# Christopher F Baum

### Contents:

## Personal Details

First Name: | Christopher |

Middle Name: | F |

Last Name: | Baum |

Suffix: | |

RePEc Short-ID: | pba1 |

http://www.bc.edu/schools/cas/economics/faculty-and-staff/faculty-listing/baum-christopher | |

Department of Economics, 140 Commonwealth Avenue, Chestnut Hill MA 02467 USA | |

Twitter: | Follow @cfbaum |

http://www.bc.edu/economics/

: 617-552-3670

617-552-2308

Administration Building, 140 Commonwealth Avenue, Chestnut Hill MA 02467

RePEc:edi:debocus (more details at EDIRC)

http://www.diw.de/

: xx49-30-89789-0

xx49-30-89789-200

Mohrenstraße 58, D-10117 Berlin

RePEc:edi:diwbede (more details at EDIRC)

This author manages the following RePEc Biblio topics, reading lists or publication compilations:

This author is featured on the following reading lists, publication compilations or Wikipedia entries:- Christopher F. Baum & Atreya Chakraborty & Boyan Liu, 2016.
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**Corporate Financial Policy and the Value of Cash under Uncertainty**," Boston College Working Papers in Economics 918, Boston College Department of Economics. - Kit Baum & Soner Tunay & Alper Corlu, 2016.
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**Modeling Rating Transition Matrices for Wholesale Loan Portfolios**," 2016 Stata Conference 17, Stata Users Group. - Christopher F Baum & Paola Zerilli, 2016.
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**Analyzing volatility shocks to Eurozone CDS spreads with a multicountry GMM model in Stata**," United Kingdom Stata Users' Group Meetings 2016 07, Stata Users Group. - Christopher Baum & Giovanni Cerulli, CNR-IRCrES, 2016.
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**Estimating a dose-response function with heterogeneous response to confounders when treatment is continuous and endogenous**," EcoMod2016 9388, EcoMod. - Christopher F Baum & Hans Lööf & Pardis Nabavi & Andreas Stephan, 2015.
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**A New Approach to Estimation of the R&D-Innovation-Productivity Relationship**," Boston College Working Papers in Economics 876, Boston College Department of Economics.- Baum, Christopher F & Lööf, Hans & Nabavi, Pardis & Stephan, Andreas, 2015.
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**A New Approach to Estimation of the R&D-Innovation-Productivity Relationship**," Working Paper Series in Economics and Institutions of Innovation 408, Royal Institute of Technology, CESIS - Centre of Excellence for Science and Innovation Studies. - Andreas Stephan & Christopher BAUM, & Pardis NABAVI & Hans LÖÖF,, 2015.
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**A New Approach to Estimation of the R&D-Innovation-Productivity Relationship**," EcoMod2015 8868, EcoMod.

- Baum, Christopher F & Lööf, Hans & Nabavi, Pardis & Stephan, Andreas, 2015.
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- Christopher Baum & Madhavi Pundit & Arief Ramayandi, 2015.
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**Openness and financial stability**," EcoMod2015 8652, EcoMod. - Christopher F Baum & Hans Lööf & Pardis Nabavi, 2015.
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**Innovation, Spillovers and Productivity Growth: A Dynamic Panel Data Approach**," Boston College Working Papers in Economics 885, Boston College Department of Economics.- Christopher Baum & Hans Lööf, & Pardis Nabavi, 2015.
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**Innovation, Spillovers and Productivity Growth: A Dynamic Panel Data Approach**," EcoMod2015 8970, EcoMod.

- Christopher Baum & Hans Lööf, & Pardis Nabavi, 2015.
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- Christopher F Baum, 2015.
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**A large-scale application of Stata's forecast suite: challenges and potential**," United Kingdom Stata Users' Group Meetings 2015 12, Stata Users Group. - Michael Pesko & Christopher F Baum, 2014.
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**The Self-Medication Hypothesis: Evidence from Terrorism and Cigarette Accessibility**," Boston College Working Papers in Economics 865, Boston College Department of Economics, revised 07 Feb 2016.- Pesko, Michael F. & Baum, Christopher F., 2016.
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**The self-medication hypothesis: Evidence from terrorism and cigarette accessibility**," Economics & Human Biology, Elsevier, vol. 22(C), pages 94-102.

- Pesko, Michael F. & Baum, Christopher F., 2016.
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- Christopher F Baum & Paola Zerilli, 2014.
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**Jumps and stochastic volatility in crude oil futures prices using conditional moments of integrated volatility**," Boston College Working Papers in Economics 860, Boston College Department of Economics.- Baum, Christopher F. & Zerilli, Paola, 2016.
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**Jumps and stochastic volatility in crude oil futures prices using conditional moments of integrated volatility**," Energy Economics, Elsevier, vol. 53(C), pages 175-181.

- Baum, Christopher F. & Zerilli, Paola, 2016.
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- Christopher F Baum & Mark E Schaffer, 2014.
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**Extending Stata's capabilities for asymptotic covariance matrix estimation**," United Kingdom Stata Users' Group Meetings 2014 16, Stata Users Group. - Christopher F. Baum & Dorothea Schäfer & Andreas Stephan, 2013.
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**Credit Rating Agency Downgrades and the Eurozone Sovereign Debt Crises**," Boston College Working Papers in Economics 841, Boston College Department of Economics, revised 30 Jan 2014.- Baum, Christopher F. & Schäfer, Dorothea & Stephan, Andreas, 2016.
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**Credit rating agency downgrades and the Eurozone sovereign debt crises**," Journal of Financial Stability, Elsevier, vol. 24(C), pages 117-131.

- Christopher Baum & Margarita Karpava & Dorothea Schäfer & Andreas Stephan, 2014.
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**Credit Rating Agency Downgrades and the Eurozone Sovereign Debt Crises**," EcoMod2014 6939, EcoMod. - Christopher F Baum & Margarita Karpava & Dorothea Schäfer & Andreas Stephen, 2014.
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**Credit rating agency downgrades and the Eurozone sovereign debt crises**," NBP Working Papers 177, Narodowy Bank Polski, Economic Research Department.

- Baum, Christopher F. & Schäfer, Dorothea & Stephan, Andreas, 2016.
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- Baum, Christopher & Karpava, Margarita & Schäfer, Dorothea & Stephan, Andreas, 2013.
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**Credit Rating Agency Announcements and the Eurozone Sovereign Debt Crises**," Ratio Working Papers 224, The Ratio Institute.- Christopher F. Baum & Margarita Karpava & Dorothea Schäfer & Andreas Stephan, 2013.
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**Credit Rating Agency Announcements and the Eurozone Sovereign Debt Crisis**," Discussion Papers of DIW Berlin 1333, DIW Berlin, German Institute for Economic Research.

- Christopher F. Baum & Margarita Karpava & Dorothea Schäfer & Andreas Stephan, 2013.
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- Christopher F Baum & Mark E Schaffer, 2013.
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**A general approach to testing for autocorrelation**," 2013 Stata Conference 6, Stata Users Group.- Christopher F Baum & Mark E Schaffer, 2013.
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**A general approach to testing for autocorrelation**," United Kingdom Stata Users' Group Meetings 2013 13, Stata Users Group.

- Christopher F Baum & Mark E Schaffer, 2013.
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- Christopher F Baum & Mustafa Caglayan & Abdul Rashid, 2013.
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**Capital Structure Adjustments: Do Macroeconomic and Business Risks Matter?**," Boston College Working Papers in Economics 822, Boston College Department of Economics, revised 29 Aug 2016. - Christopher F Baum, 2013.
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**Implementing new econometric tools in Stata**," Mexican Stata Users' Group Meetings 2013 09, Stata Users Group. - Can Erbil & Kit Baum & Ferhan Salman, 2013.
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**Relaxing the Financial Constraint: The Impact of Banking Sector Reform on Firm Performance - Emerging Market Evidence from Turkey**," EcoMod2013 5674, EcoMod.- Can ERBIL & Ferhan SALMAN, "undated".
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**Relaxing the Financial Constraint: The Impact of Banking Sector Reform on Firm Performance - Emerging Market Evidence from Turkey**," EcoMod2009 21500028, EcoMod.

- Can ERBIL & Ferhan SALMAN, "undated".
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- Christopher F Baum & Alexander Kurov & Marketa W. Halova, 2013.
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**What do Chinese Macro Announcements Tell Us About the World Economy?**," Boston College Working Papers in Economics 834, Boston College Department of Economics, revised 01 Jun 2015.- Baum, Christopher F. & Kurov, Alexander & Wolfe, Marketa Halova, 2015.
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**What do Chinese macro announcements tell us about the world economy?**," Journal of International Money and Finance, Elsevier, vol. 59(C), pages 100-122.

- Baum, Christopher F. & Kurov, Alexander & Wolfe, Marketa Halova, 2015.
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- Christopher Baum & Yingying Dong & Arthur Lewbel & Tao Yang, 2012.
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**Binary choice models with endogenous regressors**," SAN12 Stata Conference 9, Stata Users Group. - Christopher F Baum & Mustafa Caglayan & Oleksandr Talavera, 2012.
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**R&D Expenditures and Geographical Sales Diversification**," Boston College Working Papers in Economics 794, Boston College Department of Economics, revised 12 Nov 2012.- Christopher F. Baum & Mustafa Caglayan & Oleksandr Talavera, 2016.
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**R&D Expenditures and Geographical Sales Diversification**," Manchester School, University of Manchester, vol. 84(2), pages 197-221, 03.

- Christopher F. Baum & Mustafa Caglayan & Oleksandr Talavera, 2016.
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- Christopher F Baum & Yingying Dong & Arthur Lewbel & Tao Yang, 2012.
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**A simple alternative to the linear probability model for binary choice models with endogenous regressors**," German Stata Users' Group Meetings 2012 02, Stata Users Group. - Christopher F Baum & Arthur Lewbel & Mark E Schaffer & Oleksander Talavera, 2012.
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**Instrumental variables estimation using heteroskedasticity-based instruments**," United Kingdom Stata Users' Group Meetings 2012 07, Stata Users Group.- Christopher F Baum & Arthur Lewbel & Mark E Schaffer & Oleksandr Talavera, 2013.
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**Instrumental variables estimation using heteroskedasticity-based instruments**," German Stata Users' Group Meetings 2013 05, Stata Users Group.

- Christopher F Baum & Arthur Lewbel & Mark E Schaffer & Oleksandr Talavera, 2013.
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- Daniel Kim & Christopher F Baum & Michael Ganz & S.V. Subramanian & Ichiro Kawachi, 2011.
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**The contextual effects of social capital on health: a cross-national instrumental variable analysis**," Boston College Working Papers in Economics 786, Boston College Department of Economics.- Kim, Daniel & Baum, Christopher F. & Ganz, Michael L. & Subramanian, S.V. & Kawachi, Ichiro, 2011.
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**The contextual effects of social capital on health: A cross-national instrumental variable analysis**," Social Science & Medicine, Elsevier, vol. 73(12), pages 1689-1697.

- Kim, Daniel & Baum, Christopher F. & Ganz, Michael L. & Subramanian, S.V. & Kawachi, Ichiro, 2011.
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- Christopher F Baum, 2011.
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**An interpretation and implementation of the Theil-Goldberger 'mixed' estimator**," CHI11 Stata Conference 14, Stata Users Group. - Christopher F Baum & Mustafa Caglayan & Oleksandr Talavera, 2010.
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**Corporate Liquidity Management and Future Investment Expenditures**," University of East Anglia Applied and Financial Economics Working Paper Series 001, School of Economics, University of East Anglia, Norwich, UK.. - Christopher F Baum & Austin Nichols & Mark E Schaffer, 2010.
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**Evaluating one-way and two-way cluster-robust covariance matrix estimates**," BOS10 Stata Conference 11, Stata Users Group.- Christopher F Baum & Austin Nichols & Mark E Schaffer, 2010.
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**Evaluating one-way and two-way cluster-robust covariance matrix estimates**," United Kingdom Stata Users' Group Meetings 2010 12, Stata Users Group. - Christopher F Baum & Austin Nichols & Mark E Schaffer, 2011.
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**Evaluating one-way and two-way cluster–robust covariance matrix estimates**," German Stata Users' Group Meetings 2011 02, Stata Users Group.

- Christopher F Baum & Austin Nichols & Mark E Schaffer, 2010.
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- Oleg Badunenko & Christopher F. Baum & Dorothea Schäfer, 2010.
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**Does the tenure of Private Equity investment improve the performance of European firms?**," Boston College Working Papers in Economics 730, Boston College Department of Economics.- Oleg Badunenko & Christopher F. Baum & Dorothea Schäfer, 2010.
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**Does the Tenure of Private Equity Investment Improve the Performance of European Firms?**," Discussion Papers of DIW Berlin 990, DIW Berlin, German Institute for Economic Research. - Oleg Badunenko & Christopher F. Baum & Dorothea Schäfer, 2010.
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**Does the Tenure of Private Equity Investment Improve the Performance of European Firms?**," Working Paper / FINESS 3.3, DIW Berlin, German Institute for Economic Research.

- Oleg Badunenko & Christopher F. Baum & Dorothea Schäfer, 2010.
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- Christopher F Baum & Mark E. Schaffer & Steven Stillman, 2010.
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**Using Stata for Applied Research: Reviewing its Capabilities**," Boston College Working Papers in Economics 764, Boston College Department of Economics.- Christopher F. Baum & Mark E. Schaffer & Steven Stillman, 2011.
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**Using Stata For Applied Research: Reviewing Its Capabilities**," Journal of Economic Surveys, Wiley Blackwell, vol. 25(2), pages 380-394, 04.

- Christopher F. Baum & Mark E. Schaffer & Steven Stillman, 2011.
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- Christopher Baum & Mark E. Schaffer, 2009.
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**Implementing econometric estimators with Mata**," DC09 Stata Conference 1, Stata Users Group.- Christopher F Baum & Mark E. Schaffer, 2009.
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**Implementing econometric estimators with Mata**," United Kingdom Stata Users' Group Meetings 2009 16, Stata Users Group.

- Christopher F Baum & Mark E. Schaffer, 2009.
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- Christopher F Baum & Mustafa Caglayan & Oleksandr Talavera, 2009.
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**The Effects of Future Capital Investment and R&D Expenditures on Firms' Liquidity**," Boston College Working Papers in Economics 712, Boston College Department of Economics, revised 23 Jul 2012.- Christopher F. Baum & Mustafa Caglayan & Oleksandr Talavera, 2013.
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**The Effects of Future Capital Investment and R&D Expenditures on Firms' Liquidity**," Review of International Economics, Wiley Blackwell, vol. 21(3), pages 459-474, 08.

- Christopher F. Baum & Mustafa Caglayan & Oleksandr Talavera, 2013.
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- Christopher F. Baum & Atreya Chakraborty & Liyan Han & Boyan Liu, 2009.
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**The Effects of Uncertainty and Corporate Governance on Firms' Demand for Liquidity**," Boston College Working Papers in Economics 726, Boston College Department of Economics.- Christopher F. Baum & Atreya Chakraborty & Liyan Han & Boyan Liu, 2012.
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**The effects of uncertainty and corporate governance on firms’ demand for liquidity**," Applied Economics, Taylor & Francis Journals, vol. 44(4), pages 515-525, February.

- Christopher F. Baum & Atreya Chakraborty & Liyan Han & Boyan Liu, 2012.
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- Christopher F. Baum & Dorothea Schäfer & Oleksandr Talavera, 2009.
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**The Impact of Financial Structure on Firms' Financial Constraints: A Cross-Country Analysis**," Discussion Papers of DIW Berlin 863, DIW Berlin, German Institute for Economic Research.- Christopher F. Baum & Dorothea SchÃ¤fer & Oleksandr Talavera, 2010.
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**The Impact of Financial Structure on Firms' Financial Constraints: A Cross-Country Analysis**," University of East Anglia Applied and Financial Economics Working Paper Series 003, School of Economics, University of East Anglia, Norwich, UK..

- Christopher F. Baum & Dorothea SchÃ¤fer & Oleksandr Talavera, 2010.
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- Christopher F. Baum & Mustafa Caglayan & Oleksandr Talavera, 2009.
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**Parliamentary Election Cycles and the Turkish Banking Sector**," Boston College Working Papers in Economics 705, Boston College Department of Economics, revised 14 May 2010.- Baum, Christopher F. & Caglayan, Mustafa & Talavera, Oleksandr, 2010.
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**Parliamentary election cycles and the Turkish banking sector**," Journal of Banking & Finance, Elsevier, vol. 34(11), pages 2709-2719, November.

