Guillaume CHEVILLON

Professor
department: Information Systems, Decision Sciences and Statistics
Campus de Cergy
+33 (0)1 34 43 36 44
Econometrics – Statistical Data Analysis – Probability Theory & Mathematical Statistics – Macroeconomics
Biography

Current

Since 2020

Chair, Department of Information Systems, Decision Sciences & Statistics

Academic CoDirector, ESSEC METALAB for Data, Technology & Society

Since 2015

Professor (Full), ESSEC Business School

Academic CoDirector (for ESSEC) of the ESSEC|CentraleSupélec Master in Data Sciences & Business Analytics

Previous

2020 Visiting Professor, Keio University, Tokyo & UNSW, Sydney

From 2007- Member, Macroeconomics Department, CREST-INSEE

2012-13 Visiting Scholar, Economics Department, New York University

2012 – Visiting Scholar, Macro & Money Group, Federal Reserve Bank of New York

2011 – Visiting Professor, Economics Department, Université d'Oxford

2009-15 Associate Professor, ESSEC Business School

2006-9 Assistant Professor, ESSEC Business School

1999-2006 Adjunct Lecturer at IEP Paris (French Institute of Political Studies, aka Sciences-Po U), HEC, ENA, University Paris-Dauphine, University of Oxford; teaching Econometrics, Time Series Analysis, Forecasting Theory, Macroeconomics, Statistics.

2003-6 Research Fellow at OFCE, Department of Applied Economics of Sciences-Po University.

Diplomas

  • 2004: D.Phil. in Economics (University of Oxford United Kingdom)
  • 2000: M.Phil. in Economics (Brasenose College, University of Oxford United Kingdom)
  • 1998: M.Sc. in Executive Engineering (Diplôme d’Ingénieur) (Mines ParisTech France)
Career
Other Academic Appointments
    • 2020 – 2024 : Academic director / Pedagogical Head (ESSEC Business School France)
    • 2020 : Visiting Professor (Fukuoka University Japan)
    • 2020 : Visiting Professor (Keio University Japan)
    • 2020 : Visiting Professor (UNSW Business School Australia)
    • 2015 – 2024 : CoDirector of the MSc in Data Sciences & Business Analytics (ESSEC-CentraleSupélec) (ESSEC Business School France)
    • 2012 – 2013 : Visiting Scholar (9 months), Economics Department (New York University United States of America)
    • 2012 : Visiting Scholar (3 months), Money and Macro Function (Federal Reserve Bank of New York United States of America)
    • 2011 : Visiting Professor (half a term), Economics Department (University of Oxford United Kingdom)
    • 2007 – 2010 : Visiting Scholar (regular stays several times a year), Economics Department (Brown Université United States of America)
Other appointments
    • 2020 – 2022 : Department head (ESSEC Business School France)
    • 2008 – Now : Associate Researcher (Centre de recherche en économie et statistique (CREST) France)
    • 2003 – 2006 : Research Fellow (Economics) at OFCE (Institut d’Etudes Politiques France)
    • 2000 – 2002 : Research Assistant for Prof D. F. Hendry, Economics Department (University of Oxford United Kingdom)
Full-time academic appointments
    • 2015 – Now : Professor (ESSEC Business School France)
    • 2010 – 2015 : Associate Professor (ESSEC Business School France)
    • 2006 – 2010 : Assistant Professor (ESSEC Business School France)

Grants

  • 2023 : Research grant on AI driven oncological treatments (France)
  • 2021 : CY Projet Emergence (France)
  • 2016 : White Project (Fondation ESSEC, France)
  • 2014 : Regular grants by the Labex MME-DII (Labex MME-DII, France)
  • 2007 : Research grants, Europlace Institute of Finance (in collaboration) (Institut Europlace de Finance (IEF), France)
  • 2007 : Regular grants by the Research Center at ESSEC since 2007 (ESSEC Business School, France)

