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Books
- Fiscal Sustainability in Theory and Practice: A Handbook,
edited by Craig Burnside World Bank, June, 2005. (This is an edited volume. I am the author or
co-author of 7 of its 9 chapters. See chapter
by chapter information below)
Papers Published
- with Martin Eichenbaum and Sergio Rebelo. "The Returns to Currency Speculation in Emerging Markets," American Economic Review Papers and Proceedings 97.2 (May, 2007): 333-38.
- with Martin Eichenbaum and Sergio Rebelo. "Government Finance in the Wake of Currency Crises," Journal of Monetary Economics 53.3 (April, 2006): 401-40.
- with Domenico Fanizza. "Hiccups for HIPCs? Implications of Debt Relief for Fiscal Sustainability and Monetary Policy," Contributions to Macroeconomics 5.1 (2005): Article 4.
- with Martin Eichenbaum and Sergio Rebelo. "Government Guarantees and Self-Fulfilling Speculative Attacks," Journal of Economic Theory 119.1 (November, 2004): 31–63.
- with David Dollar. "Aid, Policies, and Growth: Reply," American Economic Review 94 (June, 2004): 781-4.
- with Martin Eichenbaum and Jonas Fisher. "Fiscal Shocks and Their Consequences," Journal of Economic Theory 115.1 (March, 2004): 89–117.
- "Currency Crises and Contingent Liabilities," Journal of International Economics 62.1 (January, 2004): 25–52.
- "On Contingent Liabilities and the Likelihood of Fiscal Crises," Comparative Economic Studies 44.1 (Spring, 2002): 1–14.
- with Martin Eichenbaum and Sergio Rebelo. "Prospective Deficits and the Asian Currency Crisis," Journal of Political Economy 109.6 (December, 2001): 1155–97.
- with Martin Eichenbaum and Sergio Rebelo. "Hedging and Financial Fragility in Fixed Exchange Rate Regimes," European Economic Review 45.7 (July, 2001): 1151–93.
- with Martin Eichenbaum and Sergio Rebelo. "Understanding the Korean and Thai Currency Crises," Economic Perspectives 24.3 (Fall, 2000): 45–60.
- with with David Dollar. "Aid, Policies and Growth," American Economic Review 90.4 (September, 2000): 847–68.
- with Klaus Schmidt-Hebbel and Luis Serven. "Saving in Mexico: The National and International Evidence," Economía Mexicana 8.2 (1999): 181–230.
- "Detrending and Business Cycle Facts: a Comment," Journal of Monetary Economic 41.3 (May, 1998): 513–32.
- "Solving Asset Pricing Models with Gaussian Shocks," Journal of Economic Dynamics and Control 22.3 (March, 1998): 329–40.
- with Martin Eichenbaum. "Factor Hoarding and the Propagation of Business Cycle Shocks," American Economic Review 86.5 (December, 1996): 1154–74.
- with Martin Eichenbaum. "Small Sample Properties of GMM Based Wald Tests," Journal of Business and Economic Statistics 14.3 (July, 1996): 294–308.
- "Industry Innovation: Where and Why. A Comment," Carnegie-Rochester Conference Series on Public Policy 44 (June, 1996): 151–67.
- "Production Function Regressions, Returns to Scale and Externalities," Journal of Monetary Economics 37.2-3 (April, 1996): 177–201.
- with Martin Eichenbaum and Sergio Rebelo. "Sectoral Solow Residuals," European Economic Review 40.3-5 (April, 1996): 861-69.
- with Martin Eichenbaum and Sergio Rebelo. "Capital Utilization and Returns to Scale," 1995 NBER Macroeconomics Annual (January, 1996).
- "Hansen-Jagannathan Bounds as Classical Tests of Asset Pricing Models," Journal of Business and Economic Statistics 12.1 (January, 1994): 57–79.
- "Consistency of a Method of Moments Estimator Based on Numerical Solutions to Asset Pricing Models," Econometric Theory 9.4 (December, 1993): 602–32.
- with Martin Eichenbaum and Sergio Rebelo. "Labor Hoarding and the Business Cycle," Journal of Political Economy 101.2 (April, 1993): 245–73.
Chapters in Books
- "Debt Relief and Fiscal Sustainability for HIPCs," Reinventing Foreign Aid, with Domenico Fanizza.
Edited by William Easterly. November, 2006. Forthcoming, 2007
- "Financing the Costs of Currency Crises," Fiscal Sustainability in Theory and Practice: A Handbook, with Martin Eichenbaum and Sergio Rebelo.
Edited by Craig Burnside. June, 2005: 233-70.
- "Currency Crises and Fiscal Sustainability," Fiscal Sustainability in Theory and Practice: A Handbook, with Martin Eichenbaum and Sergio Rebelo.
Edited by Craig Burnside. June, 2005: 205-32.
- "Some Tools for Fiscal Sustainability Analysis," Fiscal Sustainability in Theory and Practice: A Handbook, .
