Benoit Perron : Citation Profile


Are you Benoit Perron?

Université de Montréal (80% share)
Centre Interuniversitaire de Recherche en Économie Quantitative (CIREQ) (15% share)
Centre Interuniversitaire de Recherche en Analyse des Organisations (CIRANO) (5% share)

10

H index

10

i10 index

823

Citations

RESEARCH PRODUCTION:

18

Articles

26

Papers

RESEARCH ACTIVITY:

   21 years (1995 - 2016). See details.
   Cites by year: 39
   Journals where Benoit Perron has often published
   Relations with other researchers
   Recent citing documents: 131.    Total self citations: 7 (0.84 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/ppe27
   Updated: 2020-05-16    RAS profile: 2016-08-30    
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Relations with other researchers


Works with:

Goncalves, Silvia (4)

Djogbenou, Antoine (2)

Tebaldi, Claudio (2)

Moon, Hyungsik (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Benoit Perron.

Is cited by:

Westerlund, Joakim (53)

Rault, Christophe (35)

Pesaran, M (26)

Tzavalis, Elias (20)

Afonso, Antonio (19)

Karavias, Yiannis (17)

Carrion-i-Silvestre, Josep (14)

Chang, Tsangyao (13)

Breitung, Jörg (13)

Tamarit, Cecilio (11)

Smeekes, Stephan (10)

Cites to:

Bai, Jushan (17)

Phillips, Peter (15)

Ng, Serena (13)

Campbell, John (11)

Moon, Hyungsik (9)

Andrews, Donald (8)

pagan, adrian (8)

Bollerslev, Tim (7)

Nelson, Charles (6)

Startz, Richard (5)

Jagannathan, Ravi (5)

Main data


Where Benoit Perron has published?


Journals with more than one article published# docs
Journal of Econometrics6
L'Actualit Economique2
Econometric Theory2

Working Papers Series with more than one paper published# docs
IEPR Working Papers / Institute of Economic Policy Research (IEPR)2

Recent works citing Benoit Perron (2018 and 2017)


YearTitle of citing document
2017Statistical tests for equal predictive ability across multiple forecasting methods. (2017). Borup, Daniel ; Thyrsgaard, Martin. In: CREATES Research Papers. RePEc:aah:create:2017-19.

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2019Resuscitating the co-fractional model of Granger (1986). (2019). Santucci de Magistris, Paolo ; Carlini, Federico. In: CREATES Research Papers. RePEc:aah:create:2019-02.

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2019Assessing predictive accuracy in panel data models with long-range dependence. (2019). Christensen, Bent Jesper ; Borup, Daniel ; Ergemen, Yunus Emre. In: CREATES Research Papers. RePEc:aah:create:2019-04.

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2017The Role of Property Rights in the Relationship between Openness to International Capital Flows and Economic Growth in Sub-Saharan Africa Countries: An Estimate from Non-Stationary Panel Data. (2017). Gakpa, Lewis Landry ; Coulibaly, Sionfou Seydou. In: Research Papers. RePEc:aer:rpaper:rp_320.

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2017The effects of real exchange rates and income on the trade balance: A second generation panel data analysis for transition economies and Turkey. (2017). Sezer, Sevgi. In: Theoretical and Applied Economics. RePEc:agr:journl:v:xxiv:y:2017:i:2(611):p:171-186.

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2017A Unified Approach on the Local Power of Panel Unit Root Tests. (2017). Liang, Zhongwen. In: Papers. RePEc:arx:papers:1710.02944.

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2018Determining the dimension of factor structures in non-stationary large datasets. (2018). Trapani, Lorenzo ; Barigozzi, Matteo. In: Papers. RePEc:arx:papers:1806.03647.

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2019Testing for Correlated Factor Loadings in Cross Sectionally Dependent Panels. (2019). Serlenga, Laura ; Shin, Yongcheol ; Kapetanios, George. In: SERIES. RePEc:bai:series:series_wp_02-2019.

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2018The Role of Property Rights in the Relationship between Capital Flows and Economic Growth in SSA: Do Natural Resources Endowment and Country Income Level Matter?. (2018). Coulibaly, Sionfou Seydou ; SOUMAR, ISSOUF ; Gakpa, Lewis Landry. In: African Development Review. RePEc:bla:afrdev:v:30:y:2018:i:1:p:112-130.

