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Craig Burnside

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Personal Details

First Name: Craig
Middle Name:
Last Name: Burnside
Suffix:

RePEc Short-ID: pbu20

Email:
Homepage:
Postal Address: Duke University Department of Economics Box 90097 Durham NC 27708-0097
Phone:

Affiliation

(90%) Department of Economics
Duke University
Location: Durham, North Carolina (United States)
Homepage: http://www.econ.duke.edu/
Email:
Phone: (919) 660-1800
Fax: (919) 684-8974
Postal: 305 Social Sciences Building, Box 90097, Durham, NC 27708-0097
Handle: RePEc:edi:dedukus (more details at EDIRC)
(10%) National Bureau of Economic Research (NBER)
Location: Cambridge, Massachusetts (United States)
Homepage: http://www.nber.org/
Email:
Phone: 617-868-3900
Fax:
Postal: 1050 Massachusetts Avenue, Cambridge, Massachusetts 02138
Handle: RePEc:edi:nberrus (more details at EDIRC)

Works

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Working papers

  1. A. Craig Burnside & Jeremy J. Graveline, 2013. "Exchange Rate Determination, Risk Sharing and the Asset Market View," Working Papers 13-1, Duke University, Department of Economics.
  2. A. Craig Burnside & Jeremy J. Graveline, 2012. "On the Asset Market View of Exchange Rates," NBER Working Papers 18646, National Bureau of Economic Research, Inc.
  3. Craig Burnside, 2011. "Carry Trades and Risk," NBER Working Papers 17278, National Bureau of Economic Research, Inc.
  4. Burnside, Craig & Eichenbaum, Martin & Rebelo, Sérgio, 2011. "Carry Trade and Momentum in Currency Markets," CEPR Discussion Papers 8343, C.E.P.R. Discussion Papers.
  5. Burnside, Craig & Eichenbaum, Martin & Rebelo, Sérgio, 2011. "Understanding Booms and Busts in Housing Markets," CEPR Discussion Papers 8232, C.E.P.R. Discussion Papers.
  6. A. Craig Burnside, 2010. "The Cross-Section of Foreign Currency Risk Premia and Consumption Growth Risk: A Comment," Working Papers 10-43, Duke University, Department of Economics.
  7. Craig Burnside, 2010. "Identification and Inference in Linear Stochastic Discount Factor Models with Excess Returns," NBER Working Papers 16634, National Bureau of Economic Research, Inc.
  8. Craig Burnside & Bing Han & David Hirshleifer & Tracy Yue Wang, 2010. "Investor Overconfidence and the Forward Premium Puzzle," NBER Working Papers 15866, National Bureau of Economic Research, Inc.
  9. Craig Burnside & Alexandra Tabova, 2009. "Risk, Volatility, and the Global Cross-Section of Growth Rates," NBER Working Papers 15225, National Bureau of Economic Research, Inc.
  10. Burnside, A Craig & Eichenbaum, Martin & Kleshchelski, Isaac & Rebelo, Sérgio, 2008. "Do Peso Problems Explain the Returns to the Carry Trade?," CEPR Discussion Papers 6873, C.E.P.R. Discussion Papers.
  11. Craig Burnside & Martin S. Eichenbaum & Sergio Rebelo, 2007. "Understanding the Forward Premium Puzzle: A Microstructure Approach," NBER Working Papers 13278, National Bureau of Economic Research, Inc.
  12. A. Craig Burnside, 2007. "Empirical Asset Pricing and Statistical Power in the Presence of Weak Risk Factors," NBER Working Papers 13357, National Bureau of Economic Research, Inc.
  13. Craig Burnside, 2007. "The Forward Premium is Still a Puzzle," NBER Working Papers 13129, National Bureau of Economic Research, Inc.
  14. Craig Burnside & Martin Eichenbaum & Sergio Rebelo, 2007. "The Returns to Currency Speculation in Emerging Markets," NBER Working Papers 12916, National Bureau of Economic Research, Inc.
