!"
"description" => "BAUWENS, L. et CHEVILLON, G. (2021). We Modelled Long Memory with Just One Lag! Dans: 15th International Conference on Computational and Financial Econometrics (CFE). London."
"authors" => array:2 [
0 => array:3 [
"name" => "CHEVILLON Guillaume"
"bid" => "B00072304"
"slug" => "chevillon-guillaume"
]
1 => array:1 [
"name" => "BAUWENS Luc"
]
]
"ouvrage" => "15th International Conference on Computational and Financial Econometrics (CFE)"
"keywords" => []
"updatedAt" => "2023-01-27 01:00:42"
"publicationUrl" => null
"publicationInfo" => array:3 [
"pages" => ""
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"number" => ""
]
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"fr" => null
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"fr" => ""
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"en" => "Information Systems, Decision Sciences and Statistics"
]
"indexedAt" => "2024-04-27T12:21:45.000Z"
]
+lang: "fr"
+"_type": "_doc"
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}
70 => Essec\Faculty\Model\Contribution {#2333
#_index: "academ_contributions"
#_id: "12969"
#_source: array:18 [
"id" => "12969"
"slug" => "laisser-faire-or-policing-social-networks-essec-knowledge-reflets-magazine"
"yearMonth" => "2020-07"
"year" => "2020"
"title" => "Laisser-faire or Policing social networks. ESSEC Knowledge & Reflets Magazine"
"description" => "CHEVILLON, G. (2020). Laisser-faire or Policing social networks. ESSEC Knowledge & Reflets Magazine."
"authors" => array:1 [
0 => array:3 [
"name" => "CHEVILLON Guillaume"
"bid" => "B00072304"
"slug" => "chevillon-guillaume"
]
]
"ouvrage" => ""
"keywords" => []
"updatedAt" => "2022-05-12 15:02:25"
"publicationUrl" => null
"publicationInfo" => array:3 [
"pages" => ""
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"number" => ""
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"type" => array:2 [
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"en" => "Press article, video or other popular media"
]
"support_type" => array:2 [
"fr" => null
"en" => null
]
"countries" => array:2 [
"fr" => null
"en" => null
]
"abstract" => array:2 [
"fr" => ""
"en" => ""
]
"authors_fields" => array:2 [
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"en" => "Information Systems, Decision Sciences and Statistics"
]
"indexedAt" => "2024-04-27T12:21:45.000Z"
]
+lang: "fr"
+"_type": "_doc"
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+"parent": null
}
71 => Essec\Faculty\Model\Contribution {#2334
#_index: "academ_contributions"
#_id: "12971"
#_source: array:18 [
"id" => "12971"
"slug" => "laisser-faire-or-policing-social-networks"
"yearMonth" => "2020-07"
"year" => "2020"
"title" => "Laisser-faire or Policing social networks."
"description" => "CHEVILLON, G. (2020). Laisser-faire or Policing social networks. <i>ESSEC Knowledge</i>."
"authors" => array:1 [
0 => array:3 [
"name" => "CHEVILLON Guillaume"
"bid" => "B00072304"
"slug" => "chevillon-guillaume"
]
]
"ouvrage" => ""
"keywords" => []
"updatedAt" => "2022-04-29 00:51:09"
"publicationUrl" => "http://knowledge.essec.edu/en/innovation/laissez-faire-or-policing-social-networks.html"
"publicationInfo" => array:3 [
"pages" => ""
"volume" => ""
"number" => ""
]
"type" => array:2 [
"fr" => "Articles ou vidéos de vulgarisation"
"en" => "Press article, video or other popular media"
]
"support_type" => array:2 [
"fr" => "Presse"
"en" => "Press"
]
"countries" => array:2 [
"fr" => null
"en" => null
]
"abstract" => array:2 [
"fr" => ""
"en" => ""
]
"authors_fields" => array:2 [
"fr" => "Systèmes d’Information, Sciences de la Décision et Statistiques"
"en" => "Information Systems, Decision Sciences and Statistics"
]
"indexedAt" => "2024-04-27T12:21:45.000Z"
]
+lang: "fr"
+"_type": "_doc"
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+"parent": null
}
72 => Essec\Faculty\Model\Contribution {#2335
#_index: "academ_contributions"
#_id: "12972"
#_source: array:18 [
"id" => "12972"
"slug" => "the-power-of-persuading-can-and-should-we-regulate-ai-algorithms"
"yearMonth" => "2021-03"
"year" => "2021"
"title" => "The power of persuading: Can and should we regulate AI algorithms?"
"description" => "CHEVILLON, G. (2021). The power of persuading: Can and should we regulate AI algorithms? <i>OECD Publications</i>."
