Finance, econometrics, statistics


A CIRANO Associate Researcher and Fellow since 2004, Jeroen Rombouts is Professor at ESSEC Business School. He is also Head of Information Systems, Decision Sciences and Statistics Department and Holder of Accenture Strategic Business Analytics Chair. He also serves on the editorial board of Journal of Business and Economics Statistics, International Journal of Forecasting, and Computational Statistics and Data Analysis. He is guest editor for the special issue in Nonlinear Financial Econometrics in the Journal of Econometrics.

Holding a Ph.D. in Econometrics from the University of Louvain, his research interests focus on financial econometrics, forecasting, time series, nonparametric statistics and Bayesian inference with applications in the field of finance and macro-economics.

He has been Visiting Scholar at several universities such as University of Pittsburg, Tilburg University, Erasmus University Rotterdam, Aarhus University, KULeuven, and CORE (Université catholique de Louvain) as a research associate among others.

He is an expert consultant in business analytics, finance and forecasting. Prior to joining ESSEC Business School, Jeroen was Associate Professor at HEC Montréal (2004-2012).

He has published in various international journals such as Journal of Econometrics, Journal of Business and Economics Statistics, Journal of Applied Econometrics, Econometric Theory, Econometrics Journal, Journal of Multivariate Analysis, Computational Statistics and Data Analysis, Quantitative Finance, Journal of Banking and Finance, among others.

He organizes invited sessions for the International Conference on Computational and Financial Econometrics (CFE) and the International Symposium on Forecasting (ISF). Thanks to a major individual European Marie Curie Grant, he organizes workshops and conferences at ESSEC in the field of big data analytics, econometrics and finance. He also gets research funding from ESSEC and Agence nationale de la recherche (ANR).

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CIRANO Publications by Jeroen Rombouts

As an author