The 95 records in series RePEc:boc:bocoec.

  1. Christopher F. Baum, E. Philip Howrey (1981) “An Examination of Postwar U.S Stabilization Policy: Monetary and Fiscal Policy in an Accelerationist World” / RePEc:boc:bocoec:110
  2. Christopher F. Baum, Joanne M. Doyle (1988) “Dynamic Adjustment of Firms' Capital Structures in a Varying-Risk Environment” / RePEc:boc:bocoec:152
  3. Christopher F. Baum, Marilena Furno (1988) “Bounded-Influence Instrumental Variable Estimation Techniques for the Diagnosis of Time-Series Regression Equations” / RePEc:boc:bocoec:162
  4. Marilena Furno, Christopher F. Baum (1988) “Bounded-Influence Estimation Techniques for the Analysis of Structural Macroeconometric Models” / RePEc:boc:bocoec:163
  5. Christopher F. Baum, Clifford F. Thies (1988) “The Term Structure of Interest Rates and the Demand for Money During the Great Depression” / RePEc:boc:bocoec:177
  6. Christopher F. Baum, Clifford F. Thies (1988) “On Construction of Monthly Term Structures of U.S. Interest Rates 1910-1930” / RePEc:boc:bocoec:200
  7. Atreya Chakraborty, Christopher F. Baum (1993) “Anti-Takeover Amendments, Managerial Entrenchment, And Shareholders' Interests” / RePEc:boc:bocoec:220
  8. Christopher F. Baum, Mark Klock, Clifford F. Thies (1993) “Tobin's Q And Financial Policy Revisited” / RePEc:boc:bocoec:226
  9. Olin Liu, Christopher F. Baum (1988) “An Alternative Nonlinear General Equilibrium Model of the Term Structure of Interest Rates” / RePEc:boc:bocoec:250
  10. Basma Bekdache, Christopher F. Baum (1994) “Comparing Alternative Models of the Term Structure of Interest Rates” / RePEc:boc:bocoec:271
  11. Christopher F. Baum, Olin Liu (1994) “An Alternative Strategy for Estimation of a Nonlinear Model of the Term Structure of Interest Rates” / RePEc:boc:bocoec:275
  12. John Barkoulas, Christopher F. Baum (1996) “Time-Varying Risk Premia in the Foreign Currency Futures Basis” / RePEc:boc:bocoec:281
  13. Christopher F. Baum, Basma Bekdache (1995) “Modeling Returns on the Term Structure of Treasury Interest Rates” / RePEc:boc:bocoec:288
  14. John Barkoulas, Christopher F. Baum (1996) “A Re-examination of the Fragility of Evidence from Cointegration- Based Tests of Foreign Exchange Market Efficiency” / RePEc:boc:bocoec:311
  15. John Barkoulas, Christopher F. Baum, Atreya Chakraborty (1996) “Nearest-Neighbor Forecasts of U.S. Interest Rates” / RePEc:boc:bocoec:313
  16. Christopher F. Baum, John Barkoulas (1996) “Long Term Dependence in Stock Returns” / RePEc:boc:bocoec:314
  17. John Barkoulas, Christopher F. Baum, Gurkan S. Oguz (1996) “Fractional Cointegration Analysis of Long Term International Interest Rates” / RePEc:boc:bocoec:315
  18. John Barkoulas, Christopher F. Baum (1996) “Fractional Differencing Modeling and Forecasting of Eurocurrency Deposit Rates” / RePEc:boc:bocoec:317
  19. John Barkoulas, Christopher F. Baum, Joseph Onochie (1996) “Nonlinear Nonparametric Prediction of the 90-Day T-Bill Rate” / RePEc:boc:bocoec:320
  20. John Barkoulas, Christopher F. Baum, Mustafa Caglayan (1998) “Fractional Monetary Dynamics” / RePEc:boc:bocoec:321
  21. Christopher F. Baum, Clifford F. Thies (1996) “Q, Cash Flow and Investment: An Econometric Critique” / RePEc:boc:bocoec:332
  22. Christopher F. Baum, John Barkoulas, Mustafa Caglayan (1996) “Persistence in International Inflation Rates” / RePEc:boc:bocoec:333
  23. John Barkoulas, Christopher F. Baum (1996) “Fractional Dynamics in Japanese Financial Time Series” / RePEc:boc:bocoec:334
  24. Christopher F. Baum, Meral Karasulu (1996) “Modelling Federal Reserve Discount Policy” / RePEc:boc:bocoec:335
