Prof. Vêlayoudom Marimoutou

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Marimoutou, Vêlayoudom Professor, IFP Director Telephone: +91-413-2334168, Ext – 203 Fax: +91-413-2339534 E-mail: v.marimoutou@ifpindia.org French Institute of Pondicherry, 11 Saint Louis Street, P.O. Box – 33, Pondicherry – 605 001

Research fields:

• Econometrics
• Applied macroeconomics
• Growth models
• Convergence

Recent publications:

1. "Econometric Modeling and Inference" with J.P. Florens, Anne Peguin-Feissolle, Cambridge University Press, 2007.

2. "Estimation methods of the long memory parameter: Monte Carlo analysis and application", with M. Boutahar, L. Nouira, in Journal of Applied Statistics, volume 34, Issue 3, 2007.

3. "Regional Disparities in India" in Oxford Companion to Economics in India edited by Kaushik Basu, Oxford University Press, New Delhi, février 2007.

4. "Indirect inference and long memory: a new truncated-series estimation method" with Armand Sadler, Chief Economist, Arcelor, Luxembourg. and Jean-Baptiste Lesourd, Université de la Méditerranée in Dynamics of resource markets and prices, Festschrift On The Occasion Of Walter C. Labys’ Retirement, Peter V. Schaeffer in association with Walter C. Labys, Editors, 2008.

5. "The Effect of tapering on the semiparametric estimators for Non Stationary Long Memory Process" with M. Boutahar, L. Nouira, in Statistical Papers, 2009, 50- 225-248.

6. “Extreme Value Theory and Value at Risk: Application to Oil Market" avec B. Raggad et A. Trabelsi in Energy Economics 2009, 519-530.

7. “The “distance-varying” gravity model in international economics: is the distance an obstacle to trade?’, with Peguin D., Peguin-Feissolle., in Economics Bulletin, Vol.29 no.2, 2009, pp. 1157-1173.

8. "Finite sample properties of tests for STGARCH models and application to the US stock returns",with Dufrenot G., Peguin-Feissolle A., in C. KYRTSOU (éd.), Progress in Financial Markets Research, Nova Science Publishers, New York, 2009.

Curriculum Vitae in PDF format.

Projects:

• « co-mouvements entre indices boursiers et activités réelle au cours du cycle économique »
• « le modèle MEM vectoriel »
• « croissance et convergence par clubs pour les états indiens »
• « discriminations et stigmatisation dans la construction des identités »
• « hierarchical hidden markov structure for dynamic correlations : the HRSDC model »