Econometrics and statistics, macroeconomics, finance, public finance


A CIRANO Researcher and Fellow since 1998, Jean-Marie Dufour is the William Dow Professor of Political Economy at McGill University and one of the Canada’s leading economist and econometrician. Since 2007, he is a Bank of Canada Research Fellow.

Before 2007, he held the Canada research Chair in econometrics at the Université de Montréal. Through his expertise in applying statistical and mathematical techniques to economic issues, Professor Dufour has made important contributions to the fields of dynamic macroeconomic modelling, structural macroeconomics and finance, inflation, the pricing of financial assets, taxation and investment, and export financing.

The quality of his research has been recognized by several prizes, including: Fellow of the Royal Society of Canada, Fellow of the Econometric Society, Fellow of the American Statistical Association, Fellow of the Canadian Economics Association, elected member de l’International Statistical Institute, the Killam Prize for Social Science (Government of Canada), the Léon-Gérin Prize for human sciences (Government of Québec), the Marcel-Vincent prize for the social sciences (Association francophone pour le savoir), the Konrad-Adenauer Research award (Alexander von Humboldt Foundation, Germany), the John Rae Prize for Outstanding Research (Canadian Economics Association), the Marcel-Dagenais prize (Société canadienne de science economique), a Guggenheim Fellowship (USA), a Killam Fellowship, the Pierre-de-Fermat Chair of Excellence (Université de Toulouse I, 2011-2013), and a Banco Santander “Cátedra de Excelencia” (Universitad Carlos III de Madrid, 2011-2012). He is also Officier de l’Ordre National du Québec (2006) and Officer of the Order of Canada (2008).

Jean-Marie Dufour has been very active in scientific organizations and conference organizations, including: President of the Canadian Economics Association (2002-2003), President of the Société Canadienne de Science Economique (1999-2000), Director of the Canadian Econometric Study Group (since 2002), Director of the Centre de recherche et développement en economique, Member of North American Regional Standing Committee of The Econometric Society (2015-2016), Member of Governing Council of the Social Sciences and Humanities Research Council of Canada (since 2013), Member of Donner Prize Jury for the Best Public Policy Book by a Canadian (since 2014), Director of a research group on “Mathematical and Statistical Methods for Financial Modelling and Risk Management” within one of the Canadian networks of centers of excellence (MITACS). He recently organized in Montréal the 2015 World Congress of the Econometric Society, the most prestigious international meeting in the field of Economics. He is very well known outside Canada and has frequently visited prestigious international universities.

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CIRANO Publications by Jean-Marie Dufour

As an author

1 to 5 of 40 results

Arbitrage Pricing, Weak Beta, Strong Beta: Identification-Robust and Simultaneous Inference

Marie-Claude Beaulieu, Jean-Marie Dufour and Lynda Khalaf

Econometrics, Behavioral Finance, Public Finance, Risk Management and Economic and Fiscal Policy

Identification-robust Inequality Analysis

Jean-Marie Dufour, Emmanuel Flachaire, Lynda Khalaf and Abdallah Zalghout

Regional Development, Inequality and Distribution of Income, Econometrics and Economic and Fiscal Policy

Identification-robust moment-based tests for Markov-switching in autoregressive models

Jean-Marie Dufour and Richard Luger

Competition and Simulation

CIRANO Projects

Practical and reliable estimation methods for high-dimensional multivariate stochastic volatility models with macroeconomic applications

Jean-Marie Dufour, MD Nazmul Ahsan