  25. John T. Barkoulas, Christopher F. Baum, Gurkan S. Oguz (1997) “Stochastic Long Memory in Traded Goods Prices” / RePEc:boc:bocoec:349
  26. John T. Barkoulas, Christopher F. Baum, Nickolaos Travlos (1996) “Long Memory in the Greek Stock Market” / RePEc:boc:bocoec:356
  27. John Barkoulas, Christopher F. Baum (1997) “Long Memory and Forecasting in Euroyen Deposit Rates” / RePEc:boc:bocoec:361
  28. Christopher F. Baum, Meral Karasulu (1997) “Monetary Policy in the Transition to a Zero Federal Deficit” / RePEc:boc:bocoec:363
  29. Basma Bekdache, Christopher F. Baum (1997) “The Ex Ante Predictive Accuracy of Alternative Models of the Term Structure of Interest Rates” / RePEc:boc:bocoec:372
  30. Christopher F. Baum, Meral Karasulu (1997) “Credible Disinflation Policy in a Dynamic Setting” / RePEc:boc:bocoec:375
  31. John T. Barkoulas, Christopher F. Baum, Mustafa Caglayan, Atreya Chakraborty (1998) “Persistent Dependence in Foreign Exchange Rates? A Reexamination” / RePEc:boc:bocoec:377
  32. 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?” / RePEc:boc:bocoec:380
  33. Christopher F. Baum, Clifford F. Thies (1997) “Reexamining the Term Structure of Interest Rates and the Interwar Demand for Money” / RePEc:boc:bocoec:384
  34. Atreya Chakraborty, Christopher F. Baum (1997) “Poison Pills, Optimal Contracting and the Market for Corporate Control: Evidence from Fortune 500 Firms” / RePEc:boc:bocoec:393
  35. John T. Barkoulas, Christopher F. Baum, Atreya Chakraborty (1997) “Waves and Persistence in Merger and Acquisition Activity” / RePEc:boc:bocoec:396
  36. Christopher F. Baum, Mustafa Caglayan, John Barkoulas (1998) “Nonlinear Adjustment to Purchasing Power Parity in the post-Bretton Woods Era” / RePEc:boc:bocoec:404
  37. John Barkoulas, Christopher F. Baum, Mustafa Caglayan (1998) “Exchange Rate Effects on the Volume and Variability of Trade Flows” / RePEc:boc:bocoec:405
  38. Basma Bekdache, Christopher F. Baum (1998) “Modeling fixed income excess returns” / RePEc:boc:bocoec:409
  39. Christopher F. Baum, Mustafa Caglayan, John T. Barkoulas (1999) “Exchange Rate Uncertainty and Firm Profitability” / RePEc:boc:bocoec:422
  40. 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” / RePEc:boc:bocoec:461
  41. Natalya Delcoure, John T. Barkoulas, Christopher F. Baum, Atreya Chakraborty (2000) “The Forward Rate Unbiasedness Hypothesis Revisited: Evidence from a New Test” / RePEc:boc:bocoec:464
  42. Basma Bekdache, Christopher F. Baum (2000) “A re-evaluation of empirical tests of the Fisher hypothesis” / RePEc:boc:bocoec:472
  43. Christopher F. Baum, Mustafa Caglayan, Neslihan Ozkan (2000) “Nonlinear Effects of Exchange Rate Volatility on the Volume of Bilateral Exports” / RePEc:boc:bocoec:488
  44. Christopher F. Baum, John Barkoulas (2001) “Dynamics of Intra-EMS Interest Rate Linkages” / RePEc:boc:bocoec:492
  45. James E. Anderson, Eric van Wincoop (2001) “Borders, Trade and Welfare” / RePEc:boc:bocoec:508
  46. Christopher F. Baum, Mustafa Caglayan, Neslihan Ozkan (2002) “Sectoral Fluctuations in U.K. Firms' Investment Expenditures” / RePEc:boc:bocoec:520
  47. Christopher F. Baum, Mustafa Caglayan, Neslihan Ozkan (2002) “The second moments matter: The impact of macroeconomic uncertainty on the allocation of loanable funds” / RePEc:boc:bocoec:521
  48. Christopher F Baum (2002) “Facilitating Applied Economic Research with Stata” / RePEc:boc:bocoec:531
  49. Christopher F Baum, Mark E. Schaffer, Steven Stillman (2002) “Instrumental variables and GMM: Estimation and testing” / RePEc:boc:bocoec:545