- Christopher Baum & Mustafa Caglayan & Oleksandr Talavera, 2009.
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**Parliamentary Election Cycles and the Turkish Banking Sector**," Working Papers 2009/5, Turkish Economic Association. - Christopher F. Baum & Mustafa Caglayan & Oleksandr Talavera, 2010.
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**Parliamentary Election Cycles and the Turkish Banking Sector**," University of East Anglia Applied and Financial Economics Working Paper Series 002, School of Economics, University of East Anglia, Norwich, UK..

- Baum, Christopher F. & Caglayan, Mustafa & Talavera, Oleksandr, 2010.
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- Christopher F Baum & Chi Wan, 2009.
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**Macroeconomic Uncertainty and Credit Default Swap Spreads**," Boston College Working Papers in Economics 724, Boston College Department of Economics, revised 03 Mar 2010.- Christopher Baum & Chi Wan, 2010.
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**Macroeconomic uncertainty and credit default swap spreads**," Applied Financial Economics, Taylor & Francis Journals, vol. 20(15), pages 1163-1171.

- Christopher Baum & Chi Wan, 2010.
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- Christopher F Baum, 2008.
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**Using instrumental variables techniques in economics and finance**," German Stata Users' Group Meetings 2008 00, Stata Users Group. - Christopher F. Baum & Dorothea Schäfer & Oleksandr Talavera, 2008.
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**The Impact of the Financial System's Structure on Firms' Financial Constraints**," Boston College Working Papers in Economics 690, Boston College Department of Economics, revised 03 Sep 2010.- Baum, Christopher F. & Schäfer, Dorothea & Talavera, Oleksandr, 2011.
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**The impact of the financial system's structure on firms' financial constraints**," Journal of International Money and Finance, Elsevier, vol. 30(4), pages 678-691, June.

- Baum, Christopher F. & Schäfer, Dorothea & Talavera, Oleksandr, 2011.
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- Christopher F. Baum & Mustafa Caglayan & Oleksandr Talavera, 2008.
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**On the Investment Sensitivity of Debt under Uncertainty**," Boston College Working Papers in Economics 686, Boston College Department of Economics.- Baum, Christopher F. & Caglayan, Mustafa & Talavera, Oleksandr, 2010.
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**On the investment sensitivity of debt under uncertainty**," Economics Letters, Elsevier, vol. 106(1), pages 25-27, January.

- Baum, Christopher F. & Caglayan, Mustafa & Talavera, Oleksandr, 2010.
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- Christopher F. Baum & Atreya Chakraborty & Boyan Liu, 2008.
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**The Impact of Macroeconomic Uncertainty on Firms' Changes in Financial Leverage**," Boston College Working Papers in Economics 688, Boston College Department of Economics.- Christopher F. Baum & Atreya Chakraborty & Boyan Liu, 2010.
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**The impact of macroeconomic uncertainty on firms' changes in financial leverage**," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 15(1), pages 22-30.

- Christopher F. Baum & Atreya Chakraborty & Boyan Liu, 2010.
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- Christopher F. Baum & Mustafa Caglayan, 2008.
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**The Volatility of International Trade Flows and Exchange Rate Uncertainty**," Boston College Working Papers in Economics 695, Boston College Department of Economics. - Kit Baum, 2008.
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**Using Mata to work more effectively with Stata: A tutorial**," United Kingdom Stata Users' Group Meetings 2008 11, Stata Users Group.- Kit Baum, 2008.
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**Using Mata to work more effectively with Stata: A tutorial**," Fall North American Stata Users' Group Meetings 2008 7, Stata Users Group. - Christopher F Baum, 2009.
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**Using Mata to work more effectively with Stata: A tutorial**," German Stata Users' Group Meetings 2009 06, Stata Users Group.

- Kit Baum, 2008.
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- Christopher F Baum & Mustafa Caglayan, 2007.
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**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. - Kit Baum, 2007.
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**Instrumental variables: Overview and advances**," United Kingdom Stata Users' Group Meetings 2007 12, Stata Users Group. - Christopher F. Baum & Mustafa Caglayan & Dorothea Schäfer & Oleksandr Talavera, 2007.
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**Political patronage in Ukranian banking**," Boston College Working Papers in Economics 657, Boston College Department of Economics, revised 13 Feb 2008.- Christopher F. Baum & Mustafa Caglayan & Dorothea Schäfer & Oleksandr Talavera, 2008.
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**Political patronage in Ukrainian banking**," The Economics of Transition, The European Bank for Reconstruction and Development, vol. 16(3), pages 537-557, 07.

- Christopher F. Baum & Mustafa Caglayan & Dorothea Schäfer & Oleksandr Talavera, 2008.
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- Christopher F Baum, 2007.
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**Should you become a Stata programmer?**," German Stata Users' Group Meetings 2007 00, Stata Users Group. - Christopher F Baum, 2007.
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**Powerful new tools for time series analysis**," North American Stata Users' Group Meetings 2007 7, Stata Users Group. - Christopher F Baum & Mark E. Schaffer & Steven Stillman, 2007.
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**Enhanced routines for instrumental variables/GMM estimation and testing**," Boston College Working Papers in Economics 667, Boston College Department of Economics, revised 05 Sep 2007.- Christopher F Baum & Mark E. Schaffer & Steven Stillman, 2007.
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**Enhanced routines for instrumental variables/GMM estimation and testing**," CERT Discussion Papers 0706, Centre for Economic Reform and Transformation, Heriot Watt University.

- Christopher F Baum & Mark E. Schaffer & Steven Stillman, 2007.
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- Christopher F. Baum & James G. Bohn & Atreya Chakraborty, 2007.
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**Corporate Board Turnover and Securities Fraud Litigation: Some new evidence from case outcomes**," Boston College Working Papers in Economics 664, Boston College Department of Economics, revised 31 May 2016. - Christopher F. Baum & Dorothea Schäfer & Oleksandr Talavera, 2006.
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**The Effects of Short-Term Liabilities on Profitability: A Comparison of German and US Firms**," Boston College Working Papers in Economics 636, Boston College Department of Economics, revised 14 Apr 2007. - Christopher F. Baum & Mustafa Caglayan & Oleksandr Talavera, 2006.
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**Firm Investment and Financial Frictions**," Discussion Papers of DIW Berlin 634, DIW Berlin, German Institute for Economic Research. - Christopher F. Baum & Dorothea Schäfer & Oleksandr Talavera, 2006.
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**The Effects of Industry-Level Uncertainty on Cash Holdings: The Case of Germany**," Boston College Working Papers in Economics 637, Boston College Department of Economics, revised 05 Aug 2006.- Christopher F. Baum & Dorothea Schäfer & Oleksandr Talavera, 2006.
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**The Effects of Industry-Level Uncertainty on Cash Holdings: The Case of Germany**," Discussion Papers of DIW Berlin 638, DIW Berlin, German Institute for Economic Research.

- Christopher F. Baum & Dorothea Schäfer & Oleksandr Talavera, 2006.
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- Christopher F. Baum & Mustafa Caglayan & Oleksandr Talavera, 2006.
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**Uncertainty Determinants of Firm Investment**," Boston College Working Papers in Economics 646, Boston College Department of Economics, revised 24 Feb 2007.- Baum, Christopher F. & Caglayan, Mustafa & Talavera, Oleksandr, 2008.
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**Uncertainty determinants of firm investment**," Economics Letters, Elsevier, vol. 98(3), pages 282-287, March.

- Baum, Christopher F. & Caglayan, Mustafa & Talavera, Oleksandr, 2008.
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- Kit Baum, 2006.
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**Time series filtering techniques in Stata**," North American Stata Users' Group Meetings 2006 2, Stata Users Group.- Kit Baum, 2006.
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**Time series filtering techniques in Stata**," United Kingdom Stata Users' Group Meetings 2006 17, Stata Users Group.

- Kit Baum, 2006.
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- Christopher F. Baum & Dorothea Schäfer & Oleksandr Talavera, 2006.
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**The Effects of Short-Term Liabilities on Profitability: The Case of Germany**," Discussion Papers of DIW Berlin 635, DIW Berlin, German Institute for Economic Research.- Christopher F. Baum & Dorothea Schaefer & Oleksandr Talavera, 2007.
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**The Effects of Short-Term Liabilities on Profitability: The Case of Germany**," Money Macro and Finance (MMF) Research Group Conference 2006 61, Money Macro and Finance Research Group.

- Christopher F. Baum & Dorothea Schaefer & Oleksandr Talavera, 2007.
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- Christopher F. Baum & Mustafa Caglayan, 2006.
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**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.- Baum, Christopher F. & Caglayan, Mustafa, 2010.
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**On the sensitivity of the volume and volatility of bilateral trade flows to exchange rate uncertainty**," Journal of International Money and Finance, Elsevier, vol. 29(1), pages 79-93, February.

- Baum, Christopher F. & Caglayan, Mustafa, 2010.
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- Christopher F. Baum & Mustafa Caglayan & Oleksandr Talavera, 2006.
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**On the Sensitivity of Firms' Investment to Cash Flow and Uncertainty**," Boston College Working Papers in Economics 638, Boston College Department of Economics, revised 26 Apr 2008.- Christopher F. Baum & Mustafa Caglayan & Oleksandr Talavera, 2010.
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**On the sensitivity of firms' investment to cash flow and uncertainty**," Oxford Economic Papers, Oxford University Press, vol. 62(2), pages 286-306, April.

- Christopher F. Baum & Mustafa Caglayan & Oleksandr Talavera, 2010.
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- Christopher F. Baum, 2005.
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**A little bit of Stata programming goes a long way..**," United Kingdom Stata Users' Group Meetings 2005 16, Stata Users Group, revised 08 Jun 2005.- Christopher F. Baum, 2005.
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**A little bit of Stata programming goes a long way..**," Boston College Working Papers in Economics 612, Boston College Department of Economics.

- Christopher F. Baum, 2005.
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- Kit Baum & Atreya Chakraborty, 2005.
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**cron, perl and Stata: automated production and presentation of a business-daily index**," North American Stata Users' Group Meetings 2005 19, Stata Users Group. - Christopher F. Baum & Mustafa Caglayan & Andreas Stephan & Oleksandr Talavera, 2005.
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**Uncertainty Determinants of Corporate Liquidity**," Boston College Working Papers in Economics 634, Boston College Department of Economics, revised 09 Oct 2006.- Baum, Christopher F. & Caglayan, Mustafa & Stephan, Andreas & Talavera, Oleksandr, 2008.
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**Uncertainty determinants of corporate liquidity**," Economic Modelling, Elsevier, vol. 25(5), pages 833-849, September.

- Christopher F. Baum & Mustafa Caglayan & Andreas Stephan & Oleksandr Talavera, 2006.
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**Uncertainty Determinants of Corporate Liquidity**," Working Papers 2006_1, Business School - Economics, University of Glasgow. - Oleksandr Talavera & Christopher Baum & Mustafa Caglayan & Andreas Stephan, 2005.
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**Uncertainty Determinants of Corporate Liquidity**," Money Macro and Finance (MMF) Research Group Conference 2005 73, Money Macro and Finance Research Group. - Christopher F. Baum & Mustafa Caglayan & Andreas Stephan & Oleksandr Talavera, 2006.
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**Uncertainty Determinants of Corporate Liquidity**," Discussion Papers of DIW Berlin 633, DIW Berlin, German Institute for Economic Research.

- Baum, Christopher F. & Caglayan, Mustafa & Stephan, Andreas & Talavera, Oleksandr, 2008.
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- Christopher F Baum, & Mustafa Caglayan & Neslihan Ozkan & Oleksandr Talavera, 2005.
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**The Impact of Macroeconomic Uncertainty onNon-Financial Firms’ Demandf or Liquidity**," Working Papers 2005_26, Business School - Economics, University of Glasgow. - Kit Baum, 2004.
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**Rolling Regressions with Stata**," North American Stata Users' Group Meetings 2004 9, Stata Users Group, revised 11 Aug 2004. - Christopher F Baum & Mustafa Caglayan & Neslihan Ozkan, 2004.
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**The second moments matter: The response of bank lending behavior to macroeconomic uncertainty**," Computing in Economics and Finance 2004 172, Society for Computational Economics.- Christopher F. Baum & Mustafa Caglayan & Neslihan Ozkan, 2004.
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**The second moments matter: The response of bank lending behavior to macroeconomic uncertainty**," Discussion Papers in Economics 04/13, Department of Economics, University of Leicester. - Christopher F Baum & Mustafa Caglayan & Neslihan Ozkan, 2005.
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**The second moments matter: The response of bank lending behaviour to macroeconomic uncertainty**," Working Papers 2005_27, Business School - Economics, University of Glasgow.

- Christopher F. Baum & Mustafa Caglayan & Neslihan Ozkan, 2004.
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- Christopher F. Baum & Andreas Stephan & Oleksandr Talavera, 2004.
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**The Effects of Uncertainty on the Leverage of Non-Financial Firms**," Boston College Working Papers in Economics 602, Boston College Department of Economics, revised 27 Jul 2007.- Christopher F. Baum & Andreas Stephan & Oleksandr Talavera, 2009.
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**The Effects Of Uncertainty On The Leverage Of Nonfinancial Firms**," Economic Inquiry, Western Economic Association International, vol. 47(2), pages 216-225, 04.

- Christopher F. Baum & Andreas Stephan & Oleksandr Talavera, 2009.
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- Christopher F. Baum & Andreas Stephan & Oleksandr Talavera, 2004.
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**Macroeconomic Uncertainty and Firm Leverage**," Discussion Papers of DIW Berlin 443, DIW Berlin, German Institute for Economic Research.- Oleksandra Talavera & Christopher Baum & Andreas Stephan, 2005.
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**Macroeconomics Uncertainty and Firm Leverage**," Money Macro and Finance (MMF) Research Group Conference 2005 72, Money Macro and Finance Research Group.

- Oleksandra Talavera & Christopher Baum & Andreas Stephan, 2005.
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- Christopher F. Baum, 2004.
"
**Stata: The language of choice for time series analysis?**," Boston College Working Papers in Economics 598, Boston College Department of Economics.- Christopher F Baum, 2005.
"
**Stata: The language of choice for time-series analysis?**," Stata Journal, StataCorp LP, vol. 5(1), pages 46-63, March.

- Christopher F Baum, 2005.
"
- Christopher F. Baum & Mustafa Caglayan & Neslihan Ozkan, 2004.
"
**Re-examining the Transmission of Monetary Policy: What More Do a Million Observations Have to Say**," Money Macro and Finance (MMF) Research Group Conference 2004 45, Money Macro and Finance Research Group. - Christopher F. Baum, 2004.
"
**Topics in time series regression modeling**," United Kingdom Stata Users' Group Meetings 2004 7, Stata Users Group, revised 26 Jul 2004. - John Barkoulas & Christopher F. Baum, 2003.
"
**Long-Memory Forecasting of U.S. Monetary Indices**," Boston College Working Papers in Economics 558, Boston College Department of Economics.- Christopher F. Baum & John Barkoulas, 2006.
"
**Long-memory forecasting of US monetary indices**," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 25(4), pages 291-302.

- Christopher F. Baum & John Barkoulas, 2006.
"
- Christopher F. Baum, 2003.
"
**A review of Stata 8.1 and its time series capabilities**," Boston College Working Papers in Economics 581, Boston College Department of Economics.- Baum, Christopher F., 2004.
"
**A review of Stata 8.1 and its time series capabilities**," International Journal of Forecasting, Elsevier, vol. 20(1), pages 151-161.

- Baum, Christopher F., 2004.
"
- Christopher F. Baum & Mustafa Caglayan & Neslihan Ozkan, 2003.
"
**The role of uncertainty in the transmission of monetary policy effects on bank lending**," Boston College Working Papers in Economics 561, Boston College Department of Economics, revised 28 Apr 2008.- Christopher Baum & Mustafa Caglayan & Neslihan Ozkan, 2013.
"
**The Role Of Uncertainty In The Transmission Of Monetary Policy Effects On Bank Lending**," Manchester School, University of Manchester, vol. 81(2), pages 202-225, 03.