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2017A Lagrange Multiplier-Type Test for Idiosyncratic Unit Roots in the Exact Factor Model. (2017). Solberger, Martin ; Zhou, Xingwu. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:38:y:2017:i:1:p:22-50.

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2018Exchange rate misalignment and economic growth: evidence from nonlinear panel cointegration and granger causality tests. (2018). Zerihun, Mulatu ; Breitenbach, Marthinus ; Mulatu, Zerihun ; Marthinus, Breitenbach ; Christian, Tipoy. In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:22:y:2018:i:2:p:16:n:5.

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2019Density Forecasting. (2019). Ravazzolo, Francesco ; Casarin, Roberto ; Bassetti, Federico. In: BEMPS - Bozen Economics & Management Paper Series. RePEc:bzn:wpaper:bemps59.

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2017The Local Power of the IPS Test with Both Initial Conditions and Incidental Trends. (2017). Peng, Huaming ; Liang, Zhongwen ; Lahiri, Kajal. In: CESifo Working Paper Series. RePEc:ces:ceswps:_6313.

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2018Central Bank Policies and Financial Markets: Lessons from the Euro Crisis. (2018). Nedeljkovic, Milan ; Mody, Ashoka. In: CESifo Working Paper Series. RePEc:ces:ceswps:_7400.

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2019Exponential-type GARCH models with linear-in-variance risk premium. (2019). Hafner, Christian ; Dimitra, Kyriakopoulou ; Christian, Hafner. In: CORE Discussion Papers. RePEc:cor:louvco:2019013.

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2017Accurate Subsampling Intervals of Principal Components Factors. (2017). Ruiz, Esther ; de Vicente, Javier . In: DES - Working Papers. Statistics and Econometrics. WS. RePEc:cte:wsrepe:23974.

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2017Estimating non-stationary common factors : Implications for risk sharing. (2017). Poncela, Pilar ; Corona, Francisco ; Ortega, Esther Ruiz . In: DES - Working Papers. Statistics and Econometrics. WS. RePEc:cte:wsrepe:24585.

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2018Growth in Stress. (2018). Gonzalez-Rivera, Gloria ; Ortega, Esther Ruiz ; de Vicente, Javier . In: DES - Working Papers. Statistics and Econometrics. WS. RePEc:cte:wsrepe:26623.

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2019Narrow-band Weighted Nonlinear Least Squares Estimation of Unbalanced Cointegration Systems. (2019). Dumitrescu, Elena Ivona ; DE TRUCHIS, Gilles. In: EconomiX Working Papers. RePEc:drm:wpaper:2019-14.

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2017Fiscal Sustainability in Central and Latin America Countries: Evidence from a Panel Cointegration Approach. (2017). Christophe, Ehrhart ; Llorca, Matthieu. In: Economics Bulletin. RePEc:ebl:ecbull:eb-17-00794.

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2018Are Fluctuations in Military Spending Transitory or Permanent? International Evidence. (2018). Shahbaz, Muhammad ; Mahalik, Mantu ; Khraief, Naceur ; Khan, Saleheen. In: Economics Bulletin. RePEc:ebl:ecbull:eb-18-00163.

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2017Threshold effects of financial stress on monetary policy rules: a panel data analysis. (2017). van Roye, Björn ; Floro, Danvee. In: Working Paper Series. RePEc:ecb:ecbwps:20172042.

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2018FH Puzzle in the Eurozone: A time-varying analysis Preliminary Draft. (2018). Tamarit, Cecilio ; Camarero, Mariam ; Sapena, Juan. In: Working Papers. RePEc:eec:wpaper:1813.

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2019Bubbles or fundamentals? Modeling provincial house prices in China allowing for cross-sectional dependence. (2019). Shen, Yan ; Mao, Guangyu. In: China Economic Review. RePEc:eee:chieco:v:53:y:2019:i:c:p:53-64.

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2017Inflation-targeting and real interest rate parity: A bias correction approach. (2017). Kim, Jaebeom ; Ding, Hui. In: Economic Modelling. RePEc:eee:ecmode:v:60:y:2017:i:c:p:132-137.