  50. Christopher F. Baum, Mustafa Caglayan, Neslihan Ozkan, Oleksandr Talavera (2002) “The Impact of Macroeconomic Uncertainty on Non-Financial Firms' Demand for Liquidity” / RePEc:boc:bocoec:552
  51. John Barkoulas, Christopher F. Baum (2003) “Long-Memory Forecasting of U.S. Monetary Indices” / RePEc:boc:bocoec:558
  52. Christopher F. Baum, Mustafa Caglayan, Neslihan Ozkan (2003) “The role of uncertainty in the transmission of monetary policy effects on bank lending” / RePEc:boc:bocoec:561
  53. Christopher F. Baum, Mustafa Caglayan, Neslihan Ozkan (2003) “The Impact of Macroeconomic Uncertainty on Trade Credit for Non-Financial Firms” / RePEc:boc:bocoec:566
  54. Christopher F. Baum (2003) “A review of Stata 8.1 and its time series capabilities” / RePEc:boc:bocoec:581
  55. Christopher F. Baum (2004) “Stata: The language of choice for time series analysis?” / RePEc:boc:bocoec:598
  56. Christopher F. Baum, Andreas Stephan, Oleksandr Talavera (2004) “The Effects of Uncertainty on the Leverage of Non-Financial Firms” / RePEc:boc:bocoec:602
  57. Christopher F. Baum (2005) “A little bit of Stata programming goes a long way...” / RePEc:boc:bocoec:612
  58. Christopher F. Baum, Mustafa Caglayan, Andreas Stephan, Oleksandr Talavera (2005) “Uncertainty Determinants of Corporate Liquidity” / RePEc:boc:bocoec:634
  59. Christopher F. Baum, Dorothea Schäfer, Oleksandr Talavera (2006) “The Effects of Short-Term Liabilities on Profitability: A Comparison of German and US Firms” / RePEc:boc:bocoec:636
  60. Christopher F. Baum, Dorothea Schäfer, Oleksandr Talavera (2006) “The Effects of Industry-Level Uncertainty on Cash Holdings: The Case of Germany” / RePEc:boc:bocoec:637
  61. Christopher F. Baum, Mustafa Caglayan, Oleksandr Talavera (2006) “On the Sensitivity of Firms' Investment to Cash Flow and Uncertainty” / RePEc:boc:bocoec:638
  62. Christopher F. Baum, Mustafa Caglayan (2006) “On the Sensitivity of the Volume and Volatility of Bilateral Trade Flows to Exchange Rate Uncertainty” / RePEc:boc:bocoec:641
  63. Christopher F. Baum, Mustafa Caglayan, Oleksandr Talavera (2006) “Uncertainty Determinants of Firm Investment” / RePEc:boc:bocoec:646
  64. Christopher F. Baum, Mustafa Caglayan, Dorothea Schäfer, Oleksandr Talavera (2007) “Political patronage in Ukranian banking” / RePEc:boc:bocoec:657
  65. Christopher F. Baum, James G. Bohn, Atreya Chakraborty (2007) “Corporate Board Turnover and Securities Fraud Litigation: Some new evidence from case outcomes” / RePEc:boc:bocoec:664
  66. Christopher F Baum, Mark E. Schaffer, Steven Stillman (2007) “Enhanced routines for instrumental variables/GMM estimation and testing” / RePEc:boc:bocoec:667
  67. Christopher F. Baum, Mustafa Caglayan, Oleksandr Talavera (2008) “On the Investment Sensitivity of Debt under Uncertainty” / RePEc:boc:bocoec:686
  68. Christopher F. Baum, Atreya Chakraborty, Boyan Liu (2008) “The Impact of Macroeconomic Uncertainty on Firms' Changes in Financial Leverage” / RePEc:boc:bocoec:688
  69. Christopher F. Baum, Dorothea Schäfer, Oleksandr Talavera (2008) “The Impact of the Financial System's Structure on Firms' Financial Constraints” / RePEc:boc:bocoec:690
  70. Christopher F. Baum, Mustafa Caglayan (2008) “The Volatility of International Trade Flows and Exchange Rate Uncertainty” / RePEc:boc:bocoec:695
  71. Christopher F. Baum, Mustafa Caglayan, Oleksandr Talavera (2009) “Parliamentary Election Cycles and the Turkish Banking Sector” / RePEc:boc:bocoec:705
  72. Christopher F Baum, Mustafa Caglayan, Oleksandr Talavera (2009) “The Effects of Future Capital Investment and R&D Expenditures on Firms' Liquidity” / RePEc:boc:bocoec:712
