Benoît Perron

2.0k total citations · 1 hit paper
34 papers, 1.3k citations indexed

About

Benoît Perron is a scholar working on General Economics, Econometrics and Finance, Economics and Econometrics and Finance. According to data from OpenAlex, Benoît Perron has authored 34 papers receiving a total of 1.3k indexed citations (citations by other indexed papers that have themselves been cited), including 25 papers in General Economics, Econometrics and Finance, 19 papers in Economics and Econometrics and 15 papers in Finance. Recurrent topics in Benoît Perron's work include Monetary Policy and Economic Impact (25 papers), Financial Risk and Volatility Modeling (12 papers) and Statistical Methods and Inference (8 papers). Benoît Perron is often cited by papers focused on Monetary Policy and Economic Impact (25 papers), Financial Risk and Volatility Modeling (12 papers) and Statistical Methods and Inference (8 papers). Benoît Perron collaborates with scholars based in Canada, United States and United Kingdom. Benoît Perron's co-authors include Hyungsik Roger Moon, Śılvia Gonçalves, Federico M. Bandi, Peter C.B. Phillips, Oliver Linton, Michael W. McCracken, Abraham Lioui, Andrea Tamoni, Claudio Tebaldi and Timothy G. Conley and has published in prestigious journals such as The Review of Economics and Statistics, Journal of Econometrics and Journal of Business and Economic Statistics.

In The Last Decade

Benoît Perron

32 papers receiving 1.2k citations

Hit Papers

Testing for a unit root in panels with dynamic factors 2004 2026 2011 2018 2004 200 400 600
What are hit papers?

Hit papers significantly outperform the citation benchmark for their cohort. A paper qualifies if it has ≥500 total citations, achieves ≥1.5× the top-1% citation threshold for papers in the same subfield and year (this is the minimum needed to enter the top 1%, not the average within it), or reaches the top citation threshold in at least one of its specific research topics.

  1. Testing for a unit root in panels with dynamic factors
    2004 684 citations Hyungsik Roger Moon, Benoît Perron Journal of Econometrics profile →

Peers — A (Enhanced Table)

Peers by citation overlap · career bar shows stage (early→late) cites · hero ref

Name h Career Trend Papers Cites
Benoît Perron Canada 16 1.1k 681 301 116 87 34 1.3k
Jean‐Pierre Urbain Netherlands 20 1.1k 1.0× 807 1.2× 496 1.6× 109 0.9× 59 0.7× 44 1.4k
Robert Sollis United Kingdom 13 852 0.8× 542 0.8× 388 1.3× 129 1.1× 27 0.3× 26 1.0k
Andy Snell United Kingdom 12 1.4k 1.3× 1.0k 1.5× 499 1.7× 183 1.6× 36 0.4× 32 1.6k
Yoosoon Chang United States 15 715 0.7× 543 0.8× 280 0.9× 130 1.1× 97 1.1× 37 954
Panagiotis Mantalos Sweden 11 622 0.6× 293 0.4× 170 0.6× 146 1.3× 42 0.5× 28 753
Tolga Omay Türkiye 19 973 0.9× 515 0.8× 231 0.8× 226 1.9× 23 0.3× 76 1.2k
Scott M. Weiner United States 7 967 0.9× 648 1.0× 673 2.2× 139 1.2× 17 0.2× 10 1.4k
Siok Kun Sek Malaysia 13 626 0.6× 265 0.4× 166 0.6× 248 2.1× 40 0.5× 84 771
Peter S. Sephton Canada 16 796 0.7× 597 0.9× 358 1.2× 121 1.0× 20 0.2× 67 1.0k
Tae‐Hwan Kim United Kingdom 12 494 0.5× 243 0.4× 143 0.5× 59 0.5× 37 0.4× 39 653

Countries citing papers authored by Benoît Perron

Since Specialization
Citations

This map shows the geographic impact of Benoît Perron's research. It shows the number of citations coming from papers published by authors working in each country. You can also color the map by specialization and compare the number of citations received by Benoît Perron with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites Benoît Perron more than expected).

Fields of papers citing papers by Benoît Perron

Since Specialization
Physical SciencesHealth SciencesLife SciencesSocial Sciences

This network shows the impact of papers produced by Benoît Perron. Nodes represent research fields, and links connect fields that are likely to share authors. Colored nodes show fields that tend to cite the papers produced by Benoît Perron. The network helps show where Benoît Perron may publish in the future.

Co-authorship network of co-authors of Benoît Perron

This figure shows the co-authorship network connecting the top 25 collaborators of Benoît Perron. A scholar is included among the top collaborators of Benoît Perron based on the total number of citations received by their joint publications. Widths of edges represent the number of papers authors have co-authored together. Node borders signify the number of papers an author published with Benoît Perron. Benoît Perron is excluded from the visualization to improve readability, since they are connected to all nodes in the network.

