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Citations of
Christopher F Baum

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Working papers

  1. 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. [Downloadable!]
    Published as:

    Cited by:

    1. Muravyev, Alexander & Bilyk, Olga & Grechaniuk, Bogdana, 2009. "Firm Performance and Managerial Turnover: The Case of Ukraine," MPRA Paper 13685, University Library of Munich, Germany. [Downloadable!]
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    2. 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. [Downloadable!]

  2. Christopher F Baum & Mark E. Schaffer & Steven Stillman, 2007. "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. [Downloadable!]
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    Cited by:

    1. Boris Lokshin & Pierre Mohnen, 2007. "Measuring the Effectiveness of R&D tax credits in the Netherlands," CIRANO Working Papers 2007s-29, CIRANO. [Downloadable!]
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    2. Steven F. Koch & Gauthier Tshiswaka-Kashalala, 2008. "Tobacco Substitution and the Poor," Working Papers 200832, University of Pretoria, Department of Economics. [Downloadable!]
    3. Hugo Benítez-Silva & Selcuk Eren & Frank Heiland & Sergi Jiménez-Martín, 2008. "How Well do Individuals Predict the Selling Prices of their Homes?," Economics Working Papers 1065, Department of Economics and Business, Universitat Pompeu Fabra, revised Apr 2008. [Downloadable!]
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    4. Henri Bezuidenhout, 2009. "A Regional Perspective on Aid and FDI in Southern Africa," International Advances in Economic Research, Springer, vol. 15(3), pages 310-321, August. [Downloadable!] (restricted)
    5. Kwok Tong Soo, 2009. "Estimating the production function of university students," Working Papers 006023, Lancaster University Management School, Economics Department. [Downloadable!]
    6. Inmaculada Martínez Zarzoso & Felictas Nowak-Lehmann D. & Stephan Klasen & Mario Larch, 2008. "Does German Development Aid Promote German Exports?," Ibero America Institute for Econ. Research (IAI) Discussion Papers 170, Ibero-America Institute for Economic Research. [Downloadable!]
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    7. Da Rin, M. & Di Giacomo, M. & Sembenelli, A., 2008. "Firm Entry Dynamics and Taxation of Corporate Profits: Evidence from Europe," Discussion Paper 2008-65, Tilburg University, Center for Economic Research. [Downloadable!]
    8. Shiferaw, Bekele & Kebede, Tewodros & Ratna Reddy, V., 2008. "Community watershed management in semi-arid India: The state of collective action and its effects on natural resources and rural livelihoods," CAPRi working papers 85, International Food Policy Research Institute (IFPRI). [Downloadable!]
    9. C. Lucarelli & M. E. Bontempi & C. Mazzoli & A. G. Quaranta, 2009. "Pre-trade transparency on the Italian Stock Exchange: a trade size model on panel data," Working Papers 678, Dipartimento Scienze Economiche, Universita' di Bologna. [Downloadable!]
    10. Ozturk, Orgul & Chyi, hau, 2006. "The Effects of Single Mothers' Welfare Participation and Work Decisions on Children's Attainments," MPRA Paper 16234, University Library of Munich, Germany, revised Jul 2009. [Downloadable!]
    11. Jennifer M. Mellor & Beth A. Freeborn, 2009. "Religious Participation and Risky Health Behaviors among Adolescents," Working Papers 86, Department of Economics, College of William and Mary. [Downloadable!]

  3. Christopher F. Baum & Mustafa Caglayan & Oleksandr Talavera, 2006. "Firm Investment and Financial Frictions," Discussion Papers of DIW Berlin 634, DIW Berlin, German Institute for Economic Research. [Downloadable!]

    Cited by:

    1. Rodrigo Alfaro, 2008. "Estimation of a Dynamic Panel Data: The Case Of Corporate Investment in Chile," Working Papers Central Bank of Chile 467, Central Bank of Chile. [Downloadable!]

  4. 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. [Downloadable!]
    Published as:

    Cited by:

    1. 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. [Downloadable!]
    2. Toole, Andrew A. & Czarnitzki, Dirk, 2008. "The R&D Investment-Uncertainty Relationship: Do Competition and Firm Size Matter?," ZEW Discussion Papers 08-013, ZEW - Zentrum für Europäische Wirtschaftsforschung / Center for European Economic Research. [Downloadable!]

  5. Christopher F. Baum & Mustafa Caglayan, 2006. "On the Sensitivity of the Volume and Volatility of Bilateral Trade Flows to Exchange Rate Uncertainty," Boston College Working Papers in Economics 641, Boston College Department of Economics, revised 06 Feb 2008. [Downloadable!]

    Cited by:

    1. Christopher F. Baum & Mustafa Caglayan, 2008. "The Volatility of International Trade Flows and Exchange Rate Uncertainty," Boston College Working Papers in Economics 695, Boston College Department of Economics. [Downloadable!]

  6. 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. [Downloadable!]
    Other versions:
    Published as:

    Cited by:

    1. Christopher F Baum & Mustafa Caglayan & Oleksandr Talavera, 2009. "Corporate Liquidity Management and Future Investment Expenditures," Boston College Working Papers in Economics 712, Boston College Department of Economics. [Downloadable!]

  7. 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. [Downloadable!]
    Published as:

    Cited by:

    1. Christopher F Baum & Mustafa Caglayan & Oleksandr Talavera, 2009. "Corporate Liquidity Management and Future Investment Expenditures," Boston College Working Papers in Economics 712, Boston College Department of Economics. [Downloadable!]
    2. 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. [Downloadable!]

  8. 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. [Downloadable!]

    Cited by:

    1. Christian Merkl & Stéphanie Stolz, 2006. "Banks’ Regulatory Buffers, Liquidity Networks and Monetary Policy Transmission," Kiel Working Papers 1303, Kiel Institute for the World Economy. [Downloadable!]
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    2. Christopher F Baum & Mustafa Caglayan & Neslihan Ozkan, 2005. "The second moments matter: The response of bank lending behaviour to macroeconomic uncertainty," Working Papers 2005_27, Department of Economics, University of Glasgow. [Downloadable!]
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    3. Chmielewski, Tomasz, 2005. "Bank risks, risk preferences and lending," MPRA Paper 5131, University Library of Munich, Germany, revised 15 Jan 2006. [Downloadable!]
    4. Oleksandr Talavera & Andriy Tsapin & Oleksandr Zholud, 2006. "Macroeconomic Uncertainty and Bank Lending: The Case of Ukraine," Discussion Papers of DIW Berlin 637, DIW Berlin, German Institute for Economic Research. [Downloadable!]

  9. 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. [Downloadable!]

    Cited by:

    1. Mohamad , Shahriari & Aliandrina, Dessy & Feng, Yan, 2005. "Human Errors in Decision Making," MPRA Paper 8171, University Library of Munich, Germany. [Downloadable!]

  10. Christopher F. Baum & Mustafa Caglayan & Neslihan Ozkan, 2004. "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. [Downloadable!]
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    Cited by:

    1. Christian Calmès & Raymond Théoret, 2009. "The Impact of Banking Deregulation on Canadian Banks Returns," RePAd Working Paper Series UQO-DSA-wp022009, Département des sciences administratives, UQO. [Downloadable!]
    2. Christian Calmès & Raymond Théoret, 2008. "Banking Deregulation and Financial Stability : is it Time to re-regulate in Canada ?," RePAd Working Paper Series UQO-DSA-wp042008, Département des sciences administratives, UQO. [Downloadable!]
    3. Merkl, Christian & Stolz, Stéphanie, 2006. "Banks' regulatory buffers, liquidity networks and monetary policy transmission," Discussion Paper Series 2: Banking and Financial Studies 2006,06, Deutsche Bundesbank, Research Centre. [Downloadable!]
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    4. Mario Quagliariello, 2006. "Macroeconomics Uncertainty and Banks' Lending Decisions: The Case of Italy," Discussion Papers 06/02, Department of Economics, University of York. [Downloadable!]
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  11. 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. [Downloadable!]
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    Cited by:

    1. Nin Pratt, Alejandro & Yu, Bingxin, 2008. "An updated look at the recovery of agricultural productivity in Sub-Saharan Africa:," IFPRI discussion papers 787, International Food Policy Research Institute (IFPRI). [Downloadable!]

  12. 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. [Downloadable!]

    Cited by:

    1. Christopher F Baum & Mustafa Caglayan & Neslihan Ozkan, 2005. "The second moments matter: The response of bank lending behaviour to macroeconomic uncertainty," Working Papers 2005_27, Department of Economics, University of Glasgow. [Downloadable!]
      Other versions:

  13. 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. [Downloadable!]
    Published as:

    Cited by:

    1. 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. [Downloadable!]

  14. 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. [Downloadable!]
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    Cited by:

    1. S. D. Grose & D. S. Poskitt, 2006. "The Finite-Sample Properties of Autoregressive Approximations of Fractionally-Integrated and Non-Invertible Processes," Monash Econometrics and Business Statistics Working Papers 15/06, Monash University, Department of Econometrics and Business Statistics. [Downloadable!]
    2. Guglielmo Maria Caporale & Luis A. Gil-Alana, 2009. "Multi-Factor Gegenbauer Processes and European Inflation Rates," CESifo Working Paper Series CESifo Working Paper No. , CESifo Group Munich. [Downloadable!]
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  15. 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. [Downloadable!]
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    Cited by:

    1. Oleksandra Talavera & Christopher Baum & Andreas Stephan, 2005. "Macroeconomics Uncertainty and Firm Leverage," Money Macro and Finance (MMF) Research Group Conference 2005 72, Money Macro and Finance Research Group. [Downloadable!]
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    2. Andreas Stephan & Oleksandr Talavera, . "Effects of macroeconomic uncertainty on leverage for US non-financial firms," German Stata Users' Group Meetings 2004 8, Stata Users Group. [Downloadable!]
    3. Park, Sang-Min & Talavera, Oleksandr & Lutz, Stefan, 2003. "The Effects of Regional and Industry : Wide FDI Spillovers on Export of Ukrainian Firms," ZEW Discussion Papers 03-54, ZEW - Zentrum für Europäische Wirtschaftsforschung / Center for European Economic Research. [Downloadable!]
    4. 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. [Downloadable!]
      Other versions:
    5. 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. [Downloadable!]
      Other versions:

  16. 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. [Downloadable!]
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    Cited by:

    1. Antonio Palestrini, 2008. "Common Components in Firms' Growth and the Sectors Scaling Puzzle," Economics Bulletin, Economics Bulletin, vol. 12(35), pages 1-8. [Downloadable!]

  17. 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. [Downloadable!]
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    Cited by:

    1. 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. [Downloadable!]
      Other versions:
    2. 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. [Downloadable!]
      Other versions:
    3. Christian Calmès & Raymond Théoret, 2008. "Banking Deregulation and Financial Stability : is it Time to re-regulate in Canada ?," RePAd Working Paper Series UQO-DSA-wp042008, Département des sciences administratives, UQO. [Downloadable!]
    4. 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. [Downloadable!]
    5. Reimo Juks, 2004. "The importance of the bank-lending channel in Estonia: evidence from micro-economic data," Bank of Estonia Working Papers 2004-6, Bank of Estonia, revised 11 Nov 2004. [Downloadable!]
    6. 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. [Downloadable!]

  18. 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. [Downloadable!]
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    Cited by:

    1. Cafer Kaplan & Erdal Ozmen & Cihan Yalcin, 2006. "The Determinants and Implications of Financial Asset Holdings of Non-Financial Firms in Turkey : An Emprical Investigation," Working Papers 0606, Research and Monetary Policy Department, Central Bank of the Republic of Turkey. [Downloadable!]
    2. Christopher F. Baum & Dorothea Schäfer & Oleksandr Talavera, 2006. "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. [Downloadable!]
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    3. Mustafa Caglayan & Feng Jiang, 2006. "Reexamining the linkages between inflation and output growth: A bivariate ARFIMA-FIGARCH approach," Working Papers 2006_8, Department of Economics, University of Glasgow. [Downloadable!]
    4. Halil Ibrahim Aydin & Cafer Kaplan & Mehtap Kesriyeli & Erdal Ozmen & Cihan Yalcin & Serkan Yigit, 2006. "Corporate Sector Financial Structure in Turkey : A Descriptive Analysis," Working Papers 0607, Research and Monetary Policy Department, Central Bank of the Republic of Turkey. [Downloadable!]
    5. 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. [Downloadable!]
      Other versions:
    6. Christopher F Baum & Mustafa Caglayan & Neslihan Ozkan, 2005. "The second moments matter: The response of bank lending behaviour to macroeconomic uncertainty," Working Papers 2005_27, Department of Economics, University of Glasgow. [Downloadable!]
      Other versions:
    7. Mierzejewski, Fernando, 2007. "An actuarial approach to short-run monetary equilibrium," MPRA Paper 2424, University Library of Munich, Germany. [Downloadable!]
    8. 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. [Downloadable!]
    9. Oleksandr Talavera & Andriy Tsapin & Oleksandr Zholud, 2006. "Macroeconomic Uncertainty and Bank Lending: The Case of Ukraine," Discussion Papers of DIW Berlin 637, DIW Berlin, German Institute for Economic Research. [Downloadable!]

