Work in progress
Sparse random forests and dimension reduction (with Charles A.). Submitted
Nowcasting industrial production using variable selection methods: Evidence for the French economy (with Charles A.). Submitted
Working papers
Oil Price Shocks, Real Economic Activity and Uncertainty: A Structural Factor VAR GARCH-in-Mean Model (with Charles A., Chuah C.L. and Suardi S.) download
The impact of screening strategies on the performance of ESG indices (with Charles A. and Fouilloux J.) download
Stock Return Predictability: Evaluation Based on Prediction Intervals (with Charles A. and Kim J.H.) download
Identifying and characterizing business and acceleration cycles of French jobseekers (with Charles A.) download
The sensitivity of Fama-French factors to economic uncertainty (with Charles A. and Moussa Z.) download