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User profiles for author:"Christopher Baum"

Christopher F Baum

Associate Professor of Economics, Boston College
Verified email at bc.edu
Cited by 3526

[PDF] Instrumental variables and GMM: Estimation and testing

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CF Baum, ME Schaffer… - Stata Journal, 2003 - cba.ua.edu
Page 1. BOSTON COLLEGE Department of Economics InsTRumEnTAL VARIAbLEs AnD GMM:
EsTImATIOn AnD TEsTInG Christopher F. Baum, Boston College Mark E. Schaffer, Heriot–Watt
University Steven Stillman, New Zealand Department of Labour Working Paper No. ...
Cited by 853 - Related articles - View as HTML - All 34 versions

[BOOK] An introduction to modern econometrics using Stata

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CF Baum - 2006 - books.google.com
Page 1. An Introduction to Modern Econometrics Using Stata CHRISTOPHER F. BAUM
Page 2. An Introduction to Modern Econometrics Using Stata Page 3. Page 4. An
Introduction to Modern Econometrics Using Stata CHRISTOPHER ...
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Nonlinear adjustment to purchasing power parity in the post-Bretton Woods era

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CF Baum, JT Barkoulas… - Journal of International Money and …, 2001 - Elsevier
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[CITATION] Gartner's four phases of e-government model

C Baum… - Gartner Group, Research Note, 2000
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Long memory in the Greek stock market

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JT Barkoulas, CF Baum… - Applied Financial Economics, 2000 - Taylor & Francis
Page 1. L ong memory in the Greek stock market JOHN T. BARKOULAS,
CHRISTOPHER F. BAUM*{, NICKOLAOS TRAVLOS§ Department of Economics,
L ouisiana Tech University, Ruston, LA 71272 USA, { Department of ...
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[PDF] Enhanced routines for instrumental variables/generalized method of moments estimation and testing

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CF Baum, ME Schaffer… - Stata Journal, 2007 - econ.uzh.ch
Page 25. The Stata Journal (2007) 7, Number 4, pp. 465–506 Enhanced routines for instrumental
variables/generalized method of moments estimation and testing Christopher F. Baum
Department of Economics Boston College Chestnut Hill, MA baum@ bc. ...
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[PDF] Enhanced routines for instrumental variables/GMM estimation and testing

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CF Baum, ME Schaffer… - Boston College Department of …, 2007 - iwh-halle.de
Page 1. The Stata Journal (yyyy) vv, Number ii, pp. 1–38 Enhanced routines for instrumental
variables/GMM estimation and testing Christopher F. Baum Boston College Mark E. Schaffer
Heriot–Watt University Steven Stillman Motu Economic and Public Policy Research Abstract. ...
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Long-term dependence in stock returns

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JT Barkoulas… - Economics Letters, 1996 - Elsevier
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Persistence in international inflation rates

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CF Baum, JT Barkoulas… - Southern Economic Journal, 1999 - JSTOR
Page 1. Southern Economic Journal 1999, 65(4), 900-913 Persistence in International
Inflation Rates Christopher F Baum,* John T. Barkoulas,t and Mustafa Caglayant
We test for fractional dynamics in inflation rates based on ...
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Evidence on structural change in the demand for aggregate US imports and exports

RM Stern, CF Baum… - The Journal of Political Economy, 1979 - JSTOR
Page 1. Evidence on Structural Change in the Demand for Aggregate US Imports
and Exports Robert M. Stern University of Michigan Christopher F. Baum Boston
College Mark N. Greene University of Michigan Earlier work on ...
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Nonlinear effects of exchange rate volatility on the volume of bilateral exports

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CF Baum, M Caglayan… - Journal of Applied …, 2004 - Wiley Online Library
Skip to Main Content. ...
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Long memory or structural breaks: can either explain nonstationary real exchange rates under the current float?

