Manlan J.

Consultant

115 dollar
Freelancer
4 ans
Paris, FRANCE

Mon expérience

Econimix CNRs UMR - Membre Associé, EconomiX, Université Paris NanterreApril 2018 - Présent

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-January 2019 - Présent

Predicting U.S. Saving Behavior after the 2008 Financial Crisis.

We constructed in this study, a forecasting model of U.S. saving behavior using the VAR/VECM approach. We use this model to assess whether or not there has been a structural break in the U.S.  saving function since the onset of the financial crisis in the last quarter of 2007. Then, we demonstrated the model’s usefulness by showing that it was able to predict, within sample, the behavior of the actual saving rate for 1961 - 2007. We found that there has not been a structural change in U.S. household consumption habits because of the global financial crisis.


 Interest Rates and Equity Markets:An Empirical Analysis of Financial Integration.  The purpose of this project was to resuming update the work of a reference paper (Mignon and  Borgy   (2006), Interest Rates and Equity Markets: An Empirical Analysis of Financial Integration). In this  paper, the goal of the authors was to apprehend the dynamics of financial integration between the United States and the euro zone through an indicator based on short and long-term interest   rates and asset prices. They calculated slippery correlations and a cointegration analysis to show  that the uncovered parity of the interest rates is verified in the long and short term for the  nominal rates and that this link is confirmed in real terms.
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Institut Louis Bachelier-Chaire TDTESeptember 2017 - March 2018

Stage, Chargé de Recherche,
Fondation du risque
- Modélisation économétriques des dépenses de prévention santé
- Participation à la formation d'une base de donnée pour une étude comparative entre la France et la Suède, sur la performance des entreprises de fonds de pension. L'étude comportait
750 entreprises françaises et 500 entreprises suédoises,
- Note de positionnements sur les politiques intergénérationnelles.

Mes compétences

Business Intelligence

SAS, Eviews

Other

English, French, DataStream, Chargé de recherche, Econometrics, Python Programming, Equity Capital Markets, Empirical Analysis, Stata, Macroeconomics forecasting

Others

Spanish

Languages

LaTeX, Python, Matlab

Mes études et formations

Master, recherche, Economie Internationale, Finance - Université de Sfax (Tunisie)

Licence, Fondamentale en Economie - Université de Jendouba (Tunisie)

Master of Science, Economie Internationale - Université Paris Nanterre

Licence 1 (tutorats) - Université Paris Nanterre2016 - 2017