Joint Ph.D. student at Maastricht University and the University of Orléans, I will receive my Ph.D. in Economics in June 2012.
My dissertation, entitled Econometric Methods for Financial Crises, is supervised by Professor Bertrand Candelon and Professor Christophe Hurlin.
My research interests are concentrated in the fields of Econometrics, mainly Forecasting, and Financial Econometrics. I also have expertise in international finance, financial crises in particular, since my Ph.D. dissertation tackles the evaluation and the specification of financial crises forecasting models, Early Warning Systems (EWS).
Another part of my recent research addresses Value-at-Risk backtesting and panel Granger causality tests. Currently, I am working with Professor Peter R. Hansen on the choice of estimation method when the objective is out-of-sample forecasting.
My work has been presented at numerous conferences in Europe (EEA 2009, ESEM 2010-2011, Eurostat Colloquium 2010, AFFI 2009, AFSE 2010-2011) and in IMF seminars. So far, four of these papers have already been accepted for publication in IMF Economic Review, Journal of Forecasting, Economic Modelling, and Finance, respectively. These publications and working papers can be found on my personal homepage.
I have three years of experience in teaching courses in econometrics, namely The Econometrics of Limited-Dependent Variables, and Multivariate Time Series Analysis, and one year in teaching Exchange Rate and International Finance. I see teaching as an opportunity to interact with students and an integral part of being a researcher.