Gilles de TRUCHIS

Aix-Marseille University, DEFI Château La Farge - Route des Milles
13290 Les Milles Aix-en-Provence

Fix. 00 33 (0)4 42 93 59 93
Fax. 00 33 (0)4 42 38 95 85

Email: gilles.detruchis@gmail.com
Birth date : September 09, 1986.
Citizenship : French. Languages : French (native), English (fluent).

Current Position

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Thesis: Non-linear econometrics contributions to macroeconomics issues

Supervisor: Marcel Aloy (DEFI, Aix-Marseille University)

Research Interest

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                           1) Non-linear Econometrics                 2) Macroeconomics                  3) International Finance

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2010-2011          First year PhD student in Economics
                           University of the Mediterranean, DEFI
2009-2010          Master of Research in Economics and International Finance
                           University of the Mediterranean
2008-2009          Master (undergraduate degree 4th year) in Economics and International Finance
                           University of the Mediterranean
2005-2008          Bachelor (undergraduate  degree 1st , 2sd and 3rd year) in Economics and Management
                           University of the Mediterranean

Achievements

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2009-2010          Master  thesis : Fractional cointegration  (Monte-Carlo simulations and applications)
                           Report : Subpirmes crisis impact in LACs (Markov-switching approach): LACs

                                      Co-authors: Karine Constant and Marion Davin 
                           Report : American monetary policy analysis (Structural VAR approach): SVAR

                                      Co-author: Karine Constant

                           Comment: John, A. and Pecchenino, R., 1994. An Overlapping Generations Model of Growth and the Environment. The Economic Journal, 104, 1393-1410: OLG

                                      Co-author: Karine Constant

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 2010-2013         Doctoral Grant French Ministry of Research

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2011                    Brown bag Workshop of DEFI Aix-en-Provence (France)

Computer proficiency

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Econometric softwares : RATS 7.3, GAUSS 10, MATLAB 7.9, STATA 11, R-project 2.10
Computer language : AS3, PHP, VBA
Office softwares automation : Latex, Beamer, Word, Excel, PowerPoint, Access

Research works

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• Works in progress : Fractional cointegration analysis in presence of endogeneity and serial correlation.
  Works in progress : European markets effciencies : the present-value model results’ revisited.
  Works in progress : Modelling Markov switching process with long range dependence.
  Works in progress : Unemployment persistance and the NAIRU : A Markov-switching ARFIMA approach
  with time varying transition probabilities.

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2011-2012          Teaching Assitant Aix-Marseille University

Econometrics - Master in economics, 1st year

Macroeconomics - BSc in economics, 2nd year