Details about Craig Burnside

E-mail:
Postal address:	Duke University Department of Economics Box 90097 Durham NC 27708-0097
Workplace:	Department of Economics, Duke University, (more information at EDIRC) National Bureau of Economic Research (NBER), (more information at EDIRC)

Access statistics for papers by Craig Burnside.

Last updated 2009-11-04. Update your information in the RePEc Author Service.

Short-id: pbu20

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Working Papers

2009

1. Risk, Volatility, and the Global Cross-Section of Growth Rates
   NBER Working Papers, National Bureau of Economic Research, Inc

2008

2. Do Peso Problems Explain the Returns to the Carry Trade?
   NBER Working Papers, National Bureau of Economic Research, Inc View citations
   Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2008) View citations

2007

3. Empirical Asset Pricing and Statistical Power in the Presence of Weak Risk Factors
   NBER Working Papers, National Bureau of Economic Research, Inc View citations
4. The Cross-Section of Foreign Currency Risk Premia and Consumption Growth Risk: A Comment
   NBER Working Papers, National Bureau of Economic Research, Inc View citations
5. The Returns to Currency Speculation in Emerging Markets
   NBER Working Papers, National Bureau of Economic Research, Inc View citations
   Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2007) View citations
   See also Journal Article in American Economic Review (2007)
6. Understanding the Forward Premium Puzzle: A Microstructure Approach
   CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations
   Also in NBER Working Papers, National Bureau of Economic Research, Inc (2007) View citations
   See also Journal Article in American Economic Journal: Macroeconomics (2009)

2006

7. The Returns to Currency Speculation
   NBER Working Papers, National Bureau of Economic Research, Inc View citations
   Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2006) View citations
   2006 Meeting Papers, Society for Economic Dynamics (2006) View citations

2005

8. Government Finance in the Wake of Currency Crises
   2005 Meeting Papers, Society for Economic Dynamics View citations
   Also in RCER Working Papers, University of Rochester - Center for Economic Research (RCER) (2003) View citations
   CEPR Discussion Papers, C.E.P.R. Discussion Papers (2003) View citations
   NBER Working Papers, National Bureau of Economic Research, Inc (2003) View citations
   See also Journal Article in Journal of Monetary Economics (2006)

2004

9. Aid, policies, and growth: revisiting the evidence
   Policy Research Working Paper Series, The World Bank View citations
10. Hiccups for HIPCs?
    NBER Working Papers, National Bureau of Economic Research, Inc
    Also in Working Papers, World Institute for Development Economic Research (UNU-WIDER) (2001)
    Macroeconomics, EconWPA (2003)

2003

11. Fiscal Shocks and Their Consequences
    NBER Working Papers, National Bureau of Economic Research, Inc View citations
    See also Journal Article in Journal of Economic Theory (2004)

2001

12. On the Fiscal Implications of Twin Crises
    RCER Working Papers, University of Rochester - Center for Economic Research (RCER) View citations
    Also in Working Paper Series, Federal Reserve Bank of Chicago (2001) View citations
    CEPR Discussion Papers, C.E.P.R. Discussion Papers (2001) View citations
    NBER Working Papers, National Bureau of Economic Research, Inc (2001) View citations
    See also Chapter (2003)

2000

13. Assessing the Effects of Fiscal Shocks
    NBER Working Papers, National Bureau of Economic Research, Inc View citations
    Also in Working Paper Series, Federal Reserve Bank of Chicago (1999) View citations
14. Fiscal Shocks in an Efficiency Wage Model
    NBER Working Papers, National Bureau of Economic Research, Inc View citations
    Also in Working Paper Series, Federal Reserve Bank of Chicago (1999) View citations
15. On the Fundamentals of Self-Fulfilling Prophecies
    RCER Working Papers, University of Rochester - Center for Economic Research (RCER)
16. On the Fundamentals of Self-Fulfilling Speculative Attacks
    CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (2000) View citations

1999

17. Hedging and Financial Fragilities in Fixed Exchange Rate Regimes
    RCER Working Papers, University of Rochester - Center for Economic Research (RCER)
18. Hedging and Financial Fragility in Fixed Exchange Rate Regimes
    NBER Working Papers, National Bureau of Economic Research, Inc View citations
    Also in Working Paper Series, Federal Reserve Bank of Chicago (1999) View citations
    CEPR Discussion Papers, C.E.P.R. Discussion Papers (1999) View citations
    See also Journal Article in European Economic Review (2001)
19. Prospective deficits and the asian currency crisis
    Policy Research Working Paper Series, The World Bank View citations
    Also in Working Paper Series, Federal Reserve Bank of Chicago (1998) View citations
    NBER Working Papers, National Bureau of Economic Research, Inc (1998) View citations
    RCER Working Papers, University of Rochester - Center for Economic Research (RCER) (1998) View citations
    CEPR Discussion Papers, C.E.P.R. Discussion Papers (1998) View citations
    See also Journal Article in Journal of Political Economy (2001)

1998

20. Aid, the incentive regime, and poverty reduction
    Policy Research Working Paper Series, The World Bank View citations

1997

21. Aid, policies, and growth
    Policy Research Working Paper Series, The World Bank View citations
    See also Journal Article in American Economic Review (2000)

1995

22. Capital Utilization and Returns to Scale
    NBER Working Papers, National Bureau of Economic Research, Inc View citations
    Also in RCER Working Papers, University of Rochester - Center for Economic Research (RCER) (1995) View citations
    CEPR Discussion Papers, C.E.P.R. Discussion Papers (1995) View citations
    Working Paper Series, Macroeconomic Issues, Federal Reserve Bank of Chicago (1995) View citations
    See also Chapter (1995)
23. Sectoral Solow Residuals
    NBER Working Papers, National Bureau of Economic Research, Inc
    Also in Working Paper Series, Macroeconomic Issues, Federal Reserve Bank of Chicago (1995) View citations
    See also Journal Article in European Economic Review (1996)

