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 0 0 2 205 0 0 2 476
A Fiscal Theory of Monetary Policy with Partially-Repaid Long-Term Debt 0 1 6 78 0 2 10 141
A Frictionless View of U.S. Inflation 0 0 0 130 0 1 1 612
A Frictionless View of U.S. Inflation 0 0 0 323 0 0 1 3,140
A Mean-Variance Benchmark for Intertemporal Portfolio Theory 0 0 1 72 1 1 5 193
A New Structure for U.S. Federal Debt 0 1 2 54 0 3 7 120
A Rehabilitation of Stochastic Discount Factor Methodology 0 0 2 261 0 0 2 742
A Test of Consumption Insurance 0 0 0 43 0 0 3 176
Asset Pricing Explorations for Macroeconomics 0 0 0 508 0 0 1 994
Beyond Arbitrage: "Good-Deal" Asset Price Bounds in Incomplete Markets 0 0 0 308 0 2 2 898
Beyond Arbitrage: "Good-Deal" Asset Price Bounds in Incomplete Markets 0 0 0 310 0 2 2 687
Bond Risk Premia 0 0 2 1,161 0 1 29 3,208
By Force of Habit: A Consumption-Based Explanation of Aggregate Stock Market Behavior 0 0 2 141 3 6 18 669
By Force of Habit: A Consumption-Based Explanation of Aggregate Stock Market Behavior 0 1 3 653 0 7 16 1,787
By Force of Habit: A Consumption-Based Explanation of Aggregate Stock Market Behavior 1 1 3 1,981 2 5 16 5,259
By force of habit: a consumption-based explanation of aggregate stock market behavior 0 0 0 2 0 3 12 1,231
Can Learnability Save New-Keynesian Models? 0 0 0 109 1 2 3 233
Continuous-Time Linear Models 0 0 1 214 0 0 3 305
Decomposing the Yield Curve 0 0 0 0 1 7 29 622
Determinacy and Identification with Taylor Rules 0 1 1 263 1 3 4 706
Determinacy and Identification with Taylor Rules 0 1 1 255 1 3 5 641
Discount Rates 0 1 4 165 4 7 27 427
Expectations and the Neutrality of Interest Rates 2 2 9 36 2 2 22 46
Explaining the Poor Performance of Consumption-Based Asset Pricing Models 0 0 0 50 0 2 36 366
Explaining the Poor Performance of Consumption-Based Asset Pricing Models 0 0 0 776 0 0 3 2,411
Explaining the Variance of Price Dividend Ratios 0 1 2 239 1 3 4 686
Finance: Function Matters, not Size 0 0 0 63 0 0 1 181
Financial Markets and the Real Economy 0 0 4 842 0 7 26 2,213
Fiscal Histories 0 0 4 70 2 2 12 49
Inflation Past, Present and Future: Fiscal Shocks, Fed Response, and Fiscal Limits 0 1 9 39 0 6 30 72
Inflation Stabilization in Reforming Socialist Economies: the Myth of the Monetary Overhang 0 0 0 0 0 0 0 261
International Risk Sharing is Better Than You Think (or Exchange Rates are Much Too Smooth! 0 0 0 5 1 2 2 70
International Risk Sharing is Better Than You Think (or Exchange Rates are Much Too Smooth) 0 0 0 170 0 0 1 695
International Risk Sharing is Better Than You Think (or Exchange Rates are Much Too Smooth) 0 0 0 15 0 0 1 106
Long-term Debt and Optimal Policy in the Fiscal Theory of the Price Level 0 0 1 194 0 0 4 509
Long-term Debt and Optimal Policy in the Fiscal Theory of the Price Level 0 1 3 401 1 2 9 1,989
Macro-Finance 0 1 6 180 2 7 39 338
Monetary Policy with Interest on Reserves 0 0 1 117 1 2 8 202
Money as Stock: Price Level Determination with no Money Demand 0 0 0 297 0 0 3 1,350
New Facts in Finance 1 6 13 1,092 2 11 62 2,647
New Facts in Finance 0 2 3 594 2 7 10 1,580
Portfolio Advice for a Multifactor World 1 2 2 432 1 2 6 1,305
Portfolio Advice for a Multifactor World 0 0 0 348 0 0 2 810
Portfolios for Long-Term Investors 0 0 0 35 0 0 3 74
Production Based Asset Pricing 0 0 2 226 0 1 16 784