  19. 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. [Downloadable!]
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    Cited by:

    1. Miguel Portela & Ana Rute Cardoso, 2005. "The provision of wage insurance by the firm: evidence from a longitudinal matched employer-employee dataset," NIPE Working Papers 17/2005, NIPE - Universidade do Minho. [Downloadable!]
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    2. Harms, Philipp & Lutz, Matthias, 2003. "Aid, Governance, and Private Foreign Investment: Some Puzzling Findings and a Possible Explanation," Discussion Paper Series 26128, Hamburg Institute of International Economics. [Downloadable!]
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    3. Maria Elena Bontempi & Jacques Mairesse, 2008. "Intangible Capital and Productivity: An Exploration on a Panel of Italian Manufacturing Firms," NBER Working Papers 14108, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    4. Vincenzo Lombardo, 2008. "Growth and inequality effects on poverty reduction in Italy," Discussion Papers 9_2008, D.E.S. (Department of Economic Studies), University of Naples "Parthenope", Italy. [Downloadable!]
    5. Hugo Benítez-Silva & Debra S. Dwyer, 2003. "What to Expect when you are Expecting Rationality: Testing Rational Expectations using Micro Data," Working Papers wp037, University of Michigan, Michigan Retirement Research Center. [Downloadable!]
    6. Beckmann, Rainer, 2007. "Profitability of Western European banking systems: panel evidence on structural and cyclical determinants," Discussion Paper Series 2: Banking and Financial Studies 2007,17, Deutsche Bundesbank, Research Centre. [Downloadable!]
    7. Elitza Mileva, 2008. "The impact of capital flows on domestic investment in transition economies," Working Paper Series 871, European Central Bank. [Downloadable!]
    8. de Laiglesia, Juan R., 2005. "Investment and credit effects of land titling and registration:," Proceedings of the German Development Economics Conference, Kiel 2005 10, Verein für Socialpolitik, Research Committee Development Economics. [Downloadable!]
    9. Wendy Carlin & Mark Schaffer & Paul Seabright, 2004. "A Minimum of Rivalry: Evidence from Transition Economies on the Importance of Competition for Innovation and Growth," CERT Discussion Papers 0402, Centre for Economic Reform and Transformation, Heriot Watt University. [Downloadable!]
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    10. Christopher F Baum, 2006. "An Introduction to Modern Econometrics using Stata," Stata Press books, StataCorp LP, number imeus, November-. [Downloadable!]
    11. Orbeta, Aniceto Jr. C., 2006. "Children and Household Savings in the Philippines," Discussion Papers DP 2006-14, Philippine Institute for Development Studies. [Downloadable!]
    12. Beck, Thorsten & Buyukkarabacak, Berrak & Rioja, Felix & Valev, Neven, 2008. "Who gets the credit ? and does it matter ? household vs. firm lending across countries," Policy Research Working Paper Series 4661, The World Bank. [Downloadable!]
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    13. Gerda Dewit & Holger Görg & Catia Montagna, 2009. "Should I stay or should I go? Foreign direct investment, employment protection and domestic anchorage," Review of World Economics (Weltwirtschaftliches Archiv), Springer, vol. 145(1), pages 93-110, April. [Downloadable!] (restricted)
    14. Hugo Benítez-Silva & Selcuk Eren & Frank Heiland & Sergi Jiménez-Martín, 2008. "How Well do Individuals Predict the Selling Prices of their Homes?," Economics Working Papers 1065, Department of Economics and Business, Universitat Pompeu Fabra, revised Apr 2008. [Downloadable!]
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    15. Kovandzic, Tomislav & Schaffer, Mark & Kleck, Gary, 2008. "Estimating the Causal Effect of Gun Prevalence on Homicide Rates: A Local Average Treatment Effect Approach," IZA Discussion Papers 3589, Institute for the Study of Labor (IZA). [Downloadable!]
    16. Franz Hackl & Martin Halla & Gerald J Pruckner, 2004. "The fallacy of the Good Samaritan: Volunteering as a weird way of making money," Economics working papers 2004-15, Department of Economics, Johannes Kepler University Linz, Austria. [Downloadable!]
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    17. Barry Eichengreen, 2006. "Democracy and Globalization," NBER Working Papers 12450, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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    18. Hatipoglu, Ozan, 2008. "An Empirical Analysis of the Relationship Between Inequality and Innovation in a Schumpeterian Framework," MPRA Paper 7856, University Library of Munich, Germany. [Downloadable!]
    19. Branko Milanovic, 2003. "Can We Discern The Effect Of Globalization On Income Distribution? Evidence From Household Surveys," HEW 0310002, EconWPA. [Downloadable!]
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    20. Fiona, Tregenna, 2006. "An empirical investigation of the effects of concentration on profitability among US banks," MPRA Paper 13731, University Library of Munich, Germany, revised 2009. [Downloadable!]
    21. Higgins, Matthew & Young, Andrew & Levy, Daniel, 2009. "Federal, State, and Local Governments: Evaluating their Separate Roles in US Growth," MPRA Paper 13094, University Library of Munich, Germany. [Downloadable!]
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    22. Chit, Myint Moe & Rizov, Marian & Willenbockel, Dirk, 2008. "Exchange Rate Volatility and Exports: New Empirical Evidence from the Emerging East Asian Economies," MPRA Paper 9014, University Library of Munich, Germany. [Downloadable!]
    23. Paul W. Bauer & Mark E. Schweitzer & Scott Shane, 2006. "State growth empirics: the long-run determinants of state income growth," Working Paper 0606, Federal Reserve Bank of Cleveland. [Downloadable!]
    24. Besley, Timothy J. & Payne, A. Abigail, 2005. "Implementation of Anti-Discrimination Policy: Does Judicial Selection Matter?," CEPR Discussion Papers 5211, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
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    25. Hoffmann, Andreas, 2009. "Fear of depression - Asymmetric monetary policy with respect to asset markets," MPRA Paper 17522, University Library of Munich, Germany. [Downloadable!]
    26. Malmberg, Bo & Lindh, Thomas & Halvarsson, Max, 2005. "Productivity consequences of workforce ageing - Stagnation or a Horndal effect?," Arbetsrapport 2005:17, Institute for Futures Studies. [Downloadable!]
    27. Alberto Salvo, 2004. "Inferring Conduct under the Threat of Entry: The Case of the Brazilian Cement Industry," STICERD - Economics of Industry Papers 38, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE. [Downloadable!]
    28. Kevin Milligan & Michael Smart, 2005. "Regional Grants as Pork Barrel Politics," CESifo Working Paper Series CESifo Working Paper No. , CESifo Group Munich. [Downloadable!]
    29. De Brauw, Alan & Giles, John, 2008. "Migrant Labor Markets and the Welfare of Rural Households in the Developing World: Evidence from China," 2008 Annual Meeting, July 27-29, 2008, Orlando, Florida 6085, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association). [Downloadable!]
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    30. Andersson, Henrik, 2006. "Willingness to Pay for Road Safety and Estimates of the Risk of Death: Evidence from a Swedish Contingent Valuation Study," Working Papers 2006:5, Swedish National Road & Transport Research Institute (VTI).
    31. Jesús Antonio Bejarano Rojas, 2005. "Estimación Estructural Y Análisis De La Curva De Phillips Neokeynesiana Para Colombia," ENSAYOS SOBRE POLÍTICA ECONÓMICA, BANCO DE LA REPÚBLICA - ESPE. [Downloadable!]
    32. Briant, Anthony & Combes, Pierre-Philippe & Lafourcade, Miren, 2009. "Product Complexity, Quality of Institutions and the Pro-Trade Effect of Immigrants," CEPR Discussion Papers 7192, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
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    33. LG. Deidda & B. Fattouh, 2005. "Banks, Financial Markets and Growth," Working Paper CRENoS 200511, Centre for North South Economic Research, University of Cagliari and Sassari, Sardinia. [Downloadable!]
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    34. Jonathan Temple & Ludger Woessmann, 2004. "Dualism and Cross-Country Growth Regressions," CESifo Working Paper Series CESifo Working Paper No. , CESifo Group Munich. [Downloadable!]
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    35. Strawinski, Pawel, 2008. "External Return to Education in Poland," MPRA Paper 11598, University Library of Munich, Germany. [Downloadable!]
    36. Hugo Benítez-Silva & Debra Dwyer & Wayne-Roy Gayle & Thomas Muench, 2008. "Expectations in micro data: rationality revisited," Empirical Economics, Springer, vol. 34(2), pages 381-416, March. [Downloadable!] (restricted)
    37. Christopher F Baum & Mark E. Schaffer & Steven Stillman, 2007. "Enhanced routines for instrumental variables/GMM estimation and testing," CERT Discussion Papers 0706, Centre for Economic Reform and Transformation, Heriot Watt University. [Downloadable!]
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    38. Jürgen Bitzer & Monika Kerekes, 2005. "Does Foreign Direct Investment Transfer Technology Across Borders? A Reexamination," Macroeconomics 0505004, EconWPA. [Downloadable!]
    39. Li, Lan & Carman, Hoy F. & Sexton, Richard J., 2008. "Countercyclical Price Movements during Periods of Peak Demand: Evidence from Grocery Retail Price for Avocados," 2008 Annual Meeting, July 27-29, 2008, Orlando, Florida 6251, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association). [Downloadable!]
    40. Skripnitchenko, Anatoliy & Beladi, Hamid & Koo, Won W., 2004. "Preferential Trade Arrangements: Impacts On Agricultural Trade And Income," 2004 Annual meeting, August 1-4, Denver, CO 20260, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association). [Downloadable!]
    41. Sudip Ranjan Basu, 2008. "A new way to link development to institutions,policies and geography," HEI Working Papers 04-2008, Economics Section, The Graduate Institute of International Studies, revised Mar 2008. [Downloadable!]
    42. Aghion, Philippe & Bacchetta, Philippe & Rancière, Romain & Rogoff, Kenneth, 2006. "Exchange Rate Volatility and Productivity Growth: The Role of Financial Development," CEPR Discussion Papers 5629, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
      Other versions:
    43. Gustavo Anríquez, 2007. "Governance and Rural Public Expenditures in Latin America. The Impact on Rural Development," Working Papers 07-01, Agricultural and Development Economics Division of the Food and Agriculture Organization of the United Nations (FAO - ESA). [Downloadable!]
    44. Philipp Harms & Marco Kretschmann, 2007. "Words, deeds, and outcomes: A survey on the growth effects of exchange rate regimes," Working Papers 07.03, Swiss National Bank, Study Center Gerzensee. [Downloadable!]
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    45. Matthew Gentzkow & Jesse M. Shapiro, 2006. "Does Television Rot Your Brain? New Evidence from the Coleman Study," NBER Working Papers 12021, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    46. Asadul Islam & Dietrich K. Fausten, 2007. "Skilled Immigration and Wages in Australia," Monash Economics Working Papers 36/07, Monash University, Department of Economics. [Downloadable!]
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    47. 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. [Downloadable!]
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    48. Martin Salm, 2008. "Job loss does not cause ill health," MEA discussion paper series 08163, Mannheim Research Institute for the Economics of Aging (MEA), University of Mannheim. [Downloadable!]
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    49. Md. Rabiul Islam, 2009. "R&D Intensity, Technology Transfer and Absorptive Capacity," Monash Economics Working Papers 13/09, Monash University, Department of Economics. [Downloadable!]
    50. Patrinos, Harry Anthony & Sakellariou, Chris, 2004. "Schooling and labor market impacts of a natural policy experiment," Policy Research Working Paper Series 3460, The World Bank. [Downloadable!]
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    51. Petter Lundborg, 2007. "Smoking, information sources, and risk perceptions—New results on Swedish data," Journal of Risk and Uncertainty, Springer, vol. 34(3), pages 217-240, June. [Downloadable!] (restricted)
    52. Heitmueller, Axel, 2004. "The Chicken or the Egg? Endogeneity in Labour Market Participation of Informal Carers in England," IZA Discussion Papers 1366, Institute for the Study of Labor (IZA). [Downloadable!]
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    53. Florence Goffette-Nagot & Claire Dujardin, 2008. "Does public housing occupancy increase unemployment?," Working Papers 0833, Groupe d'Analyse et de Théorie Economique (GATE), Centre national de la recherche scientifique (CNRS), Université Lyon 2, Ecole Normale Supérieure. [Downloadable!]
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    54. Clarke, George R.G. & Wallsten, Scott J., 2004. "Has the internet increased trade? Evidence from industrial and developing countries," Policy Research Working Paper Series 3215, The World Bank. [Downloadable!]
    55. Chris Sakellariou, 2006. "Education policy reform, local average treatment effect and returns to schooling from instrumental variables in the Philippines," Applied Economics, Taylor and Francis Journals, vol. 38(4), pages 473-481, March. [Downloadable!] (restricted)
    56. Witterblad, Mikael, 2008. "The Demand for Local Public Services in Sweden," UmeÃ¥ Economic Studies 730, Umeå University, Department of Economics. [Downloadable!]
    57. Lombardo, Vincenzo, 2008. "Growth and inequality effects on poverty reduction in Italy," MPRA Paper 14351, University Library of Munich, Germany. [Downloadable!]
    58. Prabir C. Bhattacharya, 2004. "Economic Development, Gender Inequality and Demographic Outcomes: Evidence from India," Working Papers E01, Department of Economics, School of Management and Languages, Heriot Watt University. [Downloadable!]
    59. Angelo Zago, 2005. "Tecnhnology estimation for quality pricing in supply-chain relationships," Working Papers 27, Università di Verona, Dipartimento di Scienze economiche. [Downloadable!]
    60. Jürgen Bitzer & Holger Görg, 2008. "Foreign Direct Investment, Competition and Industry Performance," Kiel Working Papers 1416, Kiel Institute for the World Economy. [Downloadable!]