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CF Baum, JT Barkoulas… - Journal of International Financial …, 1999 - Elsevier
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Exchange rate effects on the volume and variability of trade flows

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JT Barkoulas, CF Baum… - Journal of International Money and …, 2002 - Elsevier
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[PDF] Residual diagnostics for cross-section time series regression models

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CF Baum - The Stata Journal, 2001 - ageconsearch.umn.edu
Page 1. The Stata Journal (2001) 1, Number 1, pp. 101–104 Residual diagnostics
for cross-section time series regression models Christopher F. Baum Boston College
baum@bc.edu Abstract. These routines support the diagnosis ...
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The impact of macroeconomic uncertainty on non-financial firms' demand for liquidity

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CF Baum, M Caglayan, N Ozkan… - Review of Financial …, 2006 - Elsevier
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Waves and persistence in merger and acquisition activity

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JT Barkoulas, CF Baum… - Economics Letters, 2001 - Elsevier
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Exchange rate uncertainty and firm profitability

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CF Baum, M Caglayan… - Journal of Macroeconomics, 2001 - Elsevier
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A re-examination of the fragility of evidence from cointegration-based tests of foreign exchange market efficiency

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J Barkoulas… - Applied Financial Economics, 1997 - Taylor & Francis
Page 1. Applied Financial Economics, 1997, 7, 635 ~ 643 A re-examination of the fragility
of evidence from cointegration-based tests of foreign exchange market efliciency JOHN
BARKOULAS and CHRISTOPHER F. BAUM' Department ...
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[PDF] Fractional differencing modeling and forecasting of eurocurrency deposit rates

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JT Barkoulas… - Journal of Financial Research, 1997 - fmwww.bc.edu
Page 1. FRACTIONAL DIFFERENCING MODELING AND FORECASTING OF EUROCURRENCY
DEPOSIT RATES John T. Barkoulas and Christopher F. Baum Boston College Abstract Using
the spectral regression method, we test for long-term stochastic ...
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Modelling federal reserve discount policy

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CF Baum… - Computational Economics, 1997 - Springer
Page 1. Computational Economics 11: 53–70, 1998. 53 c 1998 Kluwer Academic
Publishers. Printed in the Netherlands. Modelling Federal Reserve Discount Policy
CHRISTOPHER F. BAUM1 ? and MERAL KARASULU2 1Department ...
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The second moments matter: The response of bank lending behavior to macroeconomic uncertainty

[PDF] from 143.210.16.140
CF Baum, M Caglayan… - 2004 - 143.210.16.140
Page 1. DEPARTMENT OF ECONOMICS THE SECOND MOMENTS MATTER: THE RESPONSE
OF BANK LENDING BEHAVIOR TO MACROECONOMIC UNCERTAINTY Christopher F. Baum,
Department of Economics, Boston College Mustafa Caglayan ...
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Fractional dynamics in Japanese financial time series

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JT Barkoulas… - Pacific-Basin Finance Journal, 1998 - Elsevier
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Tobin's q and measurement error: Caveat investigator

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M Klock, CF Thies… - Journal of Economics and Business, 1991 - Elsevier
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[CITATION] ivreg2: Stata module for extended instrumental variables/2SLS, GMM and AC/HAC, LIML and k-class regression

CF Baum, ME Schaffer… - 2007
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[BOOK] The Impact in Macroeconomic Uncertainty on Cash Holdings for Non-financial Firms

[PDF] from 143.210.16.140
CF Baum, M Caglayan, N Ozkan… - 2004 - papers.ssrn.com
Page 1. Discussion Paper No. 04-10 The Impact of Macroeconomic Uncertainty on Cash Holdings
for Non-Financial Firms Christopher F. Baum; Mustafa Caglayan, Neslihan Ozkan and Oleksandr
Talavera Page 2. Discussion Paper No. 04-10 The Impact of Macroeconomic ...
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Uncertainty determinants of firm investment

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CF Baum, M Caglayan… - Economics Letters, 2008 - Elsevier
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Tied and untied foreign aid: a theoretical and empirical analysis