"authors" => array:1 [
0 => array:3 [
"name" => "CHEVILLON Guillaume"
"bid" => "B00072304"
"slug" => "chevillon-guillaume"
]
]
"ouvrage" => ""
"keywords" => []
"updatedAt" => "2022-04-29 00:53:07"
"publicationUrl" => "https://www.oecd.ai/wonk/central-authority-regulate-algorithms"
"publicationInfo" => array:3 [
"pages" => ""
"volume" => ""
"number" => ""
]
"type" => array:2 [
"fr" => "Articles ou vidéos de vulgarisation"
"en" => "Press article, video or other popular media"
]
"support_type" => array:2 [
"fr" => "Editeur"
"en" => "Publisher"
]
"countries" => array:2 [
"fr" => null
"en" => null
]
"abstract" => array:2 [
"fr" => ""
"en" => ""
]
"authors_fields" => array:2 [
"fr" => "Systèmes d’Information, Sciences de la Décision et Statistiques"
"en" => "Information Systems, Decision Sciences and Statistics"
]
"indexedAt" => "2024-04-27T12:21:45.000Z"
]
+lang: "fr"
+"_type": "_doc"
+"_score": 5.0622067
+"parent": null
}
73 => Essec\Faculty\Model\Contribution {#2336
#_index: "academ_contributions"
#_id: "12973"
#_source: array:18 [
"id" => "12973"
"slug" => "lalgorithme-est-in-influenceur-comme-les-autres"
"yearMonth" => "2022-04"
"year" => "2022"
"title" => "L'algorithme est in influenceur comme les autres"
"description" => "CHEVILLON, G. (2022). L'algorithme est in influenceur comme les autres. <i>Le Monde</i>."
"authors" => array:1 [
0 => array:3 [
"name" => "CHEVILLON Guillaume"
"bid" => "B00072304"
"slug" => "chevillon-guillaume"
]
]
"ouvrage" => ""
"keywords" => []
"updatedAt" => "2022-05-12 15:03:33"
"publicationUrl" => "https://www.lemonde.fr/idees/article/2022/04/26/guillaume-chevillon-l-algorithme-est-un-influenceur-comme-les-autres_6123735_3232.html"
"publicationInfo" => array:3 [
"pages" => ""
"volume" => ""
"number" => ""
]
"type" => array:2 [
"fr" => "Articles ou vidéos de vulgarisation"
"en" => "Press article, video or other popular media"
]
"support_type" => array:2 [
"fr" => "Presse"
"en" => "Press"
]
"countries" => array:2 [
"fr" => null
"en" => null
]
"abstract" => array:2 [
"fr" => ""
"en" => ""
]
"authors_fields" => array:2 [
"fr" => "Systèmes d’Information, Sciences de la Décision et Statistiques"
"en" => "Information Systems, Decision Sciences and Statistics"
]
"indexedAt" => "2024-04-27T12:21:45.000Z"
]
+lang: "fr"
+"_type": "_doc"
+"_score": 5.0622067
+"parent": null
}
74 => Essec\Faculty\Model\Contribution {#2337
#_index: "academ_contributions"
#_id: "13982"
#_source: array:18 [
"id" => "13982"
"slug" => "we-modeled-long-memory-with-just-one-lag"
"yearMonth" => "2023-09"
"year" => "2023"
"title" => "We modeled long memory with just one lag!"
"description" => "BAUWENS, L., CHEVILLON, G. et LAURENT, S. (2023). We modeled long memory with just one lag! <i>Journal of Econometrics</i>, 236(1), pp. 105467."
"authors" => array:3 [
0 => array:3 [
"name" => "CHEVILLON Guillaume"
"bid" => "B00072304"
"slug" => "chevillon-guillaume"
]
1 => array:1 [
"name" => "BAUWENS Luc"
]
2 => array:1 [
"name" => "LAURENT Sebastien"
]
]
"ouvrage" => ""
"keywords" => array:4 [
0 => "Bayesian estimation"
1 => "Ridge regression"
2 => "Vector autoregressive model"
3 => "Forecasting"
]
"updatedAt" => "2024-03-18 10:52:40"
"publicationUrl" => "https://doi.org/10.1016/j.jeconom.2023.04.010"
"publicationInfo" => array:3 [
"pages" => "105467"
"volume" => "236"
"number" => "1"
]
"type" => array:2 [
"fr" => "Articles"
"en" => "Journal articles"
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"fr" => "Revue scientifique"
"en" => "Scientific journal"
]
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"en" => null
]
"abstract" => array:2 [
"fr" => "Two recent contributions have found conditions for large dimensional networks or systems to generate long memory in their individual components. We build on these and provide a multivariate methodology for modeling and forecasting series displaying long range dependence. We model long memory properties within a vector autoregressive system of order 1 and consider Bayesian estimation or ridge regression. For these, we derive a theory-driven parametric setting that informs a prior distribution or a shrinkage target. Our proposal significantly outperforms univariate time series long-memory models when forecasting a daily volatility measure for 250 U.S. company stocks over twelve years. This provides an empirical validation of the theoretical results showing long memory can be sourced to marginalization within a large dimensional system."
