Pierre Perron : Citation Profile

Boston University

43

H index

79

i10 index

26007

Citations

RESEARCH PRODUCTION:

116

Articles

182

Papers

2

Books

3

Chapters

EDITOR:

2

Series edited

RESEARCH ACTIVITY:

   41 years (1984 - 2025). See details.
   Cites by year: 634
   Journals where Pierre Perron has often published
   Relations with other researchers
   Recent citing documents: 437.    Total self citations: 161 (0.62 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/ppe32
   Updated: 2026-05-02    RAS profile: 2025-11-12    
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Relations with other researchers

Works with:

Belotti, Federico (2)

Casini, Alessandro (2)

Yamamoto, Yohei (2)

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

Is cited by:

GUPTA, RANGAN (404)

Gil-Alana, Luis (337)

Shahbaz, Muhammad (267)

Tamarit, Cecilio (226)

Taylor, Robert (209)

RodrĂ­guez, Gabriel (201)

Carrion-i-Silvestre, Josep (190)

Leybourne, Stephen (182)

Camarero, Mariam (181)

Harvey, David (178)

Balcilar, Mehmet (174)

Cites to:

Bai, Jushan (122)

Andrews, Donald (112)

Qu, Zhongjun (80)

Phillips, Peter (58)

Campbell, John (54)

Vogelsang, Timothy (50)

Stock, James (46)

Ng, Serena (43)

Ploberger, Werner (40)

Yamamoto, Yohei (38)

Kejriwal, Mohitosh (38)

Main data

Where Pierre Perron has published?

Journals with more than one article published# docs
Journal of Econometrics20
Econometric Theory13
Journal of Time Series Analysis12
Journal of Business & Economic Statistics7
Econometrica6
Econometric Reviews5
Economics Letters5
Econometrics Journal4
Empirical Economics4
Journal of Empirical Finance3
L'Actualité Economique3
Econometrics3
Econometrics Journal3
Oxford Bulletin of Economics and Statistics2
Revista Economía2
Applied Economics2
Journal of Applied Econometrics2
The Review of Economics and Statistics2

Working Papers Series with more than one paper published# docs
Boston University - Department of Economics - Working Papers Series / Boston University - Department of Economics87
Papers / arXiv.org10
Purdue University Economics Working Papers / Purdue University, Department of Economics3
Cowles Foundation Discussion Papers / Cowles Foundation for Research in Economics, Yale University2
Discussion paper series / Hitotsubashi Institute for Advanced Study, Hitotsubashi University2
Boston College Working Papers in Economics / Boston College Department of Economics2
Working Papers / University of Ottawa, Department of Economics2
Discussion Papers / Graduate School of Economics, Hitotsubashi University2

Recent works citing Pierre Perron (2026 and 2025)

YearTitle of citing document
2025Trend-Breaks and the Persistence of Closed-End Fund Discounts. (2025). Kim, Hyeongwoo ; Sun, Yanfei ; Lee, Hyejin ; Durmaz, Nazif. In: Auburn Economics Working Paper Series. RePEc:abn:wpaper:auwp2025-02.

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2025Exploring the Nexus Between Short- and Long-Run Rate of Interests in Turkey’s Bond Market. (2025). Tuncer, Ayse ; Ivrendi, Mehmet. In: World Journal of Applied Economics. RePEc:ana:journl:v:11:y:2025:i:1:p:39-62.

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2025The Transmission of Supply Shocks to Inflation: the Case of Argentina (2004-2022). (2025). Ordez, Lucas. In: Working Papers. RePEc:aoz:wpaper:351.

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2025Change-Point Testing for Risk Measures in Time Series. (2023). Pelger, Markus ; Glynn, Peter W ; Fan, Lin. In: Papers. RePEc:arx:papers:1809.02303.

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2025Testing and Estimating Structural Breaks in Time Series and Panel Data in Stata. (2025). Westerlund, Joakim ; Karavias, Yiannis ; Ditzen, Jan. In: Papers. RePEc:arx:papers:2110.14550.

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2024Detecting Multiple Structural Breaks in Systems of Linear Regression Equations with Integrated and Stationary Regressors. (2024). Schweikert, Karsten. In: Papers. RePEc:arx:papers:2201.05430.

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2025The Dynamic Persistence of Economic Shocks. (2023). Vacha, Lukas ; BarunĂ­k, Jozef ; Barunik, Jozef. In: Papers. RePEc:arx:papers:2306.01511.

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2026A hidden Markov model for statistical arbitrage in international crude oil futures markets. (2024). Fanelli, Viviana ; Rotondi, Francesco ; Fontana, Claudio. In: Papers. RePEc:arx:papers:2309.00875.

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2025SpotV2Net: Multivariate Intraday Spot Volatility Forecasting via Vol-of-Vol-Informed Graph Attention Networks. (2025). Toscano, Giacomo ; Brini, Alessio. In: Papers. RePEc:arx:papers:2401.06249.

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2026The modified conditional sum-of-squares estimator for fractionally integrated models. (2025). Kilincc, Mustafa R ; Massmann, Michael. In: Papers. RePEc:arx:papers:2404.12882.

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2025Efficient mid-term forecasting of hourly electricity load using generalized additive models. (2025). Zimmermann, Monika ; Ziel, Florian. In: Papers. RePEc:arx:papers:2405.17070.

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2026Estimating Time-Varying Parameters of Various Smoothness in Linear Models via Kernel Regression. (2025). Nishi, Mikihito. In: Papers. RePEc:arx:papers:2406.14046.

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2025Change-Point Detection in Time Series Using Mixed Integer Programming. (2024). Radchenko, Peter ; Prokhorov, Artem ; Skrobotov, Anton ; Semenov, Alexander. In: Papers. RePEc:arx:papers:2408.05665.

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2025Semiparametric inference for impulse response functions using double/debiased machine learning. (2024). Wehrli, Alexander ; Ballinari, Daniele. In: Papers. RePEc:arx:papers:2411.10009.

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2025Time-Varying Bidirectional Causal Relationships Between Transaction Fees and Economic Activity of Subsystems Utilizing the Ethereum Blockchain Network. (2025). Saggu, Aman ; Ante, Lennart. In: Papers. RePEc:arx:papers:2501.05299.