BM Arvin… - Keio economic studies, 1997 - ci.nii.ac.jp
Cited by 23 - Related articles - Cached - BL Direct - All 2 versions

[CITATION] What Are the Consequences of the Fourth Case&quest

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C Baum - Molecular Therapy, 2007 - nature.com
In a recent board meeting of the European Society of Cell and Gene Therapy (ESGCT),
potential consequences of a new severe adverse event in gene therapy have been
discussed, leading to a statement available on the ESGCT Web site (http://www. esgct. org ...
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Political patronage in Ukrainian banking1

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CF Baum, M Caglayan, D Schäfer… - Economics of …, 2008 - Wiley Online Library
Skip to Main Content. ...
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Fractional monetary dynamics

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JT Barkoulas, CF Baum… - Applied Economics, 1999 - Taylor & Francis
Page 1. *To whom correspondence should be addressed. Applied Economics, 1999,
31, 1393–1400 Fractional monetary dynamics JOHN T. BARKOULAS, CHRISTOPHER
F. BAUM*§ and MUSTAFA CAGLAYAN§ Department ...
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Exchange rate effects on the volume of trade flows: an empirical analysis employing high-frequency data

CF Baum, M Caglayan… - Computing in Economics and …, 2001 - ideas.repec.org
Downloadable! "Despite the common view that exchange rate volatility will inevitably depress
the volume of international trade by increasing the riskiness of trading activity, empirical
researchers have not found clear support for this relationship, with results being characterised ...
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Stochastic long memory in traded goods prices

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JT Barkoulas, CF Baum… - Applied Economics Letters, 1998 - Taylor & Francis
Page 1. Applied Economics Letters, 1998, 5, 135-1 38 Stochastic long memory in traded
goods prices JOHN T. BARKOULAS, CHRISTOPHER F. BAUM and *GURKAN S. OGUZ
Department of Economics, Boston College, Chestnut ...
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[PDF] Fractional dynamics in a system of long term international interest rates

[PDF] from bc.edu
JT Barkoulas, CF Baum… - International Journal of Finance, 1997 - fmwww.bc.edu
Page 1. FRACTIONAL DYNAMICS IN A SYSTEM OF LONG TERM INTERNATIONAL INTEREST
RATES John T. Barkoulas Department of Economics Boston College Chestnut Hill, MA 02167
USA Tel: 617.552.3682 Email: barkoula@bcaxp1.bc.edu Christopher F. Baum ...
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[PDF] Time-varying risk premia in the foreign currency futures basis

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CF Baum… - Journal of Futures Markets, 1996 - Citeseer
Page 1. Time-Varying Risk Premia in the Foreign Currency Futures Basis Christopher
F. Baum and John Barkoulas§ January, 1996 Abstract Significant time-varying risk
premia exist in the foreign currency futures basis, and ...
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Forward premiums and market efficiency: Panel unit-root evidence from the term structure of forward premiums

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J Barkoulas, CF Baum… - Journal of Macroeconomics, 2003 - Elsevier
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Uncertainty determinants of corporate liquidity

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CF Baum, M Caglayan, A Stephan… - Economic Modelling, 2008 - Elsevier
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[PDF] Changes in the Balance Sheet of the US Manufacturing Sector, 1926-1977

[PDF] from nber.org
JH Ciccolo Jr… - 1985 - nber.org
Page 1. This PDF is a selection from an out-of-print volume from the National Bureau of Economic
Research Volume Title: Corporate Capital Structures in the United States Volume Author/Editor:
Benjamin M. Friedman, ed. Volume Publisher: University of Chicago Press ...
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[PDF] The impact of macroeconomic uncertainty on bank lending behavior

[PDF] from econometricsociety.org
CF Baum, M Caglayan… - Boston College WP, 2002 - econometricsociety.org
Page 1. The Impact of Macroeconomic Uncertainty on Bank Lending Behavior Christopher
F. Baum ∗ Department of Economics Boston College Mustafa Caglayan Department of
Economics and Accounting University of Liverpool Neslihan Ozkan ...
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A nonparametric investigation of the 90-day T-bill rate

