Experts in: Econometrics
Marine Carrasco graduated with a PhD from University of Toulouse (France). She taught at Ohio State University and Rochester University (USA). She has also been a researcher at CREST (INSEE, France). She joined our department in December 2005.
Her research interests focus on two main topics. First, she is interested in tests for parameter stability and their applications in macroeconomics and finance. Second, she is working on inverse problems and their applications to econometrics. In particular, she is studying the generalized method of moments when there is an infinite number of moment conditions.
Directeur de département, Professeur titulaire
Benoit Perron earned his PhD in Economics from Yale University in 1998, and joined the Université de Montréal Department of Economics that same year.
He is a researcher with the Centre interuniversitaire de recherche en économie quantitative (CIREQ) and the Centre for Interuniversity Research and Analysis on Organizations (CIRANO).
His research concerns time series econometrics. More specifically, he is working on developing panel unit root tests and on the long-run properties of financial returns.