
Arnaud Dufays
Associate Professor
Main contributions
Economics of Education Review (2022), Journal of Applied Econometrics (2021), Journal of Econometrics (2013 ; 2020), Journal of Business and Economic Statistics (2017;2018), Journal of Financial Econometrics (2016 ; 2020), Studies in Nonlinear Dynamics & Econometrics (2020), Economic Letters (2018), Journal of Business and Economic Statistics (2018), Econometric Reviews (2018), Econometrics (2016), Journal of Empirical Finance (2014),
Bio
Arnaud Dufays is currently associate professor in Data Science. He holds a PhD in management science from Catholic University of Louvain. His research interests include Bayesian econometrics and advanced statistical modelling of time series. In particular, he has developed multiple methods for detecting instabilities in time series. This allows to make better predictions and leads to better understanding of the dynamic of series. More specifically, focusing on financial and macroeconomic time series, he develops models and estimation methods to capture instabilities in contexts of path dependence, of large sample, etc. Arnaud Dufays has published papers in prestigious academic journals such as Journal of Econometrics, Journal of Business and Economic Statistics, Journal of Applied Econometrics, Journal of Financial Econometrics, studies in Nonlinear Dynamics and Econometrics, Econometric Reviews, Journal of Empirical Finance and Econometrics. Arnaud Dufays has previous experience in several international universities. He has spent three years as an assistant professor at Laval University, two years as a F.R.S.-FNRS research at Namur University and one year at ESSEC Business school as an invited professor. During these experiences, he had the opportunity to teach at the undergraduate, graduate and PhD level.
Publications of Arnaud Dufays
4 questions à Arnaud Dufays sur le rôle des relations sociales dans la motivation à poursuivre des études supérieures
EDHEC VOX, April 2023
Peer-induced beliefs regarding college participation
Economics of Education Review, Volume 90, October 2022, Pages 1 - 15
Sparse change-point VAR models
Journal of Applied Econometrics, Volume 36, November 2021, Pages 703 - 727
Derniers articles EDHEC Vox
4 questions to Arnaud Dufays on the role of social relations in the motivation to pursue higher education
-
Arnaud Dufays , Associate Professor