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2018Industrial electricity consumption, human capital investment and economic growth in Chinese cities. (2018). Chen, Yang ; Fang, Zheng. In: Economic Modelling. RePEc:eee:ecmode:v:69:y:2018:i:c:p:205-219.

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2018Risk aversion connectedness in five European countries. (2018). cipollini, andrea ; Muzzioli, Silvia ; lo Cascio, Iolanda. In: Economic Modelling. RePEc:eee:ecmode:v:71:y:2018:i:c:p:68-79.

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2019Twin deficits and fiscal spillovers in the EMUs periphery. A Keynesian perspective. (2019). Gaysset, Isabelle ; Neaime, Simon ; Lagoarde-Segot, Thomas. In: Economic Modelling. RePEc:eee:ecmode:v:76:y:2019:i:c:p:101-116.

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2019The double trap: Institutions and economic development. (2019). Kar, Sabyasachi ; Sen, Kunal ; Roy, Amrita . In: Economic Modelling. RePEc:eee:ecmode:v:76:y:2019:i:c:p:243-259.

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2017The time-varying GARCH-in-mean model. (2017). Dias, Gustavo Fruet . In: Economics Letters. RePEc:eee:ecolet:v:157:y:2017:i:c:p:129-132.

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2017Confidence intervals in regressions with estimated factors and idiosyncratic components. (2017). Fosten, Jack. In: Economics Letters. RePEc:eee:ecolet:v:157:y:2017:i:c:p:71-74.

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2017Estimation of fractionally integrated panels with fixed effects and cross-section dependence. (2017). Velasco, Carlos ; Ergemen, Yunus Emre . In: Journal of Econometrics. RePEc:eee:econom:v:196:y:2017:i:2:p:248-258.

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2017Medium band least squares estimation of fractional cointegration in the presence of low-frequency contamination. (2017). Christensen, Bent Jesper ; Varneskov, Rasmus Tangsgaard . In: Journal of Econometrics. RePEc:eee:econom:v:197:y:2017:i:2:p:218-244.

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2017Tests of equal accuracy for nested models with estimated factors. (2017). McCracken, Michael ; Goncalves, Silvia ; Perron, Benoit ; Gonalves, Silvia. In: Journal of Econometrics. RePEc:eee:econom:v:198:y:2017:i:2:p:231-252.

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2018Simultaneous multiple change-point and factor analysis for high-dimensional time series. (2018). Barigozzi, Matteo ; Fryzlewicz, Piotr ; Cho, Haeran . In: Journal of Econometrics. RePEc:eee:econom:v:206:y:2018:i:1:p:187-225.

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2018Inference on trending panel data. (2018). Velasco, Carlos ; Robinson, Peter M. In: Journal of Econometrics. RePEc:eee:econom:v:206:y:2018:i:2:p:282-304.

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2019The scale of predictability. (2019). Bandi, F M ; Tebaldi, C ; Tamoni, A ; Perron, B. In: Journal of Econometrics. RePEc:eee:econom:v:208:y:2019:i:1:p:120-140.

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2018Long-run wavelet-based correlation for financial time series. (2018). cotter, john ; Genay, Ramazan ; Conlon, Thomas. In: European Journal of Operational Research. RePEc:eee:ejores:v:271:y:2018:i:2:p:676-696.

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2019Long horizon predictability: An asset allocation perspective. (2019). Poncet, Patrice ; Lioui, Abraham. In: European Journal of Operational Research. RePEc:eee:ejores:v:278:y:2019:i:3:p:961-975.

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2017Business-cycle variation in macroeconomic uncertainty and the cross-section of expected returns: Evidence for scale-dependent risks. (2017). Xyngis, Georgios. In: Journal of Empirical Finance. RePEc:eee:empfin:v:44:y:2017:i:c:p:43-65.

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2017Human capital and energy in economic growth – Evidence from Chinese provincial data. (2017). Fang, Zheng ; Chen, Yang. In: Energy Economics. RePEc:eee:eneeco:v:68:y:2017:i:c:p:340-358.

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2018Financial markets, innovations and cleaner energy production in OECD countries. (2018). Shahbaz, Muhammad ; Al Mamun, Md ; Hammoudeh, Shawkat ; Sohag, Kazi. In: Energy Economics. RePEc:eee:eneeco:v:72:y:2018:i:c:p:236-254.

