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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 2016-10-31. Update your information in the RePEc Author Service.

Short-id: pbu20


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Working Papers

2020

  1. Foreign Exchange Order Flow as a Risk Factor
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads

2013

  1. Exchange Rate Determination, Risk Sharing and the Asset Market View
    Working Papers, Duke University, Department of Economics Downloads View citations (1)

2012

  1. On the Asset Market View of Exchange Rates
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads
  2. Understanding Booms and Busts in Housing Markets
    2012 Meeting Papers, Society for Economic Dynamics Downloads View citations (1)
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (2011) Downloads View citations (57)
    CEPR Discussion Papers, C.E.P.R. Discussion Papers (2011) Downloads View citations (51)
    FRB Atlanta CQER Working Paper, Federal Reserve Bank of Atlanta (2012) Downloads View citations (2)

    See also Journal Article in Journal of Political Economy (2016)

2011

  1. Carry Trade and Momentum in Currency Markets
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (88)
    Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2011) Downloads View citations (84)

    See also Journal Article in Annual Review of Financial Economics (2011)
  2. Carry Trades and Risk
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (15)

2010

  1. Do Peso Problems Explain the Returns to the Carry Trade?
    Working Papers, Duke University, Department of Economics Downloads View citations (32)
    Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2008) Downloads View citations (27)
    NBER Working Papers, National Bureau of Economic Research, Inc (2008) Downloads View citations (37)

    See also Journal Article in Review of Financial Studies (2011)
  2. Empirical Asset Pricing and Statistical Power in the Presence of Weak Risk Factors
    Working Papers, Duke University, Department of Economics Downloads
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (2007) Downloads View citations (7)
  3. Identification and Inference in Linear Stochastic Discount Factor Models with Excess Returns
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (9)
    See also Journal Article in Journal of Financial Econometrics (2016)
  4. Investor Overconfidence and the Forward Premium Puzzle
    Working Papers, Duke University, Department of Economics Downloads View citations (6)
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (2010) Downloads View citations (3)

    See also Journal Article in Review of Economic Studies (2011)
  5. Risk, Volatility, and the Global Cross-Section of Growth Rates
    2010 Meeting Papers, Society for Economic Dynamics Downloads View citations (1)
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (2009) Downloads View citations (3)
    Working Papers, Duke University, Department of Economics (2010) Downloads View citations (1)
  6. The Cross-Section of Foreign Currency Risk Premia and Consumption Growth Risk: A Comment
    Working Papers, Duke University, Department of Economics Downloads
    See also Journal Article in American Economic Review (2011)

2007

  1. The Forward Premium is Still a Puzzle
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (15)
  2. The Returns to Currency Speculation in Emerging Markets
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (89)
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (2007) Downloads View citations (90)

    See also Journal Article in American Economic Review (2007)
  3. Understanding the Forward Premium Puzzle: A Microstructure Approach
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (13)
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (2007) Downloads View citations (17)

    See also Journal Article in American Economic Journal: Macroeconomics (2009)

2006

  1. The Returns to Currency Speculation
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (75)
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (2006) Downloads View citations (83)
    2006 Meeting Papers, Society for Economic Dynamics (2006) Downloads View citations (33)

2005

  1. Government Finance in the Wake of Currency Crises
    2005 Meeting Papers, Society for Economic Dynamics Downloads View citations (1)
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (2003) Downloads View citations (16)
    CEPR Discussion Papers, C.E.P.R. Discussion Papers (2003) Downloads View citations (15)
    RCER Working Papers, University of Rochester - Center for Economic Research (RCER) (2003) Downloads View citations (15)

    See also Journal Article in Journal of Monetary Economics (2006)

2004

  1. Aid, policies, and growth: revisiting the evidence
    Policy Research Working Paper Series, The World Bank Downloads View citations (50)
  2. Hiccups for HIPCs?
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads
    Also in WIDER Working Paper Series, World Institute for Development Economic Research (UNU-WIDER) (2001) Downloads View citations (3)
    Macroeconomics, University Library of Munich, Germany (2003) Downloads

2003

  1. Fiscal Shocks and Their Consequences
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (50)
    See also Journal Article in Journal of Economic Theory (2004)

2001

  1. On the Fiscal Implications of Twin Crises
    RCER Working Papers, University of Rochester - Center for Economic Research (RCER) Downloads View citations (4)
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (2001) Downloads View citations (10)
    Working Paper Series, Federal Reserve Bank of Chicago (2001) Downloads View citations (4)
    CEPR Discussion Papers, C.E.P.R. Discussion Papers (2001) Downloads View citations (4)

    See also Chapter (2003)

2000

  1. Assessing the Effects of Fiscal Shocks
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (36)
    Also in Working Paper Series, Federal Reserve Bank of Chicago (1999) Downloads View citations (17)
  2. Fiscal Shocks in an Efficiency Wage Model
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (5)
    Also in Working Paper Series, Federal Reserve Bank of Chicago (1999) Downloads View citations (7)
  3. On the Fundamentals of Self-Fulfilling Prophecies
    RCER Working Papers, University of Rochester - Center for Economic Research (RCER) Downloads
  4. On the Fundamentals of Self-Fulfilling Speculative Attacks
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (23)
    Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2000) Downloads View citations (16)