- Christopher Baum & Mustafa Caglayan & Neslihan Ozkan, 2013.
"
- Christopher F Baum & Mustafa Caglayan & Neslihan Ozkan, 2003.
"
**The Impact of Macroeconomic Uncertainty on Cash Holdings for Non-Financial Firms**," Computing in Economics and Finance 2003 69, Society for Computational Economics.- Christopher F. Baum & Mustafa Caglayan & Neslihan Ozkan & Oleksandr Talavera, 2004.
"
**The Impact of Macroeconomic Uncertainty on Cash Holdings for Non-Financial Firms**," Discussion Papers of DIW Berlin 410, DIW Berlin, German Institute for Economic Research. - Christopher F. Baum & Mustafa Caglayan & Neslihan Ozkan & Oleksandr Talavera, 2004.
"
**The Impact of Macroeconomic Uncertainty on Cash Holdings for Non–Financial Firms**," Discussion Papers in Economics 04/19, Department of Economics, University of Leicester. - Talavera, Oleksandr & Ozkan, Neslihan & Caglayan, Mustafa & Baum, Christopher F., 2004.
"
**The Impact of Macroeconomic Uncertainty on Cash Holdings for Non-Financial Firms**," ZEW Discussion Papers 04-10, ZEW - Zentrum für Europäische Wirtschaftsforschung / Center for European Economic Research.

- Christopher F. Baum & Mustafa Caglayan & Neslihan Ozkan & Oleksandr Talavera, 2004.
"
- Christopher F. Baum & Mustafa Caglayan & Neslihan Ozkan, 2003.
"
**The Impact of Macroeconomic Uncertainty on Trade Credit for Non-Financial Firms**," Boston College Working Papers in Economics 566, Boston College Department of Economics. - Christopher F. Baum & Mustafa Caglayan & Neslihan Ozkan, 2002.
"
**Sectoral Fluctuations in U.K. Firms' Investment Expenditures**," Boston College Working Papers in Economics 520, Boston College Department of Economics, revised 15 Jun 2003.- Christopher Baum & Neslihan Ozkan & Mustafa Caglayan, 2003.
"
**Sectoral fluctuations in U.K. firms' investment expenditures**," Economics Bulletin, AccessEcon, vol. 5(13), pages 1-10.

- Mustafa Caglayan & Neslihan Ozkan & Christopher F Baum, 2002.
"
**Sectoral Fluctuations in U.K. Firms' Investment Expenditures**," Research Papers 2002_01, University of Liverpool Management School.

- Christopher Baum & Neslihan Ozkan & Mustafa Caglayan, 2003.
"
- Christopher F Baum, 2002.
"
**Facilitating Applied Economic Research with Stata**," Boston College Working Papers in Economics 531, Boston College Department of Economics. - Mustafa Caglayan & Neslihan Ozkan & Christopher F Baum, 2002.
"
**The Impact of Macroeconomic Uncertainty on Bank Lending Behavior**," Research Papers 2002_02, University of Liverpool Management School.- Christopher F. Baum & Mustafa Caglayan & Neslihan Ozkan, 2002.
"
**The Impact of Macroeconomic Uncertainty on Bank Lending Behavior**," Computing in Economics and Finance 2002 94, Society for Computational Economics.

- Christopher F. Baum & Mustafa Caglayan & Neslihan Ozkan, 2002.
"
- Christopher F. Baum & Mustafa Caglayan & Neslihan Ozkan & Oleksandr Talavera, 2002.
"
**The Impact of Macroeconomic Uncertainty on Non-Financial Firms' Demand for Liquidity**," Boston College Working Papers in Economics 552, Boston College Department of Economics, revised 15 Dec 2005.- Baum, Christopher F. & Caglayan, Mustafa & Ozkan, Neslihan & Talavera, Oleksandr, 2006.
"
**The impact of macroeconomic uncertainty on non-financial firms' demand for liquidity**," Review of Financial Economics, Elsevier, vol. 15(4), pages 289-304.

- Baum, Christopher F. & Caglayan, Mustafa & Ozkan, Neslihan & Talavera, Oleksandr, 2006.
"
- Christopher F. Baum & Mustafa Caglayan & Neslihan Ozkan, 2002.
"
**The second moments matter: The impact of macroeconomic uncertainty on the allocation of loanable funds**," Boston College Working Papers in Economics 521, Boston College Department of Economics, revised 31 Aug 2008.- Baum, Christopher F. & Caglayan, Mustafa & Ozkan, Neslihan, 2009.
"
**The second moments matter: The impact of macroeconomic uncertainty on the allocation of loanable funds**," Economics Letters, Elsevier, vol. 102(2), pages 87-89, February.

- Baum, Christopher F. & Caglayan, Mustafa & Ozkan, Neslihan, 2009.
"
- Christopher F Baum & Mark E. Schaffer & Steven Stillman, 2002.
"
**Instrumental variables and GMM: Estimation and testing**," North American Stata Users' Group Meetings 2003 05, Stata Users Group.- Christopher F Baum & Mark E. Schaffer & Steven Stillman, 2003.
"
**Instrumental variables and GMM: Estimation and testing**," Stata Journal, StataCorp LP, vol. 3(1), pages 1-31, March.

- Christopher F Baum & Mark E. Schaffer & Steven Stillman, 2002.
"
**Instrumental variables and GMM: Estimation and testing**," Boston College Working Papers in Economics 545, Boston College Department of Economics, revised 14 Feb 2003. - Christopher F Baum & Mark E. Schaffer & Steven Stillman, 2002.
"
**Instrumental variables and GMM: Estimation and testing**," United Kingdom Stata Users' Group Meetings 2003 02, Stata Users Group.

- Christopher F Baum & Mark E. Schaffer & Steven Stillman, 2003.
"
- Christopher F Baum, 2001.
"
**Efficient Management of Multi-Frequency Panel Data with Stata**," North American Stata Users' Group Meetings 2001 4.2, Stata Users Group.- Christopher F Baum, 2001.
"
**Efficient management of multi-frequency panel data with Stata**," United Kingdom Stata Users' Group Meetings 2001 8, Stata Users Group.

- Christopher F Baum, 2001.
"
- Christopher F. Baum & John Barkoulas, 2001.
"
**Dynamics of Intra-EMS Interest Rate Linkages**," Boston College Working Papers in Economics 492, Boston College Department of Economics, revised 04 May 2004.- Baum, Christopher F. & Barkoulas, John, 2006.
"
**Dynamics of Intra-EMS Interest Rate Linkages**," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 38(2), pages 469-482, March.

- Christopher F Baum & John Barkoulas, 2002.
"
**Dynamics of Intra-EMS Interest Rate Linkages**," Computing in Economics and Finance 2002 13, Society for Computational Economics.

- Baum, Christopher F. & Barkoulas, John, 2006.
"
- Christopher F. Baum & Mustafa Caglayan & Neslihan Ozkan, 2000.
"
**Nonlinear Effects of Exchange Rate Volatility on the Volume of Bilateral Exports**," Boston College Working Papers in Economics 488, Boston College Department of Economics, revised 30 Jul 2002.- Christopher F. Baum & Mustafa Caglayan & Neslihan Ozkan, 2004.
"
**Nonlinear effects of exchange rate volatility on the volume of bilateral exports**," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 19(1), pages 1-23.

- Christopher F. Baum & Mustafa Caglayan & Neslihan Ozkan, 2004.
"
- Christopher F. Baum & Mustafa Caglayan & Neslihan Ozkan, 2000.
"
**Exchange Rate Effects on the Volume of Trade Flows: An Empirical Analysis Employing High-Frequency Data**," CeNDEF Workshop Papers, January 2001 5B.1, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance.- Christopher F Baum, Mustafa Caglayan, Neslihan Ozkan, 2001.
"
**Exchange Rate Effects on the Volume of Trade Flows: An Empirical Analysis Employing High-Frequency Data**," Computing in Economics and Finance 2001 85, Society for Computational Economics.

- Christopher F Baum, Mustafa Caglayan, Neslihan Ozkan, 2001.
"
- Natalya Delcoure & John T. Barkoulas & Christopher F. Baum & Atreya Chakraborty, 2000.
"
**The Forward Rate Unbiasedness Hypothesis Revisited: Evidence from a New Test**," Boston College Working Papers in Economics 464, Boston College Department of Economics. - John T. Barkoulas & Christopher F. Baum & Atreya Chakraborty, 2000.
"
**Forward Premiums and Market Efficiency: Panel Unit-root Evidence from the Term Structure of Forward Premiums**," Boston College Working Papers in Economics 461, Boston College Department of Economics, revised 13 Jun 2001.- Barkoulas, John & Baum, Christopher F. & Chakraborty, Atreya, 2003.
"
**Forward premiums and market efficiency: Panel unit-root evidence from the term structure of forward premiums**," Journal of Macroeconomics, Elsevier, vol. 25(1), pages 109-122, March.

- Barkoulas, John & Baum, Christopher F. & Chakraborty, Atreya, 2003.
"
- Basma Bekdache & Christopher F. Baum, 2000.
"
**A re-evaluation of empirical tests of the Fisher hypothesis**," Boston College Working Papers in Economics 472, Boston College Department of Economics.- Basma Bekdache & Christopher F. Baum, 1999.
"
**A re-evaluation of empirical tests of the Fisher hypothesis**," Computing in Economics and Finance 1999 944, Society for Computational Economics, revised 18 Sep 2000.

- Basma Bekdache & Christopher F. Baum, 1999.
"
- Christopher F. Baum & Mustafa Caglayan & John T. Barkoulas, 1999.
"
**Exchange Rate Uncertainty and Firm Profitability**," Boston College Working Papers in Economics 422, Boston College Department of Economics, revised 16 Feb 2000.- Baum, Christopher F. & Caglayan, Mustafa & Barkoulas, John T., 2001.
"
**Exchange Rate Uncertainty and Firm Profitability**," Journal of Macroeconomics, Elsevier, vol. 23(4), pages 565-576, October.

- Baum, Christopher F. & Caglayan, Mustafa & Barkoulas, John T., 2001.
"
- John Barkoulas & Christopher F. Baum & Mustafa Caglayan, 1998.
"
**Exchange Rate Effects on the Volume and Variability of Trade Flows**," Boston College Working Papers in Economics 405., Boston College Department of Economics, revised 12 Sep 2001.- Barkoulas, John T. & Baum, Christopher F. & Caglayan, Mustafa, 2002.
"
**Exchange rate effects on the volume and variability of trade flows**," Journal of International Money and Finance, Elsevier, vol. 21(4), pages 481-496, August.

- Caglayan, M. & Baum, C.F. & Barkoulas, J.T., 1998.
"
**Exchange Rate Effects on the Volume and Variability of Trade Flows**," Papers 1998/05, Koc University.

- Barkoulas, John T. & Baum, Christopher F. & Caglayan, Mustafa, 2002.
"
- John Barkoulas & Christopher F. Baum & Mustafa Caglayan, 1998.
"
**Fractional Monetary Dynamics**," Boston College Working Papers in Economics 321., Boston College Department of Economics.- John Barkoulas & Christopher Baum & Mustafa Caglayan, 1999.
"
**Fractional monetary dynamics**," Applied Economics, Taylor & Francis Journals, vol. 31(11), pages 1393-1400.

- John Barkoulas & Christopher Baum & Mustafa Caglayan, 1999.
"
- John T. Barkoulas & Christopher F. Baum & Mustafa Caglayan & Atreya Chakraborty, 1998.
"
**Persistent Dependence in Foreign Exchange Rates? A Reexamination**," Boston College Working Papers in Economics 377, Boston College Department of Economics, revised 21 Apr 2000. - Basma Bekdache & Christopher F. Baum, 1998.
"
**Modeling fixed income excess returns**," Boston College Working Papers in Economics 409, Boston College Department of Economics, revised 14 Apr 2000. - Christopher F. Baum & Mustafa Caglayan & John Barkoulas, 1998.
"
**Nonlinear Adjustment to Purchasing Power Parity in the post-Bretton Woods Era**," Boston College Working Papers in Economics 404., Boston College Department of Economics, revised 16 Nov 1999.- Baum, Christopher F. & Barkoulas, John T. & Caglayan, Mustafa, 2001.
"
**Nonlinear adjustment to purchasing power parity in the post-Bretton Woods era**," Journal of International Money and Finance, Elsevier, vol. 20(3), pages 379-399, June.

- Baum, Christopher F. & Barkoulas, John T. & Caglayan, Mustafa, 2001.
"
- Christopher F. Baum & John T. Barkoulas & Mustafa Caglayan, 1998.
"
**Long memory or structural breaks: Can either explain nonstationary real exchange rates under the current float?**," Boston College Working Papers in Economics 380, Boston College Department of Economics.- Baum, Christopher F. & Barkoulas, John T. & Caglayan, Mustafa, 1999.
"
**Long memory or structural breaks: can either explain nonstationary real exchange rates under the current float?**," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 9(4), pages 359-376, November.

- Baum, Christopher F. & Barkoulas, John T. & Caglayan, Mustafa, 1999.
"
- Christopher F. Baum & Meral Karasulu, 1997.
"
**Credible Disinflation Policy in a Dynamic Setting**," Boston College Working Papers in Economics 375, Boston College Department of Economics. - Christopher F. Baum & Clifford F. Thies, 1997.
"
**Reexamining the Term Structure of Interest Rates and the Interwar Demand for Money**," Boston College Working Papers in Economics 384, Boston College Department of Economics.- Christopher Baum & Clifford Thies, 1998.
"
**Reexamining the term structure of interest rates and the interwar demand for money**," Journal of Economics and Finance, Springer;Academy of Economics and Finance, vol. 22(2), pages 5-12, June.

- Christopher Baum & Clifford Thies, 1998.
"
- Christopher F. Baum & Meral Karasulu, 1997.
"
**Monetary Policy in the Transition to a Zero Federal Deficit**," Boston College Working Papers in Economics 363, Boston College Department of Economics. - John T. Barkoulas & Christopher F. Baum & Atreya Chakraborty, 1997.
"
**Waves and Persistence in Merger and Acquisition Activity**," Boston College Working Papers in Economics 396, Boston College Department of Economics, revised 14 Dec 1999.- Barkoulas, John T. & Baum, Christopher F. & Chakraborty, Atreya, 2001.
"
**Waves and persistence in merger and acquisition activity**," Economics Letters, Elsevier, vol. 70(2), pages 237-243, February.

- Barkoulas, John T. & Baum, Christopher F. & Chakraborty, Atreya, 2001.
"
- Atreya Chakraborty & Christopher F. Baum, 1997.
"
**Poison Pills, Optimal Contracting and the Market for Corporate Control: Evidence from Fortune 500 Firms**," Boston College Working Papers in Economics 393, Boston College Department of Economics. - Basma Bekdache & Christopher F. Baum, 1997.
"
**The Ex Ante Predictive Accuracy of Alternative Models of the Term Structure of Interest Rates**," Boston College Working Papers in Economics 372, Boston College Department of Economics.- Basma Bekdache & Christopher F. Baum, "undated".
"
**The Ex Ante Predictive Accuracy of Alternative Models of the Term Structure of Interest Rates**," Computing in Economics and Finance 1997 72, Society for Computational Economics.

- Basma Bekdache & Christopher F. Baum, "undated".
"
- John T. Barkoulas & Christopher F. Baum & Gurkan S. Oguz, 1997.
"
**Stochastic Long Memory in Traded Goods Prices**," Boston College Working Papers in Economics 349., Boston College Department of Economics.- John Barkoulas & Christopher Baum & Gurkan Oguz, 1998.
"
**Stochastic long memory in traded goods prices**," Applied Economics Letters, Taylor & Francis Journals, vol. 5(3), pages 135-138.

- John Barkoulas & Christopher Baum & Gurkan Oguz, 1998.
"
- John Barkoulas & Christopher F. Baum, 1997.
"
**Long Memory and Forecasting in Euroyen Deposit Rates**," Boston College Working Papers in Economics 361, Boston College Department of Economics. - Christopher F. Baum & Meral Karasulu, 1996.
"
**Modelling Federal Reserve Discount Policy**," Boston College Working Papers in Economics 335., Boston College Department of Economics.- Baum, Christopher F & Karasulu, Meral, 1998.
"
**Modelling Federal Reserve Discount Policy**," Computational Economics, Springer;Society for Computational Economics, vol. 11(1-2), pages 53-70, April.

