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Benoit Perron

Personal Details

First Name:Benoit
Middle Name:
Last Name:Perron
Suffix:
RePEc Short-ID:ppe27
http://www.benoitperron.com
Département de sciences économiques Université de Montréal C.P. 6128, succursale Centre-ville Montréal (Québec) Canada H3C 3J7
514-343-2449
Terminal Degree:1998 Economics Department; Yale University (from RePEc Genealogy)

Affiliation

(98%) Département de Sciences Économiques
Université de Montréal

Montréal, Canada
http://www.sceco.umontreal.ca/
RePEc:edi:demtlca (more details at EDIRC)

(1%) Centre Interuniversitaire de Recherche en Économie Quantitative (CIREQ)

Montréal, Canada
https://cireqmontreal.com/
RePEc:edi:cdmtlca (more details at EDIRC)

(1%) Centre Interuniversitaire de Recherche en Analyse des Organisations (CIRANO)

Montréal, Canada
http://www.cirano.qc.ca/
RePEc:edi:ciranca (more details at EDIRC)

Research output

as
Jump to: Working papers Articles

Working papers

  1. Timothy Conley & Sílvia Gonçalves & Min Seong Kim & Benoit Perron, 2022. "Bootstrap Inference Under Cross Sectional Dependence," Working papers 2022-14, University of Connecticut, Department of Economics.
  2. Bryan Campbell & Michel Magnan & Benoit Perron & Molivann Panot, 2022. "Modélisation de règles budgétaires pour l’après-COVID," CIRANO Project Reports 2021rp-31, CIRANO.
  3. Sílvia GONÇALVES & Benoit PERRON, 2018. "Bootstrapping Factor Models With Cross Sectional Dependence," Cahiers de recherche 10-2018, Centre interuniversitaire de recherche en économie quantitative, CIREQ.
  4. Bryan Campbell & Michel Magnan & Benoit Perron & Zabiullah Tarshi, 2016. "Règles budgétaires touchant les dépenses consolidées," CIRANO Project Reports 2016rp-10, CIRANO.
  5. Silvia Gonçalves & Benoit Perron & Antoine Djogbenou, 2016. "Bootstrap prediction intervals for factor models," CIRANO Working Papers 2016s-19, CIRANO.
  6. Silvia Goncalves & Michael W. McCracken & Benoit Perron, 2015. "Tests of Equal Accuracy for Nested Models with Estimated Factors," Working Papers 2015-25, Federal Reserve Bank of St. Louis.
  7. Antoine Djogbenou & Silvia Gonçalves & Benoit Perron, 2015. "Bootstrap inference in regressions with estimated factors and serial correlation," CIRANO Working Papers 2015s-20, CIRANO.
  8. Federico M. Bandi & Bernard Perron & Andrea Tamoni & Claudio Tebaldi, 2014. "The scale of predictability," Working Papers 509, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University.
  9. Silvia Gonçalves & Benoit Perron, 2012. "Bootstrapping factor-augmented regression models," CIRANO Working Papers 2012s-12, CIRANO.
  10. Hyungsik Roger Moon & Benoit Perron, 2011. "Beyond Panel Unit Root Tests: Using Multiple Testing to Determine the Non Stationarity Properties of Individual Series in a Panel," CIRANO Working Papers 2011s-17, CIRANO.
  11. Federico M. Bandi & Benoit Perron, 2011. "Past Market Variance and Asset Prices," CIRANO Working Papers 2011s-16, CIRANO.
  12. Hyungsik Roger Moon & Benoit Perron, 2005. "An Empirical Analysis of Nonstationarity in Panels of Exchange Rates and Interest Rates with Factors," IEPR Working Papers 05.35, Institute of Economic Policy Research (IEPR).
  13. Hyungsik Roger Moon & Benoit Perron & Peter C.B. Phillips, 2003. "Incidental Trends and the Power of Panel Unit Root Tests," Cowles Foundation Discussion Papers 1435, Cowles Foundation for Research in Economics, Yale University.
  14. Federico Bandi & Benoit Perron, 2003. "Long memory and the relation between implied and realized volatility," Econometrics 0305004, University Library of Munich, Germany.
  15. Benoit Perron, 2002. "Semi-Parametric Weak Instrument Regressions with an Application to the Risk-Return Trade-off," CIRANO Working Papers 2002s-88, CIRANO.
  16. MOON, Hyungsik Roger & PERRON, Benoit., 2002. "Testing for a Unit Root in Panels with Dynamic Factors," Cahiers de recherche 2002-18, Universite de Montreal, Departement de sciences economiques.
  17. MOON, Hyungsik Roger & PERRON, Benoit, 2000. "The Seemingly Unrelated Dynamic Cointegration Regression Model and Testing for Purching Power Parity," Cahiers de recherche 2000-03, Universite de Montreal, Departement de sciences economiques.
  18. LINTON, Olivier & PERRON, Benoît, 1999. "The Shape of the Risk Premium: Evidence from a Semiparametric Garch Model," Cahiers de recherche 9911, Universite de Montreal, Departement de sciences economiques.
  19. PERRON, Benoît, 1999. "Jumps in the Volatility of Financial Markets," Cahiers de recherche 9912, Universite de Montreal, Departement de sciences economiques.
  20. Perron, B., 1995. "Ricardian Equivalence and the Permanent Income Hypothesis: An Empirical Investigation," Working Papers-Department of Finance Canada 1995-3, Department of Finance Canada.

