Jean-Paul Renne

Professor of Economics, HEC at HEC Lausanne

Jean-Paul Renne is a Professor of Economics at the Faculty of Business and Economics (HEC) of the University of Lausanne. Previously, he worked as a senior economist at the Banque de France and, beforehand, as the head of operational research at the French debt management office. Jean-Paul Renne has graduated from Ecole Polytechnique and holds a PhD in Applied Mathematics from Paris-Dauphine University. His research focuses on time series modelling, with applications to the dynamics of interest rates, the pricing of credit risk and disasters. He has acted as a consultant to the European Central Bank, the OECD and the Banque de France. He has published papers in several international journals, including the Review of Economic Studies, the Journal of Econometrics, Review of Finance and Management Science.