Picture of Paul
Paul Beaumont
Associate Professor of Economics

Department of Economics
Florida State University
113 Collegiate Loop
Tallahassee, FL 32306-2180

Office: BEL 269
Phone: (850) 645-7085
Fax: (850) 644-4535

 Curriculum Vitae

Work in Progress

Beaumont, Paul M. and Aaron D. Smallwood. R&R. October 2019. Inference for likelihood-based
estimators of generalized long-memory processes

Beaumont, Paul M. and Aaron D. Smallwood. Under revision.  September 2019. Conditional sum
of squares estimation of multiple frequency long memory models

Wiesen, Thomas F. P. and Paul M. Beaumont. Under revision. A joint impulse response
function for Vector Autoregressive Models.

Cao, Jian and Paul M. Beaumont. Under revision. Multiple imputation for large multiscale data with linear constraints.

Beaumont, Paul M., Svetlana Pevnitskaya and Robert A. White. In preparation. Risk taking
behavior in a sequential gamble.

Beaumont, Paul M. and Aaron D. Smallwood. In preparation.  Parametric Bootstrap Tests for Cyclical Long Memory Models.

Recent Articles

Wiesen, Thomas F. P., Paul M. Beaumont, Stefan Norrbin and Anuj Srivastava. 2018. "Are generalized spillover indices overstating connnectedness?" Economics Letters, 173: 131-134.

Tzeng, Yu-Ying, Paul M. Beaumont and Giray Okten. 2018. "Time Series Simulation with Randomized Quasi-Monte Carlo Methods: An Application to Value at Risk and Expected Shortfall." Computational Economics, Vol. 52, No. 1: 5577. https://doi.org/10.1007/s10614-017-9661-0.

Abusaaq, Hussain, Paul M. Beaumont and Yaniv Jerassy-Etzion. 2016. "Maximally Smooth Forward Rate Curves for Coupon Bearing Bonds." Journal of Advances in Economics and Finance, Vol. 1, No. 1: 28-43.

Beaumont, Paul M., Yuanying Guan and Alec N. Kercheval. 2013. "Complex Dynamics in Equilibrium Asset Pricing Models with Boundedly Rational, Heterogeneous Agents." Complexity, Vol.19, No. 3: 38-55.

Badshah, Muffasir, Paul Beaumont and Anuj Srivastava.2013. "Computing Equilibrium Wealth Distributions in Models with Heterogeneous-Agents, Incomplete Markets and Idiosyncratic Risk." Computational Economics, Vol. 41, No. 2: 171-193.

Beaumont, P. M., Culham, A. J., Kercheval, A. N. 2013. "Asset Market Dynamics in Equilibrium Models with Heterogeneous Agents: Analytical Results." Advances in Economics and Business, Vol. 1, No. 2: 49-56.

Beaumont, Paul M., Stefan C. Norrbin and F. Pinar Yigit. 2008. "Time series evidence on the linkage between the volatility and growth of output." Applied Economics Letters, Vol. 15, No. 1: 45-48.


ECESIS: An interregional economic-demographic
model of the United States. 1989. New York: Garland Publishing.

(Reissued) ECESIS: An interregional economic-demographic
model of the United States. 2018.Taylor & Francis, Routledge Library Editions: Econometrics.