Access Statistics for John H. Cochrane

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Cross-Sectional Test of a Production-Based Asset Pricing Model 2 10 15 86 4 14 35 157
A Frictionless View of U.S. Inflation 0 0 5 106 1 1 18 474
A Rehabilitation of Stochastic Discount Factor Methodology 1 5 19 178 2 8 40 544
A Test of Consumption Insurance 2 4 6 22 4 7 14 79
Asset Pricing Explorations for Macroeconomics 8 19 52 361 12 30 106 519
Beyond Arbitrage: "Good-Deal" Asset Price Bounds in Incomplete Markets 1 10 23 255 4 19 63 694
Beyond Arbitrage: "Good-Deal" Asset Price Bounds in Incomplete Markets 2 6 13 256 7 19 45 521
Bond Risk Premia 5 21 99 851 18 53 231 2,120
By Force of Habit: A Consumption-Based Explanation of Aggregate Stock Market Behavior 1 11 53 483 3 16 106 1,013
By Force of Habit: A Consumption-Based Explanation of Aggregate Stock Market Behavior 14 44 198 1,402 28 91 356 3,631
By force of habit: a consumption-based explanation of aggregate stock market behavior 0 0 0 2 3 10 67 445
Explaining the Poor Performance of Consumption-Based Asset Pricing Models 3 14 44 554 14 39 126 1,791
Explaining the Variance of Price Dividend Ratios 1 6 36 135 5 20 110 374
Financial Markets and the Real Economy 4 13 50 484 9 28 135 878
Identification with Taylor Rules: A Critical Review 0 10 35 101 1 20 81 186
Inflation Determination With Taylor Rules: A Critical Review 0 7 29 101 5 24 96 223
Inflation Stabilization in Reforming Socialist Economies: the Myth of the Monetary Overhang 0 0 0 0 1 1 8 200
International Risk Sharing is Better Than You Think (or Exchange Rates are Much Too Smooth! 1 2 4 31 3 6 18 143
International Risk Sharing is Better Than You Think (or Exchange Rates are Much Too Smooth) 0 1 2 2 0 2 13 13
International Risk Sharing is Better Than You Think (or Exchange Rates are Much Too Smooth) 0 3 11 118 1 8 34 518
Long-term Debt and Optimal Policy in the Fiscal Theory of the Price Level 1 4 19 142 2 5 29 361
Long-term Debt and Optimal Policy in the Fiscal Theory of the Price Level 3 8 32 229 10 35 101 1,509
Money as Stock: Price Level Determination with no Money Demand 1 4 18 219 7 25 78 1,097
New Facts in Finance 1 9 28 497 9 32 109 1,087
New Facts in Finance 1 7 38 872 8 24 98 1,919
Portfolio Advice for a Multifactor World 2 3 17 291 4 8 37 604
Portfolio Advice for a Multifactor World 2 4 15 343 4 8 33 988
Production Based Asset Pricing 2 3 17 157 3 11 52 535
Shocks 2 10 30 190 3 14 52 270
Stocks as Money: Convenience Yield and the Tech-Stock Bubble 0 1 11 219 6 18 62 739
Stopping Inflation in Reforming Socialist Economies: Some Pleasant Socialist Arithmetics 0 0 0 0 0 1 3 182
The Dog That Did Not Bark: A Defense of Return Predictability 1 9 26 129 6 24 89 340
The Fed and Interest Rates: A High-Frequency Identification 1 7 32 236 3 18 71 787
The Risk and Return of Venture Capital 8 21 83 1,130 15 68 276 2,890
The Risk and Return of Venture Capital 2 11 41 230 6 23 83 569
The Sensitivity of Tests of the Intertemporal Allocation of Consumption to Near-Rational Alternatives 2 4 13 32 5 8 21 101
Two Trees: Asset Price Dynamics Induced By Market Clearing 0 0 9 69 3 19 56 355
Two Trees: Asset Price Dynamics Induced by Market Clearing 0 1 5 100 2 9 23 383
Two Trees: Asset Price Dynamics Induced by Market Clearing 0 0 6 91 4 14 42 255
Two Trees: Asset Price Dynamics Induced by Market Clearing 5 11 24 101 12 24 61 330
Univariate vs. Multivariate Forecasts of GNP Growth and Stock Returns: Evidence and Implications for the Persistence of Shocks, Detrending Methods 2 8 20 88 8 27 104 393
Using Production Based Asset Pricing to Explain the Behavior of Stock Returns Over the Business Cycle 0 1 10 49 2 4 19 106
Volatility Tests and Efficient Markets: A Review Essay 5 20 57 284 11 49 127 541
What do the VARs Mean?: Measuring the Output Effects of Monetary Policy 6 22 73 601 10 34 143 1,049
Where is the Market Going: Uncertain Facts and Novel Theories 5 12 29 168 10 22 55 352
Where is the Market Going? Uncertain Facts and Novel Theories 1 3 16 161 6 14 107 561
Total Working Papers 98 369 1,363 12,156 284 954 3,633 32,826
1 registered items for which data could not be found