Articles

  1. Federico Bandi & Alex Maynard & Hyungsik Roger Moon & Benoit Perron, 2021. "Special Issue “Celebrated Econometricians: Peter Phillips”," Econometrics, MDPI, vol. 9(3), pages 1-3, July.
  2. Gonçalves, Sílvia & Perron, Benoit, 2020. "Bootstrapping factor models with cross sectional dependence," Journal of Econometrics, Elsevier, vol. 218(2), pages 476-495.
  3. Bandi, F.M. & Perron, B. & Tamoni, A. & Tebaldi, C., 2019. "The scale of predictability," Journal of Econometrics, Elsevier, vol. 208(1), pages 120-140.
  4. Gonçalves, Sílvia & McCracken, Michael W. & Perron, Benoit, 2017. "Tests of equal accuracy for nested models with estimated factors," Journal of Econometrics, Elsevier, vol. 198(2), pages 231-252.
  5. Sílvia Gonçalves & Benoit Perron & Antoine Djogbenou, 2017. "Bootstrap Prediction Intervals for Factor Models," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 35(1), pages 53-69, January.
  6. Giuseppe Cavaliere & Dimitris N. Politis & Anders Rahbek & Antoine Djogbenou & Sílvia Gonçalves & Benoit Perron, 2015. "Recent developments in bootstrap methods for dependent data," Journal of Time Series Analysis, Wiley Blackwell, vol. 36(3), pages 481-502, May.
  7. Hyungsik Roger Moon & Benoit Perron & Peter C. B. Phillips, 2014. "Point‐optimal panel unit root tests with serially correlated errors," Econometrics Journal, Royal Economic Society, vol. 17(3), pages 338-372, October.
  8. Moon, Hyungsik Roger & Perron, Benoit, 2014. "Peter C.B. Phillips’S Contributions To Panel Data Methods," Econometric Theory, Cambridge University Press, vol. 30(4), pages 882-893, August.
  9. Gonçalves, Sílvia & Perron, Benoit, 2014. "Bootstrapping factor-augmented regression models," Journal of Econometrics, Elsevier, vol. 182(1), pages 156-173.
  10. Moon, H.R. & Perron, B., 2012. "Beyond panel unit root tests: Using multiple testing to determine the nonstationarity properties of individual series in a panel," Journal of Econometrics, Elsevier, vol. 169(1), pages 29-33.
  11. Hyungsik Roger Moon & Benoit Perron, 2008. "Asymptotic local power of pooled t-ratio tests for unit roots in panels with fixed effects," Econometrics Journal, Royal Economic Society, vol. 11(1), pages 80-104, March.
  12. Bandi, Federico M. & Perron, Benoît, 2008. "Long-run risk-return trade-offs," Journal of Econometrics, Elsevier, vol. 143(2), pages 349-374, April.
  13. Moon, Hyungsik Roger & Perron, Benoit & Phillips, Peter C.B., 2007. "Incidental trends and the power of panel unit root tests," Journal of Econometrics, Elsevier, vol. 141(2), pages 416-459, December.
  14. Benoit Perron & Hyungsik Roger Moon, 2007. "An empirical analysis of nonstationarity in a panel of interest rates with factors," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 22(2), pages 383-400.
  15. Moon, H.R. & Perron, B. & Phillips, P.C.B., 2006. "On The Breitung Test For Panel Unit Roots And Local Asymptotic Power," Econometric Theory, Cambridge University Press, vol. 22(6), pages 1179-1190, December.
  16. Federico M. Bandi & Benoit Perron, 2006. "Long Memory and the Relation Between Implied and Realized Volatility," Journal of Financial Econometrics, Oxford University Press, vol. 4(4), pages 636-670.
  17. Dufour, Jean-Marie & Perron, Benoit, 2006. "Resampling methods in econometrics," Journal of Econometrics, Elsevier, vol. 133(2), pages 411-419, August.
  18. Hyungsik Roger Moon & Benoit Perron, 2005. "Efficient Estimation of the Seemingly Unrelated Regression Cointegration Model and Testing for Purchasing Power Parity," Econometric Reviews, Taylor & Francis Journals, vol. 23(4), pages 293-323.
  19. Moon, H.R.Hyungsik Roger & Perron, Benoit, 2004. "Testing for a unit root in panels with dynamic factors," Journal of Econometrics, Elsevier, vol. 122(1), pages 81-126, September.
  20. Perron, Benoit, 2004. "Détection non paramétrique de sauts dans la volatilité des marchés financiers," L'Actualité Economique, Société Canadienne de Science Economique, vol. 80(2), pages 229-251, Juin-Sept.
  21. Linton, Oliver & Perron, Benoit, 2003. "The Shape of the Risk Premium: Evidence from a Semiparametric Generalized Autoregressive Conditional Heteroscedasticity Model," Journal of Business & Economic Statistics, American Statistical Association, vol. 21(3), pages 354-367, July.
  22. Morel, Louis & Perron, Benoit, 2003. "Relation entre le taux de change et les exportations nettes : test de la condition Marshall-Lerner pour le Canada," L'Actualité Economique, Société Canadienne de Science Economique, vol. 79(4), pages 481-502, Décembre.
  23. Benoit Perron, 2003. "Semiparametric Weak-Instrument Regressions with an Application to the Risk-Return Tradeoff," The Review of Economics and Statistics, MIT Press, vol. 85(2), pages 424-443, May.