- Baum, Christopher F & Karasulu, Meral, 1998.
"
- John Barkoulas & Christopher F. Baum, 1996.
"
**Fractional Differencing Modeling and Forecasting of Eurocurrency Deposit Rates**," Boston College Working Papers in Economics 317., Boston College Department of Economics.- Barkoulas, John T & Baum, Christopher F, 1997.
"
**Fractional Differencing Modeling and Forecasting of Eurocurrency Deposit Rates**," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, vol. 20(3), pages 355-372, Fall. - John T. Barkoulas & Christopher F. Baum, 1997.
"
**Fractional Differencing Modeling And Forecasting Of Eurocurrency Deposit Rates**," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, vol. 20(3), pages 355-372, 09.

- Barkoulas, John T & Baum, Christopher F, 1997.
"
- John Barkoulas & Christopher F. Baum, 1996.
"
**A Re-examination of the Fragility of Evidence from Cointegration- Based Tests of Foreign Exchange Market Efficiency**," Boston College Working Papers in Economics 311., Boston College Department of Economics.- John Barkoulas & Christopher Baum, 1997.
"
**A re-examination of the fragility of evidence from cointegration-based tests of foreign exchange market efficiency**," Applied Financial Economics, Taylor & Francis Journals, vol. 7(6), pages 635-643.

- John Barkoulas & Christopher Baum, 1997.
"
- Christopher F. Baum & John Barkoulas & Mustafa Caglayan, 1996.
"
**Persistence in International Inflation Rates**," Boston College Working Papers in Economics 333., Boston College Department of Economics.- Christopher F. Baum & John T. Barkoulas & Mustafa Caglayan, 1999.
"
**Persistence in International Inflation Rates**," Southern Economic Journal, Southern Economic Association, vol. 65(4), pages 900-913, April.

- Christopher F. Baum & John T. Barkoulas & Mustafa Caglayan, 1999.
"
- John T. Barkoulas & Christopher F. Baum & Nickolaos Travlos, 1996.
"
**Long Memory in the Greek Stock Market**," Boston College Working Papers in Economics 356., Boston College Department of Economics.- John Barkoulas & Christopher Baum & Nickolaos Travlos, 2000.
"
**Long memory in the Greek stock market**," Applied Financial Economics, Taylor & Francis Journals, vol. 10(2), pages 177-184.

- John Barkoulas & Christopher Baum & Nickolaos Travlos, 2000.
"
- Christopher F. Baum & Clifford F. Thies, 1996.
"
**Q, Cash Flow and Investment: An Econometric Critique**," Boston College Working Papers in Economics 332., Boston College Department of Economics.- Baum, Christopher F & Thies, Clifford F, 1999.
"
**Q, Cash Flow and Investment: An Econometric Critique**," Review of Quantitative Finance and Accounting, Springer, vol. 12(1), pages 35-47, January.

- Baum, Christopher F & Thies, Clifford F, 1999.
"
- John Barkoulas & Christopher F. Baum & Gurkan S. Oguz, 1996.
"
**Fractional Cointegration Analysis of Long Term International Interest Rates**," Boston College Working Papers in Economics 315., Boston College Department of Economics. - John Barkoulas & Christopher F. Baum & Joseph Onochie, 1996.
"
**Nonlinear Nonparametric Prediction of the 90-Day T-Bill Rate**," Boston College Working Papers in Economics 320., Boston College Department of Economics. - John Barkoulas & Christopher F. Baum & Atreya Chakraborty, 1996.
"
**Nearest-Neighbor Forecasts of U.S. Interest Rates**," Boston College Working Papers in Economics 313., Boston College Department of Economics, revised 01 Apr 2003. - John Barkoulas & Christopher F. Baum, 1996.
"
**Fractional Dynamics in Japanese Financial Time Series**," Boston College Working Papers in Economics 334., Boston College Department of Economics.- Barkoulas, John T. & Baum, Christopher F., 1998.
"
**Fractional dynamics in Japanese financial time series**," Pacific-Basin Finance Journal, Elsevier, vol. 6(1-2), pages 115-124, May.

- Barkoulas, John T. & Baum, Christopher F., 1998.
"
- John Barkoulas & Christopher F. Baum, 1996.
"
**Time-Varying Risk Premia in the Foreign Currency Futures Basis**," Boston College Working Papers in Economics 281., Boston College Department of Economics.- Christopher F. Baum & John Barkoulas, 1996.
"
**Time‐varying risk premia in the foreign currency futures basis**," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 16(7), pages 735-755, October.

- Christopher F. Baum & John Barkoulas, 1996.
"
- Christopher F. Baum & John Barkoulas, 1996.
"
**Long Term Dependence in Stock Returns**," Boston College Working Papers in Economics 314., Boston College Department of Economics.- Barkoulas, John T. & Baum, Christopher F., 1996.
"
**Long-term dependence in stock returns**," Economics Letters, Elsevier, vol. 53(3), pages 253-259, December.

- Barkoulas, John T. & Baum, Christopher F., 1996.
"
- Christopher F. Baum & Basma Bekdache, 1995.
"
**Modeling Returns on the Term Structure of Treasury Interest Rates**," Boston College Working Papers in Economics 288., Boston College Department of Economics. - Christopher F. Baum & Olin Liu, 1994.
"
**An Alternative Strategy for Estimation of a Nonlinear Model of the Term Structure of Interest Rates**," Boston College Working Papers in Economics 275., Boston College Department of Economics. - Christopher F. Baum & Mark Klock & Clifford F. Thies, 1993.
"
**Tobin's Q And Financial Policy Revisited**," Boston College Working Papers in Economics 226, Boston College Department of Economics. - Atreya Chakraborty & Christopher F. Baum, 1993.
"
**Anti-Takeover Amendments, Managerial Entrenchment, And Shareholders' Interests**," Boston College Working Papers in Economics 220, Boston College Department of Economics. - John H. Ciccolo, Jr. & Christopher F. Baum, 1983.
"
**Changes in the Balance Sheet of the U.S. Manufacturing Sector, 1926-1977**," NBER Working Papers 1169, National Bureau of Economic Research, Inc.- John H. Ciccolo, Jr. & Christopher F. Baum, 1985.
"
**Changes in the Balance Sheet of the U.S. Manufacturing Sector, 1926-1977**," NBER Chapters,in: Corporate Capital Structures in the United States, pages 81-116 National Bureau of Economic Research, Inc.

- John H. Ciccolo, Jr. & Christopher F. Baum, 1985.
"
- Christopher F. Baum & Meral Karasulu, "undated".
"
**Low Inflation or Stable Prices? Monetary Policy in the Absence of Deficit Finance**," Computing in Economics and Finance 1997 74, Society for Computational Economics.

- Baum, Christopher F. & Bohn, James G. & Chakraborty, Atreya, 2016.
"
**Securities fraud and corporate board turnover: New evidence from lawsuit outcomes**," International Review of Law and Economics, Elsevier, vol. 48(C), pages 14-25. - Baum, Christopher F. & Schäfer, Dorothea & Stephan, Andreas, 2016.
"
**Credit rating agency downgrades and the Eurozone sovereign debt crises**," Journal of Financial Stability, Elsevier, vol. 24(C), pages 117-131.- Christopher F. Baum & Dorothea Schäfer & Andreas Stephan, 2013.
"
**Credit Rating Agency Downgrades and the Eurozone Sovereign Debt Crises**," Boston College Working Papers in Economics 841, Boston College Department of Economics, revised 30 Jan 2014. - Christopher Baum & Margarita Karpava & Dorothea Schäfer & Andreas Stephan, 2014.
"
**Credit Rating Agency Downgrades and the Eurozone Sovereign Debt Crises**," EcoMod2014 6939, EcoMod. - Christopher F Baum & Margarita Karpava & Dorothea Schäfer & Andreas Stephen, 2014.
"
**Credit rating agency downgrades and the Eurozone sovereign debt crises**," NBP Working Papers 177, Narodowy Bank Polski, Economic Research Department.

- Christopher F. Baum & Dorothea Schäfer & Andreas Stephan, 2013.
"
- Christopher F Baum, 2016.
"
**Cumulative author index, volumes 1-16**," Stata Journal, StataCorp LP, vol. 16(4), December. - Christopher F Baum & Sebastiaan Bibo, 2016.
"
**Stata tip 126: Handling irregularly spaced high-frequency transactions data**," Stata Journal, StataCorp LP, vol. 16(2), pages 517-520, June. - Christopher F. Baum & Mustafa Caglayan & Oleksandr Talavera, 2016.
"
**R&D Expenditures and Geographical Sales Diversification**," Manchester School, University of Manchester, vol. 84(2), pages 197-221, 03.- Christopher F Baum & Mustafa Caglayan & Oleksandr Talavera, 2012.
"
**R&D Expenditures and Geographical Sales Diversification**," Boston College Working Papers in Economics 794, Boston College Department of Economics, revised 12 Nov 2012.

- Christopher F Baum & Mustafa Caglayan & Oleksandr Talavera, 2012.
"
- Pesko, Michael F. & Baum, Christopher F., 2016.
"
**The self-medication hypothesis: Evidence from terrorism and cigarette accessibility**," Economics & Human Biology, Elsevier, vol. 22(C), pages 94-102.- Michael Pesko & Christopher F Baum, 2014.
"
**The Self-Medication Hypothesis: Evidence from Terrorism and Cigarette Accessibility**," Boston College Working Papers in Economics 865, Boston College Department of Economics, revised 07 Feb 2016.

- Michael Pesko & Christopher F Baum, 2014.
"
- Baum, Christopher F. & Zerilli, Paola, 2016.
"
**Jumps and stochastic volatility in crude oil futures prices using conditional moments of integrated volatility**," Energy Economics, Elsevier, vol. 53(C), pages 175-181.- Christopher F Baum & Paola Zerilli, 2014.
"

- Christopher F Baum & Paola Zerilli, 2014.
"
- Baum, Christopher F. & Kurov, Alexander & Wolfe, Marketa Halova, 2015.
"
**What do Chinese macro announcements tell us about the world economy?**," Journal of International Money and Finance, Elsevier, vol. 59(C), pages 100-122.- Christopher F Baum & Alexander Kurov & Marketa W. Halova, 2013.
"
**What do Chinese Macro Announcements Tell Us About the World Economy?**," Boston College Working Papers in Economics 834, Boston College Department of Economics, revised 01 Jun 2015.

- Christopher F Baum & Alexander Kurov & Marketa W. Halova, 2013.
"
- Rocío Calvo & Mariana Arcaya & Christopher Baum & Sarah Lowe & Mary Waters, 2015.
"
**Happily Ever After? Pre-and-Post Disaster Determinants of Happiness Among Survivors of Hurricane Katrina**," Journal of Happiness Studies, Springer, vol. 16(2), pages 427-442, April. - Christopher F. Baum & Mustafa Caglayan & Oleksandr Talavera, 2013.
"
**The Effects of Future Capital Investment and R&D Expenditures on Firms' Liquidity**," Review of International Economics, Wiley Blackwell, vol. 21(3), pages 459-474, 08.- Christopher F Baum & Mustafa Caglayan & Oleksandr Talavera, 2009.
"
**The Effects of Future Capital Investment and R&D Expenditures on Firms' Liquidity**," Boston College Working Papers in Economics 712, Boston College Department of Economics, revised 23 Jul 2012.

- Christopher F Baum & Mustafa Caglayan & Oleksandr Talavera, 2009.
"
- Christopher Baum & Mustafa Caglayan & Neslihan Ozkan, 2013.
"
**The Role Of Uncertainty In The Transmission Of Monetary Policy Effects On Bank Lending**," Manchester School, University of Manchester, vol. 81(2), pages 202-225, 03.- Christopher F. Baum & Mustafa Caglayan & Neslihan Ozkan, 2003.
"
**The role of uncertainty in the transmission of monetary policy effects on bank lending**," Boston College Working Papers in Economics 561, Boston College Department of Economics, revised 28 Apr 2008.

- Christopher F. Baum & Mustafa Caglayan & Neslihan Ozkan, 2003.
"
- Christopher F. Baum & Atreya Chakraborty & Liyan Han & Boyan Liu, 2012.
"
**The effects of uncertainty and corporate governance on firms’ demand for liquidity**," Applied Economics, Taylor & Francis Journals, vol. 44(4), pages 515-525, February.- Christopher F. Baum & Atreya Chakraborty & Liyan Han & Boyan Liu, 2009.
"
**The Effects of Uncertainty and Corporate Governance on Firms' Demand for Liquidity**," Boston College Working Papers in Economics 726, Boston College Department of Economics.

- Christopher F. Baum & Atreya Chakraborty & Liyan Han & Boyan Liu, 2009.
"
- Christopher F. Baum & Mark E. Schaffer & Steven Stillman, 2011.
"
**Using Stata For Applied Research: Reviewing Its Capabilities**," Journal of Economic Surveys, Wiley Blackwell, vol. 25(2), pages 380-394, 04.- Christopher F Baum & Mark E. Schaffer & Steven Stillman, 2010.
"
**Using Stata for Applied Research: Reviewing its Capabilities**," Boston College Working Papers in Economics 764, Boston College Department of Economics.

- Christopher F Baum & Mark E. Schaffer & Steven Stillman, 2010.
"
- Kim, Daniel & Baum, Christopher F. & Ganz, Michael L. & Subramanian, S.V. & Kawachi, Ichiro, 2011.
"
**The contextual effects of social capital on health: A cross-national instrumental variable analysis**," Social Science & Medicine, Elsevier, vol. 73(12), pages 1689-1697.- Daniel Kim & Christopher F Baum & Michael Ganz & S.V. Subramanian & Ichiro Kawachi, 2011.
"
**The contextual effects of social capital on health: a cross-national instrumental variable analysis**," Boston College Working Papers in Economics 786, Boston College Department of Economics.

- Daniel Kim & Christopher F Baum & Michael Ganz & S.V. Subramanian & Ichiro Kawachi, 2011.
"
- Baum, Christopher F. & Schäfer, Dorothea & Talavera, Oleksandr, 2011.
"
**The impact of the financial system's structure on firms' financial constraints**," Journal of International Money and Finance, Elsevier, vol. 30(4), pages 678-691, June.- Christopher F. Baum & Dorothea Schäfer & Oleksandr Talavera, 2008.
"
**The Impact of the Financial System's Structure on Firms' Financial Constraints**," Boston College Working Papers in Economics 690, Boston College Department of Economics, revised 03 Sep 2010.

- Christopher F. Baum & Dorothea Schäfer & Oleksandr Talavera, 2008.
"
- Christopher F Baum, 2011.
"
**Richard Sperling (1961-2011)**," Stata Journal, StataCorp LP, vol. 11(2), pages 157-158, June. - Baum, Christopher F. & Caglayan, Mustafa, 2010.
"
**On the sensitivity of the volume and volatility of bilateral trade flows to exchange rate uncertainty**," Journal of International Money and Finance, Elsevier, vol. 29(1), pages 79-93, February.- 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.

- Christopher F. Baum & Mustafa Caglayan, 2006.
"
- Christopher F. Baum & Mustafa Caglayan & Oleksandr Talavera, 2010.
"
**On the sensitivity of firms' investment to cash flow and uncertainty**," Oxford Economic Papers, Oxford University Press, vol. 62(2), pages 286-306, April.- Christopher F. Baum & Mustafa Caglayan & Oleksandr Talavera, 2006.
"
**On the Sensitivity of Firms' Investment to Cash Flow and Uncertainty**," Boston College Working Papers in Economics 638, Boston College Department of Economics, revised 26 Apr 2008.

- Christopher F. Baum & Mustafa Caglayan & Oleksandr Talavera, 2006.
"
- Christopher F. Baum & Atreya Chakraborty & Boyan Liu, 2010.
"
**The impact of macroeconomic uncertainty on firms' changes in financial leverage**," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 15(1), pages 22-30.- Christopher F. Baum & Atreya Chakraborty & Boyan Liu, 2008.
"
**The Impact of Macroeconomic Uncertainty on Firms' Changes in Financial Leverage**," Boston College Working Papers in Economics 688, Boston College Department of Economics.

- Christopher F. Baum & Atreya Chakraborty & Boyan Liu, 2008.
"
- Baum, Christopher F. & Caglayan, Mustafa & Talavera, Oleksandr, 2010.
"
**On the investment sensitivity of debt under uncertainty**," Economics Letters, Elsevier, vol. 106(1), pages 25-27, January.- Christopher F. Baum & Mustafa Caglayan & Oleksandr Talavera, 2008.
"
**On the Investment Sensitivity of Debt under Uncertainty**," Boston College Working Papers in Economics 686, Boston College Department of Economics.