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    61. Hitzhusen, Fred & Jeanty, Pierre Wilner, 2006. "Analyzing the Effects of Conflicts on Food Security in Developing Countries: An Instrumental Variable Panel Data Approach," 2006 Annual meeting, July 23-26, Long Beach, CA 21483, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association). [Downloadable!]
    62. John Knight & Ramani Gunatilaka, 2008. "Aspirations, Adaptation and Subjective Well-Being of Rural-Urban Migrants in China," Economics Series Working Papers 381, University of Oxford, Department of Economics. [Downloadable!]
    63. Silke Anger & Michael Kvasnicka, 2006. "Biases in Estimates of the Smoking Wage Penalty," SFB 649 Discussion Papers SFB649DP2006-089, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany. [Downloadable!]
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    64. Michal Grajek & Tobias Kretschmer, 2006. "Usage and Diffusion of Cellular Telephony, 1998-2004," CIG Working Papers SP II 2006-20, Wissenschaftszentrum Berlin (WZB), Research Unit: Competition and Innovation (CIG). [Downloadable!]
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    65. Frederic, DOCQUIER & Olivier, LOHEST & Abdeslam, MARFOUK, 2007. "Brain drain in developing countries," Discussion Papers (ECON - Département des Sciences Economiques) 2007004, Université catholique de Louvain, Département des Sciences Economiques. [Downloadable!]
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    66. Carlos Cortinhas, 2005. "Intra-Industry Trade and Business Cycles in ASEAN," NIPE Working Papers 7/2005, NIPE - Universidade do Minho. [Downloadable!]
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    67. Divine Ikenwilo & Anthony Scott, 2007. "The effects of pay and job satisfaction on the labour supply of hospital consultants," Health Economics, John Wiley & Sons, Ltd., vol. 16(12), pages 1303-1318. [Downloadable!]
    68. Pender, John & Abdoulaye, Tahirou & Ndjeunga, Jupiter & Gerard, Bruno & Kato, Edward, 2008. "Impacts of inventory credit, input supply shops, and fertilizer microdosing in the drylands of Niger:," IFPRI discussion papers 763, International Food Policy Research Institute (IFPRI). [Downloadable!]
    69. Ali, Mubarik & Farooq, Umar, 2004. "Dietary Diversity And Rural Labor Productivity: Evidence From Pakistan," 2004 Annual meeting, August 1-4, Denver, CO 20310, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association). [Downloadable!]
    70. Manuel Salas Velasco, 2004. "Rendimientos privados de las inversiones en educación superior a partir de ecuaciones de ingresos," Hacienda Pública Española, IEF, vol. 169(2), pages 87-117, June. [Downloadable!]
    71. Pawlik, Konrad, 2005. "Effects of foreign presence and affiliate control on the productivity of domestic companies in a transition economy: the case of Polish manufacturing 1993-2002," Working Papers 2005-11, University of Aarhus, Aarhus School of Business, Department of Management. [Downloadable!]
    72. 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. [Downloadable!]
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    73. Michal Franta & Branislav Saxa & Katerina Smidkova, 2007. "Inflation Persistence in New EU Member States: Is It Different Than in the Euro Area Members?," Working Papers 2007/10, Czech National Bank, Research Department. [Downloadable!]
    74. Sunding, David & Zwane, Alix Peterson, 2004. "Local Public Goods And Ethnic Diversity: Evidence From The Immigration Reform And Control Act," 2004 Annual meeting, August 1-4, Denver, CO 20356, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association). [Downloadable!]
    75. Farhad Ameen, 2007. "Social Capital and Economic Well-being," Working Papers id:984, esocialsciences.com. [Downloadable!]
    76. Christopher F Baum, & Mustafa Caglayan & Neslihan Ozkan & Oleksandr Talavera, 2005. "The Impact of Macroeconomic Uncertainty onNon-Financial Firms’ Demandf or Liquidity," Working Papers 2005_26, Department of Economics, University of Glasgow. [Downloadable!]
    77. Hugo Benítez-Silva & Debra S. Dwyer, 2003. "Expectation Formation of Older Married Couples and the Rational Expectations Hypothesis," Working Papers wp062, University of Michigan, Michigan Retirement Research Center. [Downloadable!]
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    78. Francisco Alcalá & Antonio Ciccone, 2003. "Trade, Extent of the Market, and Economic Growth 1960-1996," Economics Working Papers 765, Department of Economics and Business, Universitat Pompeu Fabra, revised Dec 2003. [Downloadable!]
    79. H Gravelle & A Risa Hole, 2008. "Measuring and testing for gender discrimination in professions: the case of English family doctors," Discussion Papers 08/27, Department of Economics, University of York. [Downloadable!]
    80. Jean-Louis Arcand & Béatrice d'Hombres & Paul Gyselinck, 2005. "Instrument Choice and the Returns to Education: New Evidence from Vietnam," Labor and Demography 0510011, EconWPA. [Downloadable!]
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    81. Rosario Crinò & Paolo Epifani, 2009. "Export Intensity and Productivity," Development Working Papers 271, Centro Studi Luca d\'Agliano, University of Milano. [Downloadable!]
    82. Hervé Boulhol, 2005. "Why haven't price-cost margins decreased with globalization ?," Cahiers de la Maison des Sciences Economiques bla06007, Université Panthéon-Sorbonne (Paris 1). [Downloadable!]
    83. Sandeep Mohapatra & Rachael Goodhue & Scott Rozelle, 2008. "Incentive Complementarity in China’s Rural Enterprises," Review of Industrial Organization, Springer, vol. 33(1), pages 63-79, August. [Downloadable!] (restricted)
    84. Marijke Verpoorten & Lode Berlage, 2004. "Genocide and Land Scarcity: Can Rwandan Rural Households Manage?," Development and Comp Systems 0409061, EconWPA. [Downloadable!]
    85. Juanna Schrøter Joensen & Helena Skyt Nielsen, 2006. "Is there a Causal Effect of High School Math on Labor Market Outcomes?," Economics Working Papers 2006-11, School of Economics and Management, University of Aarhus. [Downloadable!]
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    86. David Roodman, 2006. "How to Do xtabond2," North American Stata Users' Group Meetings 2006 8, Stata Users Group. [Downloadable!]
    87. C. Lucarelli & M. E. Bontempi & C. Mazzoli & A. G. Quaranta, 2009. "Pre-trade transparency on the Italian Stock Exchange: a trade size model on panel data," Working Papers 678, Dipartimento Scienze Economiche, Universita' di Bologna. [Downloadable!]
    88. Austin Nichols, 2007. "Review of An Introduction to Modern Econometrics Using Stata by Baum," Stata Journal, StataCorp LP, vol. 7(1), pages 131-136, February. [Downloadable!]
    89. Daniel F. Heuermann, 2008. "Human Capital Externalities in Western Germany," Discussion Papers 200805, Institute of Labour Law and Industrial Relations in the European Community (IAAEG). [Downloadable!]
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    90. Peters, Bettina, 2004. "Employment Effects of Different Innovation Activities : Microeconometric Evidence," ZEW Discussion Papers 04-73, ZEW - Zentrum für Europäische Wirtschaftsforschung / Center for European Economic Research. [Downloadable!]
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    91. Causa, Orsetta & Cohen, Daniel & Soto, Marcelo, 2006. "Lucas and Anti-Lucas Paradoxes," CEPR Discussion Papers 6013, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
    92. Kukenova, Madina & Strieborny, Martin, 2009. "Investment in Relationship-Specific Assets: Does Finance Matter?," MPRA Paper 16051, University Library of Munich, Germany. [Downloadable!]
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    93. John Knight & Lina Song & Ramani Gunatilaka, 2007. "Subjective Well-being and its Determinants in Rural China," Economics Series Working Papers 334, University of Oxford, Department of Economics. [Downloadable!]
    94. Eduardo A. Cavallo & Alberto Cavallo, 2008. "Are Crises Good for Long-Term Growth? The Role of Political Institutions," RES Working Papers 4589, Inter-American Development Bank, Research Department. [Downloadable!]
    95. Ivanova Nadezhda, 2005. "Estimation of own- and cross-price elasticities of disaggregated imported and domestic goods in Russia," EERC Working Paper Series 05-13e, EERC Research Network, Russia and CIS. [Downloadable!]
    96. Daniel Millimet; Vasudha Rangaprasad, 2004. "Strategic Competition Amongst Public Schools," Econometric Society 2004 North American Summer Meetings 197, Econometric Society. [Downloadable!]
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    97. Beck, Thorsten, 2008. "The econometrics of finance and growth," Policy Research Working Paper Series 4608, The World Bank. [Downloadable!]
    98. Nandha, Mohan & Faff, Robert, 2006. "Short-Run and Long-Run Oil Price Sensitivity of Equity Returns: The South Asian Markets," Review of Applied Economics, Review of Applied Economics, vol. 2(2). [Downloadable!]
    99. Caroline Elliott & Kwok Tong Soo, 2008. "Does price matter? Overseas students In UK higher education," Working Papers 005738, Lancaster University Management School, Economics Department. [Downloadable!]
    100. Eduardo A. Cavallo & Alberto Cavallo, 2008. "¿Son Buenas las Crisis para el Crecimiento a Largo Plazo? El Papel de las Instituciones Políticas," RES Working Papers 4590, Inter-American Development Bank, Research Department. [Downloadable!]
    101. Jeffry Jacob & Thomas Osang, 2007. "Values, Beliefs and Development," Departmental Working Papers 0705, Southern Methodist University, Department of Economics. [Downloadable!]
    102. Mark Dusheiko & Hugh Gravelle & Rowena Jacobs, 2004. "The effect of practice budgets on patient waiting times: allowing for selection bias," Health Economics, John Wiley & Sons, Ltd., vol. 13(10), pages 941-958. [Downloadable!]
    103. Jürgen Bitzer & Ingo Geishecker, 2005. "What Drives Trade-related R&D Spillovers? Decomposing Knowledge- diffusing Trade Flows," International Trade 0512010, EconWPA. [Downloadable!]
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    104. Edmark, Karin, 2007. "Strategic Competition in Swedish Local Spending on Childcare, Schooling and Care for the Elderly," Working Paper Series 2007:21, Uppsala University, Department of Economics. [Downloadable!]
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    105. John Knight & Ramani Gunatilaka, 2007. "Great Expectations? The Subjective Well-Being of Rural-Urban Migrants in China," Economics Series Working Papers 322, University of Oxford, Department of Economics. [Downloadable!]
    106. Maria Isabel Restrepo Estrada & Diana Constanza Restrepo Ochoa, 2007. "El canal del crédito bancario en Colombia: 1995-2005. Una aproximación mediante modelos de umbral," Lecturas de Economía, Universidad de Antioquia, Departamento de Economía, issue 67, pages 99-118, Julio-Dic. [Downloadable!]
    107. Desire Avom & Fabrizio Carmignani, . "Is Mother Nature a Curse for Social Development?," MRG Discussion Paper Series 2709, School of Economics, University of Queensland, Australia. [Downloadable!]
    108. Alexander J. Cowell, 2006. "The relationship between education and health behavior: some empirical evidence," Health Economics, John Wiley & Sons, Ltd., vol. 15(2), pages 125-146. [Downloadable!]
    109. Alka Chadha, 2005. "Product cycles, innovation and exports: A study of Indian pharmaceuticals," Departmental Working Papers wp0511, National University of Singapore, Department of Economics. [Downloadable!]
    110. Orbeta, Aniceto Jr. C., 2005. "Number of Children and their Education in Philippine Households," Discussion Papers DP 2005-21, Philippine Institute for Development Studies. [Downloadable!]
    111. KIMURA Hidemi & TODO Yasuyuki, 2007. "Is Foreign Aid a Vanguard of FDI? A Gravity-Equation Approach," Discussion papers 07007, Research Institute of Economy, Trade and Industry (RIETI). [Downloadable!]
    112. Jürgen Bitzer & Holger Görg, 2005. "The impact of FDI on industry performance," International Trade 0505003, EconWPA. [Downloadable!]
    113. Maria Elena Bontempi & Silvia Giannini & Roberto Golinelli, 2005. "Corporate Tax Reforms and Financial Choices: An Empirical Analysis," Giornale degli Economisti, GDE (Giornale degli Economisti e Annali di Economia), Bocconi University, vol. 64(2-3), pages 271-294, November. [Downloadable!]
    114. Alan de Brauw & John Giles, 2006. "Migrant Opportunity and the Educational Attainment of Youth in Rural China," IZA Discussion Papers 2326, Institute for the Study of Labor (IZA). [Downloadable!]
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    115. 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. [Downloadable!]
    116. Asfaw, Abay, 2007. "Supermarket purchases and the dietary patterns of households in Guatemala:," IFPRI discussion papers 696, International Food Policy Research Institute (IFPRI). [Downloadable!]
    117. Art Carden & Charles Courtemanche & Jeremy Meiners, 2009. "Does Wal-Mart reduce social capital?," Public Choice, Springer, vol. 138(1), pages 109-136, January. [Downloadable!] (restricted)
    118. Tommy Clausen, 2008. "Do subsidies have positive impacts on R&D and innovation activities at the firm level?," Working Papers on Innovation Studies 20070615, Centre for Technology, Innovation and Culture, University of Oslo. [Downloadable!]
    119. Simeon Djankov & Jose Montalvo & Marta Reynal-Querol, 2008. "The curse of aid," Journal of Economic Growth, Springer, vol. 13(3), pages 169-194, September. [Downloadable!] (restricted)
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    120. Dolores Jimenez & Peter C Smith, . "Decentralisation of health care and its impact on health outcomes," Discussion Papers 05/10, Department of Economics, University of York. [Downloadable!]
    121. Cocchi, Horacio & Bravo-Ureta, Boris & Quiroga, Ricardo, 2004. "Farm Benefits And Natural Resource Projects In Honduras And El Salvador," 2004 Annual meeting, August 1-4, Denver, CO 20328, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association). [Downloadable!]
    122. Michael A. Clemens & Steven Radelet & Rikhil Bhavnani, 2004. "Counting chickens when they hatch: The short-term effect of aid on growth," International Finance 0407010, EconWPA. [Downloadable!]
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    123. Kleck, Gary & Kovandzic, Tomislav & Schaffer, Mark E, 2005. "Gun Prevalence, Homicide Rates and Causality: A GMM Approach to Endogeneity Bias," CEPR Discussion Papers 5357, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)

