Pierre Perrón
Impact in
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- Monetary Policy and Economic Impact
- Finance top 0.02%
- Financial Risk and Volatility Modeling
- Global Financial Crisis and Policies
Papers in
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- Monetary Policy and Economic Impact 75
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- Market Dynamics and Volatility 47
- Complex Systems and Time Series Analysis 30
- Co-authors
- Peter C.B. Phillips (3 shared papers)Serena Ng (11 shared papers)Jushan Bai (3 shared papers)Timothy J. Vogelsang (6 shared papers)John Y. Campbell (4 shared papers)Zhongjun Qu (7 shared papers)Dukpa Kim (7 shared papers)Robert J. Shiller (2 shared papers)
- Journals
- Journal of Econometrics (19 papers)Econometric Theory (12 papers)Journal of Business and Economic Statistics (10 papers)Journal of Time Series Analysis (9 papers)Econometrics Journal (6 papers)
- Partner nations
- United StatesCanadaJapan
In The Last Decade
Pierre Perrón
141 papers receiving 36.1k citations
Pierre Perrón's Hit Papers
Peers
Comparison fields: 5 of 175
- General Economics, Econometrics and Finance 23.6k
- Finance 13.0k
- Economics and Econometrics 32.2k
- Renewable Energy, Sustainability and the Environment 5.1k
- General Energy 206
Countries citing papers authored by Pierre Perrón
This map shows the geographic impact of Pierre Perrón'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 Pierre Perrón with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites Pierre Perrón more than expected).
Fields of papers citing papers by Pierre Perrón
This network shows the impact of papers produced by Pierre Perrón. 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 Pierre Perrón. The network helps show where Pierre Perrón may publish in the future.
Co-authors
The 25 scholars most cited alongside Pierre Perrón, linked wherever they have co-authored with each other. Click a name or a connecting line to browse the papers they share.
All Works
Showing the 20 most-cited of 143 papers — load more, or switch the sort, to bring in the rest.
| # | Work | ||
|---|---|---|---|
| 1 | Testing for a unit root in time series regression Hit paper breakdown → | 1988 | 13455 |
| 2 | The Great Crash, the Oil Price Shock, and the Unit Root Hypothesis Hit paper breakdown → | 1989 | 5469 |
| 3 | Estimating and Testing Linear Models with Multiple Structural Changes Hit paper breakdown → | 1998 | 4003 |
| 4 | LAG Length Selection and the Construction of Unit Root Tests with Good Size and Power Hit paper breakdown → | 2001 | 2926 |
| 5 | Trends and random walks in macroeconomic time series Hit paper breakdown → | 1988 | 1719 |
| 6 | Further evidence on breaking trend functions in macroeconomic variables Hit paper breakdown → | 1997 | 1439 |
| 7 | Unit Root Tests in ARMA Models with Data-Dependent Methods for the Selection of the Truncation Lag Hit paper breakdown → | 1995 | 1083 |
| 8 | Pitfalls and Opportunities: What Macroeconomists Should Know about Unit Roots Hit paper breakdown → | 1991 | 949 |
| 9 | Nonstationarity and Level Shifts With an Application to Purchasing Power Parity Hit paper breakdown → | 1992 | 820 |
| 10 | Testing for a Unit Root in Time Series Regression Hit paper breakdown → | 1988 | 814 |
| 11 | Testing for a Unit Root in a Time Series With a Changing Mean Hit paper breakdown → | 1990 | 787 |
| 12 | Critical values for multiple structural change tests Hit paper breakdown → | 2003 | 592 |
| 13 | 1998 | 464 | |
| 14 | 1995 | 419 | |
| 15 | 1996 | 385 | |
| 16 | 2009 | 353 | |
| 17 | 2007 | 328 | |
| 18 | 1985 | 309 | |
| 19 | 2008 | 302 | |
| 20 | 1992 | 297 |
About Pierre Perrón
Pierre Perrón is a scholar working on General Economics, Econometrics and Finance, Economics and Econometrics, Finance, Statistics and Probability and Global and Planetary Change, having authored 143 papers that have together received 40.7k indexed citations. Recurring topics across this work include Monetary Policy and Economic Impact (75 papers), Financial Risk and Volatility Modeling (48 papers), Market Dynamics and Volatility (47 papers), Statistical Methods and Inference (35 papers), Complex Systems and Time Series Analysis (30 papers), Advanced Statistical Methods and Models (29 papers), Climate variability and models (14 papers) and Atmospheric and Environmental Gas Dynamics (8 papers). The work is most often cited by research in General Economics, Econometrics and Finance (23.6k citations), Finance (13.0k citations), Economics and Econometrics (32.2k citations), Renewable Energy, Sustainability and the Environment (5.1k citations) and General Energy (206 citations). Pierre Perrón has collaborated with scholars based in United States, Canada and Japan. Frequent co-authors include Peter C.B. Phillips, Serena Ng, Jushan Bai, Timothy J. Vogelsang, John Y. Campbell, Zhongjun Qu, Dukpa Kim, Robert J. Shiller, Tomoyoshi Yabu and Josep Lluís Carrion‐i‐Silvestre. Their work appears in journals such as Journal of Econometrics, Econometric Theory, Journal of Business and Economic Statistics, Journal of Time Series Analysis and Econometrics Journal.
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.