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Expertise

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 and multi-horizon forecasting.
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CIRANO Publications by Benoit Perron

1 to 5 of 8 results
RP

Règles budgétaires touchant les dépenses consolidées

Bryan Campbell, Michel Magnan, Benoit Perron and Zabiullah Tarshi

CS

Bootstrap prediction intervals for factor models

Silvia Gonçalves, Benoit Perron and Antoine Djogbenou

CS

The scale of predictability

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

CS

Bootstrap inference in regressions with estimated factors and serial correlation

Antoine Djogbenou, Silvia Gonçalves and Benoit Perron

CS

Bootstrapping factor-augmented regression models

Silvia Gonçalves and Benoit Perron

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