Member's Details
Fellows
Email
benoit.perron@cirano.qc.ca
Phone
514 985-4000 p3121
University
Université de Montréal
514 343-2449
514 343-7221
Function(s)
Ph.D., Economics, Yale University
Full Professor
Department of Economics
Université de Montréal
Director, Centre interuniversitaire de recherche en économie quantitative (CIREQ)
Domain(s) of interest
Econometrics, Macroeconomics, Finance
Biography
Benoit Perron has a Ph.D. in economics from Yale University, and is a full professor in economics at the Université de Montréal. His research interests are financial and macroeconomic data modelling and the development of inference tools. His recent work has focused on the use of factor models...

List of scientific publications at CIRANO by Benoit Perron

Code Publications
2016RP-10 PR Bryan Campbell, Michel Magnan, Benoit Perron et Zabiullah Tarshi. Règles budgétaires touchant les dépenses consolidées
2016s-19 WP Sílvia Gonçalves, Benoit Perron et Antoine Djogbenou. Bootstrap prediction intervals for factor models
2015s-21 WP Federico M. Bandi, Benoit Perron, Andrea Tamoni et Claudio Tebaldi. The scale of predictability
2015s-20 WP Antoine Djogbenou, Sílvia Gonçalves et Benoit Perron. Bootstrap inference in regressions with estimated factors and serial correlation
2012s-12 WP Sílvia Gonçalves et Benoit Perron. Bootstrapping factor-augmented regression models
2011s-16 WP Federico M. Bandi et Benoit Perron. Past Market Variance and Asset Prices
2011s-17 WP Hyungsik Roger Moon et Benoit Perron. Beyond Panel Unit Root Tests: Using Multiple Testing to Determine the Non Stationarity Properties of Individual Series in a Panel
2002s-88 WP Benoit Perron. Semi-Parametric Weak Instrument Regressions with an Application to the Risk-Return Trade-off

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