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A. Craig Burnside

Duke University - Department of Economics

213 Social Sciences Building

Box 90097

Durham, NC 27708-0204

United States

University of Glasgow - Department of Economics

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National Bureau of Economic Research (NBER)

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  • Duke University - Department of Economics

SCHOLARLY PAPERS

33

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1,610

Scholarly Papers (33)

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1.

Aid, Policies, and Growth

World Bank Policy Research Working Paper No. 569252
Number of pages: 54 Posted: 20 Apr 2016
A. Craig Burnside and David Dollar
Duke University - Department of Economics and World Bank - Development Economics Group (DEC)
Downloads 3,585 (1,050)
Citation 351

Abstract:

2.

Investor Overconfidence and the Forward Premium Puzzle

Downloads 1,058 ( 15,858)
Citation 17

Investor Overconfidence and the Forward Premium Puzzle

Number of pages: 58 Posted: 27 Mar 2008 Last Revised: 31 Mar 2010
A. Craig Burnside, Bing Han, David A. Hirshleifer and Tracy Yue Wang
Duke University - Department of Economics, University of Toronto, Rotman School of Management, University of California, Irvine - Paul Merage School of Business and University of Minnesota - Twin Cities - Carlson School of Management
Downloads 826 (22,522)
Citation 17

Abstract:

investor overconfidence, forward discount puzzle, inflation differential, exchange rate overshooting, market efficiency, Purchasing Power Parity

Investor Overconfidence and the Forward Premium Puzzle

Economic Research Initiatives at Duke (ERID) Working Paper No. 47, McCombs Research Paper Series No. FIN-03-10
Number of pages: 61 Posted: 27 Apr 2010 Last Revised: 08 Oct 2010
A. Craig Burnside, Bing Han, David A. Hirshleifer and Tracy Yue Wang
Duke University - Department of Economics, University of Toronto, Rotman School of Management, University of California, Irvine - Paul Merage School of Business and University of Minnesota - Twin Cities - Carlson School of Management
Downloads 202 (124,888)
Citation 17

Abstract:

Investor Overconfidence and the Forward Premium Puzzle

NBER Working Paper No. w15866
Number of pages: 61 Posted: 05 Apr 2010
A. Craig Burnside, Bing Han, David A. Hirshleifer and Tracy Yue Wang
Duke University - Department of Economics, University of Toronto, Rotman School of Management, University of California, Irvine - Paul Merage School of Business and University of Minnesota - Twin Cities - Carlson School of Management
Downloads 30 (407,903)
Citation 17

Abstract:

3.

Aid, Policies, and Growth: Revisiting the Evidence

World Bank Policy Research Working Paper No. 3251
Number of pages: 36 Posted: 20 Apr 2016
A. Craig Burnside and David Dollar
Duke University - Department of Economics and World Bank - Development Economics Group (DEC)
Downloads 994 (10,648)
Citation 349

Abstract:

4.

Do Peso Problems Explain the Returns to the Carry Trade?

Downloads 399 ( 59,772)
Citation 61

Do Peso Problems Explain the Returns to the Carry Trade?

Economics Research Initiatives at Duke (ERID) Working Paper No. 45
Number of pages: 82 Posted: 27 Apr 2010
A. Craig Burnside, Martin Eichenbaum, Isaac Kleshchelski and Sergio T. Rebelo
Duke University - Department of Economics, Northwestern University, Northwestern University and Northwestern University - Kellogg School of Management
Downloads 328 (74,574)
Citation 61

Abstract:

Do Peso Problems Explain the Returns to the Carry Trade?

NBER Working Paper No. w14054
Number of pages: 57 Posted: 09 Jun 2008
A. Craig Burnside, Martin Eichenbaum, Isaac Kleshchelski and Sergio T. Rebelo
Duke University - Department of Economics, Northwestern University, Northwestern University and Northwestern University - Kellogg School of Management
Downloads 66 (290,365)
Citation 61

Abstract:

Do Peso Problems Explain the Returns to the Carry Trade?