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2019Renewable and non-renewable electricity consumption, environmental degradation and economic development: Evidence from Mediterranean countries. (2019). Zrelli, Maha Harbaoui ; Belaid, Fateh. In: Energy Policy. RePEc:eee:enepol:v:133:y:2019:i:c:s0301421519305166.

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2019Oil price and inflation dynamics in the Gulf Cooperation Council countries. (2019). Nusair, Salah. In: Energy. RePEc:eee:energy:v:181:y:2019:i:c:p:997-1011.

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2017The price of shelter - Downside risk reduction with precious metals. (2017). Potì, Valerio ; Conlon, Thomas ; Bredin, Don ; Poti, Valerio. In: International Review of Financial Analysis. RePEc:eee:finana:v:49:y:2017:i:c:p:48-58.

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2019Market efficiency of the top market-cap cryptocurrencies: Further evidence from a panel framework. (2019). Oxley, Les ; Glenn, Harold ; Hu, Yang. In: Finance Research Letters. RePEc:eee:finlet:v:31:y:2019:i:c:p:138-145.

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2017Sovereign debt spreads in EMU: The time-varying role of fundamentals and market distrust. (2017). Tamarit, Cecilio ; Paniagua, Jordi ; Sapena, Juan. In: Journal of Financial Stability. RePEc:eee:finsta:v:33:y:2017:i:c:p:187-206.

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2017Is the Feldstein-Horioka puzzle still with us? National saving-investment dynamics and international capital mobility: A panel data analysis across EU member countries. (2017). Kouretas, Georgios ; Zarangas, Leonidas ; Stavroyiannis, Stavros ; Drakos, Anastassios A. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:47:y:2017:i:c:p:76-88.

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2017Fiscal sustainability in EMU countries: A continued fiscal commitment?. (2017). Tamarit, Cecilio ; Paniagua, Jordi ; Sapena, Juan. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:50:y:2017:i:c:p:85-97.

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2019Growth in stress. (2019). Ruiz, Esther ; Gonzalez-Rivera, Gloria ; Maldonado, Javier. In: International Journal of Forecasting. RePEc:eee:intfor:v:35:y:2019:i:3:p:948-966.

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2018Downside risk and stock returns in the G7 countries: An empirical analysis of their long-run and short-run dynamics. (2018). Chen, Cathy Yi-Hsuan ; Hardle, Wolfgang Karl ; Chiang, Thomas C. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:93:y:2018:i:c:p:21-32.

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2019Corruption, natural resources and economic growth: Evidence from OIC countries. (2019). Hussain, Shahzad ; Erum, Naila . In: Resources Policy. RePEc:eee:jrpoli:v:63:y:2019:i:c:18.

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2019Where does economic growth in the Middle Eastern and North African countries come from?. (2019). ben Ali, Mohamed Sami ; Acikgoz, Senay . In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:73:y:2019:i:c:p:172-183.

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2018Testing for breaks in the weighting matrix. (2018). mur, jesus ; Burridge, Peter ; Angulo, Ana. In: Regional Science and Urban Economics. RePEc:eee:regeco:v:68:y:2018:i:c:p:115-129.

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2019The income elasticity of housing demand in New South Wales, Australia. (2019). Liu, Xiangling. In: Regional Science and Urban Economics. RePEc:eee:regeco:v:75:y:2019:i:c:p:70-84.

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2019Impact of renewable energy consumption and financial development on CO2 emissions and economic growth in the MENA region: A panel vector autoregressive (PVAR) analysis. (2019). kahia, montassar ; Charfeddine, Lanouar. In: Renewable Energy. RePEc:eee:renene:v:139:y:2019:i:c:p:198-213.

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2017Renewable and non-renewable energy use - economic growth nexus: The case of MENA Net Oil Importing Countries. (2017). BEN AISSA, Mohamed ; kahia, montassar ; Charfeddine, Lanouar ; Lanouar, Charfeddine . In: Renewable and Sustainable Energy Reviews. RePEc:eee:rensus:v:71:y:2017:i:c:p:127-140.

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2017Threshold effects of financial stress on monetary policy rules: A panel data analysis. (2017). van Roye, Björn ; Floro, Danvee. In: International Review of Economics & Finance. RePEc:eee:reveco:v:51:y:2017:i:c:p:599-620.