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JT Barkoulas, CF Baum… - Review of Financial Economics, 1997 - Elsevier
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A logit analysis of the factor content of West German foreign trade

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CF Baum… - Review of World Economics, 1978 - Springer
Page 1. A Logit Analysis of the Factor Content of West German Foreign Trade By Christopher
F. Baum and David T. Coe Contents: I. Introduction. -- II. Modeling Comparative Advantage. --
In. Exposition of the Logit Model. -- IV. Estimation of West German Logit Functions. ...
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The forward rate unbiasedness hypothesis reexamined: evidence from a new test

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N Delcoure, J Barkoulas, CF Baum… - Global Finance Journal, 2003 - Elsevier
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[PDF] Re-examining the transmission of monetary policy: What more do a million observations have to say

[PDF] from psu.edu
CF Baum, M Caglayan… - 2003 - Citeseer
Page 1. Re-examining the Transmission of Monetary Policy: What More Do a Million Observations
Have to Say Christopher F. Baum ∗ Department of Economics Boston College Mustafa Caglayan
Department of Economics University of Leicester Neslihan Ozkan ...
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Long‐memory forecasting of US monetary indices

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J Barkoulas… - Journal of Forecasting, 2006 - Wiley Online Library
Page 1. Copyright © 2006 John Wiley & Sons, Ltd. Long-Memory Forecasting of US Monetary
Indices JOHN BARKOULAS1 AND CHRISTOPHER F. BAUM2* 1 Georgia Southern University,
Statesboro, Georgia, USA 2 Boston College, Chestnut Hill, Massachusetts, USA ...
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The effects of uncertainty on the leverage of nonfinancial firms

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CF Baum, A Stephan… - Economic Inquiry, 2009 - Wiley Online Library
Skip to Main Content. ...
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Analyzing the stability of demand-for-money equations via bounded-influence estimation techniques

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CF Baum… - Journal of Money, Credit and Banking, 1990 - JSTOR
Page 1. CHRISTOPHER F. BAUM MARILENA FURNO Analyzing the Stability of
Demand-for-Money Equations via Bounded-Influence Estimation Technlques
INTRODUCTION A SIZABLE FRACTION OF THE APPLIED RESEARCH ...
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Long memory and forecasting in euroyen deposit rates

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JT Barkoulas… - Asia-Pacific Financial Markets, 1997 - Springer
Page 1. Financial Engineering and the Japanese Markets 4: 189-201,1997. 189 ©
1997 Kluwer Academic Publishers. Printed in the Netherlands. Long Memory and
Forecasting in Euroyen Deposit Rates* JOHN T. BARKOULAS ...
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[PDF] Dynamics of intra-EMS interest rate linkages

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CF Baum… - JOURNAL OF MONEY CREDIT AND BANKING, 2006 - Citeseer
Page 1. 1 DYNAMICS OF INTRA-EMS INTEREST RATE LINKAGES Christopher F. Baum*
Department of Economics Boston College Chestnut Hill, MA 02467 USA John Barkoulas
Department of Economics and Finance Louisiana Tech University Ruston, LA 71272 USA ...
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[PDF] A re-evaluation of empirical tests of the Fisher hypothesis

[PDF] from bc.edu
B Bekdache… - Boston College Working Papers in …, 2000 - fmwww.bc.edu
Page 1. A re-evaluation of empirical tests of the Fisher hypothesis Basma Bekdache Assistant
Professor Department of Economics Wayne State University Detroit, MI, 48202 Phone: (313)
577-3231 Fax: (313) 577-0149 Email: bbekdac@econ.wayne.edu£ ...
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[CITATION] A Multi-Country Simulation of the Employment and Exchange-Rate Effects of Post-Kennedy Round Tariff Reductions

AV Deardorff, RM Stern… - Trade and Employment in Asia and the Pacific, …, 1977
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Tobin's Q, intangible capital, and financial policy