CEPR Discussion Paper No. DP6873
Number of pages: 74 Posted: 20 Aug 2008
A. Craig Burnside, Martin Eichenbaum, Isaac Kleshchelski and Sergio T. Rebelo
Duke University - Department of Economics, Northwestern University, Northwestern University and Northwestern University - Kellogg School of Management
Downloads 5 (545,897)
Citation 61
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Abstract:

carry trade, exchange rates, Uncovered interest parity

5.

Hedging and Financial Fragility in Fixed Exchange Rate Regimes

Downloads 390 ( 61,418)
Citation 78

Hedging and Financial Fragility in Fixed Exchange Rate Regimes

FRB Chicago Working Paper No. #
Number of pages: 58 Posted: 09 Jun 1999
A. Craig Burnside, Martin Eichenbaum and Sergio T. Rebelo
Duke University - Department of Economics, Northwestern University and Northwestern University - Kellogg School of Management
Downloads 358 (67,252)
Citation 78

Abstract:

Hedging and Financial Fragility in Fixed Exchange Rate Regimes

NBER Working Paper No. w7143
Number of pages: 59 Posted: 05 Sep 2000
A. Craig Burnside, Martin Eichenbaum and Sergio T. Rebelo
Duke University - Department of Economics, Northwestern University and Northwestern University - Kellogg School of Management
Downloads 32 (398,886)
Citation 78

Abstract:

6.

Aid, the Incentive Regime, and Poverty Reduction

World Bank Policy Research Working Paper No. 1937
Number of pages: 21 Posted: 20 Apr 2016
David Dollar and A. Craig Burnside
World Bank - Development Economics Group (DEC) and Duke University - Department of Economics
Downloads 266 (85,239)
Citation 14

Abstract:

7.

The Returns to Currency Speculation

Downloads 240 (106,052)
Citation 72

The Returns to Currency Speculation

NBER Working Paper No. w12489
Number of pages: 61 Posted: 01 Dec 2006 Last Revised: 18 Aug 2010
A. Craig Burnside, Martin Eichenbaum, Isaac Kleshchelski and Sergio T. Rebelo
Duke University - Department of Economics, Northwestern University, Northwestern University and Northwestern University - Kellogg School of Management
Downloads 190 (133,078)
Citation 72

Abstract:

The Returns to Currency Speculation

CEPR Discussion Paper No. 5883
Number of pages: 59 Posted: 28 Dec 2006
A. Craig Burnside, Martin Eichenbaum, Isaac Kleshchelski and Sergio T. Rebelo
Duke University - Department of Economics, Northwestern University, Northwestern University and Northwestern University - Kellogg School of Management
Downloads 50 (334,140)
Citation 72
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8.

On the Fiscal Implications of Twin Crises

Downloads 216 (117,332)
Citation 9

On the Fiscal Implications of Twin Crises

FRB of Chicago Working Paper No. 2001-02
Number of pages: 40 Posted: 22 May 2001
A. Craig Burnside, Martin Eichenbaum and Sergio T. Rebelo
Duke University - Department of Economics, Northwestern University and Northwestern University - Kellogg School of Management
Downloads 167 (149,088)
Citation 9

Abstract:

Currency Crisis, Banking Crisis, Speculative ATtacks, Seignorage, Fiscal Reform, Bailouts

On the Fiscal Implications of Twin Crises

NBER Working Paper No. w8277
Number of pages: 40 Posted: 05 May 2001 Last Revised: 22 Oct 2010
A. Craig Burnside, Martin Eichenbaum and Sergio T. Rebelo
Duke University - Department of Economics, Northwestern University and Northwestern University - Kellogg School of Management
Downloads 28 (417,389)
Citation 9

Abstract:

On the Fiscal Implications of Twin Crises

CEPR Discussion Paper No. 2918
Number of pages: 42 Posted: 23 Aug 2001
A. Craig Burnside, Martin Eichenbaum and Sergio T. Rebelo
Duke University - Department of Economics, Northwestern University and Northwestern University - Kellogg School of Management
Downloads 21 (455,836)
Citation 9
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Abstract:

Bailouts, banking crisis, currency crisis, fiscal reform, seignorage, speculative attacks

9.