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2025Capitalizing on a Crisis: A Computational Analysis of all Five Million British Firms During the Covid-19 Pandemic. (2025). Reeves, Aaron ; Rahal, Charles ; Muggleton, Naomi. In: Papers. RePEc:arx:papers:2502.09383.

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2025Structural breaks detection and variable selection in dynamic linear regression via the Iterative Fused LASSO in high dimension. (2025). Veiga, Alvaro ; Milfont, Angelo. In: Papers. RePEc:arx:papers:2502.20816.

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2025Singularity-Based Consistent QML Estimation of Multiple Breakpoints in High-Dimensional Factor Models. (2025). Bai, Jushan ; Duan, Jiangtao ; Han, XU. In: Papers. RePEc:arx:papers:2503.06645.

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2025Estimation of Latent Group Structures in Time-Varying Panel Data Models. (2025). Smeekes, Stephan ; Haimerl, Paul ; Wilms, Ines. In: Papers. RePEc:arx:papers:2503.23165.

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2025Detecting multiple change points in linear models with heteroscedastic errors. (2025). Horvath, Lajos ; Zhao, Yuqian ; Rice, Gregory. In: Papers. RePEc:arx:papers:2505.01296.

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2025Enterprise value, economic and policy uncertainties: the case of US air carriers. (2025). Adrangi, Bahram ; Kolay, Madhuparna ; Raffiee, Kambiz ; Chatrath, Arjun. In: Papers. RePEc:arx:papers:2506.07766.

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2025Electricity Market Predictability: Virtues of Machine Learning and Links to the Macroeconomy. (2025). Cai, Jinbo ; Wang, Wenjie ; Li, Wenze. In: Papers. RePEc:arx:papers:2507.07477.

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2025Interactive, Grouped and Non-separable Fixed Effects: A Practitioners Guide to the New Panel Data Econometrics. (2025). Karavias, Yiannis ; Ditzen, Jan. In: Papers. RePEc:arx:papers:2507.19099.

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2025Testing for multiple change-points in macroeconometrics: an empirical guide and recent developments. (2025). Boldea, Otilia ; Hall, Alastair R. In: Papers. RePEc:arx:papers:2507.22204.

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2025Stochastic Boundaries in Spatial General Equilibrium: A Diffusion-Based Approach to Causal Inference with Spillover Effects. (2025). Kikuchi, Tatsuru. In: Papers. RePEc:arx:papers:2508.06594.

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2025Functional Regression with Nonstationarity and Error Contamination: Application to the Economic Impact of Climate Change. (2025). Seo, Won-Ki ; Nam, Kyungsik. In: Papers. RePEc:arx:papers:2509.08591.

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2025Automatic Order, Bandwidth Selection and Flaws of Eigen Adjustment in HAC Estimation. (2025). Li, Zhuoxun ; Hurvich, Clifford M. In: Papers. RePEc:arx:papers:2509.23256.

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2025A Unified Framework for Spatial and Temporal Treatment Effect Boundaries: Theory and Identification. (2025). Kikuchi, Tatsuru. In: Papers. RePEc:arx:papers:2510.00754.

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2025Optimal break tests for large linear time series models. (2025). Gupta, Abhimanyu ; Seo, Myung Hwan. In: Papers. RePEc:arx:papers:2510.12262.

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2025Regression Model Selection Under General Conditions. (2025). Lusompa, Amaze. In: Papers. RePEc:arx:papers:2510.14822.

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2025Multiscale Comparison of Nonparametric Trending Coefficients. (2025). van der Sluis, Bernhard ; Khismatullina, Marina. In: Papers. RePEc:arx:papers:2511.12600.

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2025Semiparametric Estimation of Fractional Integration: An Evaluation of Local Whittle Methods. (2025). Blevins, Jason R. In: Papers. RePEc:arx:papers:2511.15689.

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2025Confidence Sets for the Emergence, Collapse, and Recovery Dates of a Bubble. (2025). Kurozumi, Eiji ; Skrobotov, Anton. In: Papers. RePEc:arx:papers:2511.16172.

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2025Too Big to Monitor? Network Scale and the Breakdown of Decentralized Monitoring. (2025). Tchuente, Guy. In: Papers. RePEc:arx:papers:2511.23320.

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2025Early-Warning Signals of Political Risk in Stablecoin Markets: Human and Algorithmic Behavior Around the 2024 U.S. Election. (2025). Luwang, Salam Rabindrajit ; Nurujjaman, MD ; Mukhia, Kundan ; Hens, Chittaranjan ; Sharma, Buddha Nath ; Chakraborty, Tanujit ; Saha, Suman. In: Papers. RePEc:arx:papers:2512.00893.

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2025Exploring the Impacts of Economic Growth on Ecosystem and Its Subcomponents in Turkiye. (2025). Akusta, Emre. In: Papers. RePEc:arx:papers:2512.02676.

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2026Assessing the Effects of Macroeconomic Variables on Child Mortality in D-8 Countries Using Panel Data Analysis. (2026). Akram, Waseem M ; Shahi, Binita. In: Papers. RePEc:arx:papers:2512.23110.

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2025The Nonstationarity-Complexity Tradeoff in Return Prediction. (2025). Zou, Jiacheng ; Huang, Chengpiao ; Sidaoui, Antonio J ; Capponi, Agostino ; Wang, Kaizheng. In: Papers. RePEc:arx:papers:2512.23596.

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2026Mapping the Energetic Structure of Climate Transitions for Policy Relevant Regime Detection. (2026). Gildas, Ngueuleweu Tiwang. In: Papers. RePEc:arx:papers:2601.01545.

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2026Distributional Fitting and Tail Analysis of Lead-Time Compositions: Nights vs. Revenue on Airbnb. (2026). Medina, Liz ; Needleman, Jess ; Katz, Harrison E. In: Papers. RePEc:arx:papers:2601.12175.

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2026Directional-Shift Dirichlet ARMA Models for Compositional Time Series with Structural Break Intervention. (2026). Katz, Harrison. In: Papers. RePEc:arx:papers:2601.16821.

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2026Finite-Sample Properties of Model Specification Tests for Multivariate Dynamic Regression Models. (2026). Noda, Akihiko ; Moriya, Koichiro. In: Papers. RePEc:arx:papers:2601.21272.

