Brendan K Beare

Brendan K. Beare is Professor of Econometrics in the School of Economics at the University of Sydney, a position he assumed in July 2019. He earned his PhD in Economics from Yale University in 2007 and a Bachelor of Economics with Honours from the University of New South Wales in 2002. Prior to his appointment at Sydney, Beare held the position of Associate Professor of Economics at the University of California, San Diego, where he joined as Assistant Professor in fall 2008. His career trajectory underscores a dedication to econometric research and teaching at leading institutions.

Beare's academic interests center on econometric theory, encompassing time series analysis, heavy-tailed phenomena, distributional comparisons, and option mispricing. His prolific publication record features contributions to top-tier journals, including "Determination of Pareto Exponents in Economic Models Driven by Markov Multiplicative Processes" (Econometrica, 2022, with Alexis Akira Toda), "Tail Behavior of Stopped Lévy Processes with Markov Modulation" (Econometric Theory, 2022, with Won-Ki Seo and Alexis Akira Toda), "Optimal Measure Preserving Derivatives Revisited" (Mathematical Finance, 2023), "Representation of I(1) and I(2) Autoregressive Hilbertian Processes" (Econometric Theory, 2020, with Won-Ki Seo), "Improved Nonparametric Bootstrap Tests of Lorenz Dominance" (Journal of Business & Economic Statistics, 2021, with Zhenting Sun), "Randomization Tests of Copula Symmetry" (Econometric Theory, 2020, with Juwon Seo), and "On the Emergence of a Power Law in the Distribution of COVID-19 Cases" (Physica D: Nonlinear Phenomena, 2020, with Alexis Akira Toda). Beare enhances the field's development as Co-Editor of Econ Journal Watch and Associate Editor of Econometric Theory. His work provides foundational advancements in understanding nonstationary processes, stochastic arbitrage, and power laws in economic distributions, influencing econometric methodology and applied research.

Professional Email: brendan.beare@sydney.edu.au