Access Statistics for Christopher Baum

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Re-examination of the Fragility of Evidence from Cointegration- Based Tests of Foreign Exchange Market Efficiency 1 3 12 442 4 11 53 1,887
A little bit of Stata programming goes a long way 18 49 370 1,336 26 89 617 2,192
A little bit of Stata programming goes a long way 80 258 911 2,042 145 444 1,515 3,369
A re-evaluation of empirical tests of the Fisher hypothesis 1 4 11 330 9 29 101 1,226
A re-evaluation of empirical tests of the Fisher hypothesis 0 4 9 322 3 12 41 1,184
A review of Stata 8.1 and its time series capabilities 10 44 221 1,416 40 123 553 2,765
An Alternative Strategy for Estimation of a Nonlinear Model of the Term Structure of Interest Rates 0 4 21 185 7 17 66 1,703
Anti-Takeover Amendments, Managerial Entrenchment, And Shareholders' Interests 0 0 0 0 7 21 85 493
Changes in the Balance Sheet of the U.S. Manufacturing Sector, 1926- 1977 0 1 7 45 6 15 88 515
Credible Disinflation Policy in a Dynamic Setting 1 2 6 160 2 8 34 1,256
Dynamics of Intra-EMS Interest Rate Linkages 0 0 3 53 2 5 34 215
Dynamics of Intra-EMS Interest Rate Linkages 1 2 9 168 5 18 52 782
Effects of Exchange Rate Volatility on the Volume and Volatility of Bilateral Exports 7 15 45 83 16 37 116 163
Effects of Exchange Rate Volatility on the Volume and Volatility of Bilateral Exports 6 10 60 176 13 30 165 468
Efficient Management of Multi-Frequency Panel Data with Stata 3 14 54 539 14 34 134 1,349
Efficient management of multi-frequency panel data with Stata 1 5 9 195 3 10 53 553
Enhanced routines for instrumental variables/GMM estimation and testing 8 21 119 119 19 52 185 185
Enhanced routines for instrumental variables/GMM estimation and testing 28 102 386 386 51 159 709 808
Exchange Rate Effects on the Volume and Variability of Trade Flows 5 16 52 864 8 31 112 2,738
Exchange Rate Effects on the Volume and Variability of Trade Flows 0 0 3 3 2 18 76 1,321
Exchange Rate Effects on the Volume of Trade Flows: An Empirical Analysis Employing High-Frequency Data 4 16 58 581 15 44 219 1,340
Exchange Rate Effects on the Volume of Trade Flows: An Empirical Analysis Employing High-Frequency Data 2 8 35 579 11 33 142 1,352
Exchange Rate Uncertainty and Firm Profitability 5 10 42 390 17 41 129 1,371
Facilitating Applied Economic Research with Stata 8 27 75 444 16 54 154 947
Firm Investment and Financial Frictions 1 2 23 51 10 18 72 134
Forward Premiums and Market Efficiency: Panel Unit-root Evidence from the Term Structure of Forward Premiums 1 5 20 482 3 17 104 1,764
Fractional Cointegration Analysis of Long Term International Interest Rates 2 5 20 722 5 14 78 2,650
Fractional Differencing Modeling and Forecasting of Eurocurrency Deposit Rates 1 6 14 336 8 27 68 1,890
Fractional Dynamics in Japanese Financial Time Series 1 1 4 292 4 7 33 1,302
Fractional Monetary Dynamics 0 2 7 189 1 7 33 1,017
Instrumental variables and GMM: Estimation and testing 38 134 505 2,290 86 267 949 4,452
Instrumental variables and GMM: Estimation and testing 4 14 44 481 10 32 131 1,072
Instrumental variables and GMM: Estimation and testing 8 27 106 923 19 55 213 1,694
Instrumental variables: Overview and advances 23 75 343 343 34 127 522 522
Long Memory and Forecasting in Euroyen Deposit Rates 0 3 12 282 7 11 38 1,772
Long Memory in the Greek Stock Market 0 6 21 899 16 52 180 4,904
Long Term Dependence in Stock Returns 0 5 27 549 5 19 70 1,577