  20. 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. [Downloadable!]
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    Published as:

    Cited by:

    1. Ralf Brüggemann & Helmut Lütkepohl & Massimiliano Marcellino, 2006. "Forecasting Euro-Area Variables with German Pre-EMU Data," SFB 649 Discussion Papers SFB649DP2006-065, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany. [Downloadable!]
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    2. Ü. Özlale & E. Yeldan, 2004. "Measuring exchange rate misalignment in Turkey," Applied Economics, Taylor and Francis Journals, vol. 36(16), pages 1839-1849, September. [Downloadable!] (restricted)
    3. Michael Frömmel & Robinson Kruse, 2009. "Interest rate convergence in the EMS prior to European Monetary Union," CREATES Research Papers 2009-23, School of Economics and Management, University of Aarhus. [Downloadable!]
    4. Ana-Maria Fuertes & Jerry Coakley & Andrew Wood, 2004. "A new interpretation of the real exchange rate - yield differential nexus," Money Macro and Finance (MMF) Research Group Conference 2003 32, Money Macro and Finance Research Group. [Downloadable!]

  21. 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. [Downloadable!]
    Other versions:

    Cited by:

    1. David Demery & Nigel Duck, 2002. "Cointegration-based tests of the New Keynesian Model of inflation," Bristol Economics Discussion Papers 02/541, Department of Economics, University of Bristol, UK. [Downloadable!]

  22. 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. [Downloadable!]
    Published as:

    Cited by:

    1. Christopher F. Baum & Mustafa Caglayan & Oleksandr Talavera, 2006. "Firm Investment and Financial Frictions," Discussion Papers of DIW Berlin 634, DIW Berlin, German Institute for Economic Research. [Downloadable!]
    2. Chit, Myint Moe & Rizov, Marian & Willenbockel, Dirk, 2008. "Exchange Rate Volatility and Exports: New Empirical Evidence from the Emerging East Asian Economies," MPRA Paper 9014, University Library of Munich, Germany. [Downloadable!]
    3. Christopher F Baum & Mustafa Caglayan, 2007. "Effects of Exchange Rate Volatility on the Volume and Volatility of Bilateral Exports," Money Macro and Finance (MMF) Research Group Conference 2006 64, Money Macro and Finance Research Group. [Downloadable!]
    4. Olivier Bonroy & Jean-Philippe Gervais & Bruno Larue, 2005. "Investigating Non-Linearities in the Relationship Between Real Exchange Rate Volatility and Trade," International Finance 0501003, EconWPA. [Downloadable!]
    5. Juraj Stančík, 2007. "Determinants of Exchange-Rate Volatility: The Case of the New EU Members," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, vol. 57(9-10), pages 414-432, October. [Downloadable!]
    6. 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. [Downloadable!]
    7. Joseph P. Byrne & Julia Darby & Ronald MacDonald, 2006. "US Trade and Exchange Rate Volatility: A Real Sectoral Bilateral Analysis," Working Papers 2006_9, Department of Economics, University of Glasgow. [Downloadable!]
      Other versions:
    8. 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. [Downloadable!]
      Other versions:
    9. 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. [Downloadable!]
    10. Helmut Herwartz & Henning Weber, 2007. "Exchange Rate Uncertainty and Trade Growth - A Comparison of Linear and Nonlinear (Forecasting) Models," SFB 649 Discussion Papers SFB649DP2007-042, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany. [Downloadable!]
    11. Toseef Azid & Muhammad Jamil & Aneela Kousar, 2005. "Impact of Exchange rate Volatility on Growth and Economic Performance: A Case Study of Pakistan, 1973-2003," The Pakistan Development Review, Pakistan Institute of Development Economics, vol. 44(4), pages 749-775. [Downloadable!]
    12. Jean-Philippe Gervais & Bruno Larue & Olivier Bonroy, 2004. "Investigating Non-Linearities in the Relationship Between Real Exchange Rate Volatility and Agricultural Trade," International Trade 0407004, EconWPA. [Downloadable!]
    13. Cotter, John, 2006. "Real & Nominal Foreign Exchange Volatility Effects on Exports – The Importance of Timing," MPRA Paper 3494, University Library of Munich, Germany. [Downloadable!]
    14. 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. [Downloadable!]
    15. Cotter, John & Bredin, Don, 2005. "Volatility and Irish Exports," MPRA Paper 3522, University Library of Munich, Germany. [Downloadable!]
      Other versions:
    16. Christopher F. Baum & Mustafa Caglayan, 2008. "The Volatility of International Trade Flows and Exchange Rate Uncertainty," Boston College Working Papers in Economics 695, Boston College Department of Economics. [Downloadable!]
    17. Christopher F. Baum & Mustafa Caglayan, 2006. "On the Sensitivity of the Volume and Volatility of Bilateral Trade Flows to Exchange Rate Uncertainty," Boston College Working Papers in Economics 641, Boston College Department of Economics, revised 06 Feb 2008. [Downloadable!]
    18. Aliyu, Shehu Usman Rano, 2008. "Exchange Rate Volatility and Export Trade in Nigeria: An Empirical Investigation," MPRA Paper 13490, University Library of Munich, Germany, revised 17 Feb 2009. [Downloadable!]
    19. 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. [Downloadable!]

  23. 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. [Downloadable!]

    Cited by:

    1. Leo Krippner, 2006. "A Yield Curve Perspective on Uncovered Interest Parity," Working Papers in Economics 06/16, University of Waikato, Department of Economics. [Downloadable!]
    2. Sofiane Sekioua, 2004. "The forward unbiasedness hypothesis and the forward premium: a nonlinear analysis," Money Macro and Finance (MMF) Research Group Conference 2003 85, Money Macro and Finance Research Group. [Downloadable!]

  24. 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. [Downloadable!]
    Other versions:

    Cited by:

    1. SaangJoon Baak, 2004. "Exchange Rate Volatility and Trade among the Asia Pacific Countries," Econometric Society 2004 Far Eastern Meetings 724, Econometric Society. [Downloadable!]

  25. 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. [Downloadable!]
    Published as:

    Cited by:

    1. Michael Kühl, 2007. "Cointegration in the Foreign Exchange Market and Market Efficiency since the Introduction of the Euro: Evidence based on bivariate Cointegration Analyses," cege – Center for European, Governance and Economic Development Research Discussion Papers 68, cege – Center for European, Governance and Economic Development Research, University of Goettingen (Germany).. [Downloadable!]
    2. Sofiane Sekioua, 2004. "The forward unbiasedness hypothesis and the forward premium: a nonlinear analysis," Money Macro and Finance (MMF) Research Group Conference 2003 85, Money Macro and Finance Research Group. [Downloadable!]

  26. 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. [Downloadable!]
    Published as:

    Cited by:

    1. Becchetti, Leonardo & Hasan, Iftekhar, 2005. "The Effects of (within and with EU) Regional Integration: Impact on Real Effective Exchange Rate Volatility, Institutional Quality and Growth for MENA Countries," Working Papers RP2005/73, World Institute for Development Economic Research (UNU-WIDER). [Downloadable!]
    2. Guneratne Banda Wickremasinghe & Param Silvapulle, 2004. "Role of Exchange Rate Volatility in Exchange Rate Pass-Through to Import Prices: Some Evidence from Japan," International Finance 0406006, EconWPA. [Downloadable!]
    3. Michele Bagella & Leonardo Becchetti & Iftekhar Hasan, 2004. "The Anticipated and Concurring Effects of the EMU," CEIS Research Paper 55, Tor Vergata University, CEIS. [Downloadable!]
    4. Joseph P. Byrne & E. Philip Davis, 2003. "Panel Estimation Of The Impact Of Exchange Rate Uncertainty On Investment In The Major Industrial Countries," Public Policy Discussion Papers 03-05, Economics and Finance Section, School of Social Sciences, Brunel University. [Downloadable!]
      Other versions:
    5. Bagella , Michele & Becchetti , Leonardo & Hasan , Iftekhar, 2004. "The anticipated and concurring effects of EMU: exchange rate volatility, institutions and growth," Research Discussion Papers 15/2004, Bank of Finland. [Downloadable!]

  27. 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. [Downloadable!]
    Other versions:
    Published as:

    Cited by:

    1. David Kihangire, 2005. "The Effects Of Exchange Rate Variability On Exports: Evidence From Uganda (1988 – 2001)," International Trade 0505013, EconWPA. [Downloadable!]
    2. Christopher F Baum & Mustafa Caglayan, 2007. "Effects of Exchange Rate Volatility on the Volume and Volatility of Bilateral Exports," Money Macro and Finance (MMF) Research Group Conference 2006 64, Money Macro and Finance Research Group. [Downloadable!]
    3. Jan M. Podivinsky & Chongcheul Cheong & Maozu Lu, 2004. "The Effect of Exchange Rate Uncertainty on US Imports from the UK: Consistent OLS Estimation with Volatility Measured by An ARCH-type Model," Econometric Society 2004 Australasian Meetings 212, Econometric Society. [Downloadable!]
      Other versions:
    4. Sam Cameron & Khair-uz-Zaman, 2006. "Export Function Estimates for the Pakistan Carpet Industry," The Pakistan Development Review, Pakistan Institute of Development Economics, vol. 45(4), pages 1287-1297. [Downloadable!]
    5. Juan Piñeiro Chousa, & Artur Tamazian, & Davit N. Melikyan,, 2008. "MARKET RISK DYNAMICS AND COMPETITIVENESS AFTER THE EURO: Evidence from EMU Members," William Davidson Institute Working Papers Series wp916, William Davidson Institute at the University of Michigan Stephen M. Ross Business School. [Downloadable!]
    6. Katheryn Niles Russ, 2007. "Exchange Rate Volatility and First-Time Entry by Multinational Firms," NBER Working Papers 13659, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    7. Christopher F. Baum & Mustafa Caglayan, 2008. "The Volatility of International Trade Flows and Exchange Rate Uncertainty," Boston College Working Papers in Economics 695, Boston College Department of Economics. [Downloadable!]
    8. Christopher F. Baum & Mustafa Caglayan, 2006. "On the Sensitivity of the Volume and Volatility of Bilateral Trade Flows to Exchange Rate Uncertainty," Boston College Working Papers in Economics 641, Boston College Department of Economics, revised 06 Feb 2008. [Downloadable!]
    9. Margherita Gerolimetto & Isabella Procidano, 2008. "A test for fractional cointegration using the sieve bootstrap," Statistical Methods and Applications, Springer, vol. 17(3), pages 373-391, July. [Downloadable!] (restricted)

  28. 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. [Downloadable!]
    Published as:

    Cited by:

    1. Antonio E. Noriega & Lorena Medina, 2003. "Quasi purchasing power parity: Structural change in the Mexican peso/us dollar real exchange rate," Estudios Económicos, El Colegio de México, Centro de Estudios Económicos, vol. 18(2), pages 227-236. [Downloadable!]
    2. Salah Nusair, 2004. "Testing for PPP in developing countries using confirmatory analysis and different base countries: an application to Asian countries," International Economic Journal, Korean International Economic Association, vol. 18(4), pages 467-489, December. [Downloadable!] (restricted)
    3. Aaron Smallwood, 2004. "Joint Tests for Long Memory and Non-linearity: The Case of Purchasing Power Parity," Computing in Economics and Finance 2004 23, Society for Computational Economics. [Downloadable!]
    4. Dimitrios Sideris, 2004. "Testing for Long-Run PPP in a System Context: Evidence for the US, Germany and Japan," Working Papers 19, Bank of Greece. [Downloadable!]
    5. Tatsuyoshi Okimoto & Katsumi Shimotsu, 2007. "Financial Market Integration and World Economic Stabilization toward Purchasing Power Parity," Working Papers 1138, Queen's University, Department of Economics. [Downloadable!]
    6. Yihui Lan, 2001. "The Explosion of Purchasing Power Parity," Economics Discussion / Working Papers 01-22, The University of Western Australia, Department of Economics. [Downloadable!]
    7. Luis A. Gil-Alana, 2004. "The dynamics of the real exchange rates in Europe: a comparative study across countries using fractional integration," Applied Economics Letters, Taylor and Francis Journals, vol. 11(7), pages 429-432, June. [Downloadable!] (restricted)
    8. Venus Khim-Sen Liew, 2003. "The Validity of PPP Revisited: An Application of Non-linear Unit Root Test," International Finance 0308001, EconWPA. [Downloadable!]
    9. Francis W. Ahking, 2004. "Non-Parametric Tests of Real Exchange rates in the Post-Bretton Woods Era," Working papers 2004-05, University of Connecticut, Department of Economics. [Downloadable!]
    10. Christopher F Baum & Mustafa Caglayan & Neslihan Ozkan, 2005. "The second moments matter: The response of bank lending behaviour to macroeconomic uncertainty," Working Papers 2005_27, Department of Economics, University of Glasgow. [Downloadable!]
      Other versions:
    11. Francis W. Ahking, 2002. "Efficient Unit Root Tests of real Exchange Rates in the Post-Bretton Woods Era," Working papers 2002-17, University of Connecticut, Department of Economics. [Downloadable!]
      Other versions:
    12. 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. [Downloadable!]