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2019Asian financial market integration and the role of Chinese financial market. (2019). Lee, Byung-Joo . In: International Review of Economics & Finance. RePEc:eee:reveco:v:59:y:2019:i:c:p:490-499.

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2018The scale of predictability. (2018). Tebaldi, C ; Tamoni, Andrea ; Perron, B ; Bandi, F M. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:85646.

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2018Simultaneous multiple change-point and factor analysis for high-dimensional time series. (2018). Barigozzi, Matteo ; Fryzlewicz, Piotr ; Cho, Haeran. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:88110.

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2019What drives renewable energy production in MENA Region? Investigating the roles of political stability, governance and financial sector. (2019). Fateh, BELAID ; Elsayed, Ahmed H ; Belaid, Fateh. In: Working Papers. RePEc:erg:wpaper:1322.

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2019Variance Risk Premium Components and International Stock Return Predictability. (2019). Xu, Nancy R ; Londono, Juan M. In: International Finance Discussion Papers. RePEc:fip:fedgif:1247.

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2018Detecting and Measuring Nonlinearity. (2018). Kotchoni, Rachidi. In: Econometrics. RePEc:gam:jecnmx:v:6:y:2018:i:3:p:37-:d:162892.

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2019Uniform Inference in Panel Autoregression. (2019). Phillips, Peter ; PEter, ; Chao, John C. In: Econometrics. RePEc:gam:jecnmx:v:7:y:2019:i:4:p:45-:d:291103.

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2019The ARDL Method in the Energy-Growth Nexus Field; Best Implementation Strategies. (2019). Menegaki, Angeliki N. In: Economies. RePEc:gam:jecomi:v:7:y:2019:i:4:p:105-:d:277926.

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2018Risk, Return and Volatility Feedback: A Bayesian Nonparametric Analysis. (2018). Maheu, John ; Jensen, Mark. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:11:y:2018:i:3:p:52-:d:167993.

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2019Conditional Variance Forecasts for Long-Term Stock Returns. (2019). Sperlich, Stefan ; Scholz, Michael ; Nielsen, Jens Perch ; Mammen, Enno. In: Risks. RePEc:gam:jrisks:v:7:y:2019:i:4:p:113-:d:283683.

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2018Impacts of GDP, Fossil Fuel Energy Consumption, Energy Consumption Intensity, and Economic Structure on SO 2 Emissions: A Multi-Variate Panel Data Model Analysis on Selected Chinese Provinces. (2018). Zhao, Haoran ; Guo, Sen. In: Sustainability. RePEc:gam:jsusta:v:10:y:2018:i:3:p:657-:d:134082.

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2017The Memory of Stock Return Volatility: Asset Pricing Implications. (2017). Sibbertsen, Philipp ; Prokopczuk, Marcel ; Benno, Duc Binh. In: Hannover Economic Papers (HEP). RePEc:han:dpaper:dp-613.

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2018Identifying Factor-Augmented Vector Autoregression Models via Changes in Shock Variances. (2018). Yamamoto, Yohei. In: Discussion paper series. RePEc:hit:hiasdp:hias-e-72.

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2020Is External Debt Hampering Growth in the ECOWAS Region?. (2020). Nzue, Felix Fofana . In: International Journal of Economics and Finance. RePEc:ibn:ijefaa:v:12:y:2020:i:4:p:54.

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2017The Richer the Greener: Evidence from G7 Countries. (2017). Chiang, Gengnan ; Wu, Ming-Yi. In: International Journal of Economics and Finance. RePEc:ibn:ijefaa:v:9:y:2017:i:10:p:11-20.

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2019Estimation with Mixed Data Frequencies: A Bias-Correction Approach. (2019). Linton, Oliver ; Ghosh, Anisha. In: CeMMAP working papers. RePEc:ifs:cemmap:65/19.

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2017A Robust Analysis of the Relationship between Natural Disasters, Electricity and Economic Growth in 41 Countries. (2017). Ben Ali, Nadia ; Saidi, Kais ; Benali, Nadia. In: Journal of Economic Development. RePEc:jed:journl:v:42:y:2017:i:3:p:89-109.

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2018Testing for Unit Roots in Dynamic Panels with Smooth Breaks and Cross-Sectionally Dependent Errors. (2018). shin, yongcheol ; Omay, Tolga ; Hasanov, Mübariz. In: Computational Economics. RePEc:kap:compec:v:52:y:2018:i:1:d:10.1007_s10614-017-9667-7.

