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A CIRANO Researcher and Fellow since 2001, Benoit Perron is Full Professor in the Department of Economics at Université de Montréal.
Hlding a Ph.D. in Economics from Yale University, 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 and multi-horizon forecasting.
Timothy Conley & Sílvia Gonçalves & Min Seong Kim & Benoit Perron (2022) - Bootstrap Inference Under Cross Sectional Dependence
Federico Bandi & Alex Maynard & Hyungsik Roger Moon & Benoit Perron (2021) - Special Issue “Celebrated Econometricians: Peter Phillips”
Gonçalves, Sílvia & Perron, Benoit (2020) - Bootstrapping factor models with cross sectional dependence
Bandi, F.M. & Perron, B. & Tamoni, A. & Tebaldi, C. (2019) - The scale of predictability
Sílvia GONÇALVES & Benoit PERRON (2018) - Bootstrapping Factor Models With Cross Sectional Dependence
GONÇALVES, Sílvia & PERRON, Benoit (2018) - Bootstrapping factor models with cross sectional dependence
Bandi, F.M & Perron, B & Tamoni, Andrea & Tebaldi, C. (2018) - The scale of predictability
SÃlvia GonÃ§alves & Benoit Perron & Antoine Djogbenou (2017) - Bootstrap Prediction Intervals for Factor Models
Gonçalves, Sílvia & McCracken, Michael W. & Perron, Benoit (2017) - Tests of equal accuracy for nested models with estimated factors
Giuseppe Cavaliere & Dimitris N. Politis & Anders Rahbek & Antoine Djogbenou & Sílvia Gonçalves & Benoit Perron (2015) - Recent developments in bootstrap methods for dependent data