  73. Christopher F Baum, Chi Wan (2009) “Macroeconomic Uncertainty and Credit Default Swap Spreads” / RePEc:boc:bocoec:724
  74. Christopher F. Baum, Atreya Chakraborty, Liyan Han, Boyan Liu (2009) “The Effects of Uncertainty and Corporate Governance on Firms' Demand for Liquidity” / RePEc:boc:bocoec:726
  75. Oleg Badunenko, Christopher F. Baum, Dorothea Schäfer (2010) “Does the tenure of Private Equity investment improve the performance of European firms?” / RePEc:boc:bocoec:730
  76. Christopher F Baum, Mark E. Schaffer, Steven Stillman (2010) “Using Stata for Applied Research: Reviewing its Capabilities” / RePEc:boc:bocoec:764
  77. 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” / RePEc:boc:bocoec:786
  78. Christopher F Baum, Mustafa Caglayan, Oleksandr Talavera (2012) “R&D Expenditures and Geographical Sales Diversification” / RePEc:boc:bocoec:794
  79. Christopher F Baum, Mustafa Caglayan, Abdul Rashid (2013) “Capital Structure Adjustments: Do Macroeconomic and Business Risks Matter?” / RePEc:boc:bocoec:822
  80. Christopher F Baum, Alexander Kurov, Marketa W. Halova (2013) “What do Chinese Macro Announcements Tell Us About the World Economy?” / RePEc:boc:bocoec:834
  81. Christopher F. Baum, Dorothea Schäfer, Andreas Stephan (2013) “Credit Rating Agency Downgrades and the Eurozone Sovereign Debt Crises” / RePEc:boc:bocoec:841
  82. Christopher F Baum, Paola Zerilli (2014) “Jumps and stochastic volatility in crude oil futures prices using conditional moments of integrated volatility” / RePEc:boc:bocoec:860
  83. Michael Pesko, Christopher F Baum (2014) “The Self-Medication Hypothesis: Evidence from Terrorism and Cigarette Accessibility” / RePEc:boc:bocoec:865
  84. Christopher F Baum, Hans Lööf, Pardis Nabavi, Andreas Stephan (2015) “A New Approach to Estimation of the R&D-Innovation-Productivity Relationship” / RePEc:boc:bocoec:876
  85. Alexander Kurov, Alessio Sancetta, Georg H. Strasser, Marketa Halova Wolfe (2015) “Price Drift before U.S. Macroeconomic News: Private Information about Public Announcements?” / RePEc:boc:bocoec:881
  86. Christopher F Baum, Hans Lööf, Pardis Nabavi (2015) “Innovation Strategies, External Knowledge and Productivity Growth” / RePEc:boc:bocoec:885
  87. Christopher F. Baum, Atreya Chakraborty, Boyan Liu (2016) “Corporate Financial Policy and the Value of Cash under Uncertainty” / RePEc:boc:bocoec:918
  88. Christopher F. Baum, Madhavi Pundit, Arief Ramayandi (2017) “Capital Flows and Financial Stability in Emerging Economies” / RePEc:boc:bocoec:936
  89. Christopher F Baum, Mustafa Caglayan, Bing Xu (2017) “The Impact of Uncertainty on Financial Institutions” / RePEc:boc:bocoec:939
  90. Giovanni Cerulli, Maria Ventura, Christopher F Baum (2018) “The Economic Determinants of Crime: an Approach through Responsiveness Scores” / RePEc:boc:bocoec:948
  91. Christopher F Baum, Paola Zerilli, Liyuan Chen (2018) “Stochastic volatility, jumps and leverage in energy and stock markets: evidence from high frequency data” / RePEc:boc:bocoec:952
  92. Liyuan Chen, Paola Zerilli, Christopher F Baum (2018) “Leverage effects and stochastic volatility in spot oil returns: A Bayesian approach with VaR and CVaR applications” / RePEc:boc:bocoec:953
  93. Christopher F. Baum, Hans Lööf, Andreas Stephan (2018) “Economic impact of STEM immigrant workers” / RePEc:boc:bocoec:962
  94. Christopher F. Baum, Hans Lööf, Andreas Stephan (2018) “Refugee immigrants, occupational sorting and wage gaps” / RePEc:boc:bocoec:963
  95. Christopher F. Baum, Linda Dastory, Hans Lööf, Andreas Stephan (2018) “Migrant STEM Entrepreneurs” / RePEc:boc:bocoec:965