- Christopher F. Baum & Mustafa Caglayan & Oleksandr Talavera, 2008.
"
- Baum, Christopher F. & Caglayan, Mustafa & Talavera, Oleksandr, 2010.
"
**Parliamentary election cycles and the Turkish banking sector**," Journal of Banking & Finance, Elsevier, vol. 34(11), pages 2709-2719, November.- Christopher F. Baum & Mustafa Caglayan & Oleksandr Talavera, 2009.
"
**Parliamentary Election Cycles and the Turkish Banking Sector**," Boston College Working Papers in Economics 705, Boston College Department of Economics, revised 14 May 2010. - Christopher Baum & Mustafa Caglayan & Oleksandr Talavera, 2009.
"
**Parliamentary Election Cycles and the Turkish Banking Sector**," Working Papers 2009/5, Turkish Economic Association. - Christopher F. Baum & Mustafa Caglayan & Oleksandr Talavera, 2010.
"
**Parliamentary Election Cycles and the Turkish Banking Sector**," University of East Anglia Applied and Financial Economics Working Paper Series 002, School of Economics, University of East Anglia, Norwich, UK..

- Christopher F. Baum & Mustafa Caglayan & Oleksandr Talavera, 2009.
"
- Christopher Baum & Chi Wan, 2010.
"
**Macroeconomic uncertainty and credit default swap spreads**," Applied Financial Economics, Taylor & Francis Journals, vol. 20(15), pages 1163-1171.- Christopher F Baum & Chi Wan, 2009.
"
**Macroeconomic Uncertainty and Credit Default Swap Spreads**," Boston College Working Papers in Economics 724, Boston College Department of Economics, revised 03 Mar 2010.

- Christopher F Baum & Chi Wan, 2009.
"
- Christopher F. Baum, 2010.
"
**Stata tip 88: Efficiently evaluating elasticities with the margins command**," Stata Journal, StataCorp LP, vol. 10(2), pages 309-312, June. - Christopher F Baum, 2009.
"
**Stata tip 73: append with care!**," Stata Journal, StataCorp LP, vol. 9(1), pages 166-168, March. - Christopher F. Baum & Andreas Stephan & Oleksandr Talavera, 2009.
"
**The Effects Of Uncertainty On The Leverage Of Nonfinancial Firms**," Economic Inquiry, Western Economic Association International, vol. 47(2), pages 216-225, 04.- Christopher F. Baum & Andreas Stephan & Oleksandr Talavera, 2004.
"
**The Effects of Uncertainty on the Leverage of Non-Financial Firms**," Boston College Working Papers in Economics 602, Boston College Department of Economics, revised 27 Jul 2007.

- Christopher F. Baum & Andreas Stephan & Oleksandr Talavera, 2004.
"
- Baum, Christopher F. & Caglayan, Mustafa & Ozkan, Neslihan, 2009.
"
**The second moments matter: The impact of macroeconomic uncertainty on the allocation of loanable funds**," Economics Letters, Elsevier, vol. 102(2), pages 87-89, February.- Christopher F. Baum & Mustafa Caglayan & Neslihan Ozkan, 2002.
"

- Christopher F. Baum & Mustafa Caglayan & Neslihan Ozkan, 2002.
"
- Christopher F Baum & Teresa Linz, 2009.
"
**Evaluating concavity for production and cost functions**," Stata Journal, StataCorp LP, vol. 9(1), pages 161-165, March. - Baum, Christopher F. & Caglayan, Mustafa & Talavera, Oleksandr, 2008.
"
**Uncertainty determinants of firm investment**," Economics Letters, Elsevier, vol. 98(3), pages 282-287, March.- Christopher F. Baum & Mustafa Caglayan & Oleksandr Talavera, 2006.
"
**Uncertainty Determinants of Firm Investment**," Boston College Working Papers in Economics 646, Boston College Department of Economics, revised 24 Feb 2007.

- Christopher F. Baum & Mustafa Caglayan & Oleksandr Talavera, 2006.
"
- Christopher F Baum, 2008.
"
**Stata tip 63: Modeling proportions**," Stata Journal, StataCorp LP, vol. 8(2), pages 299-303, June. - Christopher F. Baum & Mustafa Caglayan & Dorothea Schäfer & Oleksandr Talavera, 2008.
"
**Political patronage in Ukrainian banking**," The Economics of Transition, The European Bank for Reconstruction and Development, vol. 16(3), pages 537-557, 07.- Christopher F. Baum & Mustafa Caglayan & Dorothea Schäfer & Oleksandr Talavera, 2007.
"
**Political patronage in Ukranian banking**," Boston College Working Papers in Economics 657, Boston College Department of Economics, revised 13 Feb 2008.

- Christopher F. Baum & Mustafa Caglayan & Dorothea Schäfer & Oleksandr Talavera, 2007.
"
- Baum, Christopher F. & Caglayan, Mustafa & Stephan, Andreas & Talavera, Oleksandr, 2008.
"
**Uncertainty determinants of corporate liquidity**," Economic Modelling, Elsevier, vol. 25(5), pages 833-849, September.- Christopher F. Baum & Mustafa Caglayan & Andreas Stephan & Oleksandr Talavera, 2006.
"
**Uncertainty Determinants of Corporate Liquidity**," Working Papers 2006_1, Business School - Economics, University of Glasgow. - Oleksandr Talavera & Christopher Baum & Mustafa Caglayan & Andreas Stephan, 2005.
"
**Uncertainty Determinants of Corporate Liquidity**," Money Macro and Finance (MMF) Research Group Conference 2005 73, Money Macro and Finance Research Group. - Christopher F. Baum & Mustafa Caglayan & Andreas Stephan & Oleksandr Talavera, 2006.
"
**Uncertainty Determinants of Corporate Liquidity**," Discussion Papers of DIW Berlin 633, DIW Berlin, German Institute for Economic Research. - Christopher F. Baum & Mustafa Caglayan & Andreas Stephan & Oleksandr Talavera, 2005.
"
**Uncertainty Determinants of Corporate Liquidity**," Boston College Working Papers in Economics 634, Boston College Department of Economics, revised 09 Oct 2006.

- Christopher F. Baum & Mustafa Caglayan & Andreas Stephan & Oleksandr Talavera, 2006.
"
- Christopher F Baum & Mark E. Schaffer & Steven Stillman, 2007.
"
**Enhanced routines for instrumental variables/generalized method of moments estimation and testing**," Stata Journal, StataCorp LP, vol. 7(4), pages 465-506, December. - Christopher F Baum, 2007.
"
**Stata tip 40: Taking care of business**," Stata Journal, StataCorp LP, vol. 7(1), pages 137-139, February. - Christopher F Baum & Nicholas J. Cox, 2007.
"
**Stata tip 45: Getting those data into shape**," Stata Journal, StataCorp LP, vol. 7(2), pages 268-271, June. - Christopher F. Baum & Mustafa Caglayan & Dorothea Schäfer & Oleksandr Talavera, 2007.
"
**Ukrainische Banken: politische Patronage von Bedeutung**," DIW Wochenbericht, DIW Berlin, German Institute for Economic Research, vol. 74(23), pages 367-371. - Christopher F Baum, 2006.
"
**Stata tip 38: Testing for groupwise heteroskedasticity**," Stata Journal, StataCorp LP, vol. 6(4), pages 590-592, December. - Baum, Christopher F. & Caglayan, Mustafa & Ozkan, Neslihan & Talavera, Oleksandr, 2006.
"
**The impact of macroeconomic uncertainty on non-financial firms' demand for liquidity**," Review of Financial Economics, Elsevier, vol. 15(4), pages 289-304.- Christopher F. Baum & Mustafa Caglayan & Neslihan Ozkan & Oleksandr Talavera, 2002.
"
**The Impact of Macroeconomic Uncertainty on Non-Financial Firms' Demand for Liquidity**," Boston College Working Papers in Economics 552, Boston College Department of Economics, revised 15 Dec 2005.

- Christopher F. Baum & Mustafa Caglayan & Neslihan Ozkan & Oleksandr Talavera, 2002.
"
- Baum, Christopher F. & Barkoulas, John, 2006.
"
**Dynamics of Intra-EMS Interest Rate Linkages**," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 38(2), pages 469-482, March.- Christopher F Baum & John Barkoulas, 2002.
"
**Dynamics of Intra-EMS Interest Rate Linkages**," Computing in Economics and Finance 2002 13, Society for Computational Economics. - Christopher F. Baum & John Barkoulas, 2001.
"
**Dynamics of Intra-EMS Interest Rate Linkages**," Boston College Working Papers in Economics 492, Boston College Department of Economics, revised 04 May 2004.

- Christopher F Baum & John Barkoulas, 2002.
"
- Christopher F. Baum & John Barkoulas, 2006.
"
**Long-memory forecasting of US monetary indices**," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 25(4), pages 291-302.- John Barkoulas & Christopher F. Baum, 2003.
"
**Long-Memory Forecasting of U.S. Monetary Indices**," Boston College Working Papers in Economics 558, Boston College Department of Economics.

- John Barkoulas & Christopher F. Baum, 2003.
"
- Christopher F Baum, 2006.
"
**Stata tip 37: And the last shall be first**," Stata Journal, StataCorp LP, vol. 6(4), pages 588-589, December. - Christopher F Baum, 2005.
"
**Stata: The language of choice for time-series analysis?**," Stata Journal, StataCorp LP, vol. 5(1), pages 46-63, March.- Christopher F. Baum, 2004.
"
**Stata: The language of choice for time series analysis?**," Boston College Working Papers in Economics 598, Boston College Department of Economics.

- Christopher F. Baum, 2004.
"
- Baum, Christopher F., 2004.
"
**A review of Stata 8.1 and its time series capabilities**," International Journal of Forecasting, Elsevier, vol. 20(1), pages 151-161.- Christopher F. Baum, 2003.
"
**A review of Stata 8.1 and its time series capabilities**," Boston College Working Papers in Economics 581, Boston College Department of Economics.

- Christopher F. Baum, 2003.
"
- Christopher F. Baum & Mustafa Caglayan & Neslihan Ozkan, 2004.
"
**Nonlinear effects of exchange rate volatility on the volume of bilateral exports**," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 19(1), pages 1-23.- Christopher F. Baum & Mustafa Caglayan & Neslihan Ozkan, 2000.
"
**Nonlinear Effects of Exchange Rate Volatility on the Volume of Bilateral Exports**," Boston College Working Papers in Economics 488, Boston College Department of Economics, revised 30 Jul 2002.

- Christopher F. Baum & Mustafa Caglayan & Neslihan Ozkan, 2000.
"
- Christopher F Baum & Mark E. Schaffer & Steven Stillman, 2003.
"
**Instrumental variables and GMM: Estimation and testing**," Stata Journal, StataCorp LP, vol. 3(1), pages 1-31, March.- Christopher F Baum & Mark E. Schaffer & Steven Stillman, 2002.
"
**Instrumental variables and GMM: Estimation and testing**," North American Stata Users' Group Meetings 2003 05, Stata Users Group. - Christopher F Baum & Mark E. Schaffer & Steven Stillman, 2002.
"
**Instrumental variables and GMM: Estimation and testing**," Boston College Working Papers in Economics 545, Boston College Department of Economics, revised 14 Feb 2003. - Christopher F Baum & Mark E. Schaffer & Steven Stillman, 2002.
"
**Instrumental variables and GMM: Estimation and testing**," United Kingdom Stata Users' Group Meetings 2003 02, Stata Users Group.

- Christopher F Baum & Mark E. Schaffer & Steven Stillman, 2002.
"
- Barkoulas, John & Baum, Christopher F. & Chakraborty, Atreya, 2003.
"
**Forward premiums and market efficiency: Panel unit-root evidence from the term structure of forward premiums**," Journal of Macroeconomics, Elsevier, vol. 25(1), pages 109-122, March.- John T. Barkoulas & Christopher F. Baum & Atreya Chakraborty, 2000.
"
**Forward Premiums and Market Efficiency: Panel Unit-root Evidence from the Term Structure of Forward Premiums**," Boston College Working Papers in Economics 461, Boston College Department of Economics, revised 13 Jun 2001.

- John T. Barkoulas & Christopher F. Baum & Atreya Chakraborty, 2000.
"
- Christopher Baum & Neslihan Ozkan & Mustafa Caglayan, 2003.
"
**Sectoral fluctuations in U.K. firms' investment expenditures**," Economics Bulletin, AccessEcon, vol. 5(13), pages 1-10.- Christopher F. Baum & Mustafa Caglayan & Neslihan Ozkan, 2002.
"
**Sectoral Fluctuations in U.K. Firms' Investment Expenditures**," Boston College Working Papers in Economics 520, Boston College Department of Economics, revised 15 Jun 2003. - Mustafa Caglayan & Neslihan Ozkan & Christopher F Baum, 2002.
"
**Sectoral Fluctuations in U.K. Firms' Investment Expenditures**," Research Papers 2002_01, University of Liverpool Management School.

- Christopher F. Baum & Mustafa Caglayan & Neslihan Ozkan, 2002.
"
- Delcoure, Natalya & Barkoulas, John & Baum, Christopher F. & Chakraborty, Atreya, 2003.
"
**The forward rate unbiasedness hypothesis reexamined: evidence from a new test**," Global Finance Journal, Elsevier, vol. 14(1), pages 83-93, May. - Barkoulas, John T. & Baum, Christopher F. & Caglayan, Mustafa, 2002.
"
**Exchange rate effects on the volume and variability of trade flows**," Journal of International Money and Finance, Elsevier, vol. 21(4), pages 481-496, August.- John Barkoulas & Christopher F. Baum & Mustafa Caglayan, 1998.
"
**Exchange Rate Effects on the Volume and Variability of Trade Flows**," Boston College Working Papers in Economics 405., Boston College Department of Economics, revised 12 Sep 2001. - Caglayan, M. & Baum, C.F. & Barkoulas, J.T., 1998.
"
**Exchange Rate Effects on the Volume and Variability of Trade Flows**," Papers 1998/05, Koc University.

- John Barkoulas & Christopher F. Baum & Mustafa Caglayan, 1998.
"
- Christopher F. Baum & Nicholas J. Cox & Vince Wiggins, 2001.
"
**Tests for heteroskedasticity in regression error distribution**," Stata Technical Bulletin, StataCorp LP, vol. 10(55). - Richard Sperling & Christopher F. Baum, 2001.
"
**Multivariate portmanteau (Q) test for white noise**," Stata Technical Bulletin, StataCorp LP, vol. 10(60). - Christopher F. Baum & Vince Wiggins, 2001.
"
**Tests for serial correlation in regression error distribution**," Stata Technical Bulletin, StataCorp LP, vol. 10(55). - Christopher F. Baum & Richard Sperling, 2001.
"
**Tests for stationarity of a time series: update**," Stata Technical Bulletin, StataCorp LP, vol. 10(58). - Baum, Christopher F. & Barkoulas, John T. & Caglayan, Mustafa, 2001.
"
**Nonlinear adjustment to purchasing power parity in the post-Bretton Woods era**," Journal of International Money and Finance, Elsevier, vol. 20(3), pages 379-399, June.- Christopher F. Baum & Mustafa Caglayan & John Barkoulas, 1998.
"
**Nonlinear Adjustment to Purchasing Power Parity in the post-Bretton Woods Era**," Boston College Working Papers in Economics 404., Boston College Department of Economics, revised 16 Nov 1999.

- Christopher F. Baum & Mustafa Caglayan & John Barkoulas, 1998.
"
- Christopher F. Baum & Vince Wiggins, 2001.
"
**Test for autoregressive conditional heteroskedasticity in regression error distribution**," Stata Technical Bulletin, StataCorp LP, vol. 10(55). - Christopher F. Baum, 2001.
"
**Tests for stationarity of a time series**," Stata Technical Bulletin, StataCorp LP, vol. 10(57). - Christopher F. Baum & Tairi Room, 2001.
"
**A test for long-range dependence in a time series**," Stata Technical Bulletin, StataCorp LP, vol. 10(60). - Christopher F. Baum, 2001.
"
**Compacting time series data**," Stata Technical Bulletin, StataCorp LP, vol. 10(57). - Barkoulas, John T. & Baum, Christopher F. & Chakraborty, Atreya, 2001.
"
**Waves and persistence in merger and acquisition activity**," Economics Letters, Elsevier, vol. 70(2), pages 237-243, February.- John T. Barkoulas & Christopher F. Baum & Atreya Chakraborty, 1997.
"
**Waves and Persistence in Merger and Acquisition Activity**," Boston College Working Papers in Economics 396, Boston College Department of Economics, revised 14 Dec 1999.