Exchange Rate Determination, Risk Sharing and the Asset Market View

Downloads 201 (125,797)
Citation 1

Exchange Rate Determination, Risk Sharing and the Asset Market View

AFA 2013 San Diego Meetings Paper, Economic Research Initiatives at Duke (ERID) Working Paper No. 139
Number of pages: 49 Posted: 16 Mar 2012 Last Revised: 30 Jan 2013
A. Craig Burnside and Jeremy J. Graveline
Duke University - Department of Economics and University of Minnesota - Carlson School of Management
Downloads 197 (127,969)
Citation 1

Abstract:

exchange rates, marginal utility, no arbitrage, stochastic discount factors

On the Asset Market View of Exchange Rates

NBER Working Paper No. w18646
Number of pages: 73 Posted: 22 Dec 2012
A. Craig Burnside and Jeremy J. Graveline
Duke University - Department of Economics and University of Minnesota - Carlson School of Management
Downloads 4 (550,934)
Citation 1

Abstract:

10.

The Cross-Section of Foreign Currency Risk Premia and Consumption Growth Risk: A Comment

Downloads 186 (135,268)
Citation 21

The Cross-Section of Foreign Currency Risk Premia and Consumption Growth Risk: A Comment

Duke Department of Economics Research Paper No. 44
Number of pages: 41 Posted: 27 Apr 2010
A. Craig Burnside
Duke University - Department of Economics
Downloads 121 (194,970)
Citation 21

Abstract:

The Forward Premium is Still a Puzzle

NBER Working Paper No. w13129
Number of pages: 36 Posted: 27 Jun 2007
A. Craig Burnside
Duke University - Department of Economics
Downloads 65 (292,863)
Citation 21

Abstract:

11.

Government Finance in the Wake of Currency Crises

Downloads 147 (166,389)
Citation 9

Government Finance in the Wake of Currency Crises

Number of pages: 65 Posted: 16 Jun 2003
A. Craig Burnside, Martin Eichenbaum and Sergio T. Rebelo
Duke University - Department of Economics, Northwestern University and Northwestern University - Kellogg School of Management
Downloads 102 (221,190)
Citation 9

Abstract:

Currency crisis, banking crisis, speculative attacks, seigniorage, fiscal reform, bailouts

Government Finance in the Wake of Currency Crises

NBER Working Paper No. w9786
Number of pages: 66 Posted: 23 Jun 2003
A. Craig Burnside, Martin Eichenbaum and Sergio T. Rebelo
Duke University - Department of Economics, Northwestern University and Northwestern University - Kellogg School of Management
Downloads 26 (427,668)
Citation 9

Abstract:

Government Finance in the Wake of Currency Crises

CEPR Discussion Paper No. 3939
Number of pages: 68 Posted: 08 Aug 2003
A. Craig Burnside, Martin Eichenbaum and Sergio T. Rebelo
Duke University - Department of Economics, Northwestern University and Northwestern University - Kellogg School of Management
Downloads 19 (467,544)
Citation 9
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Abstract:

Currency crisis, banking crisis, speculative attacks, seigniorage, fiscal reform, bailouts

12.

Empirical Asset Pricing and Statistical Power in the Presence of Weak Risk Factors

Downloads 117 (199,163)
Citation 7

Empirical Asset Pricing and Statistical Power in the Presence of Weak Risk Factors

Number of pages: 102 Posted: 25 Mar 2008
A. Craig Burnside
Duke University - Department of Economics
Downloads 51 (331,004)
Citation 7

Abstract:

linear factor models, spurious factors, normalizations, consumption-based asset pricing, GMM

Empirical Asset Pricing and Statistical Power in the Presence of Weak Risk Factors

Duke Department of Economics Research Paper No. 46
Number of pages: 70 Posted: 27 Apr 2010 Last Revised: 23 Aug 2010
A. Craig Burnside
Duke University - Department of Economics
Downloads 49 (337,311)
Citation 7

Abstract:

Empirical Asset Pricing and Statistical Power in the Presence of Weak Risk Factors

NBER Working Paper No. w13357
Number of pages: 69 Posted: 27 Aug 2007
A. Craig Burnside
Duke University - Department of Economics
Downloads 17 (479,141)
Citation 7

Abstract:

13.

