Additional information is available for the following registered author(s):

• Christopher F Baum

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Publisher Info

Software component provided by Boston College Department of Economics in its series Statistical Software Components with number S413901.

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Programming language: Stata
Requires: Stata version 8.2
Date of creation: 06 Sep 2000
Date of revision: 24 Mar 2006
Handle: RePEc:boc:bocode:s413901

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Contact details of provider:
Postal: Boston College, 140 Commonwealth Avenue, Chestnut Hill MA 02467 USA
Phone: 617-552-3670
Fax: +1-617-552-2308
Email:
Web page: http://fmwww.bc.edu/EC/
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For technical questions regarding this item, or to correct its listing, contact: (Christopher F Baum).

Related research

Keywords: time-series data; fractional integration; long memory;

Cited by:
(explanations, Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.)

1. Christopher F Baum & Mustafa Caglayan, 2007. "Effects of Exchange Rate Volatility on the Volume and Volatility of Bilateral Exports," Money Macro and Finance (MMF) Research Group Conference 2006 64, Money Macro and Finance Research Group. [Downloadable!]
2. Christopher F. Baum & Mustafa Caglayan, 2006. "On the Sensitivity of the Volume and Volatility of Bilateral Trade Flows to Exchange Rate Uncertainty," Boston College Working Papers in Economics 641, Boston College Department of Economics, revised 06 Feb 2008. [Downloadable!]

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This page was last updated on 2009-12-10.