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M Klock, CF Baum… - Journal of Economics and Business, 1996 - Elsevier
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Parliamentary election cycles and the Turkish banking sector

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CF Baum, M Caglayan… - Journal of Banking & Finance, 2010 - Elsevier
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On the sensitivity of firms' investment to cash flow and uncertainty

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CF Baum, M Caglayan… - Oxford Economic Papers, 2010 - Oxford Univ Press
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[PDF] Persistent dependence in foreign exchange rates? A reexamination

[PDF] from martinsewell.com
JT Barkoulas, CF Baum… - Global Financial …, 2004 - finance.martinsewell.com
Page 1. PERSISTENT DEPENDENCE IN FOREIGN EXCHANGE RATES? A
REEXAMINATION § John T. Barkoulas Department of Economics and Finance
Louisiana Tech University Ruston, LA 71272 USA Christopher F. Baum ...
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On the sensitivity of the volume and volatility of bilateral trade flows to exchange rate uncertainty

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CF Baum… - Journal of International Money and Finance, 2010 - Elsevier
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Q, cash flow and investment: an econometric critique

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CF Baum… - Review of Quantitative Finance and Accounting, 1999 - Springer
Page 1. Review of Quantitative Finance and Accounting, 12 (1999): 35–47 © 1999
Kluwer Academic Publishers, Boston. Manufactured in The Netherlands. Q, Cash
Flow and Investment: An Econometric Critique CHRISTOPHER ...
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[BOOK] The effects of industry-level uncertainty on cash holdings: the case of Germany

[PDF] from supplyinstitute.ch
CF Baum, D Schäfer… - 2006 - supplyinstitute.ch
Page 1. The Effects of Industry-Level Uncertainty on Cash Holdings: The Case of
Germany ∗ Christopher F Baum † Boston College Dorothea Schäfer ‡ DIW–Berlin
Oleksandr Talavera § DIW–Berlin February 11, 2006 ∗The ...
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[PDF] Poison Pills, Optimal Contracting and the Market for Corporate Control: Evidence from Fortune 500 Firms

[PDF] from bc.edu
A Chakraborty… - International Journal of Finance, 1998 - fmwww.bc.edu
Page 1. Poison Pills, Optimal Contracting and the Market for Corporate Control:
Evidence from Fortune 500 Firms Atreya Chakraborty and Christopher F. Baum § §
Graduate School of International Economics and Finance, Brandeis ...
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The second moments matter: The impact of macroeconomic uncertainty on the allocation of loanable funds

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CF Baum, M Caglayan… - Economics Letters, 2009 - Elsevier
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[PDF] The impact of macroeconomic uncertainty on trade credit for non-financial firms

[PDF] from psu.edu
CF Baum, M Caglayan… - Boston College Working Papers in …, 2003 - Citeseer
Page 1. The Impact of Macroeconomic Uncertainty on Trade Credit for Non–Financial Firms
Christopher F. Baum ∗ Department of Economics Boston College Mustafa Caglayan Department
of Economics and Accounting University of Liverpool Neslihan Ozkan ...
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I could die for you: new prospects for suicide in gene therapy

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C Baum - Molecular Therapy, 2007 - nature.com
Molecular therapy in the year 2050: the editor invites authors to submit papers that describe
the transfer of complex genetic information containing complete sets of developmental
instructions for the control of cell fate in vivo. By this time the technological basis for such ...
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[CITATION] Comparing alternative models of the term structure of interest rates

B Bekdache… - Boston College, Department of Economics, Working …, 1994
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Dynamics of intra-EMS interest rate linkages

CF Baum… - Boston College Working Papers in …, 2001 - ideas.repec.org
Downloadable! A number of previous studies have questioned the dominant role of Germany
within the EMS. These conclusions are often based on empirical findings that interest rates of
member countries of the EMS are not affected by German interest rates, even in the long run ...
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[BOOK] The Impact of Financial Structure on Firms' Financial Constraints: A Cross-Country Analysis

