Expertise

Big data, econometrics, time-series, financial econometrics

Biography

A CIRANO Researcher and Fellow since 2007, Marine Carrasco is Full Professor in the Department of Economics at the Université de Montréal. She is also a member of the Centre interuniversitaire de recherche en économie quantitative (CIREQ) and research associate at the Info-Metrics Institute.

Holding a Ph.D. in Applied Mathematics from Toulouse 1 University Capitole, her research activities focus on two main topics. On the one hand, she is interested in parameter stability tests and their applications in macroeconomics and finance. On the other hand, she works on the resolution of inverse problems and their application in econometrics. In particular, she studies the generalized method of moments when there is an infinity of moment conditions and the estimation of models including a large number of predictors.

She has taught in the United States, at Ohio State University and Rochester University. She has also held a research position at CREST (INSEE, France). She joined the Department of Economics at the Université de Montréal in December 2005.

She received the Marcel-Dagenais prize from the Société canadienne de science économique in 2018, and the Econometric Theory Multa Scripsit Award in 2017.

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CIRANO Publications by Marine Carrasco

As an author