Long memory or structural breaks: Can either explain nonstationary real exchange rates under the current float? 1 5 19 440 13 28 102 2,057
Long-Memory Forecasting of U.S. Monetary Indices 0 5 15 220 4 12 46 525
Low Inflation or Stable Prices? Monetary Policy in the Absence of Deficit Finance 0 2 9 67 2 12 58 283
Macroeconomic Uncertainty and Firm Leverage 0 3 17 52 8 18 55 154
Macroeconomics Uncertainty and Firm Leverage 0 2 10 36 6 13 49 144
Modeling Returns on the Term Structure of Treasury Interest Rates 1 2 10 788 2 9 50 3,228
Modeling fixed income excess returns 1 1 10 394 6 11 51 2,127
Modelling Federal Reserve Discount Policy 0 1 9 163 4 13 81 1,530
Monetary Policy in the Transition to a Zero Federal Deficit 1 1 9 197 4 8 44 2,015
Nearest-Neighbor Forecasts of U.S. Interest Rates 2 3 31 737 11 13 97 3,669
Nonlinear Adjustment to Purchasing Power Parity in the post-Bretton Woods Era 0 4 20 818 4 16 92 4,426
Nonlinear Effects of Exchange Rate Volatility on the Volume of Bilateral Exports 3 14 54 586 12 36 139 1,581
Nonlinear Nonparametric Prediction of the 90-Day T-Bill Rate 5 13 57 597 59 175 634 6,502
On the Investment Sensitivity of Debt under Uncertainty 5 5 5 5 1 1 1 1
On the Sensitivity of Firms' Investment to Cash Flow and Uncertainty 1 8 66 188 14 38 207 570
Persistence in International Inflation Rates 4 10 26 498 18 52 184 4,645
Persistent Dependence in Foreign Exchange Rates? A Reexamination 0 6 18 334 10 27 89 2,038
Poison Pills, Optimal Contracting and the Market for Corporate Control: Evidence from Fortune 500 Firms 0 4 20 1,216 9 34 113 5,258
Political patronage in Ukranian banking 3 8 30 62 15 46 187 298
Powerful new tools for time series analysis 18 50 228 228 25 86 376 376
Q, Cash Flow and Investment: An Econometric Critique 0 3 16 315 6 16 72 1,416
Re-examining the Transmission of Monetary Policy: What More Do a Million Observations Have to Say 0 4 18 78 1 10 42 215
Reexamining the Term Structure of Interest Rates and the Interwar Demand for Money 0 1 5 246 1 3 22 1,880
Rolling Regressions with Stata 14 51 173 633 27 92 384 1,293
Sectoral Fluctuations in U.K. Firms' Investment Expenditures 0 0 4 95 2 4 31 688
Sectoral Fluctuations in U.K. Firms' Investment Expenditures 1 1 3 84 3 10 39 470
Securities Fraud Class Actions and Corporate Governance: New Evidence on the Role of Merit 4 10 25 35 12 28 142 166
Should you become a Stata programmer? 85 218 436 686 113 292 611 919
Stata: The language of choice for time series analysis? 9 48 260 1,290 22 121 576 2,224
Stochastic Long Memory in Traded Goods Prices 0 1 5 129 1 4 23 751
The Effects of Industry-Level Uncertainty on Cash Holdings: The Case of Germany 2 2 24 80 11 30 134 331
The Effects of Industry-Level Uncertainty on Cash Holdings: The Case of Germany 0 1 3 6 1 6 28 52
The Effects of Short-Term Liabilities on Profitability: A Comparison of German and US Firms 7 15 55 146 27 73 268 662
The Effects of Short-Term Liabilities on Profitability: The Case of Germany 2 5 26 43 8 27 103 162
The Effects of Short-Term Liabilities on Profitability: The Case of Germany 3 3 24 38 10 21 91 145
The Effects of Uncertainty on the Leverage of Non-Financial Firms 2 6 29 185 15 25 147 693
The Ex Ante Predictive Accuracy of Alternative Models of the Term Structure of Interest Rates 0 1 2 45 2 5 37 299
The Ex Ante Predictive Accuracy of Alternative Models of the Term Structure of Interest Rates 1 5 9 789 5 17 59 2,777
The Forward Rate Unbiasedness Hypothesis Revisited: Evidence from a New Test 1 14 50 743 9 66 249 2,893