"en" => "Two recent contributions have found conditions for large dimensional networks or systems to generate long memory in their individual components. We build on these and provide a multivariate methodology for modeling and forecasting series displaying long range dependence. We model long memory properties within a vector autoregressive system of order 1 and consider Bayesian estimation or ridge regression. For these, we derive a theory-driven parametric setting that informs a prior distribution or a shrinkage target. Our proposal significantly outperforms univariate time series long-memory models when forecasting a daily volatility measure for 250 U.S. company stocks over twelve years. This provides an empirical validation of the theoretical results showing long memory can be sourced to marginalization within a large dimensional system."
]
"authors_fields" => array:2 [
"fr" => "Systèmes d’Information, Sciences de la Décision et Statistiques"
"en" => "Information Systems, Decision Sciences and Statistics"
]
"indexedAt" => "2024-04-27T12:21:45.000Z"
]
+lang: "fr"
+"_type": "_doc"
+"_score": 5.0622067
+"parent": null
}
75 => Essec\Faculty\Model\Contribution {#2338
#_index: "academ_contributions"
#_id: "14006"
#_source: array:18 [
"id" => "14006"
"slug" => "what-does-it-take-to-control-global-temperatures-prospective-and-counterfactual-carbon-abatement-policies-in-a-cointegrated-var-model"
"yearMonth" => "2023-03"
"year" => "2023"
"title" => "What Does it Take to Control Global Temperatures? Prospective and Counterfactual Carbon Abatement Policies in a Cointegrated VAR Model"
"description" => "CHEVILLON, G. et KURITA, T. (2023). What Does it Take to Control Global Temperatures? Prospective and Counterfactual Carbon Abatement Policies in a Cointegrated VAR Model. Dans: 2023 Symposium of the Society for Nonlinear Dynamics & Econometrics. Orlando."
"authors" => array:2 [
0 => array:3 [
"name" => "CHEVILLON Guillaume"
"bid" => "B00072304"
"slug" => "chevillon-guillaume"
]
1 => array:1 [
"name" => "KURITA Takamitsu"
]
]
"ouvrage" => "2023 Symposium of the Society for Nonlinear Dynamics & Econometrics"
"keywords" => []
"updatedAt" => "2023-11-29 15:30:29"
"publicationUrl" => null
"publicationInfo" => array:3 [
"pages" => ""
"volume" => ""
"number" => ""
]
"type" => array:2 [
"fr" => "Communications dans une conférence"
"en" => "Presentations at an Academic or Professional conference"
]
"support_type" => array:2 [
"fr" => null
"en" => null
]
"countries" => array:2 [
"fr" => null
"en" => null
]
"abstract" => array:2 [
"fr" => ""
"en" => ""
]
"authors_fields" => array:2 [
"fr" => "Systèmes d’Information, Sciences de la Décision et Statistiques"
"en" => "Information Systems, Decision Sciences and Statistics"
]
"indexedAt" => "2024-04-27T12:21:45.000Z"
]
+lang: "fr"
+"_type": "_doc"
+"_score": 5.0622067
+"parent": null
}
76 => Essec\Faculty\Model\Contribution {#2339
#_index: "academ_contributions"
#_id: "14024"
#_source: array:18 [
"id" => "14024"
"slug" => "we-modeled-long-memory-with-one-lag"
"yearMonth" => "2022-10"
"year" => "2022"
"title" => "We modeled long-memory with one lag!"
"description" => "CHEVILLON, G. (2022). We modeled long-memory with one lag! Dans: 2022 Aarhus Workshop in Econometrics. Aarhus."
"authors" => array:1 [
0 => array:3 [
"name" => "CHEVILLON Guillaume"
"bid" => "B00072304"
"slug" => "chevillon-guillaume"
]
]
"ouvrage" => "2022 Aarhus Workshop in Econometrics"
"keywords" => []
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80 => Essec\Faculty\Model\Contribution {#2343
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81 => Essec\Faculty\Model\Contribution {#2344
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82 => Essec\Faculty\Model\Contribution {#2345
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