[PDF] from diw.de
CF Baum, D Schäfer… - 2009 - papers.ssrn.com
Page 1. Electronic copy available at: http://ssrn.com/abstract=1431344 Deutsches Institut für
Wirtschaftsforschung www.diw.de Christopher F. Baum • Dorothea Schäfer • Oleksandr Talavera
Berlin, February 2009 The Impact of Financial Structure on Firms' Financial Constraints: ...
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[BOOK] Firm investment and financial frictions

[PDF] from cam.ac.uk
CF Baum, M Caglayan… - 2006 - econ.cam.ac.uk
Page 1. Firm Investment and Financial Frictions Christopher F Baum ∗ Department of
Economics, Boston College Mustafa Caglayan Department of Economics, University of
Glasgow Oleksandr Talavera DIW–Berlin March 14, 2006 Abstract ...
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The impact of macroeconomic uncertainty on firms' changes in financial leverage

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CF Baum, A Chakraborty… - International Journal of …, 2010 - Wiley Online Library
Page 1. INTERNATIONAL JOURNAL OF FINANCE AND ECONOMICS Int. J. Fin. Econ.
15: 22–30 (2010) Published online in Wiley InterScience (www.interscience.wiley.com).
DOI: 10.1002/ijfe.406 THE IMPACT OF MACROECONOMIC ...
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Facilitating applied economic research with Stata

[PDF] from bc.edu
CF Baum - ADVANCES IN COMPUTATIONAL ECONOMICS, 2002 - books.google.com
Page 189. Chapter 7 FACILITATING APPLIED ECONOMIC RESEARCH WITH STATA Christopher
F. Baum Boston College baum@ bc. edu Abstract We describe the Stata software environment,
and illustrate how it may be prof- itably employed for applied economic research. ...
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[PDF] Nearest-neighbor forecasts of US interest rates

[PDF] from bc.edu
J Barkoulas, CF Baum… - International Journal of …, 2003 - fmwww.bc.edu
Page 1. 1 Nearest-Neighbor Forecasts Of US Interest Rates John Barkoulas 1 Department of
Economics University of Tennessee 534 Stokely Management Center Knoxville, TN 37996
Christopher F. Baum Department of Economics Boston College Chestnut Hill, MA 02467 ...
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[PDF] Effects of Exchange Rate Volatility on the Volume and Volatility of Bilateral Exports

[PDF] from repec.org
CF Baum… - Money Macro and Finance (MMF) Research …, 2006 - repec.org
Page 1. Effects of Exchange Rate Volatility on the Volume and Volatility of Bilateral Exports ∗
Christopher F. Baum Department of Economics Boston College, USA Mustafa Caglayan
Department of Economics University of Glasgow, Scotland April 16, 2006 Abstract ...
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The term structure of interest rates and the demand for money during the great depression

CF Baum… - Southern Economic Journal, 1989 - JSTOR
Page 1. The Term Structure of Interest Rates and the Demand for Money during the Great
Depression CHRISTOPHER F. BAUM Boston College Chestnut Hill, Massachusetts CLIFFORD
F. THIES University of Baltimore Baltimore, Maryland I. Introduction ...
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On the sensitivity of optimal control solutions

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CF Baum - Journal of Economic Dynamics and Control, 1980 - Elsevier
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On the construction of monthly term structures of US interest rates, 1919–1930

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CF Baum… - Computational Economics, 1992 - Springer
Page 1. Computer Science in Economics and Management 5: 221-246, 1992 © 1992
Kluwer Academic Publishers. Printed in the Netherlands. 221 On the Construction
of Monthly Term Structures of US Interest Rates, 1919-1930 ...
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[CITATION] A Simulation Model of World Trade and Production

AV Deardorff, RM Stern… - unpublished study, Ann Arbor, MI: Department of …, 1976
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[CITATION] Instrumental variables and GMM: Estimation and testing. Stata Journal, 3, 1–31. Available as Boston College Economics Working Paper No. 545

CF Baum, ME Schaffer… - 2003
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Banning the Transportation of Nuclear Waste: A Permissible Exercise of the States' Police Power