1999

  1. Hedging and Financial Fragilities in Fixed Exchange Rate Regimes
    RCER Working Papers, University of Rochester - Center for Economic Research (RCER) Downloads View citations (15)
  2. Hedging and Financial Fragility in Fixed Exchange Rate Regimes
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (58)
    Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (1999) Downloads View citations (59)
    Working Paper Series, Federal Reserve Bank of Chicago (1999) Downloads View citations (70)

    See also Journal Article in European Economic Review (2001)
  3. Prospective deficits and the asian currency crisis
    Policy Research Working Paper Series, The World Bank Downloads View citations (12)
    Also in Working Paper Series, Federal Reserve Bank of Chicago (1998) Downloads View citations (48)
    NBER Working Papers, National Bureau of Economic Research, Inc (1998) Downloads View citations (33)
    RCER Working Papers, University of Rochester - Center for Economic Research (RCER) (1998) View citations (31)
    CEPR Discussion Papers, C.E.P.R. Discussion Papers (1998) Downloads View citations (18)

    See also Journal Article in Journal of Political Economy (2001)

1998

  1. Aid, the incentive regime, and poverty reduction
    Policy Research Working Paper Series, The World Bank Downloads View citations (12)

1997

  1. Aid, policies, and growth
    Policy Research Working Paper Series, The World Bank Downloads View citations (116)
    See also Journal Article in American Economic Review (2000)

1995

  1. Capital Utilization and Returns to Scale
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (212)
    Also in Working Paper Series, Macroeconomic Issues, Federal Reserve Bank of Chicago (1995) View citations (198)
    NBER Working Papers, National Bureau of Economic Research, Inc (1995) Downloads View citations (212)
    RCER Working Papers, University of Rochester - Center for Economic Research (RCER) (1995) View citations (211)

    See also Chapter (1995)
  2. Sectoral Solow Residuals
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (4)
    Also in Working Paper Series, Macroeconomic Issues, Federal Reserve Bank of Chicago (1995) View citations (6)

    See also Journal Article in European Economic Review (1996)

1994

  1. Factor Hoarding and the Propagation of Business Cycles Shocks
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (32)
    See also Journal Article in American Economic Review (1996)
  2. Small Sample Properties of Generalized Method of Moments Based Wald Tests
    NBER Technical Working Papers, National Bureau of Economic Research, Inc Downloads View citations (14)
    Also in Working Paper Series, Macroeconomic Issues, Federal Reserve Bank of Chicago (1994) View citations (12)

1990

  1. Labor Hoarding and the Business Cycle
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (187)
    See also Journal Article in Journal of Political Economy (1993)

Journal Articles

2016

  1. Identification and Inference in Linear Stochastic Discount Factor Models with Excess Returns
    Journal of Financial Econometrics, 2016, 14, (2), 295-330 Downloads View citations (21)
    See also Working Paper (2010)
  2. Understanding Booms and Busts in Housing Markets
    Journal of Political Economy, 2016, 124, (4), 1088 - 1147 Downloads View citations (105)
    See also Working Paper (2012)

2014

  1. The carry trade in industrialized and emerging markets
    Journal Economía Chilena (The Chilean Economy), 2014, 17, (2), 48-78 Downloads View citations (7)
    See also Chapter (2015)

2013

  1. New Zealand's risk premium
    New Zealand Economic Papers, 2013, 47, (1), 27-52 Downloads View citations (4)

2011

  1. Carry Trade and Momentum in Currency Markets
    Annual Review of Financial Economics, 2011, 3, (1), 511-535 Downloads View citations (83)
    See also Working Paper (2011)
  2. Do Peso Problems Explain the Returns to the Carry Trade?
    Review of Financial Studies, 2011, 24, (3), 853-891 Downloads View citations (184)
    See also Working Paper (2010)
  3. Investor Overconfidence and the Forward Premium Puzzle
    Review of Economic Studies, 2011, 78, (2), 523-558 Downloads View citations (49)
    See also Working Paper (2010)
  4. The Cross Section of Foreign Currency Risk Premia and Consumption Growth Risk: Comment
    American Economic Review, 2011, 101, (7), 3456-76 Downloads View citations (49)
    See also Working Paper (2010)

2009

  1. Understanding the Forward Premium Puzzle: A Microstructure Approach
    American Economic Journal: Macroeconomics, 2009, 1, (2), 127-54 Downloads View citations (59)
    See also Working Paper (2007)

2008

  1. Carry Trade: The Gains of Diversification
    Journal of the European Economic Association, 2008, 6, (2-3), 581-588 Downloads View citations (34)

2007

  1. The Returns to Currency Speculation in Emerging Markets
    American Economic Review, 2007, 97, (2), 333-338 Downloads View citations (90)
    See also Working Paper (2007)

