Paul Beaumont

Paul Beaumont

Associate Professor of Economics

Florida State University

Biography

Paul Beaumont has an extensive academic graduate teaching background including MSc and Ph.D. level courses in data analysis, financial economics, financial econometrics, time series analysis, mathematical economics, econometric theory and Islamic finance. He has had several international teaching assignments including in Spain, Italy, France, Japan, Lebanon, UAE, and Syria. He has industry and consulting experience in quantitative finance including term structure modeling, fixed income analytics, mortgage backed securities, prepayment models, exotic derivatives, and Islamic financial instruments. He also has experience in developing, estimating and forecasting large-scale macro-econometric and demographic models including international trade linkage and financial flows models.

Download my curriculum vitae.

Interests
  • Time Series Analysis
  • Computational Finance
  • Data Analysis
Education

  • PhD in Economics, 1984

    University of Pennsylvania

  • BSc in Economics, 1974

    Purdue University

Experience

 
 
 
 
 
Associate Professor of Economics
Florida State University
Aug 1988 – Present Tallahassee, Florida, USA
 
 
 
 
 
Research Scientist
Supercomputer Computations Research Institute
Jan 1988 – May 1999 FSU, Tallahassee, Florida, USA
 
 
 
 
 
Senior Financial Analyst
Atlantic Portfolio Analytics & Management
Jun 1994 – Aug 1995 Orlando, Florida, USA
 
 
 
 
 
Assistant Professor of Economics
Purdue University
Aug 1981 – Jul 1988 West Lafayette, Indiana, USA
 
 
 
 
 
Research Associate
American Statistical Association
Jun 1979 – Aug 1981 Washington D.C., USA
 
 
 
 
 
Visiting Positions
Aug 1984 – Present
  • 8/2008 – 8/2009: Department of Finance, Balamand University, Tripoli, Lebanon
  • 1998, 1999, 6/2001 – 8/2002: Institute of Financial Economics, American University of Beirut, Beirut, Lebanon
  • 6/1999 – 8/1999: Center for Advanced Mathematical Sciences, American University of Beirut, Beirut, Lebanon
  • 6/1986 – 8/1987: Regional Research Institute, West Virginia University, Morgantown, West Virginia, USA

Current Projects and Recent Publications

Thomas F. P. Wiesen, Paul Beaumont (2023). A joint impulse response function for Vector Autoregressive Models (Under Review).

Aaron D. Smallwood, Paul Beaumont (2022). Conditional sum of squares estimation of k-factor GARMA models. (Under Review).

Paul Beaumont, Aaron D. Smallwood (2022). Inference for estimators of generalized long memory processes. Communications in Statistics Part B: Simulation and Computation.

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Yu-Ying Tzeng, Paul Beaumont, Giray Okten (2018). Time Series Simulation with Randomized Quasi-Monte Carlo Methods - An Application to Value at Risk and Expected Shortfall. Computational Economics, 52.

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Thomas F. P. Wiesen, Paul Beaumont, Stefan C. Norrbin, Anuj Srivastava (2018). Are generalized spillover indices overstating connectedness?. Economics Letters.

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