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2026Coupled Supply and Demand Forecasting in Platform Accommodation Markets. (2026). Katz, Harrison. In: Papers. RePEc:arx:papers:2603.00422.

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2026JFR-rg: A New Macroeconomic Framework for High-Debt, Low-Growth Economies under Financial Repression. (2026). Wakimoto, Hirofumi. In: Papers. RePEc:arx:papers:2604.09663.

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2025ESG Uncertainty and Volatility Spillovers among BRICS Markets. (2025). Hadjmohamed, Wafa. In: International Journal of Research and Innovation in Social Science. RePEc:bcp:journl:v:9:y:2025:i:11:p:2104-2129.

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2025Ringgit Malaysia Uncertainty Spillover from Google Trends Uncertainty. (2025). Teruki, Neilson Anak ; Taasim, Shairil Izwan ; Mojolou, Robert Abraham ; Pinjaman, Saizal ; Sabu, Zainuddin. In: International Journal of Research and Innovation in Social Science. RePEc:bcp:journl:v:9:y:2025:i:15:p:367-372.

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2025The Blue Revolution in India: Aquaculture to Augment Farmers Income. (2025). Das, Raya ; Gulati, Ashok ; Gupta, Sanchit. In: Indian Council for Research on International Economic Relations (ICRIER) Policy Paper. RePEc:bdc:ppaper:40.

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2026The awakening of inflation and the return of the Phillips curve in the euro area. (2026). Lin, Alessandro ; Conflitti, Cristina ; Neri, Stefano. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1525_26.

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2025Inflation volatility across advanced and emerging economies during the COVID-19 pandemic. (2025). Briseo, Regina ; Arango-Castillo, Lenin ; Orraca, Mara Jos. In: Working Papers. RePEc:bdm:wpaper:2025-13.

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2025Sign and size asymmetries between futures and spot prices in the markets of agricultural commodities. (2025). Panagiotou, Dimitrios. In: Modern Finance. RePEc:bdy:modfin:v:3:y:2025:i:3:p:1-15:id:254.

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2025Inflation and the joint bond-FX spanning puzzle. (2025). Mehrotra, Aaron ; Gambacorta, Leonardo ; Sihvonen, Markus ; Schrimpf, Andreas. In: BIS Working Papers. RePEc:bis:biswps:1320.

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2025A Time Series Model for Predicting Human Immunodeficiency Virus in the Presence of Opportunistic Infections among Farmers in Benue State, Nigeria. (2025). Kuhe, David Adugh ; Agbe, Terwase. In: International Journal of Research and Scientific Innovation. RePEc:bjc:journl:v:12:y:2025:i:5:p:1739-1759.

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2025Supply Shocks, Employment Gap, and Monetary Policy. (2025). Kurozumi, Takushi ; van Zandweghe, Willem. In: Bank of Japan Working Paper Series. RePEc:boj:bojwps:wp25e04.

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2025“You don’t Pay Your Bills You Get No Protection”: A Trump Effect on NATO Members’ Military Expenditures?. (2025). Tzeremes, Panayiotis ; Kollias, Christos ; Konstantina, Founta ; Christos, Kollias ; Panayiotis, Tzeremes. In: Peace Economics, Peace Science, and Public Policy. RePEc:bpj:pepspp:v:31:y:2025:i:2:p:145-160:n:1004.

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2025The Impact of International Remittances on Public Debt Sustainability in Kerala: Evidence from the FMOLS Approach. (2025). Anjana, Sabu ; Vineeth, Mohandas. In: Statistics, Politics and Policy. RePEc:bpj:statpp:v:16:y:2025:i:3:p:331-358:n:1002.

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2025The Interest Rate Effects of Government Debt Maturity: Solving the Bond Conundrum. (2025). Chadha, Jagjit ; Zampolli, F ; Turner, P. In: Cambridge Working Papers in Economics. RePEc:cam:camdae:2519.

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2025The Interest Rate Effects of Government Debt Maturity: Solving the Bond Conundrum. (2025). Chadha, Jagjit ; Turner, P ; Zampolli, F. In: Janeway Institute Working Papers. RePEc:cam:camjip:2511.

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2025Foods and Non-foods: Relative Prices and Economic Disruptions in Modern and Contemporary History of Bulgaria. (2025). Simeonova-Ganeva, Ralitsa ; Ivanov, Martin. In: Proceedings of the Centre for Economic History Research. RePEc:ceh:journl:y:2025:v:10:p:25-38.

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2025Testing for Persistence in Real House Prices in 47 Countries from the OECD Database. (2025). Gil-Alana, Luis ; Caporale, Guglielmo Maria ; Dominguez, Alfonso. In: CESifo Working Paper Series. RePEc:ces:ceswps:_11662.

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2025Persistence in Real GDP: Evidence from Europe and the US. (2025). Gil-Alana, Luis ; Caporale, Guglielmo Maria. In: CESifo Working Paper Series. RePEc:ces:ceswps:_11764.

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2025Air Pollution in 88 US Metropolitan Areas: Trends and Persistence. (2025). Gil-Alana, Luis ; Caporale, Guglielmo Maria ; Carmona-Gonzlez, Nieves ; Romero, Mara Ftima. In: CESifo Working Paper Series. RePEc:ces:ceswps:_11827.

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2025Fiscal Regimes and Sustainability: Insights from Post-War Germany. (2025). Afonso, Antonio ; Jablonowski, Joshua. In: CESifo Working Paper Series. RePEc:ces:ceswps:_12111.

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2025There Goes the Neighborhood? The Local Impacts of State Policies That Override Municipal Zoning. (2025). Blanco, Hector ; Sportiche, Nomie. In: CESifo Working Paper Series. RePEc:ces:ceswps:_12140.

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2026Persistence in the Mint Stock Markets: Evidence from a Fractional Integration Model. (2026). Gil-Alana, Luis ; Caporale, Guglielmo Maria ; Ojo, Oluwadare O ; Omotosho, Modupe I. In: CESifo Working Paper Series. RePEc:ces:ceswps:_12406.

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2026Long-Run Linkages and Parameter Instability in the Gold–Silver Relationship, 2010–2025. (2026). Gil-Alana, Luis ; Caporale, Guglielmo Maria ; Palomares, Antonio Fons. In: CESifo Working Paper Series. RePEc:ces:ceswps:_12559.

