Florian Pelgrin


Main contributions

Journal of Econometrics (2023), European Economic Review (2023), Journal of Mathematical Economics (2022), The Economic Journal (2021), Health Economics (2020), Statistics and Probability Letters (2017),Journal of Health Economics (2016), 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: Economics, Finance, and machine learning


Florian Pelgrin, PhD is a professor at the faculty of Data sciences, Economics, and Finance. 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 PhD in 2005 at the University of Paris I - Panthéon Sorbonne. He conducts research in in health economics (life-value of life and impact of insurance plans), life cycle models (consumption, portfolio selection, spending, etc.) , monetary policy (inflation dynamics), and macroeconometrics (structural VAR models, machine learning applications, etc.). It has resulted in international publications (Review of Economic Studies, Journal of Monetary Economics, Journal of Economic Dynamics and Control, Journal of Mathematical Economics, Journal of Econometrics, Econometric Reviews, Statistics and Probability Letters, Economic Letters, Journal of Health Economics, Health Economics, European Economic Review), as well as reports (Banque de France), OECD, Louis Bachelier Institute).

Publications of Florian Pelgrin

01.08.2022 - 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, Pages 1 - 21

01.09.2021 - Article in a peer reviewed journal

Valuing life as an 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