More information

Research fields, statistics, top rankings, if available.

Statistics

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Rankings

This author is among the top 5% authors according to these criteria:
  1. Number of Journal Pages, Weighted by Simple Impact Factor
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Co-authorship network on CollEc

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 23 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-ECM: Econometrics (10) 2003-05-12 2003-06-09 2003-10-12 2010-04-17 2012-05-15 2015-06-20 2015-09-18 2016-04-16 2018-08-13 2022-08-22. Author is listed
  2. NEP-ETS: Econometric Time Series (10) 2003-06-04 2003-10-12 2004-07-18 2005-11-19 2010-04-17 2010-10-30 2011-02-26 2015-06-20 2015-06-20 2018-08-20. Author is listed
  3. NEP-FOR: Forecasting (5) 2015-06-20 2015-06-20 2015-09-18 2016-04-16 2017-12-03. Author is listed
  4. NEP-MAC: Macroeconomics (3) 2014-03-30 2015-06-20 2022-02-28
  5. NEP-RMG: Risk Management (2) 2003-05-29 2015-06-20
  6. NEP-BEC: Business Economics (1) 2011-02-26
  7. NEP-CFN: Corporate Finance (1) 2003-05-29
  8. NEP-CMP: Computational Economics (1) 2016-09-18
  9. NEP-FMK: Financial Markets (1) 2003-04-27
  10. NEP-IFN: International Finance (1) 2005-11-19
  11. NEP-ORE: Operations Research (1) 2018-08-20
  12. NEP-SOG: Sociology of Economics (1) 2016-09-18

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