Research interests
Financial and computational economics, time series.

Professor Beaumont received his undergraduate degree in Economics from Purdue University in 1974 and a PhD in Economics from the University of Pennsylvania in 1984. After 4 years as an assistant professor at Purdue University, he joined Florida State University in 1988 as an Associate professor. Professor Beaumont has taught in Italy, France, Japan and Lebanon and spent several years as a financial analyst for fixed income derivatives.

Professor Beaumont has research interests in Financial Economics, Time Series Econometrics, Computational Economics and Middle-eastern Economics. His early work include contributions to the developement of economic-demographic models and the use of dynamical systems and agent-based models for application in economics. He has focused on the term structure of interest rates, optimal growth models and the use of genetic algorithms for economic dynamics and has brought funded research through collaborations with the department of Economics, in particular with projects involving Computational finance, Financial mathematics, Stochastic control and Algorithmics. As of 2012, Professor Beaumont has directed eight PhD dissertations in financial economics and econometrics.

Paul Beaumont
Paul Beamont
Associate Professor of Economics
Selected papers
Beaumont, Paul M. and Aaron D. Smallwood. October 2022. Conditional sum of squares estimation of multiple frequency long memory models. Submitted.
Wiesen, Thomas F. P. and Paul M. Beaumont. November 2022. A joint impulse response function for Vector Autoregressive Models. Revised & Resubmitted.
Beaumont, Paul M. and Aaron D. Smallwood. 2022. Inference for estimators of generalized long-memory processes. In press at Communications in Statistics Part B: Simulation and Computation. DOI 10.1080/03610918.2021.2007399.
Wiesen, Thomas F. P., Paul M. Beaumont, Stefan C. Norrbin, and Anuj Srivastava. 2018. Are generalized spillover indices overstating connectedness? Economics Letters, 173: 131–134. DOI 10.1016/j.econlet.2018.10.007
Tzeng, Yu-Ying, Giray Okten andPaul M. Beaumont. 2018. Time Series Simulation with Randomized Quasi-Monte Carlo Methods: An Application to Value at Risk and Expected Shortfall. Computational Economics, 52, 1: 55–77. DOI 10.1007/s10614-017-9661-0
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