  15. Craig Burnside & Martin Eichenbaum & Isaac Kleshchelski & Sergio Rebelo, 2006. "The Returns to Currency Speculation," NBER Working Papers 12489, National Bureau of Economic Research, Inc.
  16. Burnside, Craig & Dollar, David, 2004. "Aid, policies, and growth : revisiting the evidence," Policy Research Working Paper Series 3251, The World Bank.
  17. Craig Burnside & Martin Eichenbaum & Jonas Fisher, 2003. "Fiscal Shocks and Their Consequences," NBER Working Papers 9772, National Bureau of Economic Research, Inc.
  18. Craig Burnside & Domenico Fanizza, 2003. "Hiccups for HIPCs," Macroeconomics 0305004, EconWPA.
  19. Burnside, A Craig & Eichenbaum, Martin & Rebelo, Sérgio, 2003. "Government Finance in the Wake of Currency Crises," CEPR Discussion Papers 3939, C.E.P.R. Discussion Papers.
  20. Craig Burnside, 2002. "Currency Crises and Government Finances," World Bank Other Operational Studies 11348, The World Bank.
  21. Burnside, A Craig & Eichenbaum, Martin & Rebelo, Sérgio, 2001. "On the Fiscal Implications of Twin Crises," CEPR Discussion Papers 2918, C.E.P.R. Discussion Papers.
  22. Burnside, A Craig & Eichenbaum, Martin & Rebelo, Sérgio, 2000. "On the Fundamentals of Self-Fulfilling Speculative Attacks," CEPR Discussion Papers 2565, C.E.P.R. Discussion Papers.
  23. Craig Burnside & Martin Eichenbaum & Sergio T. Rebelo, 2000. "On the Fundamentals of Self-Fulfilling Prophecies," RCER Working Papers 468, University of Rochester - Center for Economic Research (RCER).
  24. Burnside, C. & Eichenbaum, M. & Rebelo, S., 1999. "Hedging and Financial Fragilities in Fixed Exchange Rate Regimes," RCER Working Papers 461, University of Rochester - Center for Economic Research (RCER).
  25. Craig Burnside & Martin Eichenbaum & Jonas D.M. Fisher, 1999. "Assessing the effects of fiscal shocks," Working Paper Series WP-99-18, Federal Reserve Bank of Chicago.
  26. Craig Burnside & Martin Eichenbaum & Jonas D.M. Fisher, 1999. "Fiscal shocks in an efficiency wage model," Working Paper Series WP-99-19, Federal Reserve Bank of Chicago.
  27. Burnside, A Craig & Eichenbaum, Martin & Rebelo, Sérgio, 1999. "Hedging and Financial Fragility in Fixed Exchange Rate Regimes," CEPR Discussion Papers 2171, C.E.P.R. Discussion Papers.
  28. Burnside, A Craig & Eichenbaum, Martin & Rebelo, Sérgio, 1998. "Prospective Deficits and the Asian Currency Crises," CEPR Discussion Papers 2015, C.E.P.R. Discussion Papers.
  29. Burnside, Craig & Dollar, David, 1998. "Aid, the incentive regime, and poverty reduction," Policy Research Working Paper Series 1937, The World Bank.
  30. Burnside, Craig & Dollar, David, 1997. "Aid, policies, and growth," Policy Research Working Paper Series 1777, The World Bank.
  31. Craig Burnside & Martin Eichenbaum & Sergio Rebelo, 1995. "Sectoral Solow residuals," Working Paper Series, Macroeconomic Issues 95-15, Federal Reserve Bank of Chicago.
  32. Burnside, A Craig & Eichenbaum, Martin & Rebelo, Sérgio, 1995. "Capital Utilization and Returns to Scale," CEPR Discussion Papers 1221, C.E.P.R. Discussion Papers.
  33. Craig Burnside & Martin Eichenbaum, 1994. "Factor Hoarding and the Propagation of Business Cycles Shocks," NBER Working Papers 4675, National Bureau of Economic Research, Inc.
  34. Craig Burnside & Martin Eichenbaum, 1994. "Small sample properties of generalized method of moments based Wald tests," Working Paper Series, Macroeconomic Issues 94-12, Federal Reserve Bank of Chicago.
  35. Craig Burnside & Martin Eichenbaum & Sergio Rebelo, 1990. "Labor Hoarding and the Business Cycle," NBER Working Papers 3556, National Bureau of Economic Research, Inc.