The Impact of Macroeconomic Uncertainty on Bank Lending Behavior 3 6 39 332 9 15 95 856
The Impact of Macroeconomic Uncertainty on Bank Lending Behavior 2 6 44 463 5 16 94 1,284
The Impact of Macroeconomic Uncertainty on Bank Lending Behavior 0 3 20 87 2 11 56 305
The Impact of Macroeconomic Uncertainty on Cash Holdings for Non-Financial Firms 0 0 9 50 4 10 51 231
The Impact of Macroeconomic Uncertainty on Cash Holdings for Non-Financial Firms 0 2 8 168 8 15 69 417
The Impact of Macroeconomic Uncertainty on Cash Holdings for Non-Financial Firms 0 1 7 13 2 9 48 71
The Impact of Macroeconomic Uncertainty on Cash Holdings for Non–Financial Firms 0 2 15 85 6 17 70 319
The Impact of Macroeconomic Uncertainty on Non-Financial Firms' Demand for Liquidity 2 4 27 195 13 28 133 961
The Impact of Macroeconomic Uncertainty on Trade Credit for Non-Financial Firms 0 1 6 124 4 7 38 449
The Impact of Macroeconomic Uncertainty onNon-Financial Firms’ Demandf or Liquidity 1 2 4 4 9 12 35 39
The role of uncertainty in the transmission of monetary policy effects on bank lending 0 1 30 190 5 15 75 613
The second moments matter: The response of bank lending behavior to macroeconomic uncertainty 2 2 17 99 6 11 70 414
The second moments matter: The response of bank lending behavior to macroeconomic uncertainty 2 2 27 98 5 8 76 275
The second moments matter: The response of bank lending behaviour to macroeconomic uncertainty 1 3 16 16 7 13 50 52
Time series filtering techniques in Stata 6 30 133 344 15 65 268 622
Time series filtering techniques in Stata 4 16 74 200 13 40 180 403
Time-Varying Risk Premia in the Foreign Currency Futures Basis 2 9 35 569 8 22 126 2,843
Tobin's Q And Financial Policy Revisited 0 0 0 0 8 20 115 696
Topics in time series regression modeling 11 40 200 889 31 104 449 1,806
Uncertainty Determinants of Corporate Liquidity 0 2 8 13 8 13 37 60
Uncertainty Determinants of Corporate Liquidity 0 1 7 31 3 7 32 108
Uncertainty Determinants of Corporate Liquidity 4 5 27 101 15 34 150 385
Uncertainty Determinants of Corporate Liquidity 1 2 9 28 3 6 39 129
Uncertainty Determinants of Firm Investment 2 8 56 133 12 26 169 336
Waves and Persistence in Merger and Acquisition Activity 7 33 113 1,742 50 157 502 7,161
cron, perl and Stata: automated production and presentation of a business-daily index 3 7 35 142 10 31 129 452
Total Working Papers 497 1,624 6,460 38,105 1,413 4,198 16,793 135,682

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Logit Analysis of the Factor Content of West German Foreign Trade 0 0 0 0 3 4 30 95
A Re-examination of the Fragility of Evidence from Cointegration-Based Tests of Foreign Exchange Market Efficiency 0 0 1 36 2 2 15 312
A logit analysis of the factor content of West German foreign trade 1 1 3 3 2 2 16 16
A nonparametric investigation of the 90-day t-bill rate 1 1 6 29 11 29 106 452
A review of Stata 8.1 and its time series capabilities 2 7 29 158 5 16 74 424
A test for long-range dependence in a time series 0 6 8 8 4 10 13 13
Activist policy and macroeconomic instability 0 2 5 6 1 9 18 40
An empirical analysis of the composition of manufacturing employment in the industrialized countries 0 0 2 5 0 0 9 28
Analyzing the Stability of Demand-for-Money Equations via Bounded-Influence Estimation Techniques 1 3 13 89 8 21 67 484
Compacting time series data 0 0 5 5 2 3 10 10
Coordination of large macroeconomies'policies and the stability of small economies 0 0 0 2 0 0 12 30
Cumulative author index, volumes 1-7 0 0 4 4 4 5 14 14
