The research Program International Macroeconomics, Banking and Financial Econometrics covers topics in international macroeconomics and finance; monetary, banking and financial economics; history of economic thought and economic theory; and in econometric methodologies.
- International macroeconomics: exchange rates, exchange-rate policies and exchange-rate regimes; business cycles and economic policies; international macroeconomics and energy markets; stagnation and macroeconomics of deflation.
- Money, banks and financial intermediation: money; banking economics and central banks; systemic risk, microprudential and macroprudential supervisions; social studies of finance; intermediation and financial intermediaries.
- History and economic theory: theory and history of economic thought, in particular of monetary macroeconomics; economic philosophy.
- Financial econometrics: asset prices and market volatility modelling; expectations formation and risk measures; sovereign wealth funds and institutional investors; interactions between international financial markets and energy markets.
- Econometric methodologies: time series econometrics; panel data econometrics; non-linear econometrics; econometrics of long-memory processes.
Up-to-date research developments in these fields are presented at the occasion of events organized on a regular basis by the research Program International Macroeconomics, Banking and Financial Econometrics:
- Research days: the annual Financial Econometrics one-day workshop "Recent developments in financial econometrics"; the annual PhD Conference in International Macroeconomics and Financial Econometrics.
- Workshop: the biennial workshop on Sovereign Wealth Funds and Globalization.
- Roundtables: annual roundtable on finance "Critical issues in contemporary macro finance".
- Research seminars: seminar "Crises and new financial regulations"; seminar "Economics and philosophy of exploitation".
- Scientific journals: involvement in International Economics and Cahiers d'Economie Politique.
The research Program International Macroeconomics, Banking and Financial Econometrics interacts with several external institutions and organizations:
- Expert and consultancy activities for public domestic institutions and international organizations (such as ACPR, Banque de France, CEPII, OECD, United Nations...);
- Involvements in think tanks and NGOs (Terra Nova, Finance Watch…); media interviews and columns in newspapers;
- Thesis funded within the industrial research (CIFRE) agreements (Banque de France, BPCE, IFPEN, Total, Amundi…);
- Partnerships with banking and financial institutions (BNPP, Crédit Mutuel…) and their organizations (CFPB, AFTI…) in the field of training and apprenticeships (bachelor master levels);
- Associate professors and visiting professors involved in teaching and research activities.
RELATIONS WITH TEACHING PROGRAMS
Three masters are closely linked to the research Program International Macroeconomics, Banks and Financial Econometrics:
The Master of Applied Economics provides candidates with the opportunity to learn about issues at the intersection of current research and topical policy strategies, taught by some of the most prominent economists in the field, and to apply econometric tools to analyze such economic policy issues. More information available at: Master of Applied Economics and http://master.eipmc.free.fr/
The Master Money, Banking, Finance, Insurance allows students to acquire theoretical and practical knowledge in the fields of banking and finance, and in particular, commanding skills in analytical tools needed to understand the interdependencies between financial and banking sector and the macroeconomic framework.
More information available at: Master Monnaie, banque, finance, assurance
The Master of Economic and Social Sciences aims to train specialists in Economics, interested in an interdisciplinary approach. Research-oriented programs include a Master degree in History of Economic Thought organized in partnership with Université Paris 1 and a Master degree in Institutions, Economics and Society organized in partnership with EHESS.
More information available at: Master Sciences Economiques et Sociales