Paul Labonne

Economist @ Bank of England

labonnepaul@gmail.com · paullabonne.github.io · Github

Experience

• Bank of England, 2025 –
  Senior Economist
• Imperial College London, Department of Computing, 2025
  Research Associate
• BI Norwegian Business School, Department of Economics, 2021 – 2024
  Postdoc
• Office for National Statistics, 2017 – 2021
  Researcher (secondee from ESCoE)
• King’s College London, 2018 – 2020
  Teaching Assistant
• NIESR, 2017
  Research intern
• European Investment Bank, Economics Department, 2017
  Graduate intern

Education

• King’s College London, 2022
  PhD Economics (ESCoE scholarship)
• University of Warwick, 2016
  MSc Economics
• Paris School of Economics, 2015
  MA Economics
• University Paris 1 Panthéon-Sorbonne, 2014
  BSc Econometrics

Software

Author

• forecast_evaluation, package for evaluating macroeconomic forecasts (PyPI)
• BayesMultiMode, Bayesian mode inference in R (CRAN)

Contributor

• LiNGAM, discovery of non-Gaussian linear causal models

Languages

French (native), English (fluent).

Academic annex

Publications

• Risky news and credit market sentiment
  with Leif Anders Thorsrud
  Journal of Economic Dynamics and Control, 2026
• BayesMultiMode: Bayesian mode inference in R
  with Nalan Basturk, Jamie Cross, Peter de Knijff, Lennart Hoogerheide and Herman K. van Dijk
  Journal of Statistical Software, accepted
• Asymmetric uncertainty: nowcasting using skewness in real-time data
  International Journal of Forecasting, 2025
• Bayesian mode inference for discrete distributions in economics and finance
  with Jamie Cross, Lennart Hoogerheide and Herman K. van Dijk
  Economics Letters, 2024
• Temporal disaggregation of overlapping noisy quarterly data: estimation of monthly output from UK value-added tax data
  with Martin Weale
  Journal of the Royal Statistical Society (Series A), 2020
• The financial foundations of the productivity puzzle
  with Jagjit S. Chadha and Amit Kara
  National Institute Economic Review, 2017

Working papers

• Learning from forecast errors: the Bank’s enhanced approach to forecast evaluation
  with Raphael Abiry, James Hurley, David Latto, Harry Li, Andre Moreira, Joseph Oyegoke and Sumer Singh
  Bank of England Macro Technical Paper No. 6, 2026
• Flexible Negative Binomial Mixtures for Credible Mode Inference in Heterogeneous Count Data from Finance, Economics and Bioinformatics
  with Jamie Cross, Lennart Hoogerheide and Herman K. van Dijk
  R&R Journal of Econometrics

Peer-review activity

International Journal of Forecasting, Oxford Bulletin of Economics and Statistics.