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2026Trump Tariffs and Persistence in Crude Oil Prices: A Long-Memory Approach. (2026). Gil-Alana, Luis ; Caporale, Guglielmo Maria ; Ojo, Oluwadare O. In: CESifo Working Paper Series. RePEc:ces:ceswps:_12562.

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2026Inflation Persistence in the SCO Countries: A Fractional Integration Approach. (2026). Gil-Alana, Luis ; Caporale, Guglielmo Maria ; Jimoh, Ruka O ; Ojo, Oluwadare O. In: CESifo Working Paper Series. RePEc:ces:ceswps:_12578.

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2025The information matrix test for Markov switching autoregressive models with covariate-dependent transition probabilities. (2025). Sentana, Enrique ; Fiorentini, Gabriele ; Amengual, Dante. In: Working Papers. RePEc:cmf:wpaper:wp2025_2502.

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2025Global and regional long-term climate forecasts: a heterogeneous future. (2025). Gonzalo, Jesus ; Gadea, Mara Dolores. In: UC3M Working papers. Economics. RePEc:cte:werepe:45946.

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2025Modeling the Impact of CO₂ on Arctic and Antarctic Sea-Ice Volume: A Dynamic Nonlinear Approach. (2025). Escribano, Lvaro ; Rodrguez, Juan Andrs. In: UC3M Working papers. Economics. RePEc:cte:werepe:47734.

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2025Heterogeneous Polar Amplification. (2025). Gadea, Mara Dolores ; Gonzalo, Jess. In: UC3M Working papers. Economics. RePEc:cte:werepe:47891.

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2025Threshold effects of CO₂ on Sea-Ice Volume:Empirical Evidence with Data from Global Circulation Models of the Arctic and Antarctic. (2025). Rodrguez, Juan Andrs ; Escribano, Lvaro. In: UC3M Working papers. Economics. RePEc:cte:werepe:48471.

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2026The Sisyphus Effect: Dynamic Gender Discrimination in the Music Industry. (2026). Palomeque, Marco ; Gmez-Vega, Mafalda ; Rsch, Jrgen. In: ACEI Working Paper Series. RePEc:cue:wpaper:awp-02-2026.

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2025Changes in Inflation Expectations and Firm Performance during Recent Global Economic Shocks. (2025). Selmi, Refk. In: Annals of Economics and Finance. RePEc:cuf:journl:y:2025:v:26:i:2:selmi.

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2025Nominal Exchange Rate Dynamics for the Taka. (2025). Fullerton, Thomas ; Walke, Adam G ; Barai, Dipanwita. In: Journal of Social and Administrative Sciences. RePEc:cvv:journ4:v:12:y:2025:i:3:p:64-86.

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2025Fundamental Valuation of Equities under Allocative Rationality. (2025). Uctum, Remzi ; Prat, Georges ; JAWADI, Fredj. In: EconomiX Working Papers. RePEc:drm:wpaper:2025-29.

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2025European electricity wholesale price convergence: Investigating Flow-Based Market Coupling efficiency. (2025). Lchenet, Amady. In: EconomiX Working Papers. RePEc:drm:wpaper:2025-41.

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2025Negative rates, demographics and fiscal policy: heterogeneous tilting taxation in the Euro Area. (2025). Tamarit, Cecilio ; Camarero, Mariam ; Sapena, Juan. In: Working Papers. RePEc:drx:wpaper:202539.

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2025Persistence in real GDP: Evidence from Europe and the US. (2025). Caporale, Guglielmo Maria ; Gil-Alana, Luis Alberiko. In: Economics Bulletin. RePEc:ebl:ecbull:eb-25-00151.

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2025Negative rates, demographics and fiscal policy: heterogeneous tilting taxation in the Euro Area. (2025). Sapena, Juan ; Camarero, Mariam ; Tamarit, Cecilio. In: Working Papers. RePEc:eec:wpaper:2514.

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2025Efficient mid-term forecasting of hourly electricity load using generalized additive models. (2025). Zimmermann, Monika ; Ziel, Florian. In: Applied Energy. RePEc:eee:appene:v:388:y:2025:i:c:s0306261925001746.

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2025Advanced models for hourly marginal CO2 emission factor estimation: A synergy between fundamental and statistical approaches. (2025). Muesgens, Felix ; Batzlineiro, Taimyra ; Sgarciu, Smaranda ; ben Amor, Souhir. In: Applied Energy. RePEc:eee:appene:v:397:y:2025:i:c:s030626192500995x.

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2025Dynamic relationship between renewable energy, economic development, and energy security based on SVAR and ARDL-ECM models: Evidence from China. (2025). Chen, XI ; Deng, Xiaoshang ; Liu, Xiaoran ; Yu, Taize ; Tang, Shiyi ; Cui, Lihang ; Niu, Kunyu. In: Applied Energy. RePEc:eee:appene:v:402:y:2025:i:pa:s0306261925016162.

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2025Drivers of the credited interest rate on universal life insurance: Evidence from the Chinese insurance sector. (2025). Rui, Xinyu ; Zeng, Lehang ; Jiang, Shi-Jie. In: Journal of Asian Economics. RePEc:eee:asieco:v:100:y:2025:i:c:s1049007825001459.

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2025How is remittance related to prices and output? New evidence from Fiji’s data. (2025). Narayan, Paresh Kumar ; Prasad, Biman ; Manoa, Savaira. In: Journal of Asian Economics. RePEc:eee:asieco:v:98:y:2025:i:c:s1049007825000302.

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2025A novel detection approach of bifurcation-induced tipping points with generalized Ornstein-Uhlenbeck process in finance. (2025). Chen, Weijia ; Huang, Shupei. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:201:y:2025:i:p2:s0960077925012706.

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2025Zombie lending due to the fear of fire sales. (2025). Roy, Saurabh ; Kulkarni, Nirupama ; Kishore, Kaushalendra. In: Journal of Corporate Finance. RePEc:eee:corfin:v:91:y:2025:i:c:s0929119924001937.

