NATIONAL BUREAU OF ECONOMIC RESEARCH
NATIONAL BUREAU OF ECONOMIC RESEARCH

NBER Working Papers by Craig Burnside

Contact and additional information for this authorAll NBER papers and publicationsNBER Working Papers only

Working Papers

December 2012On the Asset Market View of Exchange Rates
with Jeremy J. Graveline: w18646
August 2011Carry Trades and Risk
w17278

Published: “Carry Trades and Risk,” in Jessica James, Ian W. Marsh and Lucio Sarno, eds., Handbook of Exchange Rates. Hoboken: John Wiley & Sons, 2012.

April 2011Carry Trade and Momentum in Currency Markets
with Martin S. Eichenbaum, Sergio Rebelo: w16942

Published: Craig Burnside & Martin Eichenbaum & Sergio Rebelo, 2011. "Carry Trade and Momentum in Currency Markets," Annual Review of Financial Economics, Annual Reviews, vol. 3(1), pages 511-535, December. citation courtesy of

January 2011Understanding Booms and Busts in Housing Markets
with Martin Eichenbaum, Sergio Rebelo: w16734
December 2010Identification and Inference in Linear Stochastic Discount Factor Models with Excess Returns
w16634
April 2010Investor Overconfidence and the Forward Premium Puzzle
with Bing Han, David Hirshleifer, Tracy Yue Wang: w15866

Published: Craig Burnside & Bing Han & David Hirshleifer & Tracy Yue Wang, 2011. "Investor Overconfidence and the Forward Premium Puzzle," Review of Economic Studies, Oxford University Press, vol. 78(2), pages 523-558. citation courtesy of

August 2009Risk, Volatility, and the Global Cross-Section of Growth Rates
with Alexandra Tabova: w15225
June 2008Do Peso Problems Explain the Returns to the Carry Trade?
with Martin S. Eichenbaum, Isaac Kleshchelski, Sergio Rebelo: w14054

Published: Craig Burnside & Martin Eichenbaum & Isaac Kleshchelski & Sergio Rebelo, 2011. "Do Peso Problems Explain the Returns to the Carry Trade?," Review of Financial Studies, Society for Financial Studies, vol. 24(3), pages 853-891. citation courtesy of

August 2007Empirical Asset Pricing and Statistical Power in the Presence of Weak Risk Factors
w13357
July 2007Understanding the Forward Premium Puzzle: A Microstructure Approach
with Martin S. Eichenbaum, Sergio Rebelo: w13278

Published: Craig Burnside & Martin Eichenbaum & Sergio Rebelo, 2009. "Understanding the Forward Premium Puzzle: A Microstructure Approach," American Economic Journal: Macroeconomics, American Economic Association, vol. 1(2), pages 127-54, July. citation courtesy of

May 2007The Forward Premium is Still a Puzzle
w13129
February 2007The Returns to Currency Speculation in Emerging Markets
with Martin Eichenbaum, Sergio Rebelo: w12916

Published: Craig Burnside & Martin Eichenbaum & Sergio Rebelo, 2007. "The Returns to Currency Speculation in Emerging Markets," American Economic Review, American Economic Association, vol. 97(2), pages 333-338, May. citation courtesy of

August 2006The Returns to Currency Speculation
with Martin Eichenbaum, Isaac Kleshchelski, Sergio Rebelo: w12489

Published: Craig Burnside & Martin Eichenbaum & Sergio Rebelo, 2007. "The Returns to Currency Speculation in Emerging Markets," American Economic Review, American Economic Association, vol. 97(2), pages 333-338, May.

November 2004Hiccups for HIPCs?
with Domenico Fanizza: w10903

Published: Burnside, Craig and Domenico Fanizza. "Hiccups For HIPCs? Implications Of Debt Relief For Fiscal Sustainability And Monetary Policy," Contributions to Macroeconomics, 2005, v5(1), Article 4.