Edited by Craig Burnside. June, 2005: 35-80.
- "Theoretical Prerequisites for Fiscal Sustainability Analysis," Fiscal Sustainability in Theory and Practice: A Handbook, .
Edited by Craig Burnside. June, 2005: 11-34.
- "Mexico: A Case Study of Procyclical Fiscal Policy," Fiscal Sustainability in Theory and Practice: A Handbook, with Yuliya Meshcheryakova.
Edited by Craig Burnside. June, 2005: 133-74.
- "Cyclical Adjustment of the Budget Surplus: Concepts and Measurement Issues," Fiscal Sustainability in Theory and Practice: A Handbook, with Yuliya Meshcheryakova.
Edited by Craig Burnside. June, 2005: 113-32.
- "On the Fiscal Implications of Twin Crises," Managing Currency Crises in Emerging Markets, with Martin Eichenbaum and Sergio Rebelo.
Edited by Michael P. Dooley and Jeffrey A. Frankel. 2003.
- "Discussion [of Monetary Policy in a Small Open Economy, by Gabriel Srour]," Price Adjustment and Monetary Policy, 2003.
- "Fiscal Shocks in an Efficiency Wage Model," Macroeconomics and the Real World, Volume 1: Econometric Techniques and Macroeconomics, with Martin Eichenbaum and Jonas Fisher.
Edited by Roger E. Backhouse and Andrea Salanti. 2000.
- "Aid, Growth, the Incentive Regime, and Poverty Reduction," The World Bank: Structure and Policies, with David Dollar.
Edited by Christopher L. Gilbert and David Vines. 2000. Also in Spanish as “La Ayuda, el Sistema de
Incentivos y la Reducción de la Pobreza,”
Informacion Comercial Espanola: Revista De
Economia (Spain) 778, 1999, 31–41
- "Discrete State-Space Methods for the Study of Dynamic Economies," Computational Methods for the Study of Dynamic Economies, .
Edited by Ramon Marimon and Andrew Scott. 1999.
- "What Caused the Recent Asian Currency Crisis?," The Asian Financial Crisis: Origins, Implications and Solutions, with Martin Eichenbaum and Sergio Rebelo.
Edited by William C. Hunter, George G. Kaufman and Thomas H. Krueger. 1999.
Working Papers
- "Carry Trade: The Gains from Diversification," with Martin Eichenbaum and Sergio Rebelo, (December, 2007). [author's comments]
- "Empirical Asset Pricing and Statistical Power in the Presence of Weak Risk Factors," (August, 2007). NBER Working Paper
[w13357]
- "Understanding the Forward Premium Puzzle: A Microstructure Approach," with Martin Eichenbaum and Sergio Rebelo, (July, 2007). NBER Working Paper
[w13278]
- "The Cross-Section of Foreign Currency Risk Premia and Consumption Growth Risk: A Comment," (May, 2007). NBER Working Paper
[w13129]
- "The Returns to Currency Speculation," with Martin Eichenbaum, Isaac Kleshchelski and Sergio Rebelo, NBER Working Paper (August, 2006). [w12489]
- "Assessing New Approaches to Fiscal Sustainability Analysis," (September, 2004).
- "Aid, Policies, and Growth: Revisiting the Evidence," with David Dollar, (March, 2004). World Bank Policy Research Working Paper 3251
- "Depreciation in Use, Shifts and the Workweek of Capital," (November, 2000).
- "Comment on “Asset Bubbles, Domino Effects and ‘Lifeboats’: Elements of the East Asian Crisis,” by Hali Edison, Pongsak Luangaram, and Marcus Miller," (March, 2000).
- "Notes on the Linearization and GMM Estimation of Real Business Cycle Models, 7th Revision of manuscript," (May, 1999).
- "Cyclical Factor Utilization and Returns to Scale in East Asian Manufacturing," with Tatsufumi Yamagata, (November, 1998).
- "Private Saving in Mexico, 1980-95," (September, 1998).
- "Habit Formation in Developing Countries: An Empirical Investigation," (December, 1995).
- "Small Sample Properties of 2-Step Method of Moments Estimators," (January, 1992).
- "The Comovement of Asset Returns With Time-Nonseparable Preferences," (October, 1990).
- "The Accuracy of Quadratic Approximation Solution Methods for a Rational Expectations Model," (August, 1988).
Other
- "Comments on “The Welfare Implications of Inflation versus Price-Level Targeting in a Two-Sector Small Open Economy Model”," Issues in Inflation Targeting Economic Conference Papers and Proceedings (2006). Comments on a paper by Eva Ortega and Nooman
Rebei. Conference April 2005, Published 2006 by the Bank of Canada.
- "Aid Spurs Growth-in a Sound Policy Environment," with David Dollar, Finance & Development34.4 (1997): 4–7.
- "The Equity Premium Puzzle," with Tom McCurdy, The New Palgrave Dictionary of Money and Finance (1992).
- "1989-90 Official National Hockey League Guide and Record Book," contributor to the, (1989).
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