  29. 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. [Downloadable!]
    Published as:

    Cited by:

    1. Aaron Smallwood, 2004. "Joint Tests for Long Memory and Non-linearity: The Case of Purchasing Power Parity," Computing in Economics and Finance 2004 23, Society for Computational Economics. [Downloadable!]
    2. Kari Heimonen, 2006. "Nonlinear adjustment in PPP—evidence from threshold cointegration," Empirical Economics, Springer, vol. 31(2), pages 479-495, June. [Downloadable!] (restricted)
    3. Param Silvapulle & Titi Kanti Lestari & Jae Kim, 2004. "Nonlinear Modelling of Purchasing Power Parity in Indonesia," Econometric Society 2004 Australasian Meetings 316, Econometric Society. [Downloadable!]
    4. Sofiane Hicham Sekioua, 2003. "The Nominal Exchange Rate and Monetary Fundamentals: Evidence from Nonlinear Unit Root Tests," Economics Bulletin, Economics Bulletin, vol. 6(1), pages 1-13. [Downloadable!]
    5. Guneratne Banda Wickremasinghe, 2004. "Purchasing Power Parity Hypothesis in Developing Economies:Some Empirical Evidence from Sri Lanka," International Finance 0406005, EconWPA. [Downloadable!]
      Other versions:
    6. Mario Cerrato & Nick Sarantis, 2006. "Nonlinear Mean Reversion in Real Exchange Rates: Evidence from Developing and Emerging Market Economies," Economics Bulletin, Economics Bulletin, vol. 6(7), pages 1-14. [Downloadable!]
    7. Slim Chaouachi & Gilles Dufrenot & Valerie Mignon, 2004. "Modelling the misalignments of the Dollar-Sterling real exchange rate: A nonlinear cointegration perspective," Economics Bulletin, Economics Bulletin, vol. 3(19), pages 1-11. [Downloadable!]
      Other versions:
    8. Georgios Chortareas & George Kapetanios, . "The yen real exchange rate may be stationary after all: evidence from non-linear unit root tests," Bank of England working papers 311, Bank of England. [Downloadable!]
      Other versions:
    9. Carlo Altavilla & Paul De Grauwe, 2005. "Non-Linearities in the Relation between the Exchange Rate and its Fundamentals," CESifo Working Paper Series CESifo Working Paper No. , CESifo Group Munich. [Downloadable!]
    10. David O. Cushman, 2008. "Real exchange rates may have nonlinear trends," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 13(2), pages 158-173. [Downloadable!]
    11. Dimitrios Sideris, 2004. "Testing for Long-Run PPP in a System Context: Evidence for the US, Germany and Japan," Working Papers 19, Bank of Greece. [Downloadable!]
    12. Daniel Buncic, 2009. "Understanding forecast failure of ESTAR models of real exchange rates," EERI Research Paper Series EERI_RP_2009_18, Economics and Econometrics Research Institute (EERI). [Downloadable!]
    13. Christoph Rothe & Philipp Sibbertsen, 2006. "Phillips-Perron-type unit root tests in the nonlinear ESTAR framework," AStA Advances in Statistical Analysis, Springer, vol. 90(3), pages 439-456, September. [Downloadable!] (restricted)
      Other versions:
    14. Venus Khim-Sen Liew, 2004. "Nonlinear Adjustment of ASEAN-5 Real Exchange Rates: Symmetrical or Asymmetrical?," Economics Bulletin, Economics Bulletin, vol. 6(8), pages 1-19. [Downloadable!]
    15. Qian Chen & David E. Giles, 2007. "A Saddlepoint Approximation to the Distribution of the Half-Life Estimator in an Autoregressive Model: New Insights Into the PPP Puzzle," Econometrics Working Papers 0703, Department of Economics, University of Victoria. [Downloadable!]
    16. Costas Milas, 2003. "Non-linear multivariate adjustment of the UK real exchange rate," City University Economics Discussion Papers 03/08, Department of Economics, City University, London. [Downloadable!]
    17. Ivan Paya & David A. Peel, 2004. "Temporal Aggregation Of An Estar Process: Some Implications For Purchasing Power Parity Adjustment," Working Papers. Serie AD 2004-25, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie). [Downloadable!]
      Other versions:
    18. Francesco Menoncin & Marco Tronzano, . "Optimal real exchange rate targeting: a stochastic analysis," Working Papers ubs0401, University of Brescia, Department of Economics. [Downloadable!]
    19. G. Dufrenot & E. Grimaud & E. Latil & V. Mignon, 2003. "Real exchange rate misalignment in Hungary: a fractionally integrated threshold model," THEMA Working Papers 2003-07, THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise. [Downloadable!]
    20. Liew Khim Sen & Ahmad Zubaidi Baharumshah, 2003. "How Well the Ringgit-Yen Rate Fits the Non-linear Smooth Transition Autoregressive and Linear Autoregressive Models," GE, Growth, Math methods 0307004, EconWPA. [Downloadable!]
    21. Luca Fanelli & Emanuele Bacchiocchi, 2005. "Testing the purchasing power parity through I(2) cointegration techniques," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 20(6), pages 749-770. [Downloadable!]
    22. Sang-Kuck Chung, 2006. "The out-of-sample forecasts of nonlinear long-memory models of the real exchange rate," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 11(4), pages 355-370. [Downloadable!]
    23. Mohsen Bahmani-Oskooee & Abera Gelan, 2006. "Testing the PPP in the non-linear STAR Framework: Evidence from Africa," Economics Bulletin, Economics Bulletin, vol. 6(17), pages 1-15. [Downloadable!]
    24. Sofiane Sekioua, 2004. "The forward unbiasedness hypothesis and the forward premium: a nonlinear analysis," Money Macro and Finance (MMF) Research Group Conference 2003 85, Money Macro and Finance Research Group. [Downloadable!]
    25. Venus Khim-Sen Liew, 2003. "The Validity of PPP Revisited: An Application of Non-linear Unit Root Test," International Finance 0308001, EconWPA. [Downloadable!]
    26. Gabriella Legrenzi & Costas Milas, 2005. "Non-linear real exchange rate effects in the UK labour market," Keele Economics Research Papers KERP 2005/08, Centre for Economic Research, Keele University. [Downloadable!]
      Other versions:
    27. G. Dufrenot & L. Mathieu & V. Mignon, & A. Peguin-Feissolle, 2002. "Persistent misalignments of the European exchange rates : some evidence from nonlinear cointegration," THEMA Working Papers 2002-29, THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise. [Downloadable!]
      Other versions:
    28. Michael G. Arghyrou & Virginie Boinet & Christopher Martin, 2003. "Non-linear and non-symmetric exchange-rate adjustment:New evidence from medium- and high-inflation countries," Public Policy Discussion Papers 03-12, Economics and Finance Section, School of Social Sciences, Brunel University. [Downloadable!]
      Other versions:
    29. Tsangyao Chang & Hsu-Ling Chang & Hsiao-Ping Chu & Chi-Wei Su, 2006. "Does PPP hold in African countries? Further evidence based on a highly dynamic non-linear (logistic) unit root test," Applied Economics, Taylor and Francis Journals, vol. 38(20), pages 2453-2459, November. [Downloadable!] (restricted)
    30. Liew, Venus Khim-Sen & Lee, Hock-Ann & Lim, Kian-Ping & Lee, Huay-Huay, 2006. "Linearity and stationarity of South Asian real exchange rates," MPRA Paper 517, University Library of Munich, Germany. [Downloadable!]
      Other versions:
    31. Liew Khim Sen & Ahmad Zubaidi Baharumshah, 2003. "Forecasting Performance of Logistic STAR Exchange Rate Model: The Original and Reparameterised Versions," GE, Growth, Math methods 0308001, EconWPA. [Downloadable!]
      Other versions:
    32. Mototsugu Shintani, 2003. "A Nonparametric Measure of Convergence Toward Purchasing Power Parity," Levine's Bibliography 506439000000000172, UCLA Department of Economics. [Downloadable!]
      Other versions:
    33. Venus Khim-Sen Liew & Ahmad Zubaidi Baharumshah & Kian-Ping Lim, 2003. "On Singaporean Dollar-U.S. Dollar and Purchasing Power Parity," International Finance 0309001, EconWPA, revised 01 Nov 2004. [Downloadable!]
      Other versions:
    34. Christian Jochum & Marcel R. Savioz, 2005. "A Strange Animal? The Swiss Franc Exchange Rate as a "Captured" Random Walk," Swiss Journal of Economics and Statistics (SJES), Swiss Society of Economics and Statistics (SSES), vol. 141(IV), pages 527-553, December. [Downloadable!]
    35. John Pippenger, 2004. "The Modern Theory of the LOP and PPP: Some Implications," University of California at Santa Barbara, Economics Working Paper Series 03-04, Department of Economics, UC Santa Barbara. [Downloadable!]
    36. Gilles DUFRENOT & Elisabeth GRIMAUD & Eug=E9nie LATIL & Val=E9rie MIGNON, 2003. "Real exhange rate misalignment in Hungary: a fractionally integrated=20 threshold model," Econometrics 0309001, EconWPA. [Downloadable!]
    37. Ivan Paya & David A. Peel, 2007. "On the relationship between nominal exchange rates and domestic and foreign prices," Applied Financial Economics, Taylor and Francis Journals, vol. 17(2), pages 105-117, January. [Downloadable!] (restricted)
      Other versions:
    38. Ahmad Baharumshah & Venus Liew, 2006. "Forecasting Performance of Exponential Smooth Transition Autoregressive Exchange Rate Models," Open Economies Review, Springer, vol. 17(2), pages 235-251, April. [Downloadable!] (restricted)
    39. Gautam Goswami & Milind Shrikhande & Liuren Wu, 2002. "A Dynamic Equilibrium Model of Real Exchange Rates with General Transaction Costs," Finance 0207016, EconWPA. [Downloadable!]
    40. Nektarios Aslanidis & George Kouretas, 2003. "Testing for two-regime threshold cointegration in the parallel and official markets for foreign currency in Greece," Working Papers 0311, University of Crete, Department of Economics. [Downloadable!]
      Other versions:
    41. Brian Francis & Sunday Iyare, 2006. "Do exchange rates in caribbean and latin american countries exhibit nonlinearities?," Economics Bulletin, Economics Bulletin, vol. 6(14), pages 1-20. [Downloadable!]
    42. Marianna Belloc & Giancarlo Gandolfo, 2005. "The Current Account--Interest Rate Relation as a Nonlinear Phenomenon," Journal of International Trade & Economic Development, Taylor and Francis Journals, vol. 14(2), pages 145-166, June. [Downloadable!] (restricted)
    43. Venus Khim-Sen Liew & Kian-Ping Lim & Evan Lau & Chee-Keong Choong, 2003. "Exchange Rate – Relative Price Relationship: Nonlinear Evidence from Malaysia," International Finance 0311014, EconWPA. [Downloadable!]
      Other versions:
    44. Deockhyun Ryu & Mahmoud A. El-Gamal, 2004. "Short Memory and the PPP-puzzle," Econometric Society 2004 Far Eastern Meetings 577, Econometric Society. [Downloadable!]
    45. Frederique Bec & Melika Ben Salem & Marine Carrasco, 2004. "Detecting Mean Reversion in Real Exchange Rates from a Multiple Regime STAR Model," RCER Working Papers 509, University of Rochester - Center for Economic Research (RCER). [Downloadable!]
      Other versions:
    46. Roger Guerra, 2003. "Nonlinear adjustment towards purchasing power parity: the Swiss Franc-German Mark case," Swiss Journal of Economics and Statistics (SJES), Swiss Society of Economics and Statistics (SSES), vol. 139(I), pages 83-100, March. [Downloadable!]
    47. Ahmad Zubaidi Baharumshah & Venus Khim-Sen Liew & Evan Lau, 2003. "Nonlinear Mean Reversion in Real Exchange Rates: Evidence from the ASEAN-5," International Trade 0308001, EconWPA. [Downloadable!]
    48. Darbha, Gangadhar & Patel, Urjit R., 2004. "Nonlinear Adjustment in Real Exchange Rates and Long Run Purchasing Power Parity--Further Evidence," Working Papers 04-1, University of Pennsylvania, Wharton School, Weiss Center. [Downloadable!]
    49. Bernd Schnatz, 2006. "Is reversion to PPP in euro exchange rates non-linear?," Working Paper Series 682, European Central Bank. [Downloadable!]
      Other versions:
    50. Michael Arghyrou & Virginie Boinet & Christopher Martin, 2004. "Non-linear and non-symmetric exchange-rate adjustment: new evidence from medium- and high-inflation economies," Money Macro and Finance (MMF) Research Group Conference 2003 2, Money Macro and Finance Research Group. [Downloadable!]
    51. Venus Khim-sen Liew & Ahmad Zubaidi Baharumshah & Terence Tai-leung Chong, 2003. "Are Asian Real Exchange Rates Stationary?," International Finance 0307002, EconWPA, revised 01 Nov 2004. [Downloadable!]
      Other versions:
    52. P.H. Franses & D.J. van Dijk, 2002. "A simple test for PPP among traded goods," Econometric Institute Report 255, Erasmus University Rotterdam, Econometric Institute. [Downloadable!]
      Other versions:
    53. Khim-Sen Liew & Kian-Ping Lim & Chee-Keong Choong, 2003. "On The Forecastability Of Asean-5 Stock Markets Returns Using Time Series Models," Finance 0307012, EconWPA. [Downloadable!]
    54. Sophocles N. Brissimis & Dimitris A. Sideris & Fragiska K. Voumvaki, 2004. "Testing Long-Run Purchasing Power Parity under Exchange Rate Targeting," Working Papers 15, Bank of Greece. [Downloadable!]
      Other versions:
    55. Liew , Venus Khim-Sen & Baharumshah, Ahmad Zubaidi & Habibullah, Muzafar Shah & Midi, Habshah, 2008. "Monetary exchange rate model: supportive evidence from nonlinear testing procedures," MPRA Paper 7293, University Library of Munich, Germany. [Downloadable!]
    56. Michael Arghyrou & Virginie Boinet & Christopher Martin, 2005. "Beyond Purchasing Power Parity: Nominal exchange rates, output shocks and non linear/asymmetric equilibrium adjustment in Central Europe," Money Macro and Finance (MMF) Research Group Conference 2005 35, Money Macro and Finance Research Group. [Downloadable!]
    57. Juan Carlos Cuestas & Estefania Mourelle, 2008. "Nonlinearities in real exchange rate determination: do African exchange rates follow a radom walk?," Working Papers 2008/8, Nottingham Trent University, Nottingham Business School, Economics Division. [Downloadable!]
    58. Michael Binder & Christian Offermanns, 2007. "International Investment Positions and Exchange Rate Dynamics: A Dynamic Panel Analysis," CFS Working Paper Series 2007/23, Center for Financial Studies. [Downloadable!]
    59. Venus Khim-Sen Liew & Terence Tai-Leung Chong & Kian-Ping Lim, 2003. "The inadequacy of linear autoregressive model for real exchange rates: empirical evidence from Asian economies," Applied Economics, Taylor and Francis Journals, vol. 35(12), pages 1387-1392, August. [Downloadable!] (restricted)
    60. HOLMES, Mark J, 2008. "Non-Linear Trend Stationarity And Co-Trending In Latin American Real Exchange Rates," Applied Econometrics and International Development, Euro-American Association of Economic Development, vol. 8(1), pages 107-118. [Downloadable!] (restricted)
    61. Kian-Ping Lim & Venus Khim-Sen Liew, 2003. "Testing for Non-Linearity in ASEAN Financial Markets," Finance 0308002, EconWPA. [Downloadable!]
    62. Liew Khim Sen & Ahmad Zubaidi Baharumshah & Choo Wei Chong & Habshah Midi, 2003. "A Non-parametric Bootstrap Simulation Study in ESTAR (1) Model," GE, Growth, Math methods 0307005, EconWPA. [Downloadable!]