- John T. Barkoulas & Christopher F. Baum & Atreya Chakraborty, 1997.
"
- Christopher F Baum, 2001.
"
**Residual diagnostics for cross-section time series regression models**," Stata Journal, StataCorp LP, vol. 1(1), pages 101-104, November. - Christopher F. Baum & Vince Wiggins, 2001.
"
**Utility for time series data**," Stata Technical Bulletin, StataCorp LP, vol. 10(57). - Baum, Christopher F. & Caglayan, Mustafa & Barkoulas, John T., 2001.
"
**Exchange Rate Uncertainty and Firm Profitability**," Journal of Macroeconomics, Elsevier, vol. 23(4), pages 565-576, October.- Christopher F. Baum & Mustafa Caglayan & John T. Barkoulas, 1999.
"
**Exchange Rate Uncertainty and Firm Profitability**," Boston College Working Papers in Economics 422, Boston College Department of Economics, revised 16 Feb 2000.

- Christopher F. Baum & Mustafa Caglayan & John T. Barkoulas, 1999.
"
- Christopher F. Baum & Vince Wiggins, 2001.
"
**Tests for long memory in a time series**," Stata Technical Bulletin, StataCorp LP, vol. 10(57). - Nicholas J. Cox & Christopher F. Baum, 2000.
"
**Metadata for user-written contributions to the Stata programming language: extensions**," Stata Technical Bulletin, StataCorp LP, vol. 9(54). - John Barkoulas & Christopher Baum & Nickolaos Travlos, 2000.
"
**Long memory in the Greek stock market**," Applied Financial Economics, Taylor & Francis Journals, vol. 10(2), pages 177-184.- John T. Barkoulas & Christopher F. Baum & Nickolaos Travlos, 1996.
"
**Long Memory in the Greek Stock Market**," Boston College Working Papers in Economics 356., Boston College Department of Economics.

- John T. Barkoulas & Christopher F. Baum & Nickolaos Travlos, 1996.
"
- Christopher F. Baum & Nicholas J. Cox, 2000.
"
**Metadata for user-written contributions to the Stata programming language**," Stata Technical Bulletin, StataCorp LP, vol. 9(52). - Baum, Christopher F & Thies, Clifford F, 1999.
"
**Q, Cash Flow and Investment: An Econometric Critique**," Review of Quantitative Finance and Accounting, Springer, vol. 12(1), pages 35-47, January.- Christopher F. Baum & Clifford F. Thies, 1996.
"
**Q, Cash Flow and Investment: An Econometric Critique**," Boston College Working Papers in Economics 332., Boston College Department of Economics.

- Christopher F. Baum & Clifford F. Thies, 1996.
"
- Christopher F. Baum & John T. Barkoulas & Mustafa Caglayan, 1999.
"
**Persistence in International Inflation Rates**," Southern Economic Journal, Southern Economic Association, vol. 65(4), pages 900-913, April.- Christopher F. Baum & John Barkoulas & Mustafa Caglayan, 1996.
"
**Persistence in International Inflation Rates**," Boston College Working Papers in Economics 333., Boston College Department of Economics.

- Christopher F. Baum & John Barkoulas & Mustafa Caglayan, 1996.
"
- John Barkoulas & Christopher Baum & Mustafa Caglayan, 1999.
"
**Fractional monetary dynamics**," Applied Economics, Taylor & Francis Journals, vol. 31(11), pages 1393-1400.- John Barkoulas & Christopher F. Baum & Mustafa Caglayan, 1998.
"
**Fractional Monetary Dynamics**," Boston College Working Papers in Economics 321., Boston College Department of Economics.

- John Barkoulas & Christopher F. Baum & Mustafa Caglayan, 1998.
"
- Baum, Christopher F. & Barkoulas, John T. & Caglayan, Mustafa, 1999.
"
**Long memory or structural breaks: can either explain nonstationary real exchange rates under the current float?**," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 9(4), pages 359-376, November.- Christopher F. Baum & John T. Barkoulas & Mustafa Caglayan, 1998.
"
**Long memory or structural breaks: Can either explain nonstationary real exchange rates under the current float?**," Boston College Working Papers in Economics 380, Boston College Department of Economics.

- Christopher F. Baum & John T. Barkoulas & Mustafa Caglayan, 1998.
"
- Barkoulas, John T. & Baum, Christopher F., 1998.
"
**Fractional dynamics in Japanese financial time series**," Pacific-Basin Finance Journal, Elsevier, vol. 6(1-2), pages 115-124, May.- John Barkoulas & Christopher F. Baum, 1996.
"
**Fractional Dynamics in Japanese Financial Time Series**," Boston College Working Papers in Economics 334., Boston College Department of Economics.

- John Barkoulas & Christopher F. Baum, 1996.
"
- Christopher Baum & Clifford Thies, 1998.
"
**Reexamining the term structure of interest rates and the interwar demand for money**," Journal of Economics and Finance, Springer;Academy of Economics and Finance, vol. 22(2), pages 5-12, June.- Christopher F. Baum & Clifford F. Thies, 1997.
"
**Reexamining the Term Structure of Interest Rates and the Interwar Demand for Money**," Boston College Working Papers in Economics 384, Boston College Department of Economics.

- Christopher F. Baum & Clifford F. Thies, 1997.
"
- John Barkoulas & Christopher Baum & Gurkan Oguz, 1998.
"
**Stochastic long memory in traded goods prices**," Applied Economics Letters, Taylor & Francis Journals, vol. 5(3), pages 135-138.- John T. Barkoulas & Christopher F. Baum & Gurkan S. Oguz, 1997.
"
**Stochastic Long Memory in Traded Goods Prices**," Boston College Working Papers in Economics 349., Boston College Department of Economics.

- John T. Barkoulas & Christopher F. Baum & Gurkan S. Oguz, 1997.
"
- Baum, Christopher F & Karasulu, Meral, 1998.
"
**Modelling Federal Reserve Discount Policy**," Computational Economics, Springer;Society for Computational Economics, vol. 11(1-2), pages 53-70, April.- Christopher F. Baum & Meral Karasulu, 1996.
"
**Modelling Federal Reserve Discount Policy**," Boston College Working Papers in Economics 335., Boston College Department of Economics.

- Christopher F. Baum & Meral Karasulu, 1996.
"
- Barkoulas, John T. & Baum, Christopher F. & Onochie, Joseph, 1997.
"
**A nonparametric investigation of the 90-day t-bill rate**," Review of Financial Economics, Elsevier, vol. 6(2), pages 187-198. - John Barkoulas & Christopher Baum, 1997.
"
**A re-examination of the fragility of evidence from cointegration-based tests of foreign exchange market efficiency**," Applied Financial Economics, Taylor & Francis Journals, vol. 7(6), pages 635-643.- John Barkoulas & Christopher F. Baum, 1996.
"
**A Re-examination of the Fragility of Evidence from Cointegration- Based Tests of Foreign Exchange Market Efficiency**," Boston College Working Papers in Economics 311., Boston College Department of Economics.

- John Barkoulas & Christopher F. Baum, 1996.
"
- Barkoulas, John T & Baum, Christopher F, 1997.
"
**Fractional Differencing Modeling and Forecasting of Eurocurrency Deposit Rates**," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, vol. 20(3), pages 355-372, Fall.- John T. Barkoulas & Christopher F. Baum, 1997.
"
**Fractional Differencing Modeling And Forecasting Of Eurocurrency Deposit Rates**," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, vol. 20(3), pages 355-372, 09.

- John Barkoulas & Christopher F. Baum, 1996.
"
**Fractional Differencing Modeling and Forecasting of Eurocurrency Deposit Rates**," Boston College Working Papers in Economics 317., Boston College Department of Economics.

- John T. Barkoulas & Christopher F. Baum, 1997.
"
- Barkoulas, John T. & Baum, Christopher F., 1996.
"
**Long-term dependence in stock returns**," Economics Letters, Elsevier, vol. 53(3), pages 253-259, December.- Christopher F. Baum & John Barkoulas, 1996.
"
**Long Term Dependence in Stock Returns**," Boston College Working Papers in Economics 314., Boston College Department of Economics.

- Christopher F. Baum & John Barkoulas, 1996.
"
- Klock, Mark & Baum, Christopher F. & Thies, Clifford F., 1996.
"
**Tobin's Q, intangible capital, and financial policy**," Journal of Economics and Business, Elsevier, vol. 48(4), pages 387-400, October. - Christopher F. Baum & John Barkoulas, 1996.
"
**Time‐varying risk premia in the foreign currency futures basis**," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 16(7), pages 735-755, October.- John Barkoulas & Christopher F. Baum, 1996.
"
**Time-Varying Risk Premia in the Foreign Currency Futures Basis**," Boston College Working Papers in Economics 281., Boston College Department of Economics.

- John Barkoulas & Christopher F. Baum, 1996.
"
- Baum, Christopher F & Thies, Clifford F, 1992.
"
**On the Construction of Monthly Term Structures of U.S. Interest Rates, 1919-1930**," Computer Science in Economics & Management, Kluwer;Society for Computational Economics, vol. 5(3), pages 221-246, August. - Klock, Mark & Thies, Clifford F. & Baum, Christopher F., 1991.
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**Tobin's q and measurement error: Caveat investigator**," Journal of Economics and Business, Elsevier, vol. 43(3), pages 241-252, August. - Baum, Christopher F & Furno, Marilena, 1990.
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**Analyzing the Stability of Demand-for-Money Equations via Bounded-Influence Estimation Techniques**," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 22(4), pages 465-477, November. - Baum, Christopher F., 1988.
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**Foreword**," Journal of Economic Dynamics and Control, Elsevier, vol. 12(1), pages 3-3, March. - Baum, Christopher F. & Doyle, Joanne M., 1988.
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**Dynamic adjustment of firms' capital structures in a varying-risk environment**," Journal of Economic Dynamics and Control, Elsevier, vol. 12(1), pages 127-133, March. - Baum, Christopher F., 1987.
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**The effects of price- and output-stabilising policies in an interdependent world economy**," Journal of Economic Dynamics and Control, Elsevier, vol. 11(2), pages 195-200, June. - Baum, Christopher F., 1986.
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**Coordination of large macroeconomies'policies and the stability of small economies**," Journal of Economic Dynamics and Control, Elsevier, vol. 10(1-2), pages 21-25, June. - Baum, C. F. & Howrey, E. P., 1983.
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**Activist policy and macroeconomic instability**," Economics Letters, Elsevier, vol. 11(1-2), pages 43-48. - Baum, Christopher F., 1980.
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**On the sensitivity of optimal control solutions**," Journal of Economic Dynamics and Control, Elsevier, vol. 2(1), pages 205-208, May. - Stern, Robert M & Baum, Christopher F & Greene, Mark N, 1979.
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**Evidence on Structural Change in the Demand for Aggregate U.S. Imports and Exports**," Journal of Political Economy, University of Chicago Press, vol. 87(1), pages 179-192, February. - Christopher F Baum & David Coe, 1978.
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**A Logit Analysis of the Factor Content of West German Foreign Trade**," Review of World Economics (Weltwirtschaftliches Archiv), Springer;Institut für Weltwirtschaft (Kiel Institute for the World Economy), vol. 114, pages 328-338.- Christopher Baum & David Coe, 1978.
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**A logit analysis of the factor content of West German foreign trade**," Review of World Economics (Weltwirtschaftliches Archiv), Springer;Institut für Weltwirtschaft (Kiel Institute for the World Economy), vol. 114(2), pages 328-338, June.

- Christopher Baum & David Coe, 1978.
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- Leamer, Edward E. & Stern, Robert M. & Baum, Christopher F., 1977.
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**An empirical analysis of the composition of manufacturing employment in the industrialized countries**," European Economic Review, Elsevier, vol. 9(1), pages 1-19.