Prospective Deficits and the Asian Currency Crises

World Bank Policy Research Working Paper No. 2174, FRB Chicago Working Paper No. 1998-05
Number of pages: 51 Posted: 06 Jan 2005
Sergio T. Rebelo, Martin Eichenbaum and A. Craig Burnside
Northwestern University - Kellogg School of Management, Northwestern University and Duke University - Department of Economics
Downloads 116 (191,766)
Citation 89

Abstract:

14.

Carry Trade and Momentum in Currency Markets

Downloads 80 (257,212)
Citation 13

Carry Trade and Momentum in Currency Markets

NBER Working Paper No. w16942
Number of pages: 44 Posted: 11 Apr 2011
A. Craig Burnside, Martin Eichenbaum and Sergio T. Rebelo
Duke University - Department of Economics, Northwestern University and Northwestern University - Kellogg School of Management
Downloads 76 (267,812)
Citation 13

Abstract:

Carry Trade and Momentum in Currency Markets

CEPR Discussion Paper No. DP8343
Number of pages: 46 Posted: 20 Apr 2011
A. Craig Burnside, Martin Eichenbaum and Sergio T. Rebelo
Duke University - Department of Economics, Northwestern University and Northwestern University - Kellogg School of Management
Downloads 4 (550,934)
Citation 13
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Abstract:

Exchange rates, forward rates, uncovered interest parity

Carry Trade and Momentum in Currency Markets

Annual Review of Financial Economics, Vol. 3, pp. 511-535, 2011
Posted: 10 Jan 2012
A. Craig Burnside, Martin Eichenbaum and Sergio T. Rebelo
Duke University - Department of Economics, Northwestern University and Northwestern University - Kellogg School of Management

Abstract:

15.

The Returns to Currency Speculation in Emerging Markets

Downloads 69 (280,203)
Citation 32

The Returns to Currency Speculation in Emerging Markets

NBER Working Paper No. w12916
Number of pages: 12 Posted: 23 Feb 2007
A. Craig Burnside, Martin Eichenbaum and Sergio T. Rebelo
Duke University - Department of Economics, Northwestern University and Northwestern University - Kellogg School of Management
Downloads 66 (290,365)
Citation 32

Abstract:

The Returns to Currency Speculation in Emerging Markets

CEPR Discussion Paper No. DP6148
Number of pages: 14 Posted: 19 May 2008
A. Craig Burnside, Martin Eichenbaum and Sergio T. Rebelo
Duke University - Department of Economics, Northwestern University and Northwestern University - Kellogg School of Management
Downloads 3 (556,564)
Citation 29
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Abstract:

Carry trade, exchange rate, uncovered interest parity

16.

Understanding Booms and Busts in Housing Markets

Downloads 66 (286,990)
Citation 22

Understanding Booms and Busts in Housing Markets

NBER Working Paper No. w16734
Number of pages: 69 Posted: 31 Jan 2011
A. Craig Burnside, Martin Eichenbaum and Sergio T. Rebelo
Duke University - Department of Economics, Northwestern University and Northwestern University - Kellogg School of Management
Downloads 36 (382,467)
Citation 22

Abstract:

Understanding Booms and Busts in Housing Markets

FRB Atlanta CQER Working Paper No. 12-02
Number of pages: 57 Posted: 22 Mar 2015
A. Craig Burnside, Martin Eichenbaum and Sergio T. Rebelo
Duke University - Department of Economics, Northwestern University and Northwestern University - Kellogg School of Management
Downloads 23 (444,357)
Citation 22

Abstract:

housing prices, real estate, social dynamics

Understanding Booms and Busts in Housing Markets

CEPR Discussion Paper No. DP8232
Number of pages: 59 Posted: 09 Feb 2011
A. Craig Burnside, Martin Eichenbaum and Sergio T. Rebelo
Duke University - Department of Economics, Northwestern University and Northwestern University - Kellogg School of Management
Downloads 7 (535,703)
Citation 22
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Abstract:

housing prices, real estate

17.