  30. 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. [Downloadable!]

    Cited by:

    1. Elder, John & Jin, Hyun J. & Koo, Won W., 2004. "A Reexamination Of Fractional Integrating Dynamics In Foreign Currency Markets," 2004 Annual meeting, August 1-4, Denver, CO 20004, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association). [Downloadable!]
      Other versions:
    2. Michael Kühl, 2008. "Strong comovements of exchange rates: Theoretical and empirical cases when currencies become the same asset," cege – Center for European, Governance and Economic Development Research Discussion Papers 76, cege – Center for European, Governance and Economic Development Research, University of Goettingen (Germany)., revised 03 Sep 2008. [Downloadable!]

  31. John Barkoulas & Christopher F. Baum & Mustafa Caglayan, 1998. "Fractional Monetary Dynamics," Boston College Working Papers in Economics 321., Boston College Department of Economics. [Downloadable!]
    Published as:

    Cited by:

    1. 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. [Downloadable!]
      Other versions:

  32. 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. [Downloadable!]
    Published as:

    Cited by:

    1. Nakamura, Richard, 2004. "To Merge And Acquire When The Times Are Good? The Influence Of Macro Factors On The Japanese M&A Pattern," EIJS Working Paper Series 197, The European Institute of Japanese Studies. [Downloadable!]
    2. Nakamura, H. Richard, 2002. "Mapping Out the Japanese Mergers & Acquisitions Patterns - The Influence of Macro Factors on M & As," EIJS Working Paper Series 164, The European Institute of Japanese Studies. [Downloadable!]
    3. Margarita Sapozhnikov, 2006. "Mergers and Government Policy," Boston College Working Papers in Economics 656, Boston College Department of Economics. [Downloadable!]
    4. Alberto Salvo, 2004. "A General Analysis of Sequential Merger Games with an Application to Cross-Border Mergers," STICERD - Economics of Industry Papers 36, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE. [Downloadable!]

  33. 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. [Downloadable!]
    Other versions:

    Cited by:

    1. Andraž, Grum, 2006. "Razvitost slovenskega trga dolžniškega kapitala in ocenitev krivulje donosnosti
      [The development of the Slovenian government debt market and estimation of the yiled curve]      ," MPRA Paper 4876, University Library of Munich, Germany. [Downloadable!]

  34. 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. [Downloadable!]
    Published as:

    Cited by:

    1. Laura Mayoral, 2005. "The Persistence of Inflation in OECDCountries: a Fractionally Integrated Approach," Economics Working Papers 958, Department of Economics and Business, Universitat Pompeu Fabra, revised Oct 2005. [Downloadable!]
      Other versions:

  35. 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. [Downloadable!]

    Cited by:

    1. 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. [Downloadable!]
    2. 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. [Downloadable!]
      Other versions:
    3. Pami Dua, 2008. "Interest Rate Modeling and Forecasting in India," Working Papers id:1521, esocialsciences.com. [Downloadable!]
      Other versions:

  36. 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. [Downloadable!]

    Cited by:

    1. Patricia Fraser, Andrew J. McKaig, 2001. "Basis variation and a common source of risk: evidence from UK futures markets," European Journal of Finance, Taylor and Francis Journals, vol. 7(1), pages 39-62, March. [Downloadable!] (restricted)
    2. Michael D. McKenzie, Heather Mitchell, Robert D. Brooks, Robert W. Faff, 2001. "Power ARCH modelling of commodity futures data on the London Metal Exchange," European Journal of Finance, Taylor and Francis Journals, vol. 7(1), pages 22-38, March. [Downloadable!] (restricted)
      Other versions:
    3. Joshua V. Rosenberg & Leah G. Traub, 2006. "Price discovery in the foreign currency futures and spot market," Staff Reports 262, Federal Reserve Bank of New York. [Downloadable!]
    4. McKenzie, Andrew M. & Holt, Matthew T., 1998. "Market Efficiency In Agricultural Futures Markets," 1998 Annual meeting, August 2-5, Salt Lake City, UT 20933, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association). [Downloadable!]
      Other versions:

  37. 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. [Downloadable!]
    Published as:

    Cited by:

    1. Sel Dibooglu & Aykut Kibritcioglu, 2003. "Inflation, Output Growth, and Stabilization in Turkey, 1980-2002," Macroeconomics 0306001, EconWPA. [Downloadable!]
      Other versions:
    2. Abhijit Sen Gupta, 2007. "Does Capital Account Openness Lower Inflation?," Indian Council for Research on International Economic Relations, New Delhi Working Papers 191, Indian Council for Research on International Economic Relations, New Delhi, India. [Downloadable!]
      Other versions:
    3. Mustafa Caglayan & Feng Jiang, 2006. "Reexamining the linkages between inflation and output growth: A bivariate ARFIMA-FIGARCH approach," Working Papers 2006_8, Department of Economics, University of Glasgow. [Downloadable!]
    4. Richard T. Baille & Claudio Morana, 2009. "Investigating Inflation Dynamics and Structural Change with an Adaptive ARFIMA Approach," ICER Working Papers - Applied Mathematics Series 06-2009, ICER - International Centre for Economic Research. [Downloadable!]
    5. Claudio Morana, 2004. "The Japanese Deflation: Has It Had Real Effects? Could It Have Been Avoided?," ICER Working Papers 29-2004, ICER - International Centre for Economic Research. [Downloadable!]
    6. Gadea, Maria & Mayoral, Laura, 2005. "The Persistence of Inflation in OECD Countries: A Fractionally Integrated Approach," MPRA Paper 815, University Library of Munich, Germany. [Downloadable!]
      Other versions:
    7. John Barkoulas & Christopher F. Baum & Mustafa Caglayan, 1998. "Fractional Monetary Dynamics," Boston College Working Papers in Economics 321., Boston College Department of Economics. [Downloadable!]
      Other versions:
    8. 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. [Downloadable!]
      Other versions:
    9. Michal Franta & Branislav Saxa & Katerina Smidkova, 2007. "Inflation Persistence in New EU Member States: Is It Different Than in the Euro Area Members?," Working Papers 2007/10, Czech National Bank, Research Department. [Downloadable!]
    10. Giovanni Caggiano & Efrem Castelnuovo, 2008. "Long Memory and Non-Linearities in International Inflation," "Marco Fanno" Working Papers 0076, Dipartimento di Scienze Economiche "Marco Fanno". [Downloadable!]
    11. Taner Yigit, 2002. "Effects of Moments on Aggregation and Long Memory in Inflation," Departmental Working Papers 0210, Bilkent University, Department of Economics. [Downloadable!]
      Other versions:
    12. Barbara Meller & Dieter Nautz, 2009. "The Impact of the European Monetary Union on Inflation Persistence in the Euro Area," SFB 649 Discussion Papers SFB649DP2009-037, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany. [Downloadable!]
    13. Jinquan Liu & Tingguo Zheng & Jianli Sui, 2008. "Dual long memory of inflation and test of the relationship between inflation and inflation uncertainty," Psychometrika, Springer, vol. 3(2), pages 240-254, June. [Downloadable!] (restricted)
    14. 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. [Downloadable!]
      Other versions:
    15. Guglielmo Maria Caporale & Luis A. Gil-Alana, 2009. "Multi-Factor Gegenbauer Processes and European Inflation Rates," CESifo Working Paper Series CESifo Working Paper No. , CESifo Group Munich. [Downloadable!]
      Other versions:
    16. Claudio Morana, 2005. "The Japanese deflation: has it had real effects? Could it have been avoided?," Applied Economics, Taylor and Francis Journals, vol. 37(12), pages 1337-1352, July. [Downloadable!] (restricted)
    17. D.J.C. Van Dijk & P.H. Franses & R. Paap, 2000. "A nonlinear long memory model for US unemployment," Econometric Institute Report 204, Erasmus University Rotterdam, Econometric Institute. [Downloadable!]
      Other versions:
    18. Ümit Özlale & Kivilcim Metin Ozcan, 2005. "Does Time Inconsistency Problem Apply For Turkish Monetary Policy?," Working Papers 2005/2, Turkish Economic Association. [Downloadable!]
    19. Solange Gouvea & Abhijit Sen Gupta, 2007. "Monetary Policy Design under Competing Models of Inflation Persistence," Working Papers Series 137, Central Bank of Brazil, Research Department. [Downloadable!]
    20. 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. [Downloadable!]
      Other versions:
    21. Vuslat Us & Kývýlcým Metin Ozcan, 2003. "Optimal Univariate Expectations under High and Persistent Inflation : New Evidence From Turkey," Working Papers 2003/4, Turkish Economic Association. [Downloadable!]

  38. 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. [Downloadable!]

    Cited by:

    1. Sandrine Lardic & Valerie Mignon, 2003. "Fractional cointegration between nominal interest rates and inflation: A re-examination of the Fisher relationship in the G7 countries," Economics Bulletin, Economics Bulletin, vol. 3(14), pages 1-10. [Downloadable!]
    2. Gael Martin, 2001. "Bayesian Analysis Of A Fractional Cointegration Model," Econometric Reviews, Taylor and Francis Journals, vol. 20(2), pages 217-234. [Downloadable!] (restricted)
    3. Stefan C. Norrbin & Aaron D. Smallwood, 2006. "Generalized long memory processes, failure of cointegration tests and exchange rate dynamics," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 21(4), pages 409-417. [Downloadable!]
    4. S. Lardic & V. Mignon, 2002. "Fractional cointegration and term structure of interest rates," THEMA Working Papers 2002-28, THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise. [Downloadable!]
    5. D. Lee, . "ExploRing Persistence in Financial Time Series," Sonderforschungsbereich 373 2000-63, Humboldt Universitaet Berlin.

  39. 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. [Downloadable!]
    Published as:

    Cited by:

    1. Sutthisit Jamdee & Cornelis A. Los, 2005. "Long Memory Options: LM Evidence and Simulations," Finance 0505003, EconWPA. [Downloadable!]
      Other versions:

  40. 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. [Downloadable!]
    Published as:

    Cited by:

    1. Dimitrios V. Vougas, 2004. "Analysing long memory and volatility of returns in the Athens stock exchange," Applied Financial Economics, Taylor and Francis Journals, vol. 14(6), pages 457-460, March. [Downloadable!] (restricted)
    2. Adnan Kasman & Erdost Torun, 2007. "Long Memory in the Turkish Stock Market Return and Volatility," Central Bank Review, Research and Monetary Policy Department, Central Bank of the Republic of Turkey, vol. 7(2), pages 13-27. [Downloadable!]
    3. J. Cuñado & L. Gil-Alana & F. Gracia, 2009. "US stock market volatility persistence: evidence before and after the burst of the IT bubble," Review of Quantitative Finance and Accounting, Springer, vol. 33(3), pages 233-252, October. [Downloadable!] (restricted)
    4. Rehim Kili&art1;, 2004. "On the long memory properties of emerging capital markets: evidence from Istanbul stock exchange," Applied Financial Economics, Taylor and Francis Journals, vol. 14(13), pages 915-922, September. [Downloadable!] (restricted)
    5. Jun Nagayasu, 2003. "The Efficiency of the Japanese Equity Market," IMF Working Papers 03/142, International Monetary Fund. [Downloadable!]
    6. Kristoufek, Ladislav, 2009. "Distinguishing between short and long range dependence: Finite sample properties of rescaled range and modified rescaled range," MPRA Paper 16424, University Library of Munich, Germany. [Downloadable!]
    7. Kristoufek, Ladislav, 2009. "R/S analysis and DFA: finite sample properties and confidence intervals," MPRA Paper 16446, University Library of Munich, Germany. [Downloadable!]
    8. Dimitrios D. Thomakos & Michail S. Koubouros, 2005. "Realized Volatility and Asymmetries in the A.S.E. Returns," Finance 0504009, EconWPA, revised 17 Jan 2006. [Downloadable!]
      Other versions:
    9. Kristoufek, Ladislav, 2009. "Procesy s dlouhou pamětí a jejich vývoj ve výnosech indexu PX v letech 1999 – 2009
      [Long-term memory and its evolution in returns of PX between 1999 and 2009]      ," MPRA Paper 16435, University Library of Munich, Germany. [Downloadable!]
    10. Javier De Peña & Luis A. Gil-Alana, 2003. "Testing of Nonstationary Cycles in Financial Time Series Data," Faculty Working Papers 15/03, School of Economics and Business Administration, University of Navarra. [Downloadable!]
      Other versions:
    11. Sang-Hoon Kang & Hoa Nguyen, 2007. "Long Memory in the Australian Stock Market," Accounting, Finance, Financial Planning and Insurance Series 2007_18, Deakin University, Faculty of Business and Law, School of Accounting, Economics and Finance. [Downloadable!]
    12. Stavros Degiannakis & Evdokia Xekalaki, 2007. "Assessing the performance of a prediction error criterion model selection algorithm in the context of ARCH models," Applied Financial Economics, Taylor and Francis Journals, vol. 17(2), pages 149-171, January. [Downloadable!] (restricted)
    13. Jussi Tolvi, 2003. "Long memory in a small stock market," Economics Bulletin, Economics Bulletin, vol. 7(3), pages 1-13. [Downloadable!]