[PDF] from fordham.edu
CF Baum - Fordham L. Rev., 1983 - HeinOnline
Page 1. BANNING THE TRANSPORTATION OF NUCLEAR WASTE: A PERMISSIBLE
EXERCISE OF THE STATES' POLICE POWER? INTRODUCTION In April 1977,
President Carter declared a nationwide ban on the commercial ...
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[CITATION] The Impact of Macroeconomic Uncertainty on Cash Holdings for Non-financial Service Firms

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CF Baum, M Caglayan, N Ozkan… - Review of Financial Economics, 2004
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Computational aspects of robust estimators for linear regressions

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M Furno… - Computational Economics, 1989 - Springer
This paper presents estimation procedures for some robust regression methods: the
Bounded-Influence estimator for both a single linear equation (Krasker and Welsch, 1982)
and a linear simultaneous equation model (Krasker and Welsch, 1985); the linear version ...
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On the investment sensitivity of debt under uncertainty

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CF Baum, M Caglayan… - Economics Letters, 2010 - Elsevier
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[PDF] The volatility of international trade flows and exchange rate uncertainty

[PDF] from bc.edu
CF Baum… - … y Department of Economics, University of …, 2009 - fmwww.bc.edu
Page 1. The volatility of international trade flows and exchange rate uncertainty∗ Christopher
F. Baum Associate Professor of Economics Department of Economics, Boston College, USA
DIW Research Professor DIW Berlin, Berlin, Germany Mustafa Caglayan ...
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[CITATION] The second moments matter: the response of macroeconomic uncertainty on bank lending behavior

CF Baum, M Caglayan… - University of Leicester WP, 2004
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Topics in time series regression modeling

CF Baum - United Kingdom Stata Users' Group Meetings 2004, 2004 - ideas.repec.org
Downloadable! This talk will discuss the use of a number of Stata commands, some "official" and
some user-contributed, in the context of working with time-series and panel data. Testing for
endogeneity/exogeneity of regressors, heteroskedasticity in an instrumental variables context ...
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An empirical analysis of the composition of manufacturing employment in the industrialized countries

[PDF] from umich.edu
EE Leamer, RM Stern… - 1977 - deepblue.lib.umich.edu
Page 1. Europeiia Ecofiomic Rcvie* 9 (1977) 1-19. C North-HoWaad PublWitog
Company @叶苫@@@才・@ ふ @@ @:@ 屯ヰ 奄すも"丈@ 舛 ";冤安娑
;;だ八溢式露ゑ:多 。。'一" お也W軒d鞍,三狸A沌理襲 湘肘ヵダ班な滅必偲ぬ ...
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[CITATION] APPLICATIONS OF OPTIMAL CONTROL THEORY TO MACROECONOMIC STABILIZATION POLICY..

CF BAUM - 1977 - THE University of MICHIGAN
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[CITATION] Strategic Disaster Recovery Advice: Prepare for 2005 Hurricane Season Using Lessons Learned in 2004

RJ Witty, A Adams… - Retrieved February, 2005
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[CITATION] Statistical software components

CF Baum, ME Schaffer… - Boston, MA: Boston …, 2006 - en.scientificcommons.org
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[CITATION] ME and Steven Stillman (2007). Enhanced routines for instrumental variables/GMM estimation and testing

CF Baum… - Boston College Working Papers in …
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Structural change and economic development in Southern Italy

Full text - MIT Libraries
CF Baum, JM Munro… - The Journal of Development …, 1990 - Taylor & Francis
Page 1. Structural Change and Economic Development in Southern Italy by
Christopher F. Baum, John M. Munro and Gustav Schachter* This article uses
input-output information to measure the detail of the industrial structure ...
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[PDF] Stata tip 38: Testing for groupwise heteroskedasticity