On the Fundamentals of Self-Fulfilling Speculative Attacks

NBER Working Paper No. w7554
Number of pages: 48 Posted: 18 Feb 2000
A. Craig Burnside, Martin Eichenbaum and Sergio T. Rebelo
Duke University - Department of Economics, Northwestern University and Northwestern University - Kellogg School of Management
Downloads 58 (298,884)
Citation 9

Abstract:

18.

Understanding the Forward Premium Puzzle: A Microstructure Approach

Downloads 48 (334,811)
Citation 22

Understanding the Forward Premium Puzzle: A Microstructure Approach

NBER Working Paper No. w13278
Number of pages: 31 Posted: 23 Jul 2007
Martin Eichenbaum, A. Craig Burnside and Sergio T. Rebelo
Northwestern University, Duke University - Department of Economics and Northwestern University - Kellogg School of Management
Downloads 42 (360,163)
Citation 22

Abstract:

Understanding the Forward Premium Puzzle: A Microstructure Approach

CEPR Discussion Paper No. DP6399
Number of pages: 33 Posted: 30 May 2008
A. Craig Burnside, Martin Eichenbaum and Sergio T. Rebelo
Duke University - Department of Economics, Northwestern University and Northwestern University - Kellogg School of Management
Downloads 6 (540,798)
Citation 22
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Abstract:

Exchange rates, microstructure, Uncovered interest parity

19.

Fiscal Shocks and Their Consequences

NBER Working Paper No. w9772
Number of pages: 45 Posted: 15 Jun 2003
A. Craig Burnside, Martin Eichenbaum and Jonas D. M. Fisher
Duke University - Department of Economics, Northwestern University and Federal Reserve Bank of Chicago - Economic Research Department
Downloads 39 (350,198)
Citation 76

Abstract:

20.

Carry Trades and Risk

NBER Working Paper No. w17278
Number of pages: 38 Posted: 08 Aug 2011
A. Craig Burnside
Duke University - Department of Economics
Downloads 36 (356,658)
Citation 7

Abstract:

21.

Hiccups for Hipcs?

NBER Working Paper No. w10903
Number of pages: 42 Posted: 02 Dec 2004
A. Craig Burnside and Domenico Fanizza
Duke University - Department of Economics and International Monetary Fund (IMF) - Middle East and Central Asia Department
Downloads 36 (360,043)
Citation 6

Abstract:

22.

Labor Hoarding and the Business Cycle

NBER Working Paper No. w3556
Number of pages: 52 Posted: 17 Oct 2007
A. Craig Burnside, Martin Eichenbaum and Sergio T. Rebelo
Duke University - Department of Economics, Northwestern University and Northwestern University - Kellogg School of Management
Downloads 29 (389,464)
Citation 51

Abstract:

23.

Factor Hoarding and the Propagation of Business Cycles Shocks

NBER Working Paper No. w4675
Number of pages: 48 Posted: 29 Dec 2000
A. Craig Burnside and Martin Eichenbaum
Duke University - Department of Economics and Northwestern University
Downloads 27 (397,703)
Citation 60

Abstract:

24.

Prospective Deficits and the Asian Currency Crisis

Downloads 27 (411,018)
Citation 97

Prospective Deficits and the Asian Currency Crisis

NBER Working Paper No. w6758
Number of pages: 54 Posted: 13 Jul 2000
A. Craig Burnside, Martin Eichenbaum and Sergio T. Rebelo
Duke University - Department of Economics, Northwestern University and Northwestern University - Kellogg School of Management
Downloads 27 (422,373)
Citation 97

Abstract:

Prospective Deficits and the Asian Currency Crisis

Journal of Political Economy, Vol. 109, December 2001
Posted: 28 Jan 2002
A. Craig Burnside, Martin Eichenbaum and Sergio T. Rebelo
Duke University - Department of Economics, Northwestern University and Northwestern University - Kellogg School of Management

Abstract:

25.