Articles

  1. Craig Burnside, 2013. "New Zealand's risk premium," New Zealand Economic Papers, Taylor & Francis Journals, vol. 47(1), pages 27-52, April.
  2. Craig Burnside, 2011. "The Cross Section of Foreign Currency Risk Premia and Consumption Growth Risk: Comment," American Economic Review, American Economic Association, vol. 101(7), pages 3456-76, December.
  3. 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.
  4. 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.
  5. 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.
  6. 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.
  7. Craig Burnside & Martin Eichenbaum & Sergio Rebelo, 2008. "Carry Trade: The Gains of Diversification," Journal of the European Economic Association, MIT Press, vol. 6(2-3), pages 581-588, 04-05.
  8. Martin Eichenbaum & Craig Burnside & Sergio Rebelo, 2007. "The Returns to Currency Speculation in Emerging Markets," American Economic Review, American Economic Association, vol. 97(2), pages 333-338, May.
  9. Burnside, Craig & Eichenbaum, Martin & Rebelo, Sergio, 2006. "Government finance in the wake of currency crises," Journal of Monetary Economics, Elsevier, vol. 53(3), pages 401-440, April.
  10. Burnside Craig & Fanizza Domenico, 2005. "Hiccups for HIPCs? Implications of Debt Relief for Fiscal Sustainability and Monetary Policy," The B.E. Journal of Macroeconomics, De Gruyter, vol. 5(1), pages 1-39, May.
  11. Craig Burnside, 2004. "The Research Agenda: Craig Burnside on the Causes and Consequences of Twin Banking-Currency Crises," EconomicDynamics Newsletter, Review of Economic Dynamics, vol. 5(2), April.
  12. Burnside, Craig & Eichenbaum, Martin & Rebelo, Sergio, 2004. "Government guarantees and self-fulfilling speculative attacks," Journal of Economic Theory, Elsevier, vol. 119(1), pages 31-63, November.
  13. 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.
  14. Craig Burnside & David Dollar, 2004. "Aid, Policies, and Growth: Reply," American Economic Review, American Economic Association, vol. 94(3), pages 781-784, June.
  15. Burnside, Craig, 2004. "Currency crises and contingent liabilities," Journal of International Economics, Elsevier, vol. 62(1), pages 25-52, January.
  16. Craig Burnside, 2002. "On Contingent Liabilities and the Likelihood of Fiscal Crises*," Comparative Economic Studies, Palgrave Macmillan, vol. 44(1), pages 1-14, April.
  17. Burnside, Craig & Eichenbaum, Martin & Rebelo, Sergio, 2001. "Hedging and financial fragility in fixed exchange rate regimes," European Economic Review, Elsevier, vol. 45(7), pages 1151-1193.
  18. Craig Burnside & Martin Eichenbaum & Sergio Rebelo, 2001. "Prospective Deficits and the Asian Currency Crisis," Journal of Political Economy, University of Chicago Press, vol. 109(6), pages 1155-1197, December.
  19. Craig Burnside & Martin Eichenbaum & Sergio Rebelo, 2000. "Understanding the Korean and Thai currency crises," Economic Perspectives, Federal Reserve Bank of Chicago, issue Q III, pages 45-60.
  20. David Dollar & Craig Burnside, 2000. "Aid, Policies, and Growth," American Economic Review, American Economic Association, vol. 90(4), pages 847-868, September.
  21. Craig Burnside & Klaus Schmidt-Hebbel & Luis Servén, 1999. "Saving in Mexico: The National and International Evidence," Economia Mexicana NUEVA EPOCA, , vol. 0(2), pages 181-230, July-Dece.
  22. Burnside, Craig, 1998. "Solving asset pricing models with Gaussian shocks," Journal of Economic Dynamics and Control, Elsevier, vol. 22(3), pages 329-340, March.
  23. Burnside, Craig, 1998. "Detrending and business cycle facts: A comment," Journal of Monetary Economics, Elsevier, vol. 41(3), pages 513-532, May.
  24. Burnside, Craig & Eichenbaum, Martin, 1996. "Factor-Hoarding and the Propagation of Business-Cycle Shocks," American Economic Review, American Economic Association, vol. 86(5), pages 1154-74, December.
  25. Burnside, A. Craig & Eichenbaum, Martin S. & Rebelo, Sergio T., 1996. "Sectoral Solow residuals," European Economic Review, Elsevier, vol. 40(3-5), pages 861-869, April.
  26. Burnside, Craig & Eichenbaum, Martin S, 1996. "Small-Sample Properties of GMM-Based Wald Tests," Journal of Business & Economic Statistics, American Statistical Association, vol. 14(3), pages 294-308, July.
  27. Burnside, Craig, 1996. "Production function regressions, returns to scale, and externalities," Journal of Monetary Economics, Elsevier, vol. 37(2-3), pages 177-201, April.
  28. Burnside, Craig, 1996. "Industry innovation: where and why A comment," Carnegie-Rochester Conference Series on Public Policy, Elsevier, vol. 44(1), pages 151-167, June.
  29. Burnside, Craig, 1994. "Hansen-Jagannathan Bounds as Classical Tests of Asset-Pricing Models," Journal of Business & Economic Statistics, American Statistical Association, vol. 12(1), pages 57-79, January.
  30. Burnside, Craig, 1993. "Consistency of a Method of Moments Estimator Based on Numerical Solutions to Asset Pricing Models," Econometric Theory, Cambridge University Press, vol. 9(04), pages 602-632, August.
  31. Burnside, Craig & Eichenbaum, Martin & Rebelo, Sergio, 1993. "Labor Hoarding and the Business Cycle," Journal of Political Economy, University of Chicago Press, vol. 101(2), pages 245-73, April.