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2020Estimating Non-stationary Common Factors: Implications for Risk Sharing. (2020). Ruiz, Esther ; Poncela, Pilar ; Corona, Francisco. In: Computational Economics. RePEc:kap:compec:v:55:y:2020:i:1:d:10.1007_s10614-018-9875-9.

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2019Does Uncovered Interest Rate Parity Hold After All?. (2019). Omer, Muhammad ; de Haan, Jakob ; Scholtens, Bert. In: Lahore Journal of Economics. RePEc:lje:journl:v:24:y:2019:i:2:p:49-72.

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2019On the (in)efficiency of cryptocurrencies: Have they taken daily or weekly random walks?. (2019). Phiri, Andrew ; Apopo, Natalya. In: Working Papers. RePEc:mnd:wpaper:1904.

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2018Bootstrapping factor models with cross sectional dependence. (2018). Perron, Benoit ; Gonalves, Silvia. In: Cahiers de recherche. RePEc:mtl:montde:2018-07.

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2018Bootstrapping Factor Models With Cross Sectional Dependence. (2018). Perron, Benoit ; Gonalves, Silvia. In: Cahiers de recherche. RePEc:mtl:montec:10-2018.

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2017The Price Convergence of Individual Goods in the Russian Regions. (2017). Skrobotov, Anton ; Perevyshin, YU. In: Journal of the New Economic Association. RePEc:nea:journl:y:2017:i:35:p:71-102.

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2018Determining the dimension of factor structures in non-stationary large datasets. (2018). Barigozzi, Matteo ; Trapani, Lorenzo. In: Discussion Papers. RePEc:not:notgts:18/01.

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2019Properties of the power envelope for tests against both stationary and explosive alternatives: the effect of trends. (2019). Marsh, Patrick. In: Discussion Papers. RePEc:not:notgts:19/03.

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2020Another look at the implied and realised volatility relation: a copula-based approach. (2020). Pérez-Rodríguez, Jorge ; Perez-Rodriguez, Jorge V. In: Risk Management. RePEc:pal:risman:v:22:y:2020:i:1:d:10.1057_s41283-019-00054-y.

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2018Financial Markets, Innovations and Cleaner Energy Production in OECD Countries. (2018). Shahbaz, Muhammad ; Hammoudeh, Shawkat ; Sohag, Kazi ; al Mamun, MD. In: MPRA Paper. RePEc:pra:mprapa:85771.

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2018Military Spending Response to Defense Shocks? International Evidence. (2018). Shahbaz, Muhammad ; Khraief, Naceur ; Khan, Saleheen ; Mahalik, Mantu Kumar. In: MPRA Paper. RePEc:pra:mprapa:87362.

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2019How Do Carbon Emissions Respond to Economic Shocks? Evidence from Low-, Middle- and High-Income Countries. (2019). Shahbaz, Muhammad ; Khraief, Naceur ; Hammoudeh, Shawkat. In: MPRA Paper. RePEc:pra:mprapa:93976.

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2019On the (in)efficiency of cryptocurrencies: Have they taken daily or weekly random walks?. (2019). Phiri, Andrew ; Apopo, Natalay. In: MPRA Paper. RePEc:pra:mprapa:94712.

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2019The dynamic causality between ESG and economic growth: Evidence from panel causality analysis. (2019). Ho, Sy-Hoa ; El Ferktaji, Riadh ; Oueghlissi, Rim. In: MPRA Paper. RePEc:pra:mprapa:95390.

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2019A new unit root analysis for testing hysteresis in unemployment. (2019). Ogbonna, Ahamuefula ; Gil-Alana, Luis ; Furuoka, Fumitaka ; Yaya, Olaoluwa S. In: MPRA Paper. RePEc:pra:mprapa:96621.

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2018Central Bank Policies and Financial Markets: Lessons from the Euro Crisis. (2018). Nedeljkovic, Milan ; Mody, Ashoka. In: Working Papers. RePEc:pri:cepsud:253.

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2017Model Selection In Factor-augmented Regressions With Estimated Factors. (2017). Djogbenou, Antoine. In: Working Paper. RePEc:qed:wpaper:1391.