Dynamic adjustment of firms' capital structures in a varying-risk environment 1 1 5 7 1 1 11 21
Dynamics of Intra-EMS Interest Rate Linkages 1 3 8 10 6 17 45 56
Enhanced routines for instrumental variables/generalized method of moments estimation and testing 10 29 61 61 19 64 119 119
Evidence on Structural Change in the Demand for Aggregate U.S. Imports and Exports 0 1 3 70 1 4 20 352
Exchange Rate Uncertainty and Firm Profitability 0 0 7 39 3 4 29 189
Exchange rate effects on the volume and variability of trade flows 0 3 20 138 3 14 65 487
Foreword 0 0 0 0 0 1 7 17
Forward premiums and market efficiency: Panel unit-root evidence from the term structure of forward premiums 1 1 8 55 2 6 46 257
Fractional Monetary Dynamics 0 0 2 22 2 4 17 244
Fractional dynamics in Japanese financial time series 0 0 0 17 1 1 10 118
Instrumental variables and GMM: Estimation and testing 26 79 318 1,560 78 237 801 3,780
Long Memory in the Greek Stock Market 0 2 8 66 7 18 44 403
Long memory or structural breaks: can either explain nonstationary real exchange rates under the current float? 1 3 10 27 5 14 51 191
Long-memory forecasting of US monetary indices 0 1 4 15 4 5 39 72
Long-term dependence in stock returns 0 2 12 44 8 25 65 189
Metadata for user-written contributions to the Stata programming language 0 1 1 1 2 6 8 8
Metadata for user-written contributions to the Stata programming language: extensions 0 2 3 3 3 6 8 8
Modelling Federal Reserve Discount Policy 0 0 1 67 5 9 38 799
Multivariate portmanteau (Q) test for white noise 11 25 37 37 23 62 83 83
Nonlinear adjustment to purchasing power parity in the post-Bretton Woods era 0 0 4 55 1 5 30 295
Nonlinear effects of exchange rate volatility on the volume of bilateral exports 0 7 34 196 6 25 97 650
On the Construction of Monthly Term Structures of U.S. Interest Rates, 1919-1930 0 0 0 0 3 10 42 447
On the sensitivity of optimal control solutions 1 1 7 10 2 4 20 38
Q, Cash Flow and Investment: An Econometric Critique 0 0 5 29 5 10 42 179
Residual diagnostics for cross-section time series regression models 6 20 84 745 16 59 241 2,090
Sectoral fluctuations in U.K. firms' investment expenditures 0 0 1 24 2 2 13 232
Stata tip 37: And the last shall be first 1 1 2 13 4 4 20 47
Stata tip 38: Testing for groupwise heteroskedasticity 7 14 58 106 12 36 143 238
Stata tip 40: Taking care of business 3 9 45 73 8 28 94 153
Stata tip 45: Getting those data into shape 2 17 54 55 9 44 139 144
Stata tip 63: Modeling proportions 4 4 4 4 7 7 7 7
Stata: The language of choice for time-series analysis? 8 22 53 216 16 52 152 597
Stochastic Long Memory in Traded Goods Prices 0 0 4 17 0 0 13 126
Test for autoregressive conditional heteroskedasticity in regression error distribution 1 3 5 5 5 16 20 20
Tests for heteroskedasticity in regression error distribution 2 10 11 11 6 19 23 23
Tests for long memory in a time series 0 5 5 5 3 9 11 11
Tests for serial correlation in regression error distribution 2 10 11 11 7 20 26 26
Tests for stationarity of a time series 1 11 19 19 11 26 42 42
Tests for stationarity of a time series: update 2 9 16 16 6 15 29 29
The effects of price- and output-stabilising policies in an interdependent world economy 0 0 2 5 0 0 13 31
The forward rate unbiasedness hypothesis reexamined: evidence from a new test 1 2 6 54 5 10 35 220
The impact of macroeconomic uncertainty on non-financial firms' demand for liquidity 2 5 14 29 8 17 60 106
Tobin's Q, intangible capital, and financial policy 0 0 18 59 1 8 72 214
Tobin's q and measurement error: Caveat investigator 1 4 16 59 2 8 49 176