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CF Baum - Stata Journal, 2006 - econ.uzh.ch
Page 160. The Stata Journal (2006) 6, Number 4, pp. 590–592 Stata tip 38: Testing
for groupwise heteroskedasticity Christopher F. Baum Department of Economics
Boston College Chestnut Hill, MA 02467 baum@ bc. edu A ...
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[CITATION] Tests for heteroskedasticity in regression error distribution

CF Baum, NJ Cox… - Stata Technical Bulletin, 2001 - ideas.repec.org
Downloadable! No abstract is available for this item.
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[PDF] Sectoral fluctuations in UK firms' investment expenditures

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C Baum, M Caglayan… - Economics Bulletin, 2003 - accessecon.com
Abstract In this paper, employing VAR and factor analytic models with quarterly UK sectoral
business investment data, we show that both common and sector− specific shocks play
important roles in explaining business investment fluctuations.
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[CITATION] Dynamics of Intra-EMS Linkages

C Baum… - 2002 - Boston College Working Paper-492
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The Forward Rate Unbiasedness Hypothesis Revisited: Evidence from a New Test

N Delcoure, JT Barkoulas, CF Baum… - … Working Papers in …, 2000 - ideas.repec.org
Downloadable! Under conditions of risk neutrality and rational expectations in the foreign
exchange market, there should be a one-to-one relationship between the forward rate and the
corresponding future spot rate. However, cointegration-based tests of the unbiasedness ...
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The Impact of Macroeconomic Uncertainty on Bank Lending Behavior

M Caglayan, N Ozkan… - Research Papers, 2002 - ideas.repec.org
Downloadable! In this paper we empirically investigate the link between bank lending and
macroeconomic uncertainty using annual and quarterly US bank level data. For both data sets,
we show that as macroeconomic uncertainty increases, captured by an increase in the variability ...
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Macroeconomic uncertainty and credit default swap spreads

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CF Baum… - Applied Financial Economics, 2010 - Taylor & Francis
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[PDF] The Ex Ante Predictive Accuracy of Alternative Models of the Term Structure of Interest Rates

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B Bekdache… - Boston College Working Papers in …, 1997 - fmwww.bc.edu
Page 1. Abstract Basma Bekdache Wayne State University Christopher F. Baum
Boston College August 19, 1997 The Ex Ante Predictive Accuracy of Alternative
Models of the Term Structure of Interest Rates We acknowledge ...
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[CITATION] A Preferred Portfolio Pattern Model of The US Economy, 1968-1972

CF Baum - 1973 - Florida Atlantic University
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Evaluation of Madison Park PLATO Training on August 2000 BPS City Algebra Test Achievement.

CF Baum - 2001 - eric.ed.gov
ED470287 - Evaluation of Madison Park PLATO Training on August
2000 BPS City Algebra Test Achievement.
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[CITATION] Changing balance sheet relationships in the

JC Ciccolo Jr… - 1986
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Essential Nonparametric Prediction of US Interest Rates

J Barkoulas… - 1998 - papers.ssrn.com
We employ a nonlinear, nonparametric method to model the stochastic behavior of changes
in several short and long term US interest rates. We apply a nonlinear.
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[PDF] Factor-GARCH Modeling of the Treasury Term Structure

[PDF] from bc.edu
CF Baum… - ADVANCES IN COMPUTATIONAL …, 1997 - fmwww.bc.edu
Page 1. -1- Factor-GARCH Modeling of the Treasury Term Structure§ Christopher F. Baum Basma
Bekdache Department of Economics Department of Economics Boston College Wayne State
University Chestnut Hill MA 02167 Detroit MI 48202 June 1996 Introduction ...
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[PDF] Uncertainty Determinants of Corporate Liquidity

[PDF] from 193.174.141.131
CF Baum, M Caglayan, A Stephan… - Working Papers in …, 2005 - 193.174.141.131
Page 1. Uncertainty Determinants of Corporate Liquidity Christopher F Baum ∗ Boston
College Mustafa Caglayan University of Glasgow Andreas Stephan European University
Viadrina, DIW Berlin Oleksandr Talavera DIW Berlin 20th July 2005 ...
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