Florian Pelgrin

Professor

Main contributions

Journal of Economic Theory (2025), The Economic Journal (2024, Virtual Issue), 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

Bio

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 Theory, 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

03.02.2020 - 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, February 2020, Pages 138 - 153


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


08.01.2018 - EDHEC publication

Salaires et indemnités des joueurs de football: Quels outils de régulation faut-il privilégier?

Pelgrin, Florian Pelgrin
|

Pôle de recherche en économie, EDHEC Position paper, January 2018


04.09.2017 - Article in a peer reviewed journal

Parametric Inference of Autoregressive Heteroscedastic Models with error in variables

Florian Pelgrin
|

Statistics and Probability Letters, Volume 130, September 2017, Pages 63 - 70


15.06.2016 - Article in a peer reviewed journal

Life-cycle responses to health insurance status

Florian Pelgrin, Saint-Amour Pascal
|

Journal of Health Economics, Volume 49, September 2016, Pages 76 - 96



Derniers articles EDHEC Vox

24.05.2018

Beyond GDPR: Big Data's Matthew Effect

  • Björn Fasterling , Professor
  • Florian Pelgrin , Professor
  • Geert Demuijnck , Professor
15.01.2018

Case for new regulation of football transfers

  • Florian Pelgrin , Professor