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2018Comovements In The Real Activity Of Developed And Emerging Economies: A Test Of Global Versus Specific International Factors. (2018). Djogbenou, Antoine. In: Working Paper. RePEc:qed:wpaper:1392.

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2017Productivity effects of higher education human capital in selected countries of Sub-Saharan Africa. (2017). BOKANA, KOYE ; Akinola, Gbenga Wilfred . In: Zbornik radova Ekonomskog fakulteta u Rijeci/Proceedings of Rijeka Faculty of Economics. RePEc:rfe:zbefri:v:35:y:2017:i:1:p:173-198.

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2019Productivity effects of human capital: an empirical investigation of health and higher education in South Africa. (2019). Wilfred, Akinola Gbenga ; Mbonigaba, Josue. In: Zbornik radova Ekonomskog fakulteta u Rijeci/Proceedings of Rijeka Faculty of Economics. RePEc:rfe:zbefri:v:37:y:2019:i:1:p:277-301.

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2018Energy consumption, environmental contaminants, and economic growth: The G8 experience. (2018). Ajide, Kazeem ; Ridwan, Ibrahim. In: Applied Econometrics. RePEc:ris:apltrx:0349.

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2018CO2 Kuznets Curve Revisited: From Cross-Sections to Panel Data Models. (2018). mur, jesus ; Angulo, Ana ; Barberan, Ramon ; Atwi, Majed. In: INVESTIGACIONES REGIONALES - Journal of REGIONAL RESEARCH. RePEc:ris:invreg:0369.

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2018Forecasting Chinese Business Cycle Using Long-term Interest Rate Comovements. (2018). Lee, Kiryoung ; Jo, Chanik. In: Journal for Economic Forecasting. RePEc:rjr:romjef:v::y:2018:i:2:p:118-134.

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2019Export Function of Cocoa Production, Exchange Rate Volatility and Prices in Nigeria. (2019). Kutu, Adebayo Augustine ; Alori, Alaba David. In: Journal of Economics and Behavioral Studies. RePEc:rnd:arjebs:v:11:y:2019:i:2:p:1-14.

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More than 100 citations found, this list is not complete...

Works by Benoit Perron:


