Statut : Professeur
Département : PSE et Université Paris 1 Panthéon-Sorbonne
Spécialités : Time Series Analysis, Dynamic Factor Models, Short-term forecasting.


Catherine Doz is Professor at University Paris 1 and at Paris School of Economics. She works in Time Series Analysis, and focuses mainly on Dynamic Factor Models, a class of models which is used in particular for short term macroeconomic forecasting. Before, she held positions at ENSAE (Teaching Assistant), at the Forecasting Department of the Ministry of Finance, and at Cergy-Pontoise University. She studied Maths at Ecole Normale Supérieure, and holds a PhD and a HDR in Economics.


Enseignant Identifiant Intitulé Instructor Heures de TD Jours Heures de cours Crédits ECTS Modalité examen
Catherine Doz, Aurélien Poissonnier SE312 Macroeconometrics: Advanced Time Series Analysis Doz Catherine 6 18 4 écrit