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2025Corporate shutdowns in the time of Covid-19. (2025). Meschke, Felix ; Joseph, Kissan ; Bindal, Shradha. In: Journal of Corporate Finance. RePEc:eee:corfin:v:92:y:2025:i:c:s0929119925000343.

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2026Robust selection of the number of change-points via FDR control. (2026). Zhou, Qin ; Chen, Hui ; Qian, Chengde. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:214:y:2026:i:c:s0167947325001483.

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2025Is U.S. real output growth non-normal? A tale of time-varying location and scale. (2025). Demetrescu, Matei ; Kruse-Becher, Robinson. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:171:y:2025:i:c:s0165188924002240.

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2025Trend-cycle decomposition in the presence of large shocks. (2025). Wong, Benjamin ; Morley, James ; Kamber, Gne. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:173:y:2025:i:c:s0165188925000326.

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2025The fiscal multiplier in presence of unconventional monetary policy: Evidence for 17 OECD countries. (2025). Romero, Daniel Fernndez. In: Economic Modelling. RePEc:eee:ecmode:v:147:y:2025:i:c:s0264999325000586.

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2025Revisiting the welfare costs of consumption fluctuations and reduced growth: What matters most to consumers?. (2025). Barros, Fernando ; Couto, Gabriel T. In: Economic Modelling. RePEc:eee:ecmode:v:148:y:2025:i:c:s0264999325000690.

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2025Adaptive local VAR for dynamic economic policy uncertainty spillover. (2025). Gillmann, Niels ; Okhrin, Ostap. In: Economic Modelling. RePEc:eee:ecmode:v:148:y:2025:i:c:s0264999325000744.

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2025Climate change, state capacity and uneven growth: A disaggregated analysis of India. (2025). Maiti, Dibyendu ; Kumar, Naveen. In: Economic Modelling. RePEc:eee:ecmode:v:153:y:2025:i:c:s0264999325003062.

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2025Liquidity returns, global risk, and exchange rates: An explanation based on scapegoat theory. (2025). Park, Cheolbeom. In: Economic Modelling. RePEc:eee:ecmode:v:153:y:2025:i:c:s0264999325003426.

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2025Stock market volatility and multi-scale positive and negative bubbles. (2025). Nel, Jacobus ; Gupta, Rangan ; Pierdzioch, Christian ; Nielsen, Joshua. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:75:y:2025:i:pa:s1062940824002250.

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2025Market broadening and future volatility: A study of Russell 2000 and S&P 500 equal weight ETFs. (2025). O'Mahony, Barry ; Valadkhani, Abbas. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:76:y:2025:i:c:s1062940825000099.

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2025Common risk factors in REIT Returns: New insights. (2025). Con, Alain ; Guardiola, Philippe. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:79:y:2025:i:c:s1062940825000877.

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2025The FED model: Is it still with us?. (2025). McMillan, David G. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:79:y:2025:i:c:s1062940825000889.

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2025A runs test for stock-market prices with an unobserved trend. (2025). Herger, Nils. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:80:y:2025:i:c:s1062940825001093.

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

Pierre Perron is editor of

Journal
Econometrics Journal
Econometrics Journal

Works by Pierre Perron:

YearTitleTypeCited
2011Combining Long Memory and Level Shifts in Modeling and Forecasting the Volatility of Asset Returns In: CREATES Research Papers.
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2011Combining Long Memory and Level Shifts in Modeling and Forecasting the Volatility of Asset Returns.(2011) In: Boston University - Department of Economics - Working Papers Series.
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2015Combining Long Memory and Level Shifts in Modeling and Forecasting the Volatility of Asset Returns.(2015) In: Boston University - Department of Economics - Working Papers Series.
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2017Combining Long Memory and Level Shifts in Modeling and Forecasting the Volatility of Asset Returns.(2017) In: Boston University - Department of Economics - Working Papers Series.
[Citation analysis]
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2018Combining long memory and level shifts in modelling and forecasting the volatility of asset returns.(2018) In: Quantitative Finance.
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1992Racines unitaires en macroéconomie : le cas multidimensionnel In: Annals of Economics and Statistics.
[Full Text][Citation analysis]		article4
2018Testing for Common Breaks in a Multiple Equations System In: Papers.
[Full Text][Citation analysis]		paper17
2011Testing for Common Breaks in a Multiple Equations System.(2011) In: Boston University - Department of Economics - Working Papers Series.
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2018Testing for common breaks in a multiple equations system.(2018) In: Journal of Econometrics.
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2018Testing for common breaks in a multiple equations system.(2018) In: Monash Econometrics and Business Statistics Working Papers.
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2021Generalized Laplace Inference in Multiple Change-Points Models In: Papers.
[Full Text][Citation analysis]		paper7
2020Generalized Laplace Inference in Multiple Change-Points Models.(2020) In: Boston University - Department of Economics - Working Papers Series.
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2022GENERALIZED LAPLACE INFERENCE IN MULTIPLE CHANGE-POINTS MODELS.(2022) In: Econometric Theory.
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2021Continuous Record Asymptotics for Change-Points Models In: Papers.
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2026Continuous Record Asymptotics for Change‐Point Models.(2026) In: Journal of Time Series Analysis.
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2020Continuous Record Asymptotics for Change-Point Models.(2020) In: Boston University - Department of Economics - Working Papers Series.
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2020Continuous Record Laplace-based Inference about the Break Date in Structural Change Models In: Papers.
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2020Continuous Record Laplace-based Inference about the Break Date in Structural Change Models.(2020) In: Boston University - Department of Economics - Working Papers Series.
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2021Continuous record Laplace-based inference about the break date in structural change models.(2021) In: Journal of Econometrics.
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This paper has nother version. Agregated cites: 9		article
2018Structural Breaks in Time Series In: Papers.
[Full Text][Citation analysis]		paper28
2018Structural Breaks in Time Series.(2018) In: Boston University - Department of Economics - Working Papers Series.
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2018Inference Related to Common Breaks in a Multivariate System with Joined Segmented Trends with Applications to Global and Hemispheric Temperatures In: Papers.
[Full Text][Citation analysis]		paper6
2018Inference Related to Common Breaks in a Multivariate System with Joined Segmented Trends with Applications to Global and Hemispheric Temperatures.(2018) In: Boston University - Department of Economics - Working Papers Series.
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This paper has nother version. Agregated cites: 6		paper
2020Inference related to common breaks in a multivariate system with joined segmented trends with applications to global and hemispheric temperatures.(2020) In: Journal of Econometrics.
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This paper has nother version. Agregated cites: 6		article
2021Simultaneous Bandwidths Determination for DK-HAC Estimators and Long-Run Variance Estimation in Nonparametric Settings In: Papers.
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2023Simultaneous bandwidths determination for DK-HAC estimators and long-run variance estimation in nonparametric settings.(2023) In: Econometric Reviews.
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2024Theory of Low Frequency Contamination from Nonstationarity and Misspecification: Consequences for HAR Inference In: Papers.
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2024Prewhitened Long-Run Variance Estimation Robust to Nonstationarity In: Papers.
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2024Prewhitened long-run variance estimation robust to nonstationarity.(2024) In: Journal of Econometrics.
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2024Change-Point Analysis of Time Series with Evolutionary Spectra In: Papers.
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2024Change-point analysis of time series with evolutionary spectra.(2024) In: Journal of Econometrics.
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1992Nonstationarity and Level Shifts with an Application to Purchasing Power Parity. In: Journal of Business & Economic Statistics.
[Citation analysis]		article695
1991Nonstationary and Level Shifts With An Application To Purchasing Power Parity..(1991) In: Princeton, Department of Economics - Econometric Research Program.
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This paper has nother version. Agregated cites: 695		paper
1992Testing for a Unit Root in a Time Series with a Changing Mean: Corrections and Extensions. In: Journal of Business & Economic Statistics.
[Citation analysis]		article702
1990Testing for a Unit Root in a Time Series with a Changing Mean..(1990) In: Journal of Business & Economic Statistics.
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2009Testing for Shifts in Trend With an Integrated or Stationary Noise Component In: Journal of Business & Economic Statistics.
[Full Text][Citation analysis]		article204
2005Testing for Shifts in Trend with an Integrated or Stationary Noise Component.(2005) In: Boston University - Department of Economics - Working Papers Series.
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2007Testing for Shifts in Trend with an Integrated or Stationary Noise Component.(2007) In: Boston University - Department of Economics - Working Papers Series.
[Citation analysis]
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2010Long-Memory and Level Shifts in the Volatility of Stock Market Return Indices In: Journal of Business & Economic Statistics.
[Full Text][Citation analysis]		article119
2008Long-Memory and Level Shifts in the Volatility of Stock Market Return Indices.(2008) In: Boston University - Department of Economics - Working Papers Series.
[Citation analysis]
This paper has nother version. Agregated cites: 119		paper
2010Testing for Multiple Structural Changes in Cointegrated Regression Models In: Journal of Business & Economic Statistics.
[Full Text][Citation analysis]		article187
2006Testing for Multiple Structural Changes in Cointegrated Regression Models.(2006) In: Boston University - Department of Economics - Working Papers Series.
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2008Testing for Multiple Structural Changes in Cointegrated Regression Models.(2008) In: Boston University - Department of Economics - Working Papers Series.
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2008Testing for Multiple Structural Changes in Cointegrated Regression Models.(2008) In: Purdue University Economics Working Papers.
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1996THE EXACT ERROR IN ESTIMATING THE SPECTRAL DENSITY AT THE ORIGIN In: Journal of Time Series Analysis.
[Full Text][Citation analysis]		article9
1995The Exact Error in Estimating the Special Density at the Origin..(1995) In: Cahiers de recherche.
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1995The Exact Error in Estimating the Special Density at the Origin..(1995) In: Cahiers de recherche.
[Citation analysis]
This paper has nother version. Agregated cites: 9		paper
2003SEARCHING FOR ADDITIVE OUTLIERS IN NONSTATIONARY TIME SERIES In: Journal of Time Series Analysis.
[Full Text][Citation analysis]		article55
2000Seraching for Additive Outliers in Nonstationary Time Series..(2000) In: Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 55		paper