Rethinking Production Under Uncertainty 1 1 1 24 1 1 5 60
Shocks 0 0 3 388 1 2 9 694
Stepping on a Rake: the Fiscal Theory of Monetary Policy 0 0 2 56 0 0 4 122
Stocks as Money: Convenience Yield and the Tech-Stock Bubble 0 0 1 335 0 2 6 1,260
Stopping Inflation in Reforming Socialist Economies: Some Pleasant Socialist Arithmetics 0 0 0 0 0 0 0 211
The Dog That Did Not Bark: A Defense of Return Predictability 0 0 0 301 0 3 8 1,101
The Fed and Interest Rates: A High-Frequency Identification 1 2 4 395 3 6 22 1,324
The Fiscal Roots of Inflation 0 1 5 78 0 2 8 131
The Habit Habit 0 0 1 102 0 4 8 151
The New-Keynesian Liquidity Trap 1 2 4 147 2 4 10 483
The Risk and Return of Venture Capital 1 2 10 1,345 2 4 29 3,665
The Risk and Return of Venture Capital 0 1 1 27 0 3 10 106
The Sensitivity of Tests of the Intertemporal Allocation of Consumption to Near-Rational Alternatives 0 0 1 75 0 0 11 290
The Value of Government Debt 0 0 1 26 0 1 8 91
Two Trees 0 0 0 14 0 0 1 82
Two Trees: Asset Price Dynamics Induced by Market Clearing 0 0 0 152 0 0 0 521
Two Trees: Asset Price Dynamics Induced by Market Clearing 0 0 0 132 0 0 0 534
Understanding Policy in the Great Recession: Some Unpleasant Fiscal Arithmetic 1 1 4 226 2 2 16 649
Univariate vs. Multivariate Forecasts of GNP Growth and Stock Returns: Evidence and Implications for the Persistence of Shocks, Detrending Methods 0 0 1 148 0 1 4 647
Using Production Based Asset Pricing to Explain the Behavior of Stock Returns Over the Business Cycle 0 0 0 80 0 0 0 188
Volatility Tests and Efficient Markets: A Review Essay 0 0 0 410 0 0 1 1,061
What do the VARs Mean?: Measuring the Output Effects of Monetary Policy 0 1 4 789 0 2 7 1,560
Where is the Market Going: Uncertain Facts and Novel Theories 0 0 1 228 0 1 2 569
Where is the Market Going? Uncertain Facts and Novel Theories 0 1 2 262 1 4 7 901
Total Working Papers 10 35 135 19,197 41 153 674 58,412


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 1 4 13 1,099 4 12 44 2,385
A Mean-Variance Benchmark for Intertemporal Portfolio Theory 1 1 1 53 1 1 8 237
A Simple Test of Consumption Insurance 2 4 13 878 4 14 45 2,540
A critique of the application of unit root tests 1 1 2 201 1 1 4 584
A fiscal theory of monetary policy with partially repaid long-term debt 0 1 8 83 0 5 39 354
Aligning Incentives at Systemically Important Financial Institutions: A Proposal by the Squam Lake Group 0 0 1 47 0 0 1 161
Beyond Arbitrage: Good-Deal Asset Price Bounds in Incomplete Markets 0 1 2 234 2 4 7 679
Bond Risk Premia 2 2 19 610 7 12 82 1,867
Can learnability save new-Keynesian models? 0 0 2 56 0 1 3 268
Challenges for Cost-Benefit Analysis of Financial Regulation 0 0 4 87 0 1 6 585
Commentary on \\"Macroeconomic implications of changes in the term premium\\" 0 2 3 84 0 3 4 214
Continuous-Time Linear Models 1 1 1 53 2 2 2 288
Determinacy and Identification with Taylor Rules 0 0 1 219 1 4 12 1,125
Explaining the Poor Performance of Consumption‐based Asset Pricing Models 0 0 1 246 0 2 3 836
Explaining the Variance of Price-Dividend Ratios 1 1 8 340 2 6 17 1,295
Finance: Function Matters, Not Size 0 0 0 118 0 2 4 403
Financial Markets and the Real Economy 0 3 4 110 0 3 7 436
Force of Habit: A Consumption-Based Explanation of Aggregate Stock Market Behavior 0 4 10 859 6 20 60 2,296
HOW DID PAUL KRUGMAN GET IT SO WRONG?-super-1 0 0 0 0 1 1 12 357
