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Paul M. Beaumont

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This is information that was supplied by Paul Beaumont in registering through RePEc. If you are Paul M. Beaumont , you may change this information at the RePEc Author Service. Or if you are not registered and would like to be listed as well, register at the RePEc Author Service. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

Personal Details

First Name: Paul
Middle Name: M.
Last Name: Beaumont
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RePEc Short-ID: pbe154

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Affiliation

Department of Economics
Florida State University
Location: Tallahassee, Florida (United States)
Homepage: http://www.fsu.edu/~economic/
Email:
Phone: 850-644-5001
Fax: 644-4535
Postal: 246 Bellamy Building, Tallahassee, Florida 32306-2180
Handle: RePEc:edi:defsuus (more details at EDIRC)

Works

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Working papers

  1. Muffasir Badshah & Paul Beaumont & Anuj Srivastava, 2011. "Computing Equilibrium Wealth Distributions in Models with Heterogeneous-Agents, Incomplete Markets and Idiosyncratic Risk," Working Papers wp2011_08_02, Department of Economics, Florida State University.
  2. Paul Beaumont & Yaniv Jerassy-Etzion, 2011. "Computing maximally smooth forward rate curves for coupon bonds: An iterative piecewise quartic polynomial interpolation method," Working Papers wp2011_08_03, Department of Economics, Florida State University.
  3. Gorkem Ozer & Paul Beaumont, 2005. "Noisy Earnings Reports and the Equity Premium," Computing in Economics and Finance 2005 389, Society for Computational Economics.
  4. Aaron D. Smallwood & Paul M. Beaumont, 2002. "An Asymptotic MLE Approach to Modelling Multiple Frequency GARMA Models," Computing in Economics and Finance 2002 285, Society for Computational Economics.
  5. Raji Ramachandran & Paul Beaumont, 1999. "Robust Estimation of GARMA Model Parameters and Application to Cointegration among Interest Rates of Industrialized Countries," Computing in Economics and Finance 1999 851, Society for Computational Economics.

Articles

  1. Muffasir Badshah & Paul Beaumont & Anuj Srivastava, 2013. "Computing Equilibrium Wealth Distributions in Models with Heterogeneous-Agents, Incomplete Markets and Idiosyncratic Risk," Computational Economics, Society for Computational Economics, vol. 41(2), pages 171-193, February.
  2. Paul Beaumont & Stefan Norrbin & F. Pinar Yigit, 2007. "Time series evidence on the linkage between the volatility and growth of output," Applied Economics Letters, Taylor & Francis Journals, vol. 15(1), pages 45-48.
  3. Ramachandran, Rajalakshmi & Beaumont, Paul, 2001. "Robust Estimation of GARMA Model Parameters with an Application to Cointegration among Interest Rates of Industrialized Countries," Computational Economics, Society for Computational Economics, vol. 17(2-3), pages 179-201, June.
  4. Beaumont, Paul M. & Walker, Robert T., 1996. "Land degradation and property regimes," Ecological Economics, Elsevier, vol. 18(1), pages 55-66, July.
  5. Beaumont, Paul M & Bradshaw, Patrick T, 1995. "A Distributed Parallel Genetic Algorithm for Solving Optimal Growth Models," Computational Economics, Society for Computational Economics, vol. 8(3), pages 159-79, August.
  6. Isserman, Andrew M. & Beaumont, Paul M., 1989. "New directions in quasi-experimental control group methods for project evaluation," Socio-Economic Planning Sciences, Elsevier, vol. 23(1-2), pages 39-53.
  7. Beaumont, P & Prucha, I & Filatov, V, 1979. "Performance of the LINK System: 1970 versus 1975 Base Year Trade Share Matrix," Empirical Economics, Springer, vol. 4(1), pages 11-41.

NEP Fields

3 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-CBA: Central Banking (1) 2011-09-16. Author is listed
  2. NEP-CMP: Computational Economics (2) 2011-09-16 2011-09-16. Author is listed
  3. NEP-DGE: Dynamic General Equilibrium (1) 2011-09-16. Author is listed
  4. NEP-ECM: Econometrics (1) 2003-10-20. Author is listed
  5. NEP-ETS: Econometric Time Series (1) 2003-10-20. Author is listed
  6. NEP-ORE: Operations Research (1) 2011-09-16. Author is listed

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