1994

24. Factor Hoarding and the Propagation of Business Cycles Shocks
    NBER Working Papers, National Bureau of Economic Research, Inc View citations
    See also Journal Article in American Economic Review (1996)
25. Small Sample Properties of Generalized Method of Moments Based Wald Tests
    NBER Technical Working Papers, National Bureau of Economic Research, Inc View citations
    Also in Working Paper Series, Macroeconomic Issues, Federal Reserve Bank of Chicago (1994) View citations

1993

26. Labor Hoarding and the Business Cycle
    NBER Working Papers, National Bureau of Economic Research, Inc View citations
    See also Journal Article in Journal of Political Economy (1993)

Journal Articles

2009

1. Understanding the Forward Premium Puzzle: A Microstructure Approach
   American Economic Journal: Macroeconomics, 2009, 1, (2), 127-54 View citations
   See also Working Paper (2007)

2008

2. Carry Trade: The Gains of Diversification
   Journal of the European Economic Association, 2008, 6, (2-3), 581-588

2007

3. The Returns to Currency Speculation in Emerging Markets
   American Economic Review, 2007, 97, (2), 333-338 View citations
   See also Working Paper (2007)

2006

4. Government finance in the wake of currency crises
   Journal of Monetary Economics, 2006, 53, (3), 401-440 View citations
   See also Working Paper (2005)

2005

5. Hiccups for HIPCs? Implications of Debt Relief for Fiscal Sustainability and Monetary Policy
   The B.E. Journal of Macroeconomics, 2005, contributions.5, (1) View citations

2004

6. Aid, Policies, and Growth: Reply
   American Economic Review, 2004, 94, (3), 781-784 View citations
7. Currency crises and contingent liabilities
   Journal of International Economics, 2004, 62, (1), 25-52 View citations
8. Fiscal shocks and their consequences
   Journal of Economic Theory, 2004, 115, (1), 89-117 View citations
   See also Working Paper (2003)
9. Government guarantees and self-fulfilling speculative attacks
   Journal of Economic Theory, 2004, 119, (1), 31-63 View citations
10. The Research Agenda: Craig Burnside on the Causes and Consequences of Twin Banking-Currency Crises
    EconomicDynamics Newsletter, 2004, 5, (2)

2001

11. Hedging and financial fragility in fixed exchange rate regimes
    European Economic Review, 2001, 45, (7), 1151-1193 View citations
    See also Working Paper (1999)
12. Prospective Deficits and the Asian Currency Crisis
    Journal of Political Economy, 2001, 109, (6), 1155-1197 View citations
    See also Working Paper (1999)

2000

13. Aid, Policies, and Growth
    American Economic Review, 2000, 90, (4), 847-868 View citations
    See also Working Paper (1997)
14. Understanding the Korean and Thai currency crises
    Economic Perspectives, 2000, (Q III), 45-60 View citations

1998

15. Detrending and business cycle facts: A comment
    Journal of Monetary Economics, 1998, 41, (3), 513-532 View citations
16. Solving asset pricing models with Gaussian shocks
    Journal of Economic Dynamics and Control, 1998, 22, (3), 329-340 View citations

1996

17. Factor-Hoarding and the Propagation of Business-Cycle Shocks
    American Economic Review, 1996, 86, (5), 1154-74 View citations
    See also Working Paper (1994)
18. Industry innovation: where and why A comment
    Carnegie-Rochester Conference Series on Public Policy, 1996, 44, (1), 151-167 View citations
19. Production function regressions, returns to scale, and externalities
    Journal of Monetary Economics, 1996, 37, (2-3), 177-201 View citations
20. Sectoral Solow residuals
    European Economic Review, 1996, 40, (3-5), 861-869 View citations
    See also Working Paper (1995)
21. Small-Sample Properties of GMM-Based Wald Tests
    Journal of Business & Economic Statistics, 1996, 14, (3), 294-308 View citations

1994

22. Hansen-Jagannathan Bounds as Classical Tests of Asset-Pricing Models
    Journal of Business & Economic Statistics, 1994, 12, (1), 57-79 View citations

1993

23. Consistency of a Method of Moments Estimator Based on Numerical Solutions to Asset Pricing Models
    Econometric Theory, 1993, 9, (04), 602-632
24. Labor Hoarding and the Business Cycle
    Journal of Political Economy, 1993, 101, (2), 245-73 View citations
    See also Working Paper (1993)

Chapters

2008

1. Comment on "Carry Trades and Currency Crashes"
   A chapter in NBER Macroeconomics Annual 2008, 2008

2003

2. On the Fiscal Implications of Twin Crises
   A chapter in Managing Currency Crises in Emerging Markets, 2003, pp 187-224 View citations
   See also Working Paper (2001)

1995

3. Capital Utilization and Returns to Scale
   A chapter in NBER Macroeconomics Annual 1995, Volume 10, 1995, pp 67-124 View citations
   See also Working Paper (1995)

Software Items

2001

1. Matlab code for On the Fiscal Implications of Twin Crises
   QM&RBC Codes, Quantitative Macroeconomics & Real Business Cycles

2000

2. Matlab code for Real Business Cycle Models: Linear Approximation and GMM Estimation
   QM&RBC Codes, Quantitative Macroeconomics & Real Business Cycles

1999

3. Matlab code for Discrete State-Space Methods for the Study of Dynamic Economies
   QM&RBC Codes, Quantitative Macroeconomics & Real Business Cycles

1998

4. Discrete State-Space Methods for the Study of Dynamic Economies
   QM&RBC Codes, Quantitative Macroeconomics & Real Business Cycles View citations