Sébastien Villemot
[English] [Français]
Current positions
- Researcher in Economics at CEPREMAP (since 2009). Research interests:
- Sovereign debt
- Dynamic and Stochastic General Equilibrium (DSGE) modeling
- Computational economics
- Dynare project co-manager (since 2009)
- Development of the preprocessor
- Coordination of the team of developers
- Release management, quality assurance
- Debian Developer (since 2012)
- Maintenance of scientific computing environments: Octave, Julia, Dynare
- Maintenance of scientific libraries: BLAS, LAPACK, ATLAS, OpenBLAS, SLICOT
- Other contributions: maintenance of GnuCash, release-critical bug fixing, sponsoring
Published papers
- Taking Perturbation to the Accuracy Frontier: A Hybrid of Local and Global Solutions, joint with Lilia Maliar and Serguei Maliar, Computational Economics, forthcoming (source code)
- 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)
Working papers
- Accelerating the resolution of sovereign debt models using an endogenous grid method, Dynare Working Papers, no. 17, CEPREMAP, November 2012 (source code)
- The sovereign default puzzle: Modelling issues and lessons for Europe, joint with Daniel Cohen, PSE Working Papers, no. 2012-21, Paris School of Economics, April 2012
- Solving rational expectations models at first order: what Dynare does, Dynare Working Papers, no. 2, CEPREMAP, April 2011
- 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)
Non-academic papers
- 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)
Conferences and Seminars
- 2013: Joint Lunchtime Seminar (European Central Bank, Deutsche Bundesbank and Goethe Universität), Frankfurt, Germany
Presentation: The Sovereign Default Puzzle: a new Approach to Debt Sustainability Analysis - 2012: Computational and Financial Econometrics (CFE 2012), Oviedo, Spain
Presentation: Accelerating the resolution of sovereign debt models using an endogenous grid method - 2012: Debian for Scientific Facilities Days, Grenoble, France
Presentation: Debian for Computational Economics – The case of the Dynare project - 2011: Computing in Economics and Finance (CEF 2011), San Francisco, USA
Presentation: Taking Perturbation to the Accuracy Frontier: A Hybrid of Local and Global Solutions
Previous positions
- 2011-2012: Debian Maintainer
- 2007-2009: Economist at the International Macroeconomics Division of Banque de France
- 2006-2009: Member of the development team of the Dynare project
Teaching and training
- 2007-2012: Dynare Summer School, Paris (annual event). Lectures in 2012:
- 2007: Teaching fellow in Macroeconomics, M.Sc. 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
- Ph.D. in Economics, Paris School of Economics (dissertation)
- M.Sc. in Computer Science, Université Paris VII
- Former fellow of École Normale Supérieure (ENS), Paris
Contact information
- E-mail address:
sebastien@dynare.org - Postal address: CEPREMAP — 142, rue du Chevaleret — 75013 Paris — France
- Office phone number: +33 1 40 77 84 04
- VoIP:
sip:sebastien@dynare.orgorsip:404@dynare.org - GnuPG public key:
- Fingerprint: 2069 1DFC C2C9 8C47 9529 84EE 0001 8C22 381A 7594
- Downloadable here or via the MIT PGP public key server
Copyright © 2006-2013 Sébastien Villemot
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