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 at the Banque de France (Structural Bayesian VAR models and forecasting). 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

04.09.2023 - Article in a peer reviewed journal

Structural VAR Models in the Frequency Domain

Florian Pelgrin

Journal of Econometrics, Volume 236, September 2023, Pages 105466-1 - 105466-24

01.07.2023 - Article in a peer reviewed journal

Soccer Labour Market Equilibrium and Efficient Training of Talents

Florian Pelgrin

European Economic Review, Volume 156, July 2023, Pages 1 - 23

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

02.04.2021 - Article in a peer reviewed journal

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

Hugonnier Julien, Florian Pelgrin, Saint-Amour Pascal

Economic Journal, Volume 132, April 2021, Pages 1095 - 1122

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