How Big Is the Random Walk in GNP? 2 4 8 1,102 2 5 21 3,682
Inflation Stabilization in Reforming Socialist Economies: The Myth of the Monetary Overhang 0 0 0 9 0 0 0 49
International risk sharing is better than you think, or exchange rates are too smooth 2 4 12 165 3 6 26 408
Long-Term Debt and Optimal Policy in the Fiscal Theory of the Price Level 0 0 0 2 4 12 39 1,153
Macro-Finance 1 3 8 159 2 7 53 958
Monetary policy with interest on reserves 0 0 0 74 0 3 9 246
Money as stock 1 1 8 203 1 4 18 478
Multivariate estimates of the permanent components of GNP and stock prices 0 0 1 43 2 2 3 198
New facts in finance 1 10 17 738 2 21 63 2,125
Permanent and Transitory Components of GNP and Stock Prices 0 1 8 732 1 4 31 3,257
Portfolio advice of a multifactor world 0 1 5 519 2 8 34 2,119
Prediction and impulse responses in linear systems (in Russian) 0 0 1 37 0 0 2 137
Presidential Address: Discount Rates 0 0 0 0 2 20 63 1,002
Production-Based Asset Pricing and the Link between Stock Returns and Economic Fluctuations 0 2 13 648 0 4 23 1,482
Review of Peter M. Garber, Famous First Bubbles: The Fundamentals of Early Manias 0 0 1 510 0 1 5 1,240
Shocks 0 1 3 881 0 1 15 1,662
Strategic Review and Beyond: Rethinking Monetary Policy and Independence 0 0 0 5 1 2 4 21
The Dog That Did Not Bark: A Defense of Return Predictability 0 1 6 249 2 4 49 1,023
The Fed and Interest Rates - A High-Frequency Identification 0 0 2 244 0 1 16 805
The Fragile Benefits of Endowment Destruction 0 0 2 23 0 0 6 204
The Return of the Liquidity Effect: A Study of the Short-run Relation between Money Growth and Interest Rates 0 0 0 0 0 1 1 348
The Sensitivity of Tests of the Intertemporal Allocation of Consumption to Near-Rational Alternatives 20 23 27 187 30 40 66 802
The Squam Lake Report: Fixing the Financial System 0 1 6 192 0 4 30 788
The fiscal root of inflation 1 1 13 102 1 3 44 439
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 1 1 109 1 3 4 275
The risk and return of venture capital 2 15 75 643 10 36 165 1,628
Time-Consistent Health Insurance 0 0 3 268 1 1 14 1,079
Two Trees 0 0 0 43 0 1 2 171
Understanding policy in the great recession: Some unpleasant fiscal arithmetic 1 3 11 245 2 7 42 780
Volatility tests and efficient markets: A review essay 0 0 2 285 0 1 8 815
What do the VARs mean? Measuring the output effects of monetary policy 2 2 15 598 4 4 22 1,228
Where is the market going? Uncertain facts and novel theories 0 0 4 1,699 3 6 15 5,456
Total Journal Articles 42 99 345 16,091 107 306 1,253 52,968


Book File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
The Squam Lake Report: Fixing the Financial System 0 0 0 0 1 3 8 98
Total Books 0 0 0 0 1 3 8 98


Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Frictionless View of US Inflation 0 1 1 60 1 3 5 237
Asset Pricing Explorations for Macroeconomics 0 0 0 121 1 1 5 384
Comment on "On the Need for a New Approach to Analyzing Monetary Policy" 0 0 0 31 0 1 1 76
Conclusions and Solutions 1 1 3 25 1 1 4 70
Introduction 0 0 0 3 0 0 2 37
Michelson-Morley, Fisher, and Occam: The Radical Implications of Stable Quiet Inflation at the Zero Bound 0 0 0 26 1 1 4 137
Restoring Sound Economic Policy - Three Views 1 1 1 25 1 1 2 92
Toward a Run-free Financial System 0 0 1 52 0 1 8 251
Total Chapters 2 3 6 343 5 9 31 1,284


Statistics updated 2023-12-04