Sébastien Villemot
[English] [Français]
Current position
- Researcher in Economics at CEPREMAP (since 2009)
- Dynare project co-manager (since 2009)
- PhD student at Paris School of Economics, under the supervision of Pr. Daniel Cohen
- Occasional consultant for the Modeling Unit of the International Monetary Fund
- Research areas:
- Sovereign debt in emerging and poor countries
- Dynamic and Stochastic General Equilibrium (DSGE) modeling
- Computational economics
- Debian Maintainer (since 2011)
Research papers
- Taking Perturbation to the Accuracy Frontier: A Hybrid of Local and Global Solutions, joint with Lilia Maliar and Serguei Maliar, Dynare Working Papers, no. 6, CEPREMAP, May 2011 (source code)
- Solving rational expectations models at first order: what Dynare does, Dynare Working Papers, no. 2, CEPREMAP, April 2011
- Multi-country real business cycle models: Accuracy tests and test bench, joint with Michel Juillard, Journal of Economic Dynamics & Control, vol. 35, no. 2, pp. 178–185, February 2011 (source code)
- Endogenous Debt Crises, joint with Daniel Cohen, CEPR Discussion Paper, no. 8270, February 2011
- In favor of a fund to stabilize commodity exporters' income around a moving target, joint with Daniel Cohen and Thibault Fally, CEPR Discussion Paper, no. 5550, March 2006 (source code)
Other publications
- Dynare: Reference Manual, Version 4, joint with Stéphane Adjemian, Houtan Bastani, Michel Juillard, Ferhat Mihoubi, George Perendia and Marco Ratto, Dynare Working Papers, no. 1, CEPREMAP, April 2011
- Self-Enforcing and Self-Fulfilling Debt Crises, joint with Daniel Cohen, in Sovereign Debt: From Safety to Default, ed. by Robert W. Kolb, Kolb Series in Finance, chapter 35, February 2011
- Commodity Funds: How To Fix Them?, joint with Daniel Cohen and Thibault Fally, OECD Development Centre Policy Briefs, no. 32, 2007 (source code)
Previous positions
- 2007-2009: Economist at the International Macroeconomics Division of Banque de France
- 2006-2009: Member of the development team of the Dynare project
Teaching
- 2007: Teaching fellow in Macroeconomics, Master in Economics, Paris School of Economics
- 2004-2006: Teaching fellow in Mathematics, Statistics, Computer Science and Economics at the undergraduate level, Université Paris 1 Panthéon-Sorbonne
- 1999-2000: Teaching fellow in Mathematics and Computer Science at the undergraduate level, Lycée Louis-le-Grand, Paris
Education
- 2002-2004: Master in Economics, École des Hautes Études en Sciences Sociales (EHESS), Paris
- 2001-2002: Master in Computer Science, Université Paris VII
- 1998-2004: Student at École Normale Supérieure (ENS), Paris
Computer skills
- Operating systems: GNU/Linux (especially Debian)
- General purpose programming languages: C, C++, Python, Common Lisp, Bourne shell, Perl, Java, Ruby
- Scientific programming languages: R, GNU Octave/MATLAB, Maxima
- Other: system and network administration (IPFilter, OpenSSH, Postfix, Dovecot, Bind, Apache, Mailman), web development (Plone, Ruby on Rails), databases (MySQL, PostgreSQL)
Contact information
- E-mail address:
sebastien.villemot@ens.fr - Postal address: CEPREMAP — 142, rue du Chevaleret — 75013 Paris — France
- Office phone number: +33 1 40 77 84 04
- SIP phone number:
sebastien.villemot@ekiga.net - GnuPG public key:
- Fingerprint: 2069 1DFC C2C9 8C47 9529 84EE 0001 8C22 381A 7594
- Downloadable here or via the MIT PGP public key server