- Jesús Otero & Christopher F Baum, 2017.
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**ERSUR: Stata module to calculate Elliott, Rothenberg & Stock DF-GLS unit root test statistic along with 1, 5 and 10% finite-sample critical values and associated p-values**," Statistical Software Components S458323, Boston College Department of Economics, revised 01 Apr 2017. - Christopher F Baum, 2017.
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**FCSTATS: Stata module to compute time series forecast accuracy statistics**," Statistical Software Components S458358, Boston College Department of Economics. - Jesús Otero & Christopher F Baum, 2017.
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**ADFMAXUR: Stata module to calculate Leybourne (1995) ADFmax unit root test statistic along with 1, 5 and 10% finite-sample critical values and associated p-values**," Statistical Software Components S458330, Boston College Department of Economics. - Christopher F Baum, 2016.
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**GRPDF: Stata module to produce PDFs from memory graphs**," Statistical Software Components S458185, Boston College Department of Economics. - Christopher F Baum, 2015.
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**XTILETEST: Stata module to test equality of percentiles across groups of observations**," Statistical Software Components S458124, Boston College Department of Economics. - Christopher F Baum & Mark E Schaffer, 2013.
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**AVAR: Stata module to perform asymptotic covariance estimation for iid and non-iid data robust to heteroskedasticity, autocorrelation, 1- and 2-way clustering, and common cross-panel autocorrelated di**," Statistical Software Components S457689, Boston College Department of Economics, revised 30 Jul 2015. - Christopher F Baum, 2013.
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**CMAXUSE: Stata module to access Cmax instructional datasets**," Statistical Software Components S457647, Boston College Department of Economics, revised 07 Mar 2015. - Christopher F Baum, 2013.
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**STATICFC: Stata module to compute static forecasts for a recursive rolling regression**," Statistical Software Components S457607, Boston College Department of Economics, revised 13 Aug 2013. - Christopher F Baum & Mark E Schaffer, 2013.
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**ACTEST: Stata module to perform Cumby-Huizinga general test for autocorrelation in time series**," Statistical Software Components S457668, Boston College Department of Economics, revised 24 Jan 2015. - John Luke Gallup & Christopher F Baum, 2012.
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**BIDENSITY: Stata module to produce and graph bivariate density estimates**," Statistical Software Components S457576, Boston College Department of Economics, revised 19 Jan 2013. - Christopher F Baum & Mark E Schaffer, 2012.
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**IVREG2H: Stata module to perform instrumental variables estimation using heteroskedasticity-based instruments**," Statistical Software Components S457555, Boston College Department of Economics, revised 24 Mar 2017. - Christopher F Baum, 2012.
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**BCUSE: Stata module to access instructional datasets on Boston College server**," Statistical Software Components S457508, Boston College Department of Economics, revised 02 Jun 2017. - Christopher F Baum, 2012.
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**SSPECIALREG: Stata module to estimate binary choice model with discrete endogenous regressor via special regressor method**," Statistical Software Components S457546, Boston College Department of Economics, revised 13 Sep 2016. - Christopher F Baum, 2011.
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**TGMIXED: Stata module to perform Theil-Goldberger mixed estimation of regression equation**," Statistical Software Components S457307, Boston College Department of Economics. - Christopher F Baum & Mark E Schaffer & Steven Stillman, 2010.
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**IVREG29: Stata module for extended instrumental variables/2SLS and GMM estimation (v9)**," Statistical Software Components S4254010, Boston College Department of Economics, revised 19 Jan 2015. - Christopher F Baum, 2009.
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**LEVPREDICT: Stata module to compute log-linear level predictions reducing retransformation bias**," Statistical Software Components S457001, Boston College Department of Economics, revised 24 Jul 2010. - Stuart Yeates & Christopher Baum & Christian Zimmermann, 2009.
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**dspace2redif.pl, a script converting DSpace metadata to ReDIF**," RePEc scripts dspace2redif, RePEc Team, revised 28 Jun 2015. - Christopher F Baum, 2008.
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**PWCORR2: Stata module to compute pairwise correlations and return results**," Statistical Software Components S456985, Boston College Department of Economics, revised 12 Apr 2008. - Christopher F Baum, 2008.
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**HLP2PDF: Stata module to create PDF or PostScript from Stata help file**," Statistical Software Components S456929, Boston College Department of Economics, revised 12 Apr 2008. - Christopher F Baum, 2008.
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**ITSP_ADO: Stata module to accompany Introduction to Stata Programming book**," Statistical Software Components S457155, Boston College Department of Economics, revised 23 May 2010. - Christopher F Baum, 2007.
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**CHECKREG3: Stata module to check identification status of simultaneous equations system**," Statistical Software Components S456877, Boston College Department of Economics, revised 11 Oct 2007. - Christopher F Baum & Mark E Schaffer & Steven Stillman, 2007.
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**IVREG28: Stata module for extended instrumental variables/2SLS and GMM estimation (v8)**," Statistical Software Components S4254011, Boston College Department of Economics, revised 30 Jan 2011. - Christopher F Baum, 2007.
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**ORSE: Stata module to save odds ratios and their standard errors after logit, ologit**," Statistical Software Components S456840, Boston College Department of Economics, revised 17 Oct 2007. - Christopher F Baum, 2007.
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**URCOVAR: Stata module to perform Elliott-Jansson test for unit roots with stationary covariates**," Statistical Software Components S456863, Boston College Department of Economics, revised 16 Sep 2007. - Christopher F Baum, 2007.
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**QLL: Stata module to implement Elliott-Müller efficient test for general persistent time variation in regression coefficients**," Statistical Software Components S456862, Boston College Department of Economics, revised 28 Aug 2008. - Christopher F Baum & Mark E Schaffer, 2007.
"
**IVACTEST: Stata module to perform Cumby-Huizinga test for autocorrelation after IV/OLS estimation**," Statistical Software Components S456841, Boston College Department of Economics, revised 23 Jul 2013. - Christopher F Baum, 2006.
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**PWCOV: Stata module to compute pairwise covariances**," Statistical Software Components S456745, Boston College Department of Economics. - Christopher F Baum, 2006.
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**SEMEAN: Stata module to compute standard error of mean (optionally from transformed data)**," Statistical Software Components S456742, Boston College Department of Economics. - Christopher F Baum, 2006.
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**NBERCYCLES: Stata module to generate graph command (and optionally graph) timeseries vs. NBER recession dating**," Statistical Software Components S456746, Boston College Department of Economics, revised 28 Jan 2011. - Christopher F Baum & Martha Lopez, 2006.
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**CFITZRW: Stata module to implement Christiano-Fitzgerald Random Walk band pass filter for timeseries data**," Statistical Software Components S456741, Boston College Department of Economics. - Christopher F Baum, 2006.
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**ROLLING2: Stata module to perform rolling window and recursive estimation**," Statistical Software Components S456789, Boston College Department of Economics, revised 27 Feb 2007. - Christopher F Baum, 2006.
"
**LOMACKINLAY: Stata module to perform Lo-MacKinlay variance ratio test**," Statistical Software Components S456740, Boston College Department of Economics, revised 14 Nov 2007. - Christopher F Baum & Martha Lopez, 2006.
"
**BUTTERWORTH: Stata module to implement Butterworth square-wave highpass filter for timeseries data**," Statistical Software Components S456743, Boston College Department of Economics. - Christopher Baum, 2005.
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**bejeap2.pl, a script converting OAI data to ReDIF with Unicode support**," RePEc scripts bejeap2, RePEc Team. - Christopher F Baum, 2005.
"
**ONESPELL: Stata module to generate single longest spell for each unit in panel data, listwise**," Statistical Software Components S448601, Boston College Department of Economics. - Christopher F Baum, 2005.
"
**KDENS2: Stata module to estimate bivariate kernel density**," Statistical Software Components S448502, Boston College Department of Economics, revised 20 Nov 2012. - Christopher F Baum, 2005.
"
**SPEARMAN2: Stata module to calculate Spearman rank correlations, extended**," Statistical Software Components S454301, Boston College Department of Economics. - Christopher F Baum, 2004.
"
**BETACOEF: Stata module to calculate beta coefficients from regression**," Statistical Software Components S436701, Boston College Department of Economics, revised 13 Jan 2004. - Christopher F Baum & Michael S. Hanson, 2004.
"
**TSLIST: Stata module to list time series data**," Statistical Software Components S444701, Boston College Department of Economics, revised 30 Jul 2004. - Christopher F Baum, 2004.
"
**ROLLREG: Stata module to perform rolling regression estimation**," Statistical Software Components S444301, Boston College Department of Economics, revised 07 Mar 2005. - Christopher F Baum, 2004.
"
**CLEMAO_IO: Stata module to perform unit root tests with one or two structural breaks**," Statistical Software Components S444302, Boston College Department of Economics, revised 31 Jul 2015. - Christopher F Baum, 2004.
"
**SSCSUBMIT: Stata module -- some notes on SSC Archive use for Stata users**," Statistical Software Components S436501, Boston College Department of Economics, revised 03 Aug 2011. - Nicholas J. Cox & Christopher F Baum, 2004.
"
**MVCORR: Stata module to generate moving-window correlation or autocorrelation in time series or panel**," Statistical Software Components S438801, Boston College Department of Economics, revised 18 Oct 2005. - Christopher F Baum, 2004.
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**HPRESCOTT: Stata module to implement Hodrick-Prescott filter for timeseries data**," Statistical Software Components S447001, Boston College Department of Economics, revised 28 Oct 2009. - Christopher F Baum & William Gould, 2004.
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**MATIN4-MATOUT4: Stata module to import and export matrices**," Statistical Software Components S445101, Boston College Department of Economics. - Christopher F Baum, 2004.
"
**ZANDREWS: Stata module to calculate Zivot-Andrews unit root test in presence of structural break**," Statistical Software Components S437301, Boston College Department of Economics, revised 31 Jul 2015. - Christopher Baum & Larry Meyer, 2003.
"
**bejeap.pl, a script converting OAI data to ReDIF**," RePEc scripts bejeap, RePEc Team. - Christopher F Baum, 2003.
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**PANELUNIT: Stata module to support unit root tests on panel data**," Statistical Software Components S435101, Boston College Department of Economics. - Christopher F Baum, 2003.
"
**PANELAUTO: Stata module to support tests for autocorrelation on panel data**," Statistical Software Components S435102, Boston College Department of Economics, revised 26 Nov 2003. - Christopher F Baum, 2003.
"
**DMARIANO: Stata module to calculate Diebold-Mariano comparison of forecast accuracy**," Statistical Software Components S433001, Boston College Department of Economics, revised 26 Apr 2011. - Christopher F Baum & Mark E Schaffer & Steven Stillman, 2002.
"
**IVENDOG: Stata module to calculate Durbin-Wu-Hausman endogeneity test after ivreg**," Statistical Software Components S494401, Boston College Department of Economics, revised 29 May 2007. - Christopher F Baum & Mark E Schaffer & Steven Stillman, 2002.
"
**IVREG210: Stata module for extended instrumental variables/2SLS and GMM estimation (v10)**," Statistical Software Components S457955, Boston College Department of Economics, revised 19 Jan 2015. - Christopher F Baum, 2002.
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**AVPLOT3: Stata module to generate partial regression plots for subsamples**," Statistical Software Components S424601, Boston College Department of Economics, revised 13 Dec 2002. - Nicholas J. Cox & Christopher F Baum, 2002.
"
**MVSUMM: Stata module to generate moving-window descriptive statistics in time series or panel**," Statistical Software Components S426401, Boston College Department of Economics, revised 14 Nov 2007. - Christopher F Baum & Mark E Schaffer & Steven Stillman, 2002.
"
**IVREG2: Stata module for extended instrumental variables/2SLS and GMM estimation**," Statistical Software Components S425401, Boston College Department of Economics, revised 09 Feb 2016. - Christopher Baum, 2002.
"
**cdl-ciders.pl, a script converting XML data to ReDIF**," RePEc scripts cdl-ciders, RePEc Team. - Christopher F Baum, 2001.
"
**GENEIGEN: Stata module to calculate eigenvalues of a real general matrix**," Statistical Software Components S419901, Boston College Department of Economics, revised 28 Dec 2002. - Christopher F Baum & Nicholas J. Cox & Bill Rising, 2001.
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**LOG2HTML: Stata module to produce HTML log files**," Statistical Software Components S422801, Boston College Department of Economics, revised 31 Jul 2008. - Nicholas J. Cox & Christopher F Baum, 2001.
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**STATSMAT: Stata module to place descriptive statistics in matrix**," Statistical Software Components S420501, Boston College Department of Economics, revised 07 Nov 2005. - Christopher F Baum, 2001.
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**OUTSERIES: Stata module to write timeseries to text files**," Statistical Software Components S417302, Boston College Department of Economics. - Nicholas J. Cox & Christopher F Baum, 2001.
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**TSGRAPH: Stata module to produce time series line graph**," Statistical Software Components S418901, Boston College Department of Economics, revised 23 Jun 2003. - Christopher F Baum & Martha Lopez, 2001.
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**BKING: Stata module to implement Baxter-King filter for timeseries data**," Statistical Software Components S421002, Boston College Department of Economics, revised 30 Jun 2006. - Christopher F Baum, 2001.
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**MADFULLER: Stata module to perform Dickey-Fuller test on panel data**," Statistical Software Components S418701, Boston College Department of Economics, revised 11 Feb 2006. - Fabian Bornhorst & Christopher F Baum, 2001.
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**IPSHIN: Stata module to perform Im-Pesaran-Shin panel unit root test**," Statistical Software Components S419704, Boston College Department of Economics, revised 11 Jun 2007. - Christopher F Baum & Joao Pedro Azevedo, 2001.
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**OUTTABLE: Stata module to write matrix to LaTeX table**," Statistical Software Components S419501, Boston College Department of Economics, revised 03 Aug 2014. - Christopher Baum, 2001.
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**aer.pl, a script converting XML data to ReDIF**," RePEc scripts aer, RePEc Team. - Christopher F Baum & Nicholas J. Cox, 2001.
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**OMNINORM: Stata module to calculate omnibus test for univariate/multivariate normality**," Statistical Software Components S417501, Boston College Department of Economics, revised 08 Apr 2009. - Christopher F Baum, 2001.
"
**VECAR: Stata module to estimate vector autoregressive (VAR) models**," Statistical Software Components S416901, Boston College Department of Economics, revised 31 May 2002. - Christopher F Baum & Sylvia Hristakeva, 2001.
"
**DENTON: Stata module to interpolate a flow or stock series from low-frequency totals via proportional Denton method**," Statistical Software Components S422501, Boston College Department of Economics, revised 17 Jul 2014. - Christopher F Baum, 2001.
"
**HADRILM: Stata module to perform Hadri panel unit root test**," Statistical Software Components S419701, Boston College Department of Economics, revised 08 Apr 2003. - Christopher F Baum & Richard Sperling, 2001.
"
**HEGY4: Stata module to compute Hylleberg et al seasonal unit root test**," Statistical Software Components S416502, Boston College Department of Economics, revised 27 Aug 2001. - Christopher F Baum & Patrick Joly, 2001.
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**VECAR6: Stata module to estimate vector autoregressive (VAR) models (version 6)**," Statistical Software Components S416902, Boston College Department of Economics, revised 04 Jun 2002. - Richard Sperling & Christopher F Baum, 2001.
"
**WNTSTMVQ: Stata module to compute multivariate Ljung-Box Q test**," Statistical Software Components S416001, Boston College Department of Economics, revised 01 Jun 2002. - Christopher F Baum & Fabian Bornhorst, 2001.
"
**NHARVEY: Stata module to perform Nyblom-Harvey panel test of common stochastic trends**," Statistical Software Components S419703, Boston College Department of Economics, revised 31 Oct 2007. - Christopher F Baum, 2001.
"
**TOSQL: Stata module to transfer data to SQL database**," Statistical Software Components S417301, Boston College Department of Economics, revised 31 May 2001. - Fabian Bornhorst & Christopher F Baum, 2001.
"
**LEVINLIN: Stata module to perform Levin-Lin-Chu panel unit root test**," Statistical Software Components S419702, Boston College Department of Economics, revised 24 Sep 2006. - Christopher F Baum, 2000.
"
**XTTEST2: Stata module to perform Breusch-Pagan LM test for cross-sectional correlation in fixed effects model**," Statistical Software Components S415702, Boston College Department of Economics, revised 15 Aug 2011. - Christopher F Baum, 2000.
"
**FRACIRF: Stata module to compute impulse response function for fractionally-integrated timeseries**," Statistical Software Components S414004, Boston College Department of Economics, revised 11 Oct 2000. - Christopher F Baum, 2000.
"
**KPSS: Stata module to compute Kwiatkowski-Phillips-Schmidt-Shin test for stationarity**," Statistical Software Components S410401, Boston College Department of Economics, revised 25 Jun 2006. - Christopher F Baum & Richard Sperling, 2000.
"
**DFGLS: Stata module to compute Dickey-Fuller/GLS unit root test**," Statistical Software Components S410001, Boston College Department of Economics, revised 16 Dec 2001. - Christopher Baum, 2000.
"
**imfocpcvt.pl, a script converting html data to ReDIF**," RePEc scripts imfocpcvt, RePEc Team. - Christopher F Baum & Vince Wiggins, 2000.
"
**MODLPR: Stata module to estimate long memory in a timeseries**," Statistical Software Components S411002, Boston College Department of Economics, revised 12 Feb 2006. - Christopher F Baum, 2000.
"
**XTTEST3: Stata module to compute Modified Wald statistic for groupwise heteroskedasticity**," Statistical Software Components S414801, Boston College Department of Economics, revised 05 Jul 2001. - Christopher F Baum, 2000.
"
**FRACDIFF: Stata module to generate fractionally-differenced timeseries**," Statistical Software Components S413901, Boston College Department of Economics, revised 24 Mar 2006. - Christopher F Baum & David M. Drukker, 2000.
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**IVGMM0: Stata module to perform instrumental variables via GMM**," Statistical Software Components S410601, Boston College Department of Economics, revised 16 Mar 2004. - Christopher F Baum & Vince Wiggins, 2000.
"
**ROBLPR: Stata module to estimate long memory in a set of timeseries**," Statistical Software Components S411001, Boston College Department of Economics, revised 25 Jun 2006. - Christopher F Baum, 2000.
"
**CUSUM6: Stata module to compute cusum, cusum^2 stability tests**," Statistical Software Components S408601, Boston College Department of Economics, revised 09 Oct 2000. - Christopher F Baum & Nicholas J. Cox, 2000.
"
**GHISTCUM: Stata module to graph histogram and cumulative distribution**," Statistical Software Components S408701, Boston College Department of Economics. - Christopher Baum, 2000.
"
**ectj.pl, a script converting html data to ReDIF**," RePEc scripts ectj, RePEc Team. - Christopher F Baum, 2000.
"
**TSCOLLAP: Stata module to compact timeseries into dataset of means, sums, end-of-period values**," Statistical Software Components S412101, Boston College Department of Economics, revised 04 Jan 2013. - Christopher F Baum & Tairi Room, 2000.
"
**LOMODRS: Stata module to perform Lo R/S test for long range dependence in timeseries**," Statistical Software Components S412601, Boston College Department of Economics, revised 26 Jun 2006. - Christopher F Baum & Nicholas J. Cox, 1999.
"
**WHITETST: Stata module to perform White's test for heteroskedasticity**," Statistical Software Components S390601, Boston College Department of Economics, revised 18 Feb 2002. - Christopher F Baum & Vince Wiggins, 1999.
"
**GPHUDAK: Stata module to estimate long memory in a timeseries**," Statistical Software Components S388101, Boston College Department of Economics, revised 25 Jun 2006. - Christopher F. Baum, 1999.
"
**ARCH: MATLAB function to compute ARCH test**," Statistical Software Components T961402, Boston College Department of Economics. - Christopher F Baum & Vince Wiggins, 1999.
"
**BPAGAN: Stata module to perform Breusch-Pagan test for heteroskedasticity**," Statistical Software Components S390602, Boston College Department of Economics. - Christopher F Baum & Vince Wiggins, 1999.
"
**DURBINH: Stata module to calculate Durbin's h test for serial correlation**," Statistical Software Components S387301, Boston College Department of Economics, revised 11 Aug 2002. - Christopher F Baum & Vince Wiggins, 1999.
"
**TSMKTIM: Stata module to generate time-series calendar variable**," Statistical Software Components S386701, Boston College Department of Economics, revised 25 Jun 2004. - Christopher F Baum & Vince Wiggins, 1999.
"
**BGTEST: Stata module to calculate Breusch-Godfrey test for serial correlation**," Statistical Software Components S387302, Boston College Department of Economics, revised 11 Aug 2002. - Christopher F Baum & Vince Wiggins, 1999.
"
**CNSRSIG: Stata module to evaluate validity of restrictions on a regression**," Statistical Software Components S388202, Boston College Department of Economics. - Christopher F Baum & Vince Wiggins & Steven Stillman & Mark E Schaffer, 1999.
"
**OVERID: Stata module to calculate tests of overidentifying restrictions after ivreg2, ivreg29, ivregress, ivprobit, ivtobit, reg3**," Statistical Software Components S396902, Boston College Department of Economics, revised 18 May 2016. - Christopher F Baum & Steven Stillman, 1999.
"
**DMEXOGXT: Stata module to test consistency of OLS vs XT-IV estimates**," Statistical Software Components S401103, Boston College Department of Economics, revised 18 Jun 2003. - Christopher F Baum, 1999.
"
**PROBEXOG-TOBEXOG: Stata modules to test exogeneity in probit/tobit**," Statistical Software Components S401102, Boston College Department of Economics, revised 19 May 2007. - Christopher Baum, 1999.
"
**rjeyr.pl, a script converting html data to ReDIF**," RePEc scripts rjeyr, RePEc Team. - Christopher F Baum, 1999.
"
**ARIMAFIT: Stata module to calculate AIC, SIC for ARIMA model**," Statistical Software Components S386601, Boston College Department of Economics. - Christopher F Baum & Vince Wiggins, 1999.
"
**ARCHLM: Stata module to calculate LM test for ARCH effects**," Statistical Software Components S388001, Boston College Department of Economics. - Christopher F. Baum, 1999.
"
**QSTAT2: MATLAB function to compute Ljung-Box Q statistic**," Statistical Software Components T961403, Boston College Department of Economics. - Christopher F Baum, 1998.
"
**GPH_SEAS: RATS module to perform fractional integration of seasonally adjusted timeseries**," Statistical Software Components R980223, Boston College Department of Economics. - Christopher F Baum & Nicholas J. Cox, 1998.
"
**TORATS: Stata module to facilitate transfer of data to RATS**," Statistical Software Components S361501, Boston College Department of Economics, revised 12 Dec 2006. - Christopher F Baum & John T. Barkoulas, 1997.
"
**GPHROB: RATS modules to perform tests for fractional integration of timeseries**," Statistical Software Components R792001, Boston College Department of Economics. - Christopher F Baum & John T. Barkoulas, 1996.
"
**ARFIMAFC: RATS modules to forecast fractionally differenced timeseries**," Statistical Software Components R022701, Boston College Department of Economics. - Christopher F Baum & Meral Karasulu, 1996.
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**ARRANGEDAR: RATS procedures to calculate arranged autoregressions**," Computational Economics Software Archive CE11.53, Kluwer Academic Publishers, revised 10 Mar 2001.