2010A sequential procedure to determine the number of breaks in trend with an integrated or stationary noise component In: Journal of Time Series Analysis.
[Full Text][Citation analysis]		article103
2009A Sequential Procedure to Determine the Number of Breaks in Trend with an Integrated or Stationary Noise Component.(2009) In: Boston University - Department of Economics - Working Papers Series.
[Citation analysis]
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2009A Sequential Procedure to Determine the Number of Breaks in Trend with an Integrated or Stationary Noise Component.(2009) In: Purdue University Economics Working Papers.
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This paper has nother version. Agregated cites: 103		paper
2016Inference on a Structural Break in Trend with Fractionally Integrated Errors In: Journal of Time Series Analysis.
[Full Text][Citation analysis]		article6
2013Inference on a Structural Break in Trend with Fractionally Integrated Errors.(2013) In: Boston University - Department of Economics - Working Papers Series.
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2015Inference on a Structural Break in Trend with Fractionally Integrated Errors.(2015) In: Boston University - Department of Economics - Working Papers Series.
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This paper has nother version. Agregated cites: 6		paper
2016Improved Tests for Forecast Comparisons in the Presence of Instabilities In: Journal of Time Series Analysis.
[Full Text][Citation analysis]		article6
2014Improved Tests for Forecast Comparisons in the Presence of Instabilities.(2014) In: Boston University - Department of Economics - Working Papers Series.
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2015Improved Tests for Forecast Comparisons in the Presence of Instabilities.(2015) In: Boston University - Department of Economics - Working Papers Series.
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This paper has nother version. Agregated cites: 6		paper
2017Time Series Methods Applied to Climate Change In: Journal of Time Series Analysis.
[Full Text][Citation analysis]		article0
2017Extracting and Analyzing the Warming Trend in Global and Hemispheric Temperatures In: Journal of Time Series Analysis.
[Full Text][Citation analysis]		article19
2017Extracting and analyzing the warming trend in global and hemispheric temperatures.(2017) In: Boston University - Department of Economics - Working Papers Series.
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2020Bootstrap procedures for detecting multiple persistence shifts in heteroskedastic time series In: Journal of Time Series Analysis.
[Full Text][Citation analysis]		article3
2020Bootstrap Procedures for Detecting Multiple Persistence Shifts in Heteroskedastic Time Series.(2020) In: Boston University - Department of Economics - Working Papers Series.
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2022A two‐step procedure for testing partial parameter stability in cointegrated regression models In: Journal of Time Series Analysis.
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2020A Two Step Procedure for Testing Partial Parameter Stability in Cointegrated Regression Models.(2020) In: Boston University - Department of Economics - Working Papers Series.
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2022Structural change tests under heteroskedasticity: Joint estimation versus two‐steps methods In: Journal of Time Series Analysis.
[Full Text][Citation analysis]		article0
2025An Improved Procedure for Retrospectively Dating the Emergence and Collapse of Bubbles In: Journal of Time Series Analysis.
[Full Text][Citation analysis]		article1
2005A Note on the Selection of Time Series Models In: Oxford Bulletin of Economics and Statistics.
[Full Text][Citation analysis]		article44
2001A Note on the Selection of Time Series Models.(2001) In: Boston College Working Papers in Economics.
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2017Testing for Flexible Nonlinear Trends with an Integrated or Stationary Noise Component In: Oxford Bulletin of Economics and Statistics.
[Full Text][Citation analysis]		article17
2015Testing for Flexible Nonlinear Trends with an Integrated or Stationary Noise Component.(2015) In: Boston University - Department of Economics - Working Papers Series.
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2015Testing for Flexible Nonlinear Trends with an Integrated or Stationary Noise Component.(2015) In: Vanderbilt University Department of Economics Working Papers.
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Level Shifts and Purchasing Power Parity In: Instructional Stata datasets for econometrics.
[Full Text][Citation analysis]		paper511
2000Lag Length Selection and the Construction of Unit Root Tests with Good Size and Power In: Boston College Working Papers in Economics.
[Full Text][Citation analysis]		paper2555
2001LAG Length Selection and the Construction of Unit Root Tests with Good Size and Power.(2001) In: Econometrica.
[Citation analysis]
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2005Estimating and testing structural changes in multivariate regressions In: Boston University - Department of Economics - Working Papers Series.
[Citation analysis]		paper290
2007Estimating and Testing Structural Changes in Multivariate Regressions.(2007) In: Econometrica.
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2005Dealing with Structural Breaks In: Boston University - Department of Economics - Working Papers Series.
[Citation analysis]		paper69
2005A Comparison of Alternative Asymptotic Frameworks to Analyze a Structural Change in a Linear Time Trend In: Boston University - Department of Economics - Working Papers Series.
[Citation analysis]		paper6
2006A comparison of alternative asymptotic frameworks to analyse a structural change in a linear time trend.(2006) In: Econometrics Journal.
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2005Let’s Take a Break: Trends and Cycles in US Real GDP? In: Boston University - Department of Economics - Working Papers Series.
[Citation analysis]		paper95
2009Let’s Take a Break: Trends and Cycles in US Real GDP.(2009) In: Boston University - Department of Economics - Working Papers Series.
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2009Lets take a break: Trends and cycles in US real GDP.(2009) In: Journal of Monetary Economics.
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2005Estimating Deterministric Trends with an Integrated or Stationary Noise Component In: Boston University - Department of Economics - Working Papers Series.
[Citation analysis]		paper102
2006Estimating Deterministic Trends with an Integrated or Stationary Noise Component.(2006) In: Boston University - Department of Economics - Working Papers Series.
[Citation analysis]
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2007Estimating Deterministic Trend with an Integrated or Stationary Noise Component.(2007) In: Boston University - Department of Economics - Working Papers Series.
[Citation analysis]
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2009Estimating deterministic trends with an integrated or stationary noise component.(2009) In: Journal of Econometrics.
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2005The Limit Distribution of the CUSUM of Square Test Under Genreal MIxing Conditions* In: Boston University - Department of Economics - Working Papers Series.
[Citation analysis]		paper0
2005A Non-local Perspective on the Power Properties of the CUSUM and CUSUM of Squares Tests for Structural Change In: Boston University - Department of Economics - Working Papers Series.
[Citation analysis]		paper31
2007A Non-local Perspective on the Power Properties of the CUSUM and CUSUM of Squares Tests for Structural Change*.(2007) In: Boston University - Department of Economics - Working Papers Series.
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2008A non-local perspective on the power properties of the CUSUM and CUSUM of squares tests for structural change.(2008) In: Journal of Econometrics.
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2005An Alternative Trend-Cycle Decomposition using a State Space Model with Mixtures of Normals: Specifications and Applications to International Data In: Boston University - Department of Economics - Working Papers Series.
[Citation analysis]		paper7
2005An Alternative Trend-Cycle Decomposition using a State Space Model with Mixtures of Normals: Specifications and Applications to International Data.(2005) In: Boston University - Department of Economics - Working Papers Series.
[Citation analysis]
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2006The Limit Distribution of the CUSUM of Squares Test Under General Mixing Conditions In: Boston University - Department of Economics - Working Papers Series.
[Citation analysis]		paper36
2008THE LIMIT DISTRIBUTION OF THE CUSUM OF SQUARES TEST UNDER GENERAL MIXING CONDITIONS.(2008) In: Econometric Theory.