2006

  1. Government finance in the wake of currency crises
    Journal of Monetary Economics, 2006, 53, (3), 401-440 Downloads View citations (25)
    See also Working Paper (2005)

2005

  1. Hiccups for HIPCs? Implications of Debt Relief for Fiscal Sustainability and Monetary Policy
    The B.E. Journal of Macroeconomics, 2005, 5, (1), 1-39 Downloads View citations (2)

2004

  1. Aid, Policies, and Growth: Reply
    American Economic Review, 2004, 94, (3), 781-784 Downloads View citations (48)
  2. Currency crises and contingent liabilities
    Journal of International Economics, 2004, 62, (1), 25-52 Downloads View citations (10)
  3. Fiscal shocks and their consequences
    Journal of Economic Theory, 2004, 115, (1), 89-117 Downloads View citations (280)
    See also Working Paper (2003)
  4. Government guarantees and self-fulfilling speculative attacks
    Journal of Economic Theory, 2004, 119, (1), 31-63 Downloads View citations (80)
  5. The Research Agenda: Craig Burnside on the Causes and Consequences of Twin Banking-Currency Crises
    EconomicDynamics Newsletter, 2004, 5, (2) Downloads

2002

  1. On Contingent Liabilities and the Likelihood of Fiscal Crises&ast
    Comparative Economic Studies, 2002, 44, (1), 1-14 Downloads

2001

  1. Hedging and financial fragility in fixed exchange rate regimes
    European Economic Review, 2001, 45, (7), 1151-1193 Downloads View citations (134)
    See also Working Paper (1999)
  2. Prospective Deficits and the Asian Currency Crisis
    Journal of Political Economy, 2001, 109, (6), 1155-1197 Downloads View citations (151)
    See also Working Paper (1999)

2000

  1. Aid, Policies, and Growth
    American Economic Review, 2000, 90, (4), 847-868 Downloads View citations (929)
    See also Working Paper (1997)
  2. Understanding the Korean and Thai currency crises
    Economic Perspectives, 2000, 25, (Q III), 45-60 Downloads View citations (3)

1999

  1. Saving in Mexico: The National and International Evidence
    Economía Mexicana NUEVA ÉPOCA, 1999, VIII, (2), 181-230 Downloads View citations (1)

1998

  1. Detrending and business cycle facts: A comment
    Journal of Monetary Economics, 1998, 41, (3), 513-532 Downloads View citations (80)
  2. Solving asset pricing models with Gaussian shocks
    Journal of Economic Dynamics and Control, 1998, 22, (3), 329-340 Downloads View citations (50)

1996

  1. Factor-Hoarding and the Propagation of Business-Cycle Shocks
    American Economic Review, 1996, 86, (5), 1154-74 Downloads View citations (274)
    See also Working Paper (1994)
  2. Industry innovation: where and why A comment
    Carnegie-Rochester Conference Series on Public Policy, 1996, 44, (1), 151-167 Downloads View citations (2)
  3. Production function regressions, returns to scale, and externalities
    Journal of Monetary Economics, 1996, 37, (2-3), 177-201 Downloads View citations (179)
  4. Sectoral Solow residuals
    European Economic Review, 1996, 40, (3-5), 861-869 Downloads View citations (55)
    See also Working Paper (1995)
  5. Small-Sample Properties of GMM-Based Wald Tests
    Journal of Business & Economic Statistics, 1996, 14, (3), 294-308 View citations (43)

1994

  1. Hansen-Jagannathan Bounds as Classical Tests of Asset-Pricing Models
    Journal of Business & Economic Statistics, 1994, 12, (1), 57-79 View citations (36)

1993

  1. Consistency of a Method of Moments Estimator Based on Numerical Solutions to Asset Pricing Models
    Econometric Theory, 1993, 9, (4), 602-632 Downloads View citations (1)
  2. Labor Hoarding and the Business Cycle
    Journal of Political Economy, 1993, 101, (2), 245-73 Downloads View citations (277)
    See also Working Paper (1990)

Chapters

2015

  1. The Carry Trade in Industrialized and Emerging Markets
    Chapter 08 in Global Liquidity, Spillovers to Emerging Markets and Policy Responses, 2015, vol. 20, pp 245-280 Downloads View citations (1)
    See also Journal Article in Journal Economía Chilena (The Chilean Economy) (2014)

2009

  1. Comment on "Carry Trades and Currency Crashes"
    A chapter in NBER Macroeconomics Annual 2008, Volume 23, 2009, pp 349-359 Downloads View citations (2)

2003

  1. On the Fiscal Implications of Twin Crises
    A chapter in Managing Currency Crises in Emerging Markets, 2003, pp 187-224 Downloads View citations (14)
    See also Working Paper (2001)

1995

  1. Capital Utilization and Returns to Scale
    A chapter in NBER Macroeconomics Annual 1995, Volume 10, 1995, pp 67-124 Downloads View citations (158)
    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 Downloads

2000

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

1999

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

1998

  1. Discrete State-Space Methods for the Study of Dynamic Economies
    QM&RBC Codes, Quantitative Macroeconomics & Real Business Cycles Downloads View citations (8)
 
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