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Christopher F. Baum

Christopher F. Baum

D-Index & Metrics

Economics and Finance

D-Index
51
Citations
19774
World Ranking
1295
National Ranking
782

Overview

Christopher F. Baum is affiliated with Boston College in the United States. Their scholarly contributions span multiple fields, primarily focusing on Economics, Econometrics, and Finance, as well as Medicine. Within these areas, Baum's research covers diverse subfields including Economics and Econometrics, Clinical Psychology, Public Health, Environmental and Occupational Health, Health, and Strategy and Management.

Their work addresses several main topics such as Health disparities and outcomes, COVID-19 and Mental Health, COVID-19 epidemiological studies, Market Dynamics and Volatility, Financial Risk and Volatility Modeling, Smoking Behavior and Cessation, and Monetary Policy and Economic Impact.

Christopher F. Baum has published extensively in journals including The Stata Journal Promoting communications on statistics and Stata, SSRN Electronic Journal, Translational Behavioral Medicine, Journal of Adolescent Health, and International Journal of Finance & Economics. The most frequent venue for their publications is The Stata Journal, with eight papers appearing there.

Notable recent papers authored by Baum or featuring their involvement are:

  • Testing for time-varying Granger causality, 2022, The Stata Journal Promoting communications on statistics and Stata
  • The impact of uncertainty on financial institutions: A cross-country study, 2020, International Journal of Finance & Economics
  • Recreational Marijuana Legalization and Adolescent Use of Marijuana, Tobacco, and Alcohol, 2020, Journal of Adolescent Health
  • Trends in mental health symptoms, service use, and unmet need for services among US adults through the first 8 months of the COVID-19 pandemic, 2021, Translational Behavioral Medicine
  • Retracted: Trends in mental health symptoms, service use, and unmet need for services among U.S. adults through the first 9 months of the COVID-19 pandemic, 2021, Translational Behavioral Medicine

Frequent co-authors collaborating with Baum include Summer Sherburne Hawkins, Rebekah Levine Coley, Naoka Carey, Jesús Otero, and Miguel Henry. These collaborations reflect a multidisciplinary approach across health, behavioral science, and economic research.

Best Publications

  • An Introduction to Modern Econometrics Using Stata

    Christopher F. Baum

  • Instrumental variables and GMM: Estimation and testing

    Christopher F. Baum;Mark Edwin Schaffer;Steven Stillman

  • Enhanced routines for instrumental variables/generalized method of moments estimation and testing

    Christopher F. Baum;Mark E. Schaffer;Steven Stillman

  • Enhanced routines for instrumental variables/GMM estimation and testing

    Christopher F Baum;Mark E. Schaffer;Steven Stillman

  • Residual diagnostics for cross-section time series regression models

    Christopher F. Baum

  • Stata tip 63: Modeling proportions

    Christopher F. Baum

  • Nonlinear adjustment to purchasing power parity in the post-Bretton Woods era

    Christopher F. Baum;John T. Barkoulas;Mustafa Caglayan

  • Long memory in the Greek stock market

    John T. Barkoulas;Christopher F. Baum;Nickolaos Travlos

  • The impact of macroeconomic uncertainty on non-financial firms' demand for liquidity

    Christopher F. Baum;Mustafa Caglayan;Neslihan Ozkan;Oleksandr Talavera

  • Long Term Dependence in Stock Returns

    Christopher F. Baum;John Barkoulas

  • Long-term dependence in stock returns

    John T. Barkoulas;Christopher F. Baum

  • Nonlinear effects of exchange rate volatility on the volume of bilateral exports

    Christopher F. Baum;Mustafa Caglayan;Neslihan Ozkan

  • IVREG210: Stata module for extended instrumental variables/2SLS and GMM estimation (v10)

    Christopher Baum;Mark Schaffer;Steven Stillman

  • Stata: The language of choice for time-series analysis?

    Christopher F. Baum

  • Exchange rate effects on the volume and variability of trade flows

    John T. Barkoulas;Christopher F. Baum;Mustafa Caglayan

  • Advice on using heteroskedasticity-based identification

    Christopher F. Baum;Arthur Lewbel

  • The contextual effects of social capital on health: a cross-national instrumental variable analysis

    Daniel Kim;Christopher F Baum;Michael Ganz;S.V. Subramanian

  • The contextual effects of social capital on health: a cross-national instrumental variable analysis

    Daniel Kim;Christopher F. Baum;Christopher F. Baum;Michael L. Ganz;S.V. Subramanian

  • Persistence in International Inflation Rates

    Christopher F. Baum;John T. Barkoulas;Mustafa Caglayan

  • Uncertainty determinants of corporate liquidity

    Christopher F. Baum;Christopher F. Baum;Mustafa Caglayan;Andreas Stephan;Andreas Stephan;Oleksandr Talavera;Oleksandr Talavera

  • Long Memory in the Greek Stock Market

    John T. Barkoulas;Nickolaos G. Travlos;Nickolaos G. Travlos;Christopher F. Baum

  • The Impact of Macroeconomic Uncertainty onNon-Financial Firms’ Demandf or Liquidity

    Christopher F Baum;Mustafa Caglayan;Neslihan Ozkan;Oleksandr Talavera

Frequent Co-Authors

Mustafa Caglayan
Mustafa Caglayan Heriot-Watt University
Oleksandr Talavera
Oleksandr Talavera University of Birmingham
Andreas Stephan
Andreas Stephan Linnaeus University
Mark E. Schaffer
Mark E. Schaffer Heriot-Watt University
Steven Stillman
Steven Stillman Free University of Bozen-Bolzano
Arthur Lewbel
Arthur Lewbel Boston College
Daniel Kim
Daniel Kim Northeastern University
Nickolaos G. Travlos
Nickolaos G. Travlos University of Surrey
Rebekah Levine Coley
Rebekah Levine Coley Boston College
Robert M. Stern
Robert M. Stern University of Michigan–Ann Arbor

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