From one firefighter's wife to another ;-) Hi! *waves*
Ok, this might sound crazy, but first of all, stop chasing your dog. Your dog thinks that is a game, and it's *LOADS* of fun to him. Stand at the door or wherever is most neutral, bring some treats with you, and calmly ignore as best as you can any running around. Reward him with treats and lots of praise the moment he comes to you. Right now, you are rewarding him by running all over the place trying to capture him.
If this does not seem like the right choice (maybe your yard is not fenced in, or only partially so, or whatever), then just revert back to "puppy training" and get him on a leash before you take him out there. Reward him for doing his "business" and then again when he comes back into his house.
Your dog isn't trying to be "bad". He may be bored, or responding to stress in the house, or any number of things. It may simply be that he discovered this fun game. Whatever it is, it's important to avoid rewarding the behavior (such as by reacting to it), and very helpful to reshape what he does by offering rewards and praise when he does good stuff. There are lots of helpful dog advice sites out there; you may want to search a little.
In addition to having a firefighter hubby, I also have a dog who *used to* cause us a trememndous amount of stress - had horrible separation anxiety, ate our furniture (really, not kidding), prized possesions, etc. and would run away (we have a small yard with no fence, so she'd get off her tether), and now, after some time and a TON of patience (sometimes I look at her and tell her exactly how lucky she is to be alive today, lol), she is ALMOST the dog we'd like her to be ;-) But we love her!