All Works

20 of 20 papers shown
1.
Conley, Timothy G., Śılvia Gonçalves, Min Seong Kim, & Benoît Perron. (2023). Bootstrap inference under cross‐sectional dependence. Quantitative Economics. 14(2). 511–569. 8 indexed citations
2.
Gonçalves, Śılvia, Michael W. McCracken, & Benoît Perron. (2017). Tests of equal accuracy for nested models with estimated factors. Journal of Econometrics. 198(2). 231–252. 23 indexed citations
3.
Gonçalves, Śılvia, et al.. (2015). Bootstrap Inference in Regressions with Estimated Factors and Serial Correlation. Journal of Time Series Analysis. 36(3). 481–502. 17 indexed citations
4.
Gonçalves, Śılvia & Benoît Perron. (2014). Bootstrapping factor-augmented regression models. Journal of Econometrics. 182(1). 156–173. 58 indexed citations
5.
Moon, Hyungsik Roger, Benoît Perron, & Peter C.B. Phillips. (2014). Point-optimal panel unit root tests with serially correlated errors. Econometrics Journal. 17(3). 338–372. 7 indexed citations
6.
Gonçalves, Śılvia & Benoît Perron. (2012). Bootstrapping Factor-Augmented Regression Models. RePEc: Research Papers in Economics. 7 indexed citations
7.
Moon, Hyungsik Roger & Benoît Perron. (2011). Beyond Panel Unit Root Tests: Using Multiple Testing to Determine the Non Stationarity Properties of Individual Series in a Panel. SSRN Electronic Journal. 15 indexed citations
8.
Lioui, Abraham & Benoît Perron. (2010). A Long-Horizon Perspective on the Cross-Section of Expected Returns. 7 indexed citations
9.
Moon, Hyungsik Roger & Benoît Perron. (2007). An empirical analysis of nonstationarity in a panel of interest rates with factors. Journal of Applied Econometrics. 22(2). 383–400. 36 indexed citations
10.
Moon, Hyungsik Roger & Benoît Perron. (2005). Efficient Estimation of the Seemingly Unrelated Regression Cointegration Model and Testing for Purchasing Power Parity. Econometric Reviews. 23(4). 293–323. 40 indexed citations
11.
Perron, Benoît, et al.. (2005). Relation entre le taux de change et les exportations nettes : test de la condition Marshall-Lerner pour le Canada. L Actualité économique. 79(4). 481–502. 5 indexed citations
12.
Moon, Hyungsik Roger & Benoît Perron. (2004). Efficient Estimation of the SUR Cointegration Regression Model and Testing for Purchasing Power Parity. 15 indexed citations
13.
Moon, Hyungsik Roger & Benoît Perron. (2004). Testing for a unit root in panels with dynamic factors. Journal of Econometrics. 122(1). 81–126. 684 indexed citations breakdown →
14.
Perron, Benoît. (2003). Semiparametric Weak-Instrument Regressions with an Application to the Risk-Return Tradeoff. The Review of Economics and Statistics. 85(2). 424–443. 5 indexed citations
15.
Moon, Hyungsik Roger & Benoît Perron. (2003). Appendix: Omitted Proofs of 'Testing for a Unit Root in Panels with Dynamic Factors'. SSRN Electronic Journal. 7 indexed citations
16.
Moon, Hyungsik Roger & Benoît Perron. (2003). Testing for a Unit Root in Panels with Dynamic Factors. SSRN Electronic Journal. 18 indexed citations
17.
Moon, Hyungsik Roger & Benoît Perron. (2003). Testing for a Unit Root in Panels with Dynamic Factors. SSRN Electronic Journal. 58 indexed citations
18.
Linton, Oliver B. & Benoît Perron. (2001). The Shape of Risk Premium: Evidence from a Semiparametric GARCH Model. SSRN Electronic Journal.
19.
Moon, Hyungsik Roger & Benoît Perron. (2000). The Seemingly Unrelated Dynamic Cointegration Regression Model and Testing for Purching Power Parity. Papyrus : Institutional Repository (Université de Montréal). 3 indexed citations
20.
Perron, Benoît. (1999). Jumps in the Volatility of Financial Markets. Papyrus : Institutional Repository (Université de Montréal). 4 indexed citations

Rankless uses publication and citation data sourced from OpenAlex, an open and comprehensive bibliographic database. While OpenAlex provides broad and valuable coverage of the global research landscape, it—like all bibliographic datasets—has inherent limitations. These include incomplete records, variations in author disambiguation, differences in journal indexing, and delays in data updates. As a result, some metrics and network relationships displayed in Rankless may not fully capture the entirety of a scholar's output or impact.

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