  41. 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. [Downloadable!]
    Published as:

    Cited by:

    1. Jérôme Héricourt & Julien Reynaud, 2006. "La crise monétaire turque de 2000/2001 : analyse de l'échec du plan de stabilisation par le change du FMI," Cahiers de la Maison des Sciences Economiques bla06009, Université Panthéon-Sorbonne (Paris 1). [Downloadable!]
      Other versions:
    2. Heejoon Kang, 1999. "The Applied Cointegration Analysis for the Open Economy: A Critical Review," Open Economies Review, Springer, vol. 10(3), pages 325-346, July. [Downloadable!] (restricted)
    3. David G. McMillan, 2005. "Cointegrating behaviour between spot and forward exchange rates," Applied Financial Economics, Taylor and Francis Journals, vol. 15(16), pages 1135-1144, November. [Downloadable!] (restricted)
    4. Michael Kühl, 2007. "Cointegration in the Foreign Exchange Market and Market Efficiency since the Introduction of the Euro: Evidence based on bivariate Cointegration Analyses," cege – Center for European, Governance and Economic Development Research Discussion Papers 68, cege – Center for European, Governance and Economic Development Research, University of Goettingen (Germany).. [Downloadable!]
    5. Angela J. Black & David G. McMillan, 2004. "Long run trends and volatility spillovers in daily exchange rates," Applied Financial Economics, Taylor and Francis Journals, vol. 14(12), pages 895-907, August. [Downloadable!] (restricted)
    6. Eric Zivot, 1998. "Cointegration and Forward and Spot Exchange Rate Regressions," Econometrics 9812001, EconWPA. [Downloadable!]
    7. Kim, Jeong-Ryeol, 2002. "The stable long-run CAPM and the cross-section of expected returns," Discussion Paper Series 1: Economic Studies 2002,05, Deutsche Bundesbank, Research Centre. [Downloadable!]

  42. Christopher F. Baum & Meral Karasulu, 1996. "Modelling Federal Reserve Discount Policy," Boston College Working Papers in Economics 335., Boston College Department of Economics. [Downloadable!]
    Published as:

    Cited by:

    1. Kleimeier,Stefanie & Sander,Harald, 2002. "European Financial Market Integration: Evidence on the Emergence of a Single Eurozone Retail Banking Market," Research Memoranda 060, Maastricht : METEOR, Maastricht Research School of Economics of Technology and Organization. [Downloadable!]
    2. Kleimeier,Stefanie & Sander,Harald, 2004. "Expected versus Unexpected Monetary Policy Impulses and Interest Rate Pass-Through in Eurozone Retail Banking," Research Memoranda 001, Maastricht : METEOR, Maastricht Research School of Economics of Technology and Organization. [Downloadable!]
    3. 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. [Downloadable!]
    4. 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. [Downloadable!]
    5. Nektarios Aslanidis & George Kouretas, 2003. "Testing for two-regime threshold cointegration in the parallel and official markets for foreign currency in Greece," Working Papers 0311, University of Crete, Department of Economics. [Downloadable!]
      Other versions:
    6. Sander,Harald & Kleimeier,Stefanie, 2003. "Convergence in Eurozone retail banking? What interest rate pass-through tells us about monetary policy transmission, competition and integration," Research Memoranda 051, Maastricht : METEOR, Maastricht Research School of Economics of Technology and Organization. [Downloadable!]
      Other versions:
    7. McKenzie, Andrew M. & Pede, Valerien O., 2005. "Integration In Benin Maize Market: An Application Of Threshold Cointegration Analysis," 2005 Annual meeting, July 24-27, Providence, RI 19293, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association). [Downloadable!]

  43. Christopher F. Baum & John Barkoulas, 1996. "Long Term Dependence in Stock Returns," Boston College Working Papers in Economics 314., Boston College Department of Economics. [Downloadable!]
    Published as:

    Cited by:

    1. Adnan Kasman & Erdost Torun, 2007. "Long Memory in the Turkish Stock Market Return and Volatility," Central Bank Review, Research and Monetary Policy Department, Central Bank of the Republic of Turkey, vol. 7(2), pages 13-27. [Downloadable!]
    2. Ozun, Alper & Cifter, Atilla, 2007. "Modeling Long-Term Memory Effect in Stock Prices: A Comparative Analysis with GPH Test and Daubechies Wavelets," MPRA Paper 2481, University Library of Munich, Germany. [Downloadable!]
      Other versions:
    3. Mattarocci, Gianluca, 2006. "Market characteristics and chaos dynamics in stock markets: an international comparison," MPRA Paper 4296, University Library of Munich, Germany, revised Jun 2006. [Downloadable!]
    4. 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. [Downloadable!]
    5. Turvey, Calum G. & Power, Gabriel, 2006. "The Confidence Limits of a Geometric Brownian Motion," 2006 Annual meeting, July 23-26, Long Beach, CA 21239, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association). [Downloadable!]
    6. Jussi Tolvi, 2003. "Long memory in a small stock market," Economics Bulletin, Economics Bulletin, vol. 7(3), pages 1-13. [Downloadable!]
    7. 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. [Downloadable!]
      Other versions:
    8. 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. [Downloadable!]

Articles

  1. 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. [Downloadable!] (restricted)
    Other versions:

    See citations under working paper version above.

  2. Baum, Christopher F. & Caglayan, Mustafa & Talavera, Oleksandr, 2008. "Uncertainty determinants of firm investment," Economics Letters, Elsevier, vol. 98(3), pages 282-287, March. [Downloadable!] (restricted)
    Other versions:

    See citations under working paper version above.

  3. 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. [Downloadable!] (restricted)
    Other versions:

    See citations under working paper version above.

  4. 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. [Downloadable!] (restricted)
    Other versions:

    See citations under working paper version above.

  5. 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. [Downloadable!]

    Cited by:

    1. Kovandzic, Tomislav & Schaffer, Mark & Kleck, Gary, 2008. "Estimating the Causal Effect of Gun Prevalence on Homicide Rates: A Local Average Treatment Effect Approach," IZA Discussion Papers 3589, Institute for the Study of Labor (IZA). [Downloadable!]
    2. Nicolas Ziebarth & Markus Grabka, 2009. "In Vino Pecunia? The Association Between Beverage-Specific Drinking Behavior and Wages," Journal of Labor Research, Springer, vol. 30(3), pages 219-244, September. [Downloadable!] (restricted)
      Other versions:
    3. Steven Stillman & David C. Maré, 2008. "Housing Markets and Migration: Evidence from New Zealand," Working Papers 08_06, Motu Economic and Public Policy Research. [Downloadable!]
    4. Matthew Baker & Niklas J. Westelius, 2009. "Crime, Expectations and The Deterrence Hypothesis," Hunter College Department of Economics Working Papers 425, Hunter College: Department of Economics. [Downloadable!]

  6. 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. [Downloadable!] (restricted)
    Other versions:

    See citations under working paper version above.

  7. 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. [Downloadable!] (restricted)
    Other versions:

    See citations under working paper version above.

  8. 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. [Downloadable!]
    Other versions:

    See citations under working paper version above.

  9. Christopher F Baum, 2005. "Stata: The language of choice for time-series analysis?," Stata Journal, StataCorp LP, vol. 5(1), pages 46-63, March. [Downloadable!]
    Other versions:

    See citations under working paper version above.

  10. 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. [Downloadable!] (restricted)
    Other versions:

    See citations under working paper version above.

  11. 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. [Downloadable!]
    Other versions:

    See citations under working paper version above.

  12. 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. [Downloadable!]
    Other versions:

    See citations under working paper version above.

  13. Christopher Baum & Mustafa Caglayan & Neslihan Ozkan, 2003. "Sectoral fluctuations in U.K. firms' investment expenditures," Economics Bulletin, Economics Bulletin, vol. 5(13), pages 1-10. [Downloadable!]
    Other versions:

    See citations under working paper version above.

  14. 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. [Downloadable!] (restricted)
    Other versions:

    See citations under working paper version above.

  15. 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. [Downloadable!] (restricted)

    Cited by:

    1. Leo Krippner, 2006. "A Yield Curve Perspective on Uncovered Interest Parity," Working Papers in Economics 06/16, University of Waikato, Department of Economics. [Downloadable!]

  16. 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. [Downloadable!] (restricted)
    Other versions:

    See citations under working paper version above.

  17. Christopher F. Baum, 2001. "Tests for stationarity of a time series," Stata Technical Bulletin, StataCorp LP, vol. 10(57). [Downloadable!]

    Cited by:

    1. Christopher F Baum, 2002. "Facilitating Applied Economic Research with Stata," Boston College Working Papers in Economics 531, Boston College Department of Economics. [Downloadable!]
    2. Martinez-Espineira, Roberto, 2005. "An Estimation of Residential Water Demand Using Co-Integration and Error Correction Techniques," MPRA Paper 615, University Library of Munich, Germany, revised Jan 2006. [Downloadable!]
      Other versions:
    3. L.A. Gil-Alana, 2003. "Testing the Power of a Generalization of the KPSS-Tests against Fractionally Integrated Hypotheses," Computational Economics, Springer, vol. 22(1), pages 23-38, August. [Downloadable!] (restricted)
    4. 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. [Downloadable!]

  18. 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. [Downloadable!] (restricted)
    Other versions:

    See citations under working paper version above.

  19. Christopher F Baum, 2001. "Residual diagnostics for cross-section time series regression models," Stata Journal, StataCorp LP, vol. 1(1), pages 101-104, November. [Downloadable!]

    Cited by:

    1. Thomas C O'Connor, 2007. "Cross-listing in the U.S. and domestic investor protection," Economics, Finance and Accounting Department Working Paper Series n1861107.pdf, Department of Economics, Finance and Accounting, National University of Ireland - Maynooth. [Downloadable!]

  20. 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. [Downloadable!] (restricted)
    Other versions:

    See citations under working paper version above.

  21. Christopher F. Baum & Vince Wiggins, 2001. "Utility for time series data," Stata Technical Bulletin, StataCorp LP, vol. 10(57). [Downloadable!]

    Cited by:

    1. 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. [Downloadable!]
      Other versions:
    2. 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. [Downloadable!]

  22. 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. [Downloadable!] (restricted)
    Other versions:

    See citations under working paper version above.

  23. Christopher F. Baum & Vince Wiggins, 2001. "Tests for long memory in a time series," Stata Technical Bulletin, StataCorp LP, vol. 10(57). [Downloadable!]

    Cited by:

    1. Christopher F Baum & Mustafa Caglayan, 2007. "Effects of Exchange Rate Volatility on the Volume and Volatility of Bilateral Exports," Money Macro and Finance (MMF) Research Group Conference 2006 64, Money Macro and Finance Research Group. [Downloadable!]
    2. 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. [Downloadable!]
      Other versions:
    3. Christopher F. Baum & Mustafa Caglayan, 2008. "The Volatility of International Trade Flows and Exchange Rate Uncertainty," Boston College Working Papers in Economics 695, Boston College Department of Economics. [Downloadable!]
    4. Christopher F. Baum & Mustafa Caglayan, 2006. "On the Sensitivity of the Volume and Volatility of Bilateral Trade Flows to Exchange Rate Uncertainty," Boston College Working Papers in Economics 641, Boston College Department of Economics, revised 06 Feb 2008. [Downloadable!]
    5. 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. [Downloadable!]

  24. Barkoulas, John T & Baum, Christopher F & Travlos, Nickolaos, 2000. "Long Memory in the Greek Stock Market," Applied Financial Economics, Taylor and Francis Journals, vol. 10(2), pages 177-84, April. [Downloadable!] (restricted)
    Other versions:

    See citations under working paper version above.

  25. 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.
    Other versions:

    See citations under working paper version above.

  26. Barkoulas, John T & Baum, Christopher F & Caglayan, Mustafa, 1999. "Fractional Monetary Dynamics," Applied Economics, Taylor and Francis Journals, vol. 31(11), pages 1393-1400, November. [Downloadable!] (restricted)
    Other versions:

    See citations under working paper version above.

  27. 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. [Downloadable!] (restricted)
    Other versions:

    See citations under working paper version above.

  28. Baum, Christopher F & Karasulu, Meral, 1998. "Modelling Federal Reserve Discount Policy," Computational Economics, Springer, vol. 11(1-2), pages 53-70, April. [Downloadable!]
    Other versions:

    See citations under working paper version above.

  29. 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. [Downloadable!] (restricted)
    Other versions:

    See citations under working paper version above.

  30. Barkoulas, John T & Baum, Christopher F & Oguz, Gurkan S, 1998. "Stochastic Long Memory in Traded Goods Prices," Applied Economics Letters, Taylor and Francis Journals, vol. 5(3), pages 135-38, March. [Downloadable!] (restricted)
    Other versions:

    See citations under working paper version above.

  31. Barkoulas, John & Baum, Christopher F, 1997. "A Re-examination of the Fragility of Evidence from Cointegration-Based Tests of Foreign Exchange Market Efficiency," Applied Financial Economics, Taylor and Francis Journals, vol. 7(6), pages 635-43, December. [Downloadable!] (restricted)
    Other versions:

    See citations under working paper version above.

  32. Barkoulas, John T. & Baum, Christopher F., 1996. "Long-term dependence in stock returns," Economics Letters, Elsevier, vol. 53(3), pages 253-259, December. [Downloadable!] (restricted)
    Other versions:

    See citations under working paper version above.