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Cross-Sectional Test of an Investment-Based Asset Pricing Model 5 30 95 516 7 43 160 989
A Simple Test of Consumption Insurance 4 18 75 495 7 27 131 1,585
A critique of the application of unit root tests 2 4 16 126 3 7 27 316
Beyond Arbitrage: Good-Deal Asset Price Bounds in Incomplete Markets 3 6 17 116 4 11 33 284
Bond Risk Premia 5 14 53 282 11 35 115 672
Commentary on "Macroeconomic implications of changes in the term premium" 1 4 14 24 2 7 27 52
Explaining the Poor Performance of Consumption-based Asset Pricing Models 1 2 20 104 10 19 84 312
Explaining the Variance of Price-Dividend Ratios 2 6 29 215 4 13 71 919
Force of Habit: A Consumption-Based Explanation of Aggregate Stock Market Behavior 9 20 66 353 12 34 126 711
How Big Is the Random Walk in GNP? 10 28 96 691 19 54 175 2,577
International risk sharing is better than you think, or exchange rates are too smooth 1 1 7 31 1 2 18 74
Long-Term Debt and Optimal Policy in the Fiscal Theory of the Price Level 0 0 0 2 5 19 57 636
Money as stock 0 3 12 69 0 6 21 154
Multivariate estimates of the permanent components of GNP and stock prices 0 2 7 12 0 3 44 95
New facts in finance 1 6 36 376 3 13 84 947
Permanent and Transitory Components of GNP and Stock Prices 6 22 59 441 21 65 313 2,024
Portfolio advice of a multifactor world 1 4 17 229 1 11 39 663
Prediction and impulse responses in linear systems (in Russian) 0 1 2 10 0 1 4 47
Production-Based Asset Pricing and the Link between Stock Returns and Economic Fluctuations 6 21 85 330 12 45 174 607
Review of Peter M. Garber, Famous First Bubbles: The Fundamentals of Early Manias 1 7 35 394 6 25 86 936
Shocks 7 34 108 347 11 49 151 535
The Dog That Did Not Bark: A Defense of Return Predictability 1 7 14 14 7 20 42 42
The Fed and Interest Rates - A High-Frequency Identification 1 6 23 110 1 10 44 259
The Return of the Liquidity Effect: A Study of the Short-run Relation between Money Growth and Interest Rates 0 0 0 0 0 2 59 248
The Sensitivity of Tests of the Intertemporal Allocation of Consumption to Near-Rational Alternatives 0 1 7 60 1 2 17 219
The response of consumption to income: A Cross-Country investigation: by J.Y. Campbell and N.G. Mankiw why test the permanent income hypothesis? 0 2 8 68 0 3 17 136
The risk and return of venture capital 3 7 37 257 4 14 69 486
Time-Consistent Health Insurance 3 7 28 134 3 12 57 353
Two Trees 0 2 6 7 1 6 14 20
Volatility tests and efficient markets: A review essay 2 10 26 153 4 13 42 304
What do the VARs mean? Measuring the output effects of monetary policy 1 8 45 210 3 16 78 363
Where is the market going? Uncertain facts and novel theories 15 38 119 1,093 53 151 660 3,394
Total Journal Articles 91 321 1,162 7,269 216 738 3,039 20,959

Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Frictionless View of U.S. Inflation 1 1 1 1 2 2 2 2
Asset Pricing Explorations for Macroeconomics 4 6 6 6 5 9 9 9
Comment on "On the Need for a New Approach to Analyzing Monetary Policy" 3 4 4 4 3 4 4 4
Total Chapters 8 11 11 11 10 15 15 15

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Statistics updated 2009-07-03