YearTitleTypeCited
2003The Shape of the Risk Premium: Evidence from a Semiparametric Generalized Autoregressive Conditional Heteroscedasticity Model. In: Journal of Business & Economic Statistics.
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article11
2015Recent developments in bootstrap methods for dependent data In: Journal of Time Series Analysis.
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article0
2002Semi-Parametric Weak Instrument Regressions with an Application to the Risk-Return Trade-off In: CIRANO Working Papers.
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paper4
2000Semi-Parametric Weak Instrument Regressions with an Application to the Risk-return Trade-off.(2000) In: Econometric Society World Congress 2000 Contributed Papers.
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paper
1999Semi-Parametric Weak Instrument Regressions with an Application to the Risk-Return Trade-off.(1999) In: Cahiers de recherche.
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paper
2003Semiparametric Weak-Instrument Regressions with an Application to the Risk-Return Tradeoff.(2003) In: The Review of Economics and Statistics.
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This paper has another version. Agregated cites: 4
article
2011Past Market Variance and Asset Prices In: CIRANO Working Papers.
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paper0
2011Beyond Panel Unit Root Tests: Using Multiple Testing to Determine the Non Stationarity Properties of Individual Series in a Panel In: CIRANO Working Papers.
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paper18
2012Beyond panel unit root tests: Using multiple testing to determine the nonstationarity properties of individual series in a panel.(2012) In: Journal of Econometrics.
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article
2010Beyond Panel Unit Root Tests: Using Multiple Testing to Determine the Non Stationarity Properties of Individual Series in a Panel.(2010) In: Cahiers de recherche.
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This paper has another version. Agregated cites: 18
paper
2010Beyond Panel Unit Root Tests : Using Multiple Testing to Determine the Non-Stationarity Properties of Individual Series in a Panel.(2010) In: Cahiers de recherche.
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This paper has another version. Agregated cites: 18
paper
2012Bootstrapping factor-augmented regression models In: CIRANO Working Papers.
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paper37
2014Bootstrapping factor-augmented regression models.(2014) In: Journal of Econometrics.
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This paper has another version. Agregated cites: 37
article
2015Bootstrap inference in regressions with estimated factors and serial correlation In: CIRANO Working Papers.
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paper8
2015The scale of predictability In: CIRANO Working Papers.
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paper2
2014The scale of predictability.(2014) In: Working Papers.
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This paper has another version. Agregated cites: 2
paper
2006ON THE BREITUNG TEST FOR PANEL UNIT ROOTS AND LOCAL ASYMPTOTIC POWER In: Econometric Theory.
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article10
2014PETER C.B. PHILLIPS’S CONTRIBUTIONS TO PANEL DATA METHODS In: Econometric Theory.
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article0
2003Incidental Trends and the Power of Panel Unit Root Tests In: Cowles Foundation Discussion Papers.
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paper62
2005Incidental Trends and the Power of Panel Unit Root Tests.(2005) In: IEPR Working Papers.
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This paper has another version. Agregated cites: 62
paper
2004Incidental Trends and the Power of Panel Unit Root Tests.(2004) In: Yale School of Management Working Papers.
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paper
2007Incidental trends and the power of panel unit root tests.(2007) In: Journal of Econometrics.
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This paper has another version. Agregated cites: 62
article
2008Asymptotic local power of pooled t-ratio tests for unit roots in panels with fixed effects In: Econometrics Journal.
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article21
2004Testing for a unit root in panels with dynamic factors In: Journal of Econometrics.
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article487
2002Testing for a Unit Root in Panels with Dynamic Factors.(2002) In: Cahiers de recherche.
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This paper has another version. Agregated cites: 487
paper
2002TESTING FOR A UNIT ROOT IN PANELS WITH DYNAMIC FACTORS.(2002) In: Cahiers de recherche.
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This paper has another version. Agregated cites: 487
paper
2006Resampling methods in econometrics In: Journal of Econometrics.
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article0
2008Long-run risk-return trade-offs In: Journal of Econometrics.
[Full Text][Citation analysis]
article33
2000The shape of the risk premium: evidence from a semiparametric GARCH model In: LSE Research Online Documents on Economics.
[Full Text][Citation analysis]
paper2
2004The Shape of the Risk Premium: Evidence from a Semiparametric GARCH Model.(2004) In: FMG Discussion Papers.
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This paper has another version. Agregated cites: 2
paper
1999The Shape of the Risk Premium: Evidence from a Semiparametric Garch Model..(1999) In: Cahiers de recherche.
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This paper has another version. Agregated cites: 2
paper
1995Ricardian Equivalence and the Permanent Income Hypothesis: An Empirical Investigation. In: Working Papers-Department of Finance Canada.
[Citation analysis]
paper0
2016Tests of Equal Accuracy for Nested Models with Estimated Factors In: Working Papers.
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paper6
2007An empirical analysis of nonstationarity in a panel of interest rates with factors In: Journal of Applied Econometrics.
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article31
2000The Seemingly Unrelated Dynamic Cointegration Regression Model and Testing for Purching Power Parity. In: Cahiers de recherche.
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paper8
2000The Seemingly Unrelated Dynamic Cointegration Regression Model and Testing for Purching Power Parity..(2000) In: Cahiers de recherche.
[Citation analysis]
This paper has another version. Agregated cites: 8
paper
1999Jumps in the Volatility of Financial Markets. In: Cahiers de recherche.
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paper3
2006Long Memory and the Relation Between Implied and Realized Volatility In: Journal of Financial Econometrics.
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article70
2003Long memory and the relation between implied and realized volatility.(2003) In: Econometrics.
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This paper has another version. Agregated cites: 70
paper
2003Relation entre le taux de change et les exportations nettes : test de la condition Marshall-Lerner pour le Canada In: L'Actualité Economique.
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article2
2004Détection non paramétrique de sauts dans la volatilité des marchés financiers In: L'Actualité Economique.
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article0
2005An Empirical Analysis of Nonstationarity in Panels of Exchange Rates and Interest Rates with Factors In: IEPR Working Papers.
[Citation analysis]
paper1
2005Efficient Estimation of the Seemingly Unrelated Regression Cointegration Model and Testing for Purchasing Power Parity In: Econometric Reviews.
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article4
2014Point‐optimal panel unit root tests with serially correlated errors In: Econometrics Journal.
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article3

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