Journal articles

Presentations at an Academic or Professional conference

Press article, video or other popular media

Thesis co-director

  • 2011 – 2016 : Four essays on finance and the real economy (ESSEC Business School France)
Research activities
  • Organization of a conference or a seminar
    • 2020 – Now: Local Organizer: 2020 (EC)^2 High Dimensional Modelling in Time Series
    • 2018 – Now: Co-Organized: Workshop in Time Series
    • 2017 – Now: Organizer: 19th Oxmetrics User Conference
    • 2017 – Now: Co-organizer 25th annual Symposium of the Society for Nonlinear Dynamics & Econometrics
    • 2016 – Now: Co-organizer: 8th French Econometrics Conference
    • 2015 – 2015: Co-Organizer of Advances in Time Series and Forecasting, in the honor of J.-P. Indjehagopian, workshop on « Current Trends in Time Series Econometrics » (ESSEC Business School France)
    • 2014 – 2014: Co-organizer of Banque de France & ESSEC workshop on Expectations & Forecasting, December 10. ESSEC-CentraleSupelec Conference on Big Data, May 16.
    • 2006 – Now: ESSEC Statistics and Econometrics seminar co-organizer (ESSEC Business School France)
  • Role as an expert or appraisor in a research organization
    • 2020 – Now: Member: OECD Network of Experts on Artificial Intelligence (OECD )
    • 2013 – Now: Ad-hoc reviewer for National Science Foundation (National Science Foundation United States of America)
    • 2004 – Now: Reviewer for National Science Foundation (US)
  • Participation in scientific commissions or reviewer for a conference
    • 2020 – Now: Member of the Scientific Committee of Symposium of the Society for Nonlinear Dynamics and Econometrics, University of Zagreb
    • 2019 – Now: Member of the Scientific Committee of Symposium of the Society for Nonlinear Dynamics and Econometrics, Federal Reserve Bank of Dallas
    • 2019 – Now: Member of Scientific Committee: Workshop in Financial Econometrics, LEMNA, NANTES
    • 2018 – Now: Member of the Scientific Committee of 10th French Econometrics Conference, Paris School of Economics & Paris 1 University
    • 2018 – Now: Member of the Scientific Committee of IEEE Conference on Technology Management, Operations and Decisions, Casablanca, Morocco
    • 2015 – 2015: Member of the Scientific Committee of Symposium of the Society for Nonlinear Dynamics and Econometrics, BI Norway, March
  • Editorial Board Membership
    • 2016 – 2020: Editorial board membership – Revue Economique
  • Reviewer for a journal
    • Reviewer for Econometric Reviews; Econometric Theory; Econometrics Journal; Energy Economics; International Journal of Forecasting; International Review of Economics and Finance; Journal of Applied Econometrics; Journal of Banking & Finance; Journal of Business and Economic Statistics; Journal of Econometrics; Journal of Economic Dynamics and Control; Journal of Economic Surveys; Journal of Forecasting; Journal of Housing Economics; Journal of the Royal Statistical Society: Series B (Statistical Methodology); Journal of Time Series Analysis; L’Actualité Économique; Lithuanian Mathematical Journal; Macroeconomic Dynamics; Nature Climate Change; Oeconomia; Oxford Bulletin of Economics and Statistics; Quantitative Economics; Review of Economic Dynamics; Revue Economique; Risk; Statistical Methods and Applications
Services
    • 2020 – Now: Elected Member of Faculty Senate (ESSEC Business School France)
    • 2017 – 2017: Member of Search Committee for the new Dean & President (ESSEC Business School France)
    • 2016 – 2016: Member of Evaluation Committee of Faculty (ESSEC Business School France)
    • 2016 – 2018: Elected Member of the Board of Overseers (ESSEC Business School France)
    • 2013 – 2016: Elected Member of Faculty Senate (ESSEC Business School France)
    • 2010 – 2012: Elected to Evaluation Committee of Faculty (ESSEC Business School France)
    • 2006 – Now: Member of Faculty recruitment group (ESSEC Business School France)
    • 2006 – 2012: Member of various Teaching and Pedagogical Committees & Juries (ESSEC Business School France)
Theses
  • 2013 : KWON Joonsuk (ESSEC Business School), Thesis director, Three essays on multistep forecasting with partial least squares
  • 2011 : PEIA Oana (ESSEC Business School), Thesis co-director, Four essays on finance and the real economy
  • 2014 : YOON Yong June (ESSEC Business School), Thesis director, Three essays on adaptative learning models : applications and inferences