Details about Paul M. Beaumont

Access statistics for papers by Paul M. Beaumont.

Last updated 2024-10-09. Update your information in the RePEc Author Service.

Short-id: pbe154

Working Papers

2019

1. Conditional Sum of Squares Estimation of Multiple Frequency Long Memory Models
   MPRA Paper, University Library of Munich, Germany View citations (1)
2. Inference for likelihood-based estimators of generalized long-memory processes
   MPRA Paper, University Library of Munich, Germany View citations (1)

2011

3. Computing Equilibrium Wealth Distributions in Models with Heterogeneous-Agents, Incomplete Markets and Idiosyncratic Risk
   Working Papers, Department of Economics, Florida State University View citations (1)
   See also Journal Article Computing Equilibrium Wealth Distributions in Models with Heterogeneous-Agents, Incomplete Markets and Idiosyncratic Risk, Computational Economics, Springer (2013) (2013)
4. Computing maximally smooth forward rate curves for coupon bonds: An iterative piecewise quartic polynomial interpolation method
   Working Papers, Department of Economics, Florida State University

2005

5. Noisy Earnings Reports and the Equity Premium
   Computing in Economics and Finance 2005, Society for Computational Economics

2002

6. An Asymptotic MLE Approach to Modelling Multiple Frequency GARMA Models
   Computing in Economics and Finance 2002, Society for Computational Economics View citations (1)

1999

7. Robust Estimation of GARMA Model Parameters and Application to Cointegration among Interest Rates of Industrialized Countries
   Computing in Economics and Finance 1999, Society for Computational Economics

Journal Articles

2024

1. A joint impulse response function for vector autoregressive models
   Empirical Economics, 2024, 66, (4), 1553-1585
2. Conditional sum of squares estimation of k-factor GARMA models
   AStA Advances in Statistical Analysis, 2024, 108, (3), 501-543

2018

3. Are generalized spillover indices overstating connectedness?
   Economics Letters, 2018, 173, (C), 131-134 View citations (30)
4. Time Series Simulation with Randomized Quasi-Monte Carlo Methods: An Application to Value at Risk and Expected Shortfall
   Computational Economics, 2018, 52, (1), 55-77 View citations (2)

2013

5. Computing Equilibrium Wealth Distributions in Models with Heterogeneous-Agents, Incomplete Markets and Idiosyncratic Risk
   Computational Economics, 2013, 41, (2), 171-193
   See also Working Paper Computing Equilibrium Wealth Distributions in Models with Heterogeneous-Agents, Incomplete Markets and Idiosyncratic Risk, Working Papers (2011) View citations (1) (2011)

2007

6. Time series evidence on the linkage between the volatility and growth of output
   Applied Economics Letters, 2007, 15, (1), 45-48 View citations (7)

2001

7. Robust Estimation of GARMA Model Parameters with an Application to Cointegration among Interest Rates of Industrialized Countries
   Computational Economics, 2001, 17, (2-3), 179-201 View citations (10)

1996

8. Land degradation and property regimes
   Ecological Economics, 1996, 18, (1), 55-66 View citations (10)

1995

9. A Distributed Parallel Genetic Algorithm for Solving Optimal Growth Models
   Computational Economics, 1995, 8, (3), 159-79 View citations (8)

1990

10. Supply and Demand Interaction in Integrated Econometric and Input-Output Models
    International Regional Science Review, 1990, 13, (1-2), 167-181 View citations (7)

1989

11. New directions in quasi-experimental control group methods for project evaluation
    Socio-Economic Planning Sciences, 1989, 23, (1-2), 39-53 View citations (13)

1983

12. Wage Rate Specfication in Regional and Interregional Econometric Models
    International Regional Science Review, 1983, 8, (1), 75-83 View citations (1)

1979

13. Performance of the LINK System: 1970 versus 1975 Base Year Trade Share Matrix
    Empirical Economics, 1979, 4, (1), 11-41