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2006A Simple Modification to Improve the Finite Sample Properties of Ng and Perron’s Unit Root Tests In: Boston University - Department of Economics - Working Papers Series.
[Citation analysis]		paper138
2007A simple modification to improve the finite sample properties of Ng and Perrons unit root tests.(2007) In: Economics Letters.
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2006A Modified Information Criterion for Cointegration Tests based on a VAR Approximation In: Boston University - Department of Economics - Working Papers Series.
[Citation analysis]		paper17
2007A MODIFIED INFORMATION CRITERION FOR COINTEGRATION TESTS BASED ON A VAR APPROXIMATION.(2007) In: Econometric Theory.
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2006An Analytical Evaluation of the Log-periodogram Estimate in the Presence of Level Shifts and its Implications for Stock Returns Volatility* In: Boston University - Department of Economics - Working Papers Series.
[Citation analysis]		paper8
2006State Space Model with Mixtures of Normals: Specifications and Applications to International Data In: Boston University - Department of Economics - Working Papers Series.
[Citation analysis]		paper14
2006Data Dependent Rules for the Selection of the Number of Leads and Lags in the Dynamic OLS Cointegrating Regression In: Boston University - Department of Economics - Working Papers Series.
[Citation analysis]		paper31
2007Data Dependent Rules for the Selection of the Number of Leads and Lags in the Dynamic OLS Cointegrating Regression*.(2007) In: Boston University - Department of Economics - Working Papers Series.
[Citation analysis]
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2008DATA DEPENDENT RULES FOR SELECTION OF THE NUMBER OF LEADS AND LAGS IN THE DYNAMIC OLS COINTEGRATING REGRESSION.(2008) In: Econometric Theory.
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2006Unit Root Tests Allowing for a Break in the Trend Function at an Unknown Time Under Both the Null and Alternative Hypotheses In: Boston University - Department of Economics - Working Papers Series.
[Citation analysis]		paper251
2009Unit root tests allowing for a break in the trend function at an unknown time under both the null and alternative hypotheses.(2009) In: Journal of Econometrics.
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2006Assessing the Relative Power of Structural Break Tests Using a Framework Based on the Approximate Bahadur Slope In: Boston University - Department of Economics - Working Papers Series.
[Citation analysis]		paper14
2009Assessing the relative power of structural break tests using a framework based on the approximate Bahadur slope.(2009) In: Journal of Econometrics.
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2006The Limit Distribution of the Estimates in Cointegrated Regression Models with Multiple Structural Changes In: Boston University - Department of Economics - Working Papers Series.
[Citation analysis]		paper79
2008The limit distribution of the estimates in cointegrated regression models with multiple structural changes.(2008) In: Journal of Econometrics.
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2007An Analytical Evaluation of the Log-periodogram Estimate in the Presence of Level Shifts In: Boston University - Department of Economics - Working Papers Series.
[Citation analysis]		paper34
2008On the Usefulness or Lack Thereof of Optimality Criteria for Structural Change Tests In: Boston University - Department of Economics - Working Papers Series.
[Citation analysis]		paper6
2001On the Usefulness or Lack Thereof of Optimality Criteria for Structural Change Tests.(2001) In: Boston University - Department of Economics - Working Papers Series.
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2012On the Usefulness or Lack Thereof of Optimality Criteria for Structural Change Tests.(2012) In: Global COE Hi-Stat Discussion Paper Series.
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2016On the Usefulness or Lack Thereof of Optimality Criteria for Structural Change Tests.(2016) In: Econometric Reviews.
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This paper has nother version. Agregated cites: 6		article
2008A Stochastic Volatility Model with Random Level Shifts: Theory and Applications to S&P 500 and NASDAQ Return Indices In: Boston University - Department of Economics - Working Papers Series.
[Citation analysis]		paper0
2008Testing for Breaks in Coefficients and Error Variance: Simulations and Applications In: Boston University - Department of Economics - Working Papers Series.
[Citation analysis]		paper6
2008Testing Jointly for Structural Changes in the Error Variance and Coefficients of a Linear Regression Model In: Boston University - Department of Economics - Working Papers Series.
[Citation analysis]		paper22
2019Testing Jointly for Structural Changes in the Error Variance and Coefficients of a Linear Regression Model.(2019) In: Discussion paper series.
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2020Testing jointly for structural changes in the error variance and coefficients of a linear regression model.(2020) In: Quantitative Economics.
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2008Modeling and Forecasting Stock Return Volatility Using a Random Level Shift Model In: Boston University - Department of Economics - Working Papers Series.
[Citation analysis]		paper53
2010Modeling and forecasting stock return volatility using a random level shift model.(2010) In: Journal of Empirical Finance.
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2008Estimating and Testing Multiple Structural Changes in Models with Endogenous Regressors In: Boston University - Department of Economics - Working Papers Series.
[Citation analysis]		paper6
2007GLS-based unit root tests with multiple structural breaks both under the null and the alternative hypotheses In: Boston University - Department of Economics - Working Papers Series.
[Citation analysis]		paper12
2010Memory Parameter Estimation in the Presence of Level Shifts and Deterministic Trends In: Boston University - Department of Economics - Working Papers Series.
[Citation analysis]		paper37
2012Memory Parameter Estimation in the Presence of Level Shifts and Deterministic Trends.(2012) In: Working Papers.
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2013MEMORY PARAMETER ESTIMATION IN THE PRESENCE OF LEVEL SHIFTS AND DETERMINISTIC TRENDS.(2013) In: Econometric Theory.
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2010On the Irrelevance of Impossibility Theorems: The Case of the Long-run Variance In: Boston University - Department of Economics - Working Papers Series.
[Citation analysis]		paper1
2011On the Irrelevance of Impossibility Theorems: The Case of the Long-run Variance.(2011) In: Journal of Time Series Econometrics.
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2011Estimating and Testing Multiple Structural Changes in Linear Models Using Band Spectral Regressions In: Boston University - Department of Economics - Working Papers Series.
[Citation analysis]		paper6
2012Estimating and Testing Multiple Structural Changes in Linear Models Using Band Spectral Regressions.(2012) In: Global COE Hi-Stat Discussion Paper Series.
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2013Estimating and testing multiple structural changes in linear models using band spectral regressions.(2013) In: Econometrics Journal.
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2011A time-series analysis of the 20th century climate simulations produced for the IPCC’s AR4 In: Boston University - Department of Economics - Working Papers Series.
[Citation analysis]		paper7
2011Testing for Trend in the Presence of Autoregressive Error: A Comment In: Boston University - Department of Economics - Working Papers Series.
[Citation analysis]		paper1
2011Testing for Trend in the Presence of Autoregressive Error: A Comment.(2011) In: Keio/Kyoto Joint Global COE Discussion Paper Series.
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2012Testing for Trend in the Presence of Autoregressive Error: A Comment.(2012) In: Journal of the American Statistical Association.
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2011Using OLS to Estimate and Test for Structural Changes in Models with Endogenous Regressors In: Boston University - Department of Economics - Working Papers Series.
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2016Residuals‐based tests for cointegration with generalized least‐squares detrended data In: Econometrics Journal.
[Full Text][Citation analysis]		article5
2025Econometrics Volume 1:Basic Theory and Topics for Cross-Section Data In: World Scientific Books.
[Full Text][Citation analysis]		book0
2025Econometrics Volume 2:Topics for Time Series and Large Panel Data In: World Scientific Books.
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