June 2003Government Finance in the Wake of Currency Crises
with Martin Eichenbaum, Sergio Rebelo: w9786

Published: Burnside, Craig, Martin Eichenbaum and Sergio Rebelo. "Government Finance In The Wake Of Currency Crises," Journal of Monetary Economics, 2006, v53(3,Apr), 401-440. citation courtesy of

Fiscal Shocks and Their Consequences
with Martin Eichenbaum, Jonas Fisher: w9772

Published: Burnside, Craig & Eichenbaum, Martin & Fisher, Jonas D. M., 2004. "Fiscal shocks and their consequences," Journal of Economic Theory, Elsevier, vol. 115(1), pages 89-117, March. citation courtesy of

May 2001On the Fiscal Implications of Twin Crises
with Martin Eichenbaum, Sergio Rebelo: w8277

Published: On the Fiscal Implications of Twin Crises, A. Craig Burnside, Martin S. Eichenbaum, Sergio Rebelo. in Managing Currency Crises in Emerging Markets, Dooley and Frankel. 2003

February 2000On the Fundamentals of Self-Fulfilling Speculative Attacks
with Martin Eichenbaum, Sergio T. Rebelo: w7554

Published: Burnside, Craig, Martin Eichenbaum and Sergio Rebelo. "Government Guarantees And Self-Fulfilling Speculative Attacks," Journal of Economic Theory, 2004, v119(1,Nov), 31-63.

January 2000Assessing the Effects of Fiscal Shocks
with Martin Eichenbaum, Jonas D.M. Fisher: w7459

Published: Burnside, Craig, Martin Eichenbaum and Jonas Fisher. “Fiscal Shocks and Their Consequences." Journal of Economic Theory 115, 1 (2004): 89–117.

Fiscal Shocks in an Efficiency Wage Model
with Martin Eichenbaum, Jonas D.M. Fisher: w7515
May 1999Hedging and Financial Fragility in Fixed Exchange Rate Regimes
with Martin Eichenbaum, Sergio Rebelo: w7143

Published: Burnside, Craig, Martin Eichenbaum and Sergio Rebelo. "Hedging And Financial Fragility In Fixed Exchange Rate Regimes," European Economic Review, 2001, v45(7,Jun), 1151-1193. citation courtesy of

October 1998Prospective Deficits and the Asian Currency Crisis
with Martin Eichenbaum, Sergio Rebelo: w6758

Published: Burnside, Craig, Martin Eichenbaum and Sergio Rebelo. "Prospective Deficits And The Asian Currency Crisis," Journal of Political Economy, 2001, v109(6,Dec), 1155-1197. citation courtesy of

October 1995Sectoral Solow Residuals
with Martin Eichenbaum, Sergio Rebelo: w5286

Published: Burnside, A. Craig, Martin S. Eichenbaum and Sergio T. Rebelo. "Sectoral Solow Residuals," European Economic Review, 1996, v40(3-5,Apr), 861-869. citation courtesy of

May 1995Capital Utilization and Returns to Scale
with Martin Eichenbaum, Sergio Rebelo: w5125

Published:

May 1994Small Sample Properties of Generalized Method of Moments Based Wald Tests
with Martin Eichenbaum: t0155

Published: Burnside, Craig and Martin Eichenbaum. "Small-Sample Properties Of GMM-Based Wald Tests," Journal of Business and Economic Statistics, 1996, v14(3,Jul), 294-308.

March 1994Factor Hoarding and the Propagation of Business Cycles Shocks
with Martin Eichenbaum: w4675

Published: American Economic Review, December,1996. citation courtesy of

December 1990Labor Hoarding and the Business Cycle
with Martin Eichenbaum, Sergio Rebelo: w3556

Published: Journal of Political Economy, Vol. 101, No. 2, pp. 245-273 (April 1993). citation courtesy of

Contact and additional information for this authorAll NBER papers and publicationsNBER Working Papers only

 
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