Ukrainische Banken: politische Patronage von Bedeutung 1 5 13 13 9 28 92 98
Uncertainty determinants of firm investment 0 0 0 0 1 1 1 1
Utility for time series data 0 2 9 9 10 20 31 31
Waves and persistence in merger and acquisition activity 4 6 21 137 9 20 88 487
Total Journal Articles 105 340 1,105 4,559 389 1,102 3,535 16,069

Book File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
An Introduction to Modern Econometrics using Stata 22 100 497 797 55 217 1,004 1,588
Total Books 22 100 497 797 55 217 1,004 1,588

Software Item File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
ARCH: MATLAB function to compute ARCH test 8 38 146 909 29 116 420 2,495
ARCHLM: Stata module to calculate LM test for ARCH effects 6 34 127 595 39 156 519 2,501
ARFIMAFC: RATS modules to forecast fractionally differenced timeseries 3 5 27 548 6 19 90 1,536
ARIMAFIT: Stata module to calculate AIC, SIC for ARIMA model 8 42 123 822 43 172 497 3,275
ARRANGEDAR: RATS procedures to calculate arranged autoregressions 1 6 17 228 4 16 77 685
AVPLOT3: Stata module to generate partial regression plots for subsamples 0 5 12 108 9 47 161 1,127
BETACOEF: Stata module to calculate beta coefficients from regression 10 34 154 927 61 204 1,027 6,329
BGTEST: Stata module to calculate Breusch-Godfrey test for serial correlation 10 57 172 959 93 424 1,161 5,197
BKING: Stata module to implement Baxter-King filter for timeseries data 6 23 95 725 35 101 352 2,669
BPAGAN: Stata module to perform Breusch-Pagan test for heteroskedasticity 20 94 318 1,541 85 400 1,193 5,410
BUTTERWORTH: Stata module to implement Butterworth square-wave highpass filter for timeseries data 3 9 29 57 21 60 200 376
CFITZRW: Stata module to implement Christiano-Fitzgerald Random Walk band pass filter for timeseries data 6 15 57 119 17 53 175 377
CHECKREG3: Stata module to check identification status of simultaneous equations system 8 26 65 65 21 74 228 228
CLEMAO_IO: Stata module to perform unit root tests with one or two structural breaks 8 30 121 416 27 88 332 1,221
CNSRSIG: Stata module to evaluate validity of restrictions on a regression 1 8 39 194 11 44 162 963
CUSUM6: Stata module to compute cusum, cusum^2 stability tests 16 30 108 579 27 81 254 2,109
DENTON: Stata module to interpolate a quarterly flow series from annual totals via proportional Denton method 4 27 110 500 21 85 299 1,563
DFGLS: Stata module to compute Dickey-Fuller/GLS unit root test 26 65 255 1,481 108 358 1,033 6,028
DMARIANO: Stata module to calculate Diebold-Mariano comparison of forecast accuracy 10 36 116 587 23 83 272 1,445
DMEXOGXT: Stata module to test consistency of OLS vs XT-IV estimates 8 35 94 500 35 115 317 1,779
DURBINH: Stata module to calculate Durbin's h test for serial correlation 10 41 123 801 50 216 614 3,920
FRACDIFF: Stata module to generate fractionally-differenced timeseries 1 5 26 190 5 20 68 692
FRACIRF: Stata module to compute impulse response function for fractionally-integrated timeseries 12 25 72 438 28 92 252 1,659
GENEIGEN: Stata module to calculate eigenvalues of a real general matrix 2 6 18 265 11 42 148 1,476
GHISTCUM: Stata module to graph histogram and cumulative distribution 4 21 60 296 23 99 348 1,974
GPHROB: RATS modules to perform tests for fractional integration of timeseries 2 14 44 521 3 25 95 1,364
GPHUDAK: Stata module to estimate long memory in a timeseries 3 9 35 286 7 23 91 779
GPH_SEAS: RATS module to perform fractional integration of seasonally adjusted timeseries 0 2 14 281 2 7 36 686
