Resume
Publications
Timely Business Dynamics Using Google Places (2023). American Economic Association: Papers & Proceedings 113, 135-39. Joint with Daniel Rigobon, Artur Kotlicki, Philip Schnattinger.
Business closures and (re)openings in real-time using Google Places: proof of concept (2022). Journal of Risk and Financial Management, 15(4), 183. Joint with Daniel Rigobon, Artur Kotlicki, Philip Schnattinger, Soheil Baharian, Tom Hurd.
Systemic Financial Stress and Macroeconomic Fluctuations in the United Kingdom (2022). Oxford Bulletin of Economics and Statistics, 84(2), 380-400. Joint with Somnath Chatterjee, Ching-Wai (Jeremy) Chiu and Sinem Hacioglu Hoke.
Early warning or too late? A (pseudo-)real-time identification of leading indicators of financial stress (2022). Journal of Banking and Finance, 138. Joint with Benjamin Klaus.
Canadian Financial Stress and Macroeconomic Conditions (2020). Canadian Public Policy, 46(S3), S236-S260.
Online estimation for a predictive analytics platform with a financial-stability-analysis application (2020). European Journal of Control, 57, 205-221. Joint with Xing Gu, Rogemar Mamon and Heng Xiong.
Dating Systemic Financial Stress Episodes in the EU Countries (2017). Journal of Financial Stability. Joint with Benjamin Klaus and Tuomas Peltonen.
Do publicly-owned banks lend against the wind? (2015). International Journal of Central Banking, 11(2).
Macroprudential framework: key questions applied to the French case (2014). Banque de France Occasional papers, n° 9. Joint with Taryk Bennani, Morgan Després, Marine Dujardin and Anna Kelber.
Work Experience
2023 - today Senior Research Advisor, Financial Stability Department
2022 Technical Assistance mission in Chile, International Monetary Fund
2019 - 2022 Director, Bank of Canada, Financial Stability Department, Model Development and Research Division
2017 - 2019 Principal Economist, Bank of Canada, Financial Stability Department, Real Sector Stability Division
2016 - 2019 Adjunct Research Professor, Western University, Department of Statistical and Actuarial Sciences, Canada
2015 - 2017 Senior Economist, Bank of Canada, Financial Stability Department, Real Sector Stability Division
2014 Visiting Researcher, European Central Bank, Directorate General Macro-Prudential Policy and Financial Stability, Financial Stability Surveillance Division
2012 - 2015 Economist, Banque de France, Financial Stability Directorate, Macrofinance Division
2011 Internship, Banque de France, Macrofinance Division, Financial Stability Directorate
Education
2011 - 2015 PhD in Economics, Paris School of Economics - EHESS, Paris
2009 - 2011 M.Sc. in Economics, Paris School of Economics - EHESS, Paris
2006 - 2009 LL.B. in Law and B.Sc. in Economics, University Nancy 2, Nancy
2008 - 2009 Exchange Student, University of Exeter, UK
2005 - 2006 A-level in Economics and Social Sciences, Epinal
Teaching
2021, Fall Systemic risk identification: framework and models, jointly with Benjamin Klaus, for an IMF assistance mission
2018, Spring Macro-Financial Vulnerabilities and Financial Market Risks, Bank of Morocco, Rabat
2016, Fall Financial Stress Indices : Methodology and Applications, Center for Central Banking Studies, Bank of England, London
2013/4, Fall Financial Mutations and Monetary Policy, University Paris 1 Panthéon Sorbonne
2012/3, Spring Systemic Risks Measures, International Banking and Finance Institute
2012, Spring Advanced Macroeconomics, University Paris 1 Panthéon Sorbonne
Service
Committee member for the BoC undergraduate poster session / BoC undergraduate best paper award during the congress of the Canadian Economic Association (2018)
Organisation of a special session on macro-financial vulnerabilities during the congress of the Canadian Economic Association (2018)
Organisation of a special session on early-warning and systemic risks during the congress of the Canadian Economic Association (2016)