Software components

  1. Craig Burnside & Martin Eichenbaum & Sergio Rebelo, 2001. "Matlab code for On the Fiscal Implications of Twin Crises," QM&RBC Codes 78, Quantitative Macroeconomics & Real Business Cycles.
  2. Craig Burnside, 2000. "Matlab code for Real Business Cycle Models: Linear Approximation and GMM Estimation," QM&RBC Codes 76, Quantitative Macroeconomics & Real Business Cycles.
  3. Craig Burnside, 1999. "Matlab code for Discrete State-Space Methods for the Study of Dynamic Economies," QM&RBC Codes 77, Quantitative Macroeconomics & Real Business Cycles.
  4. Craig Burnside, 1998. "Discrete State-Space Methods for the Study of Dynamic Economies," QM&RBC Codes 125, Quantitative Macroeconomics & Real Business Cycles.

Chapters

  1. Craig Burnside, 2009. "Comment on "Carry Trades and Currency Crashes"," NBER Chapters, in: NBER Macroeconomics Annual 2008, Volume 23, pages 349-359 National Bureau of Economic Research, Inc.
  2. A. Craig Burnside & Martin S. Eichenbaum & Sergio Rebelo, 2003. "On the Fiscal Implications of Twin Crises," NBER Chapters, in: Managing Currency Crises in Emerging Markets, pages 187-224 National Bureau of Economic Research, Inc.
  3. Craig Burnside & Martin Eichenbaum & Sergio Rebelo, 1995. "Capital Utilization and Returns to Scale," NBER Chapters, in: NBER Macroeconomics Annual 1995, Volume 10, pages 67-124 National Bureau of Economic Research, Inc.