Capital Utilization and Returns to Scale

NBER Working Paper No. w5125
Number of pages: 52 Posted: 14 Jul 2000
A. Craig Burnside, Martin Eichenbaum and Sergio T. Rebelo
Duke University - Department of Economics, Northwestern University and Northwestern University - Kellogg School of Management
Downloads 25 (406,421)
Citation 81

Abstract:

26.

The Equity Premium Puzzle

THE NEW PALGRAVE DICTIONARY OF MONEY AND FINANCE, pp. 771-773, Macmillan, 1992
Number of pages: 4 Posted: 07 Mar 2012 Last Revised: 06 Nov 2012
A. Craig Burnside and Thomas H. McCurdy
Duke University - Department of Economics and University of Toronto - Rotman School of Management
Downloads 23 (406,421)
Citation 1

Abstract:

27.

Fiscal Shocks in an Efficiency Wage Model

NBER Working Paper No. w7515
Number of pages: 23 Posted: 05 May 2000
A. Craig Burnside, Martin Eichenbaum and Jonas D. M. Fisher
Duke University - Department of Economics, Northwestern University and Federal Reserve Bank of Chicago - Economic Research Department
Downloads 22 (435,986)
Citation 7

Abstract:

28.

Sectoral Solow Residuals

NBER Working Paper No. w5286
Number of pages: 13 Posted: 12 Jul 2000
A. Craig Burnside, Martin Eichenbaum and Sergio T. Rebelo
Duke University - Department of Economics, Northwestern University and Northwestern University - Kellogg School of Management
Downloads 20 (393,546)
Citation 18

Abstract:

29.

Small Sample Properties of Generalized Method of Moments Based Wald Tests

NBER Working Paper No. t0155
Number of pages: 50 Posted: 11 Jul 2000
A. Craig Burnside and Martin Eichenbaum
Duke University - Department of Economics and Northwestern University
Downloads 20 (425,732)
Citation 3

Abstract:

30.

Risk, Volatility, and the Global Cross-Section of Growth Rates

Downloads 19 (451,655)
Citation 2

Risk, Volatility, and the Global Cross-Section of Growth Rates

NBER Working Paper No. w15225
Number of pages: 45 Posted: 18 Aug 2009 Last Revised: 09 Aug 2010
A. Craig Burnside and Alexandra Tabova
Duke University - Department of Economics and Board of Governors of the Federal Reserve System
Downloads 19 (467,544)
Citation 2

Abstract:

Risk, Volatility, and the Global Cross-Section of Growth Rates

Duke Department of Economics Research Paper No. 43
Posted: 28 Apr 2010
Alexandra Tabova and A. Craig Burnside
Board of Governors of the Federal Reserve System and Duke University - Department of Economics

Abstract:

Volatility, Growt, Growth Rate, Capital Flow, Low-Income Countries, Growth Discrepancies

31.

Identification and Inference in Linear Stochastic Discount Factor Models with Excess Returns

NBER Working Paper No. w16634
Number of pages: 71 Posted: 27 Dec 2010
A. Craig Burnside
Duke University - Department of Economics
Downloads 14 (456,809)
Citation 2

Abstract:

32.

Assessing the Effects of Fiscal Shocks

NBER Working Paper No. w7459
Number of pages: 45 Posted: 08 Aug 2012
A. Craig Burnside, Martin Eichenbaum and Jonas D. M. Fisher
Duke University - Department of Economics, Northwestern University and Federal Reserve Bank of Chicago - Economic Research Department
Downloads 12 (477,578)
Citation 22

Abstract:

33.

Factor-Hoarding and the Propagation of Business-Cycle Shocks

AMERICAN ECONOMIC REVIEW, Vol. 86, No. 5, December 1996
Posted: 24 Feb 1997
A. Craig Burnside and Martin Eichenbaum
Duke University - Department of Economics and Northwestern University

Abstract:

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