Search Results - person:"Beaumont, Paul M."

A joint impulse response function for vector autoregressive models

Wiesen, Thomas F. P.; Beaumont, Paul Michael - In: Empirical economics : a quarterly journal of the … 66 (2024) 4, pp. 1553-1585

Persistent link: https://www.econbiz.de/10014519875

A Joint Impulse Response Function for Vector Autoregressive Models

Wiesen, Thomas - 2020

Many applications call for measuring the response due to shocks from several variables at once. We introduce a joint impulse response function (jIRF) that is independent of the order of the variables and allows for simultaneous shocks from multiple variables in the VAR rather than one at a time...

Persistent link: https://www.econbiz.de/10012844311

Time series simulation with randomized quasi-monte carlo methods : an application to value at risk and expected shortfall

Tzeng, Yu-Ying; Beaumont, Paul Michael; Ökten, Giray - In: Computational economics 52 (2018) 1, pp. 55-77

Persistent link: https://www.econbiz.de/10012052921

Are generalized spillover indices overstating connectedness?

Wiesen, Thomas F. P.; Beaumont, Paul Michael; Norrbin, … - In: Economics letters 173 (2018), pp. 131-134

Persistent link: https://www.econbiz.de/10012022959

Computing equilibrium wealth distributions in models with heterogeneous-agents, incomplete markets and idiosyncratic risk

Badshah, Muffasir; Beaumont, Paul Michael; Srivastava, Anuj - In: Computational economics 41 (2013) 2, pp. 171-193

Persistent link: https://www.econbiz.de/10009710578

Time series evidence on the linkage between the volatility and growth of output

Beaumont, Paul Michael; Norrbin, Stefan C.; Yigit, F. Pinar - In: Applied economics letters 15 (2008) 1/3, pp. 45-48

Persistent link: https://www.econbiz.de/10003724936

An Asymptotic MLE Approach to Modelling Multiple Frequency GARMA Models

Smallwood, Aaron D.; Beaumont, Paul M. - Society for Computational Economics - SCE - 2002

Persistent link: https://www.econbiz.de/10005706628

Land degradation and property regimes

Beaumont, Paul M.; Walker, Robert T. - In: Ecological Economics 18 (1996) 1, pp. 55-66

Persistent link: https://www.econbiz.de/10005358794

A Distributed Parallel Genetic Algorithm for Solving Optimal Growth Models

Beaumont, Paul M.; Bradshaw, Patrick T. - In: Computational economics 8 (1995) 3, pp. 159-180

Persistent link: https://www.econbiz.de/10007081090

A Distributed Parallel Genetic Algorithm for Solving Optimal Growth Models.

Beaumont, Paul M; Bradshaw, Patrick T - In: Computational Economics 8 (1995) 3, pp. 159-79

Persistent link: https://www.econbiz.de/10005542291

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