Florian Pelgrin


Main contributions

The Economic Journal (2021), Health Economics (2020), Swiss Finance Institute Research Paper (2018), Econometric Reviews (2016), Economics Letters (2014), Review of Economics Studies (2013), Journal of Monetary Economics (2011), Journal of Economic Dynamics and Control (2010), Journal of international Money and Finance (2008), Economie et Prévisions (2008), Journal of Econometrics (2005)

Discipline: Economics
Faculty: Data Science, Economics & Finance
Expertise: Digital and IT


Florian Pelgrin, PhD is a professor at the Economics Research Centre and Director of the EDHEC's MSc Data Analytics & Digital Business. He worked at the OECD, at the Bank of Canada and the University of Lausanne - HEC and is a consultant the Banque de France (structural and forecast Bayesian models). He has obtained his doctorate in 2005 at the University of Paris I - Panthéon Sorbonne. He conducts research in statistics/econometrics, economics of the health (life-value of life and impact of insurance plans), on the study of agent behaviours (consumption, portfolio selection, spending, etc.) life cycle, and monetary policy. It has resulted in international publications (Review of Economic Studies, Journal of Monetary Economics, Journal of Economic Dynamics and Control, Journal of Econometrics, Econometric Reviews, Economic Letters, Journal of Health Economics), as well as reports (Banque de France), OECD, Louis Bachelier Institute).

Publications of Florian Pelgrin

23.02.2022 - Article in a peer reviewed journal

On the long-run fluctuations of inheritance in two-sector OLG models

Florian Pelgrin, Venditti Alain

Journal of Mathematical Economics, Volume 101, August 2022

01.09.2021 - Article in a peer reviewed journal

Valuing life as as asset, as a statistic, and at gunpoint

Florian Pelgrin, Hugonnier Julien, Saint-Amour Pascal

Economic Journal, Volume forthcoming, September 2021, Pages 1 - 28

05.09.2019 - Article in a peer reviewed journal

Closing Down the Shop: Optimal Health and Wealth Dynamics near the End of Life

Florian Pelgrin, Hugonnier Julien, Saint-Amour Pascal

Health Economics, Volume 29, January 2020, Pages 138 - 153

13.06.2018 - Article in a peer reviewed journal

Valuing Life as an Asset, as a Statistic and at Gunpoint

Hugonnier Julien, Florian Pelgrin, Saint-Amour Pascal

Swiss Finance Institute Research Paper, June 2018

04.04.2018 - Article in a peer reviewed journal

Parametric inference of autoregressive heteroscedastic models with errors in variables

Salima El Kolei, Florian Pelgrin

Statistics & Probability Letters, April 2018

Derniers articles EDHEC Vox


Beyond GDPR: Big Data's Matthew Effect

  • Björn Fasterling , Professor
  • Florian Pelgrin , Professor
  • Geert Demuijnck , Professor

Case for new regulation of football transfers

  • Florian Pelgrin , Professor