- John H. Ciccolo, Jr. & Christopher F. Baum, 1985.
"
**Changes in the Balance Sheet of the U.S. Manufacturing Sector, 1926-1977**," NBER Chapters,in: Corporate Capital Structures in the United States, pages 81-116 National Bureau of Economic Research, Inc.- John H. Ciccolo, Jr. & Christopher F. Baum, 1983.
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**Changes in the Balance Sheet of the U.S. Manufacturing Sector, 1926-1977**," NBER Working Papers 1169, National Bureau of Economic Research, Inc.

- John H. Ciccolo, Jr. & Christopher F. Baum, 1983.
"

- Christopher F Baum, 2016.
"
**An Introduction to Stata Programming, Second Edition**," Stata Press books, StataCorp LP, number isp, January. - Christopher F Baum, 2006.
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**An Introduction to Modern Econometrics using Stata**," Stata Press books, StataCorp LP, number imeus, January.

- North American Stata Users' Group Meetings 2001, Stata Users Group.
- North American Stata Users' Group Meetings 2003, Stata Users Group.
- Instructional Stata datasets for econometrics, Boston College Department of Economics.
- Statistical Software Components, Boston College Department of Economics.
- Boston College Working Papers in Economics, Boston College Department of Economics.
- Dutch-German Stata Users' Group Meetings 2002, Stata Users Group.
- United Kingdom Stata Users' Group Meetings 2001, Stata Users Group.
- United Kingdom Stata Users' Group Meetings 2002, Stata Users Group.
- United Kingdom Stata Users' Group Meetings 2003, Stata Users Group.
- Computational Economics Software Archive, Kluwer Academic Publishers.
- Computing in Economics and Finance 2000, Society for Computational Economics.
- Computing in Economics and Finance 2001, Society for Computational Economics.
- Computing in Economics and Finance 2002, Society for Computational Economics.
- Computing in Economics and Finance 2003, Society for Computational Economics.
- Computing in Economics and Finance 1996, Society for Computational Economics.
- Computing in Economics and Finance 1997, Society for Computational Economics.
- Computing in Economics and Finance 1999, Society for Computational Economics.
- Computing in Economics and Finance 2004, Society for Computational Economics.
- Australasian Stata Users' Group Meetings 2004, Stata Users Group.
- North American Stata Users' Group Meetings 2004, Stata Users Group.
- German Stata Users' Group Meetings 2004, Stata Users Group.
- United Kingdom Stata Users' Group Meetings 2004, Stata Users Group.
- United Kingdom Stata Users' Group Meetings 2005, Stata Users Group.
- German Stata Users' Group Meetings 2005, Stata Users Group.
- North American Stata Users' Group Meetings 2005, Stata Users Group.
- Computing in Economics and Finance 2005, Society for Computational Economics.
- German Stata Users' Group Meetings 2006, Stata Users Group.
- Computing in Economics and Finance 2006, Society for Computational Economics.
- North American Stata Users' Group Meetings 2006, Stata Users Group.
- United Kingdom Stata Users' Group Meetings 2006, Stata Users Group.
- German Stata Users' Group Meetings 2007, Stata Users Group.
- North American Stata Users' Group Meetings 2007, Stata Users Group.
- United Kingdom Stata Users' Group Meetings 2007, Stata Users Group.
- Nordic and Baltic Stata Users' Group Meetings 2007, Stata Users Group.
- West Coast Stata Users' Group Meetings 2007, Stata Users Group.
- German Stata Users' Group Meetings 2008, Stata Users Group.
- Summer North American Stata Users' Group Meetings 2008, Stata Users Group.
- United Kingdom Stata Users' Group Meetings 2008, Stata Users Group.
- Fall North American Stata Users' Group Meetings 2008, Stata Users Group.
- Italian Stata Users' Group Meetings 2008, Stata Users Group.
- German Stata Users' Group Meetings 2009, Stata Users Group.
- Mexican Stata Users' Group Meetings 2009, Stata Users Group.
- DC09 Stata Conference, Stata Users Group.
- United Kingdom Stata Users' Group Meetings 2009, Stata Users Group.
- Canadian Stata Users' Group Meetings 2009, Stata Users Group.
- Mexican Stata Users' Group Meetings 2010, Stata Users Group.
- German Stata Users' Group Meetings 2010, Stata Users Group.
- BOS10 Stata Conference, Stata Users Group.
- United Kingdom Stata Users' Group Meetings 2010, Stata Users Group.
- Portuguese Stata Users' Group Meetings 2010, Stata Users Group.
- German Stata Users' Group Meetings 2011, Stata Users Group.
- Mexican Stata Users' Group Meetings 2011, Stata Users Group.
- CHI11 Stata Conference, Stata Users Group.
- United Kingdom Stata Users' Group Meetings 2011, Stata Users Group.
- German Stata Users' Group Meetings 2012, Stata Users Group.
- SAN12 Stata Conference, Stata Users Group.
- United Kingdom Stata Users' Group Meetings 2012, Stata Users Group.
- Mexican Stata Users' Group Meetings 2013, Stata Users Group.
- German Stata Users' Group Meetings 2013, Stata Users Group.
- Italian Stata Users' Group Meetings 2009, Stata Users Group.
- Italian Stata Users' Group Meetings 2012, Stata Users Group.
- Italian Stata Users' Group Meetings 2011, Stata Users Group.
- 2013 Stata Conference, Stata Users Group.
- Italian Stata Users' Group Meetings 2010, Stata Users Group.
- United Kingdom Stata Users' Group Meetings 2013, Stata Users Group.
- Italian Stata Users' Group Meetings 2013, Stata Users Group.
- German Stata Users' Group Meetings 2014, Stata Users Group.
- 2014 Stata Conference, Stata Users Group.
- United Kingdom Stata Users' Group Meetings 2014, Stata Users Group.
- Italian Stata Users' Group Meetings 2014, Stata Users Group.
- United Kingdom Stata Users' Group Meetings 2015, Stata Users Group.
- 2015 Stata Conference, Stata Users Group.
- 2016 Stata Conference, Stata Users Group.
- United Kingdom Stata Users' Group Meetings 2016, Stata Users Group.

- NEP-BEC:
**Business Economics**(26) 2004-09-30 2005-12-14 2006-02-19 2006-02-26 2006-02-26 2006-03-05 2006-03-05 2006-03-25 2006-04-22 2006-08-05 2006-11-18 2006-11-18 2006-11-18 2006-12-01 2007-04-09 2007-05-19 2008-06-27 2008-09-13 2008-10-13 2009-03-28 2009-10-17 2009-11-21 2010-03-13 2010-04-11 2014-09-05 2016-10-09. Author is listed - NEP-MAC:
**Macroeconomics**(17) 2003-05-08 2003-07-04 2003-10-20 2003-10-20 2004-03-22 2004-06-27 2004-09-30 2004-09-30 2006-02-26 2006-03-05 2006-08-05 2006-11-18 2008-06-27 2008-09-13 2013-11-09 2013-11-14 2014-07-13. Author is listed - NEP-CFN:
**Corporate Finance**(14) 2004-09-30 2005-12-14 2006-02-26 2006-02-26 2006-08-05 2007-02-24 2007-04-09 2007-05-19 2008-06-27 2008-09-13 2008-10-13 2009-03-28 2009-11-21 2016-10-09. Author is listed - NEP-ETS:
**Econometric Time Series**(9) 2000-06-12 2003-05-08 2003-10-28 2004-06-27 2004-08-02 2006-08-05 2006-09-30 2007-09-30 2013-09-28. Author is listed - NEP-ECM:
**Econometrics**(8) 2002-11-04 2003-01-05 2003-05-15 2003-10-28 2004-08-09 2007-09-16 2015-06-13 2017-04-09. Author is listed - NEP-EFF:
**Efficiency & Productivity**(8) 2007-02-24 2010-03-13 2014-09-05 2015-06-05 2015-06-13 2015-11-21 2017-04-09 2017-04-09. Author is listed - NEP-FMK:
**Financial Markets**(8) 2000-06-29 2006-02-26 2006-04-22 2006-08-05 2010-04-11 2013-11-14 2014-07-13 2014-09-05. Author is listed - NEP-IFN:
**International Finance**(8) 1998-06-29 1999-05-03 2000-06-12 2000-06-29 2001-01-27 2001-03-13 2001-05-02 2007-04-09. Author is listed - NEP-CSE:
**Economics of Strategic Management**(7) 2006-11-18 2012-04-10 2015-06-05 2015-06-13 2015-11-21 2017-04-09 2017-04-09. Author is listed - NEP-INO:
**Innovation**(6) 2012-04-10 2015-06-05 2015-06-13 2015-11-21 2017-04-09 2017-04-09. Author is listed - NEP-SBM:
**Small Business Management**(6) 2012-04-10 2015-06-05 2015-06-13 2015-11-21 2017-04-09 2017-04-09. Author is listed - NEP-CBA:
**Central Banking**(5) 2006-03-25 2006-04-22 2007-04-09 2008-12-07 2013-11-14. Author is listed - NEP-BAN: Banking (4) 2007-02-24 2009-02-14 2014-09-05 2016-08-14
- NEP-EEC: European Economics (4) 2013-11-14 2014-07-13 2014-09-05 2016-09-25
- NEP-FIN: Finance (4) 2005-12-14 2006-02-19 2006-02-26 2006-03-25
- NEP-INT: International Trade (4) 2006-04-22 2007-04-09 2008-12-07 2012-04-10
- NEP-MON: Monetary Economics (4) 2004-03-22 2004-06-27 2004-07-26 2004-09-30
- NEP-OPM: Open Economy Macroeconomics (4) 2008-12-07 2013-11-09 2014-07-13 2014-09-05
- NEP-CWA: Central & Western Asia (3) 2007-02-24 2009-02-14 2014-09-05
- NEP-KNM: Knowledge Management & Knowledge Economy (3) 2015-06-05 2015-06-13 2017-04-09
- NEP-RMG: Risk Management (3) 2006-02-26 2009-11-07 2016-08-14
- NEP-TID: Technology & Industrial Dynamics (3) 2015-06-05 2015-11-21 2017-04-09
- NEP-ARA: MENA - Middle East & North Africa (2) 2009-02-14 2014-09-05
- NEP-EUR: Microeconomic European Issues (2) 2010-03-13 2010-04-11
- NEP-GEO: Economic Geography (2) 2015-11-21 2017-04-09
- NEP-HEA: Health Economics (2) 2011-10-22 2014-12-19
- NEP-ORE: Operations Research (2) 2013-11-09 2014-11-07
- NEP-URE: Urban & Real Estate Economics (2) 2015-11-21 2017-04-09
- NEP-ACC: Accounting & Auditing (1) 2004-06-27
- NEP-CIS: Confederation of Independent States (1) 2011-10-22
- NEP-CMP: Computational Economics (1) 2003-10-28
- NEP-DCM: Discrete Choice Models (1) 2012-08-23
- NEP-DEV: Development (1) 2004-03-22
- NEP-ENE: Energy Economics (1) 2014-11-07
- NEP-FOR: Forecasting (1) 2015-09-26
- NEP-LAW: Law & Economics (1) 2007-05-19
- NEP-MFD: Microfinance (1) 2004-06-07
- NEP-POL: Positive Political Economics (1) 2009-02-14
- NEP-REG: Regulation (1) 2007-05-19
- NEP-SOC: Social Norms & Social Capital (1) 2011-10-22
- NEP-TRA: Transition Economics (1) 2013-10-25

- Average Rank Score
- Number of Works
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- Number of Distinct Works, Weighted by Simple Impact Factor
- Number of Distinct Works, Weighted by Recursive Impact Factor
- Number of Distinct Works, Weighted by Number of Authors
- Number of Distinct Works, Weighted by Number of Authors and Simple Impact Factors
- Number of Distinct Works, Weighted by Number of Authors and Recursive Impact Factors
- Number of Citations
- Number of Citations, Discounted by Citation Age
- Number of Citations, Weighted by Simple Impact Factor
- Number of Citations, Weighted by Simple Impact Factor, Discounted by Citation Age
- Number of Citations, Weighted by Recursive Impact Factor
- Number of Citations, Weighted by Recursive Impact Factor, Discounted by Citation Age
- Number of Citations, Weighted by Number of Authors
- Number of Citations, Weighted by Number of Authors, Discounted by Citation Age
- Number of Citations, Weighted by Number of Authors and Simple Impact Factors
- Number of Citations, Weighted by Number of Authors and Simple Impact Factors, Discounted by Citation Age
- Number of Citations, Weighted by Number of Authors and Recursive Impact Factors
- Number of Citations, Weighted by Number of Authors and Recursive Impact Factors, Discounted by Citation Age
- h-index
- Number of Registered Citing Authors
- Number of Registered Citing Authors, Weighted by Rank (Max. 1 per Author)
- Number of Journal Pages
- Number of Journal Pages, Weighted by Number of Authors
- Number of Abstract Views in RePEc Services over the past 12 months
- Number of Downloads through RePEc Services over the past 12 months
- Number of Abstract Views in RePEc Services over the past 12 months, Weighted by Number of Authors
- Number of Downloads through RePEc Services over the past 12 months, Weighted by Number of Authors
- Euclidian citation score
- Closeness measure in co-authorship network
- Betweenness measure in co-authorship network
- Breadth of citations across fields
- Wu-Index
- Record of graduates

#### Most cited item

- Christopher F Baum & Mark E. Schaffer & Steven Stillman, 2002.
"
**Instrumental variables and GMM: Estimation and testing**," North American Stata Users' Group Meetings 2003 05, Stata Users Group.

#### Most downloaded item (past 12 months)

- Christopher F Baum & Mark E Schaffer & Steven Stillman, 2002.
"
**IVREG2: Stata module for extended instrumental variables/2SLS and GMM estimation**," Statistical Software Components S425401, Boston College Department of Economics, revised 09 Feb 2016.

#### Access and download statistics for all items

#### Co-authorship network on CollEc

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