Teaching

FX Intervention Rules: A Risk-Based Framework (2023)

• IMF Singapore Training Institute, Singapore
  • 29 participants from 14 central banks; 1-week training in Singapore
  • Modeling under Python, with a package we developped with Amine Raboun: pypi link. Link to the course

Forecasting Framework Central Bank Systemic Liquidity (2022)

• IMF Singapore Training Institute, Singapore
  • 16 participants from 12 central banks; 1-week training in Singapore
  • Modeling and forecasting under R

Advanced Statistical Methods to Forecast Systemic Liquidity (2022)

• IMF Center of Excellence in Finance, Kuwait

Advanced Statistical Methods to Forecast Systemic Liquidity (2022)

• IMF Center of Excellence in Finance, Ljubljana

Advanced Statistical Methods to Forecast Systemic Liquidity (2022)

• Caucasus, Central Asia, and Mongolia IMF Regional Capacity Development Center, Almaty

Density Forecasting and Modeling (2021)

• IMF Institute Capacity and Development, Washington D.C.

Advanced Statistical Methods to Forecast Systemic Liquidity (2021)

• IMF Technical Assistance Center in Central America, Guatemala

Liquidity Forecasting for Central Banks Operating Fixed Exchange Rate Arrangements (2021)

• IMF Middle East Center for Economics and Finance, Kuwait

Foreign Exchange Interventions Strategies for Central Banks (2021)

• IMF Joint Vienna Institute (Caucasus, Central Asia, Belarus, Moldova and Mongolia Practionners), Vienna

Forecasting with Quantile Regressions (2020)

• South East Asian Central Banks (SEACEN) Research and Training Centre, Kuala Lumpur
  • Slides: theory
  • Slides: application

Density Forecasting and Modeling (2019)

• IMF Institute Capacity and Development, Washington D.C.

Introduction to Python for IMF Economists (2019)

• IMF European Department, Washington D.C.

Linear and Non-Linear Econometrics, Statistics, Macroeconomics (2010-2012)

• ENSAE and Sciences Po, Paris