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 and multi-horizon forecasting.
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Publications by Benoit Perron

8 publications
September 8, 2016

Règles budgétaires touchant les dépenses consolidées

Bryan Campbell, Michel Magnan, Benoit Perron and Zabiullah Tarshi

April 11, 2016

Bootstrap prediction intervals for factor models

Sílvia Gonçalves, Benoit Perron and Antoine Djogbenou

May 29, 2015

The scale of predictability

Federico M. Bandi, Benoit Perron, Andrea Tamoni and Claudio Tebaldi

May 29, 2015

Bootstrap inference in regressions with estimated factors and serial correlation

Antoine Djogbenou, Sílvia Gonçalves and Benoit Perron

May 1, 2012

Bootstrapping factor-augmented regression models

Sílvia Gonçalves and Benoit Perron

February 1, 2011

Past Market Variance and Asset Prices

Federico M. Bandi and Benoit Perron

Labour Market and Financial risks
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