HADRILM: Stata module to perform Hadri panel unit root test 15 54 188 1,106 43 138 472 2,543
HEGY4: Stata module to compute Hylleberg et al seasonal unit root test 4 21 51 289 9 46 121 952
HLP2PDF: Stata module to create PDF or PostScript from Stata help file 6 22 22 22 30 100 100 100
HPRESCOTT: Stata module to implement Hodrick-Prescott filter for timeseries data 53 177 568 1,671 82 303 958 2,987
IPSHIN: Stata module to perform Im-Pesaran-Shin panel unit root test 37 114 415 2,224 81 234 861 4,501
IVACTEST: Stata module to perform Cumby-Huizinga test for autocorrelation after IV/OLS estimation 1 10 50 62 23 84 297 353
IVENDOG: Stata module to calculate Durbin-Wu-Hausman endogeneity test after ivreg 39 150 516 2,221 191 631 2,083 8,454
IVGMM0: Stata module to perform instrumental variables via GMM 7 27 100 1,088 21 89 299 3,243
IVREG28: Stata module for extended instrumental variables/2SLS and GMM estimation (v8) 21 59 275 481 69 250 1,255 2,100
IVREG2: Stata module for extended instrumental variables/2SLS and GMM estimation 129 367 1,322 5,323 365 1,232 4,076 14,906
KDENS2: Stata module to estimate bivariate kernel density 12 28 122 506 31 88 360 1,497
KPSS: Stata module to compute Kwiatkowski-Phillips-Schmidt-Shin test for stationarity 20 65 212 1,167 52 168 593 3,393
LEVINLIN: Stata module to perform Levin-Lin-Chu panel unit root test 24 91 374 2,010 70 219 759 4,123
LOG2HTML: Stata module to produce HTML log files 6 16 50 324 19 65 229 1,485
LOMACKINLAY: Stata module to perform Lo-MacKinlay variance ratio test 17 54 139 270 37 115 351 693
LOMODRS: Stata module to perform Lo R/S test for long range dependence in timeseries 3 12 36 427 9 42 124 1,318
MADFULLER: Stata module to perform Dickey-Fuller test on panel data 11 42 149 1,144 43 144 493 3,566
MATIN4-MATOUT4: Stata module to import and export matrices 1 10 28 116 8 31 124 479
MODLPR: Stata module to estimate long memory in a timeseries 0 2 23 261 3 16 79 822
MVCORR: Stata module to generate moving-window correlation or autocorrelation in time series or panel 7 16 50 254 29 87 240 1,038
MVSUMM: Stata module to generate moving-window descriptive statistics in time series or panel 7 18 60 272 18 62 222 1,231
NBERCYCLES: Stata module to generate graph command (and optionally graph) timeseries vs. NBER recession dating 7 20 58 110 23 74 243 466
NHARVEY: Stata module to perform Nyblom-Harvey panel test of common stochastic trends 9 43 152 702 42 137 464 2,274
OMNINORM: Stata module to calculate omnibus test for univariate/multivariate normality 3 8 38 262 23 57 200 1,578
ONESPELL: Stata module to generate single longest spell for each unit in panel data, listwise 1 7 14 87 10 32 116 571
ORSE: Stata module to save odds ratios and their standard errors after logit, ologit 0 8 48 67 21 66 262 338
OUTSERIES: Stata module to write timeseries to text files 0 2 3 64 1 10 24 376
OUTTABLE: Stata module to write matrix to LaTeX table 21 69 184 780 179 515 1,539 7,285
OVERID: Stata module to calculate tests of overidentifying restrictions after ivreg, ivreg2, ivprobit, ivtobit, reg3 66 185 539 2,256 178 518 1,600 6,461
OVERIDXT: Stata module to test validity of instruments in xtivreg 0 0 92 827 49 150 577 2,671
PANELAUTO: Stata module to support tests for autocorrelation on panel data 18 40 142 746 63 175 560 2,532
PANELUNIT: Stata module to support unit root tests on panel data 7 34 124 715 31 91 322 1,887
PROBEXOG-TOBEXOG: Stata modules to test exogeneity in probit/tobit 13 40 133 893