My 5 month old baby is constantly whining. I think she just wants to be held. What can I do to stop this habit?

She will stop whining when we pick her up and walk her around. I thought for a while that maybe it was reflux, but she does it sitting upright in her swing and bouncer too. Then I thought maybe its just teething, but if you give her full attention she will stop sometimes. I have tried to let her cry it out, but she just escalates to full blown bawling and gasping (which is too scary to let continue). I am very patient, but I am having to carry her around constantly to have any peace around here. I need some advice on how to get her to stop the whining, please help.....