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Benoit Perron

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This is information that was supplied by Benoit Perron in registering through RePEc. If you are Benoit Perron , you may change this information at the RePEc Author Service. Or if you are not registered and would like to be listed as well, register at the RePEc Author Service. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

Personal Details

First Name: Benoit
Middle Name:
Last Name: Perron
Suffix:

RePEc Short-ID: ppe27

Email:
Homepage: http://mapageweb.umontreal.ca/perrob/
Postal Address: Département de sciences économiques Université de Montréal C.P. 6128, succursale Centre-ville Montréal (Québec) Canada H3C 3J7
Phone: 514-343-2126

Affiliation

(in no particular order)

Works

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Working papers

  1. 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.
  2. Federico M. Bandi & Benoit Perron, 2011. "Past Market Variance and Asset Prices," CIRANO Working Papers 2011s-16, CIRANO.
  3. 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).
  4. Federico Bandi & Benoit Perron, 2003. "Long memory and the relation between implied and realized volatility," Econometrics 0305004, EconWPA.
  5. 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.
  6. 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.
  7. Benoit Perron, 2002. "Semi-Parametric Weak Instrument Regressions with an Application to the Risk-Return Trade-off," CIRANO Working Papers 2002s-88, CIRANO.
  8. 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.
  9. 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.
  10. PERRON, Benoît, 1999. "Jumps in the Volatility of Financial Markets," Cahiers de recherche 9912, Universite de Montreal, Departement de sciences economiques.
  11. 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. 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, 03.
  2. Bandi, Federico M. & Perron, Benoît, 2008. "Long-run risk-return trade-offs," Journal of Econometrics, Elsevier, vol. 143(2), pages 349-374, April.
  3. 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.
  4. 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.
  5. 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(06), pages 1179-1190, December.
  6. Federico M. Bandi & Benoit Perron, 2006. "Long Memory and the Relation Between Implied and Realized Volatility," Journal of Financial Econometrics, Society for Financial Econometrics, vol. 4(4), pages 636-670.
  7. Dufour, Jean-Marie & Perron, Benoit, 2006. "Resampling methods in econometrics," Journal of Econometrics, Elsevier, vol. 133(2), pages 411-419, August.
  8. 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.
  9. 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.
  10. 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.
  11. 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 354-67, July.
  12. 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.

NEP Fields

11 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-BEC: Business Economics (1) 2011-02-26
  2. NEP-CFN: Corporate Finance (1) 2003-05-29
  3. NEP-ECM: Econometrics (4) 2003-05-12 2003-06-09 2003-10-12 2010-04-17. Author is listed
  4. NEP-ETS: Econometric Time Series (7) 2003-06-04 2003-10-12 2004-07-18 2005-11-19 2010-04-17 2010-10-30 2011-02-26. Author is listed
  5. NEP-FMK: Financial Markets (1) 2003-04-27
  6. NEP-IFN: International Finance (1) 2005-11-19
  7. NEP-RMG: Risk Management (1) 2003-05-29

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