  33. Baum, Christopher F & Furno, Marilena, 1990. "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 465-77, November. [Downloadable!] (restricted)

    Cited by:

  34. Stern, Robert M & Baum, Christopher F & Greene, Mark N, 1979. "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 179-92, February. [Downloadable!] (restricted)

    Cited by:

    1. Jaime Marquez, 1992. "The autonomy of trade elasticities: choice and consequences," International Finance Discussion Papers 422, Board of Governors of the Federal Reserve System (U.S.). [Downloadable!]
    2. Jaime Marquez, 1994. "The constancy of illusions or the illusion of constancies: income and price elasticities for U.S. imports, 1890-1992," International Finance Discussion Papers 475, Board of Governors of the Federal Reserve System (U.S.). [Downloadable!]
    3. Catherine L. Mann & Katharina Plück, 2005. "The US Trade Deficit: A Disaggregated Perspective," Peterson Institute Working Paper Series WP05-11, Peterson Institute for International Economics. [Downloadable!]
    4. Erkin I. Bairam, Lawrence Ng, 2001. "Thirlwall’s Law and the Stability of Export and Import Income Elasticities," International Review of Applied Economics, Taylor and Francis Journals, vol. 15(3), pages 287-303, July. [Downloadable!] (restricted)
    5. Alfonso Herranz Loncan & Daniel Aurelio Tirado Fabregat, 1996. "Foreign trade traps in the european periphery: Spain, 1870-1913," Working Papers in Economics 5, Universitat de Barcelona. Espai de Recerca en Economia. [Downloadable!]
    6. Thomas M Fullerton Jr & W Charles Sawyer & Richard L Sprinkle, 2004. "Latin American Trade Elasticities," International Trade 0407009, EconWPA. [Downloadable!]
    7. Chiou-Shuang Yan & Edward C. Koziara, 1991. "Import Contents Of Final Expenditures In The United States," International Economic Journal, Korean International Economic Association, vol. 5(1), pages 51-62, April. [Downloadable!] (restricted)
    8. Jaime Marquez, 2000. "The Puzzling Income Elasticity of US Imports," Econometric Society World Congress 2000 Contributed Papers 1128, Econometric Society. [Downloadable!]
    9. Yoichi Matsubayashi & Shigeyuki Hamori, 2003. "Some international evidence on the stability of aggregate import demand function," Applied Economics, Taylor and Francis Journals, vol. 35(13), pages 1497-1504, September. [Downloadable!] (restricted)
    10. Jaime Marquez, 1995. "A century of trade elasticities for Canada, Japan, and the United States," International Finance Discussion Papers 531, Board of Governors of the Federal Reserve System (U.S.). [Downloadable!]
    11. Frank R. Lichtenberg & Donald Siegel, 1991. "The Impact of R&D Investment On Productivity - New Evidence Using Linked R&D-LRD Data," NBER Working Papers 2901, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
      Other versions:
    12. Peter Hooper & Karen Johnson & Jaime Marquez, 1998. "Trade elasticities for G-7 countries," International Finance Discussion Papers 609, Board of Governors of the Federal Reserve System (U.S.). [Downloadable!]

  35. Christopher F Baum & David Coe, 1978. "A Logit Analysis of the Factor Content of West German Foreign Trade," Review of World Economics (Weltwirtschaftliches Archiv), Springer, vol. 114, pages 328-338.
    Published as:

    Cited by:

    1. Helmut Forstner, 1984. "The changing pattern of international trade in manufactures: A logit analysis," Review of World Economics (Weltwirtschaftliches Archiv), Springer, vol. 120(1), pages 1-17, March. [Downloadable!] (restricted)

Software components

  1. 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 12 Feb 2005. [Downloadable!]

    Cited by:

    1. Martinez-Espineira, Roberto, 2005. "An Estimation of Residential Water Demand Using Co-Integration and Error Correction Techniques," MPRA Paper 615, University Library of Munich, Germany, revised Jan 2006. [Downloadable!]
      Other versions:
    2. Johann Burgstaller, 2005. "When and why do Austrian companies issue shares?," Economics working papers 2005-03, Department of Economics, Johannes Kepler University Linz, Austria. [Downloadable!]

  2. 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 16 Jul 2004. [Downloadable!]

    Cited by:

    1. Johann Burgstaller, 2005. "When and why do Austrian companies issue shares?," Economics working papers 2005-03, Department of Economics, Johannes Kepler University Linz, Austria. [Downloadable!]

  3. 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. [Downloadable!]

    Cited by:

    1. Elina Eskola, 2005. "Commercialisation and Poverty in Tanzania: Household-level Analysis," Discussion Papers 05-27, University of Copenhagen. Department of Economics. [Downloadable!]
    2. Banerjee, Swagata Ban & Martin, Steven W. & Roberts, Roland K. & Larson, James A. & Hogan, Robert, Jr. & Johnson, Jason L. & Paxton, Kenneth W. & Reeves, Jeanne M., 2007. "Adoption of Conservation-Tillage Practices in Cotton Production," 2007 Annual Meeting, February 4-7, 2007, Mobile, Alabama 34842, Southern Agricultural Economics Association. [Downloadable!]

  4. 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 18 Jul 2008. [Downloadable!]

    Cited by:

    1. Thorsten Drautzburg & Inna Melnykovska & Rainer Schweickert, 2008. "Which Membership Matters? External vs. Internal Determinants of Institutional Change in Transition Countries," Kiel Working Papers 1421, Kiel Institute for the World Economy. [Downloadable!]
    2. Mitze, Timo & Alecke, Björn & Untiedt, Gerhard, 2008. "Trade, FDI and Cross-Variable Linkages: A German (Macro-)Regional Perspective," MPRA Paper 12245, University Library of Munich, Germany. [Downloadable!]
    3. Kovandzic, Tomislav & Schaffer, Mark & Kleck, Gary, 2008. "Estimating the Causal Effect of Gun Prevalence on Homicide Rates: A Local Average Treatment Effect Approach," IZA Discussion Papers 3589, Institute for the Study of Labor (IZA). [Downloadable!]
    4. Entorf, Horst & Spengler, Hannes, 2008. "Is Being 'Soft on Crime' the Solution to Rising Crime Rates? Evidence from Germany," IZA Discussion Papers 3710, Institute for the Study of Labor (IZA). [Downloadable!]
      Other versions:
    5. Li, Lan & Carman, Hoy F. & Sexton, Richard J., 2008. "Countercyclical Price Movements during Periods of Peak Demand: Evidence from Grocery Retail Price for Avocados," 2008 Annual Meeting, July 27-29, 2008, Orlando, Florida 6251, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association). [Downloadable!]
    6. Fischer, Justina AV, 2008. "Competition and well-being: does market competition make people unhappy?," Working Paper Series in Economics and Finance 697, Stockholm School of Economics. [Downloadable!]
    7. Aaron Mehrotra & Tuomas Peltonen & Alvaro Santos Rivera, 2007. "Modelling inflation in China - a regional perspective," Working Paper Series 829, European Central Bank. [Downloadable!]
      Other versions:
    8. Bi, Xiang & Khanna, Madhu, 2008. "Impact of EPA's Voluntary 33/50 Program on Pollution Prevention Adoption and Toxic Releases," 2008 Annual Meeting, July 27-29, 2008, Orlando, Florida 6258, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association). [Downloadable!]
    9. Aslihan Arslan & J. Edward Taylor, 2008. "Farmers' Subjective Valuation of Subsistence Crops: The Case of Traditional Maize in Mexico," Kiel Working Papers 1457, Kiel Institute for the World Economy. [Downloadable!]
    10. Kleck, Gary & Kovandzic, Tomislav & Schaffer, Mark E, 2005. "Gun Prevalence, Homicide Rates and Causality: A GMM Approach to Endogeneity Bias," CEPR Discussion Papers 5357, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)

  5. Christopher F Baum, 2001. "DENTON: Stata module to interpolate a quarterly flow series from annual totals via proportional Denton method," Statistical Software Components S422501, Boston College Department of Economics, revised 15 Jul 2008. [Downloadable!]

    Cited by:

    1. 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. [Downloadable!]
      Other versions:
    2. 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. [Downloadable!]
      Other versions:
    3. Christopher F Baum, & Mustafa Caglayan & Neslihan Ozkan & Oleksandr Talavera, 2005. "The Impact of Macroeconomic Uncertainty onNon-Financial Firms’ Demandf or Liquidity," Working Papers 2005_26, Department of Economics, University of Glasgow. [Downloadable!]
    4. 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. [Downloadable!]

  6. Fabian Bornhorst & Christopher F Baum, 2001. "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. [Downloadable!]

    Cited by:

    1. Entorf, Horst & Spengler, Hannes, 2008. "Is Being 'Soft on Crime' the Solution to Rising Crime Rates? Evidence from Germany," IZA Discussion Papers 3710, Institute for the Study of Labor (IZA). [Downloadable!]
      Other versions:

  7. 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. [Downloadable!]

    Cited by:

    1. Gomes, F. A. R. & Silva, C. G., 2007. "Measuring Unemployment Persistence of Different Labor Force Groups In the Greater Sao Paulo Metropolitan Area," Ibmec Working Papers wpe_69, Ibmec Working Paper, Ibmec São Paulo. [Downloadable!]
    2. Michal Franta & Branislav Saxa & Katerina Smidkova, 2007. "Inflation Persistence in New EU Member States: Is It Different Than in the Euro Area Members?," Working Papers 2007/10, Czech National Bank, Research Department. [Downloadable!]

  8. 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. [Downloadable!]

    Cited by:

    1. Trung, Le Dang & Tam, Tran Ngo Minh & Baulch, Bob & Hansen, Henrik, 2007. "Testing for Food Market Integration: A Study of the Vietnamese Paddy Market," 81st Annual Conference, April 2-4, 2007, Reading University 7974, Agricultural Economics Society. [Downloadable!]
      Other versions:

  9. 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. [Downloadable!]

    Cited by:

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

  10. Christopher F Baum & Vince Wiggins & Steven Stillman & Mark E Schaffer, 1999. "OVERID: Stata module to calculate tests of overidentifying restrictions after ivreg, ivreg2, ivprobit, ivtobit, reg3," Statistical Software Components S396902, Boston College Department of Economics, revised 07 Jul 2008. [Downloadable!]

    Cited by:

    1. Rios, Ana R. & Masters, William A. & Shively, Gerald E., 2008. "Linkages between Market Participation and Productivity: Results from a Multi-Country Farm Household Sample," 2008 Annual Meeting, July 27-29, 2008, Orlando, Florida 6145, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association). [Downloadable!]
    2. John Knight & Lina Song & Ramani Gunatilaka, 2007. "Subjective Well-being and its Determinants in Rural China," Economics Series Working Papers 334, University of Oxford, Department of Economics. [Downloadable!]
    3. John Knight & Ramani Gunatilaka, 2007. "Great Expectations? The Subjective Well-Being of Rural-Urban Migrants in China," Economics Series Working Papers 322, University of Oxford, Department of Economics. [Downloadable!]

Chapters

    Sorry, no citations of chapters recorded.

Books

  1. Christopher F Baum, 2006. "An Introduction to Modern Econometrics using Stata," Stata Press books, StataCorp LP, number imeus, November-. [Downloadable!]

    Cited by:

    1. Wolf, C, 2008. "Does Ownership Matter? The Performance and Efficiency of State Oil vs. Private Oil (1987-2006)," Cambridge Working Papers in Economics 0828, Faculty of Economics, University of Cambridge. [Downloadable!]
    2. Cuyvers L. & Plasmans J. & Soeng R. & Van den Bulcke D., 2008. "Determinants of Foreign Direct Investment in Cambodia: Country-Specific Factor Differentials," Working Papers 2008003, University of Antwerp, Faculty of Applied Economics. [Downloadable!]
    3. Lööf, Hans, 2007. "Technology Spillovers and Innovation - the importance of domestic and foreign sources," Working Paper Series in Economics and Institutions of Innovation 83, Royal Institute of Technology, CESIS - Centre of Excellence for Science and Innovation Studies, revised 29 Jun 2007. [Downloadable!]
    4. Christopher F Baum & Mark E. Schaffer & Steven Stillman, 2007. "Enhanced routines for instrumental variables/GMM estimation and testing," CERT Discussion Papers 0706, Centre for Economic Reform and Transformation, Heriot Watt University. [Downloadable!]
      Other versions:
    5. Molnár, József, 2008. "Market power and merger simulation in retail banking," Research Discussion Papers 4/2008, Bank of Finland. [Downloadable!]
    6. Storchmann, Karl, 2008. "The impact of the wine industry on hotels and restaurants in Walla Walla," Working Papers 37358, American Association of Wine Economists. [Downloadable!]
    7. Austin Nichols, 2007. "Review of An Introduction to Modern Econometrics Using Stata by Baum," Stata Journal, StataCorp LP, vol. 7(1), pages 131-136, February. [Downloadable!]
    8. Fathi Ali & Norbert Fiess & Ronald MacDonald, 2008. "Do Institutions Matter for Foreign Direct Investment?," Working Papers 2008_26, Department of Economics, University of Glasgow. [Downloadable!]
    9. Cuyvers L. & Plasmans J. & Soeng R. & Van den Bulcke D., 2008. "Productivity Spillovers from Foreign Direct Investment in the Cambodian Manufacturing Sector: Evidence from Establishment-Level Data," Working Papers 2008004, University of Antwerp, Faculty of Applied Economics. [Downloadable!]
    10. Yu, J. & Nijkamp, P., 2008. "Ownership, R&D and productivity change : assessing the catch-up in China’s high-tech industries," Serie Research Memoranda 0010, VU University Amsterdam, Faculty of Economics, Business Administration and Econometrics. [Downloadable!]

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