NEP Fields

35 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-BEC: Business Economics (1) 2009-08-16
  2. NEP-CBA: Central Banking (10) 2006-09-16 2006-11-04 2007-01-13 2007-02-24 2007-03-03 2007-07-27 2007-07-27 2008-06-13 2008-06-27 2010-04-11. Author is listed
  3. NEP-DEV: Development (2) 2004-08-16 2004-11-22
  4. NEP-DGE: Dynamic General Equilibrium (11) 1998-11-20 2000-01-24 2000-01-31 2000-02-21 2000-04-26 2000-05-01 2001-05-16 2003-07-10 2007-07-27 2012-05-15 2012-11-11. Author is listed
  5. NEP-ECM: Econometrics (1) 2007-09-02
  6. NEP-FMK: Financial Markets (5) 2000-04-26 2005-12-01 2006-09-16 2007-03-03 2007-07-27. Author is listed
  7. NEP-IFN: International Finance (19) 1998-11-20 1999-06-08 1999-11-28 2000-02-21 2000-04-26 2000-05-01 2001-05-16 2001-08-15 2006-09-16 2006-11-04 2007-01-13 2007-02-24 2007-03-03 2007-07-27 2008-06-13 2008-06-27 2010-04-11 2011-04-16 2013-03-30. Author is listed
  8. NEP-INT: International Trade (1) 2011-04-16
  9. NEP-KNM: Knowledge Management & Knowledge Economy (1) 2006-09-16
  10. NEP-MAC: Macroeconomics (5) 2003-07-10 2003-07-10 2006-09-16 2007-07-27 2009-08-16. Author is listed
  11. NEP-MON: Monetary Economics (9) 1999-06-08 2000-02-21 2006-09-16 2006-11-04 2007-01-13 2007-02-24 2007-07-27 2007-07-27 2013-03-30. Author is listed
  12. NEP-MST: Market Microstructure (3) 2006-09-16 2007-01-13 2007-07-27
  13. NEP-OPM: Open Economy Macroeconomics (3) 2011-04-16 2013-01-07 2013-03-30
  14. NEP-PUB: Public Finance (3) 2000-01-31 2000-01-31 2000-01-31
  15. NEP-RMG: Risk Management (3) 2003-07-10 2006-09-16 2011-08-15
  16. NEP-SEA: South East Asia (2) 2003-07-13 2005-12-01
  17. NEP-UPT: Utility Models & Prospect Theory (2) 2007-07-27 2013-01-07
  18. NEP-URE: Urban & Real Estate Economics (2) 2012-05-15 2012-11-11

Statistics

This author is among the top 5% authors according to these criteria:
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  4. Number of Distinct Works, Weighted by Recursive Impact Factor
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  6. Number of Distinct Works, Weighted by Number of Authors and Recursive Impact Factors
  7. Number of Citations
  8. Number of Citations, Discounted by Citation Age
  9. Number of Citations, Weighted by Simple Impact Factor
  10. Number of Citations, Weighted by Simple Impact Factor, Discounted by Citation Age
  11. Number of Citations, Weighted by Recursive Impact Factor
  12. Number of Citations, Weighted by Recursive Impact Factor, Discounted by Citation Age
  13. Number of Citations, Weighted by Number of Authors
  14. Number of Citations, Weighted by Number of Authors, Discounted by Citation Age
  15. Number of Citations, Weighted by Number of Authors and Simple Impact Factors
  16. Number of Citations, Weighted by Number of Authors and Simple Impact Factors, Discounted by Citation Age
  17. Number of Citations, Weighted by Number of Authors and Recursive Impact Factors
  18. Number of Citations, Weighted by Number of Authors and Recursive Impact Factors, Discounted by Citation Age
  19. h-index
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  22. Number of Journal Pages
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  24. Number of Journal Pages, Weighted by Recursive Impact Factor
  25. Number of Journal Pages, Weighted by Number of Authors and Simple Impact Factors
  26. Number of Journal Pages, Weighted by Number of Authors and Recursive Impact Factors
  27. Number of Abstract Views in RePEc Services over the past 12 months
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  30. Number of Downloads through RePEc Services over the past 12 months, Weighted by Number of Authors
  31. Breadth of citations across fields
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