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 0 205 1 3 10 492
A Fiscal Theory of Monetary Policy with Partially-Repaid Long-Term Debt 0 0 2 85 0 0 5 155
A Frictionless View of U.S. Inflation 0 0 1 324 1 3 4 3,144
A Frictionless View of U.S. Inflation 0 0 0 130 0 0 6 621
A Mean-Variance Benchmark for Intertemporal Portfolio Theory 0 0 1 74 0 0 2 198
A New Structure for U.S. Federal Debt 0 1 2 56 1 3 6 132
A Rehabilitation of Stochastic Discount Factor Methodology 0 0 0 261 0 0 1 746
A Test of Consumption Insurance 0 0 0 43 1 1 3 181
Asset Pricing Explorations for Macroeconomics 0 1 1 509 0 1 2 998
Beyond Arbitrage: "Good-Deal" Asset Price Bounds in Incomplete Markets 0 0 0 308 1 1 1 900
Beyond Arbitrage: "Good-Deal" Asset Price Bounds in Incomplete Markets 0 0 0 310 0 0 1 688
Bond Risk Premia 0 0 0 1,163 0 3 16 3,229
By Force of Habit: A Consumption-Based Explanation of Aggregate Stock Market Behavior 0 2 4 1,986 4 7 13 5,281
By Force of Habit: A Consumption-Based Explanation of Aggregate Stock Market Behavior 1 1 4 148 2 3 13 692
By Force of Habit: A Consumption-Based Explanation of Aggregate Stock Market Behavior 0 0 6 660 3 4 19 1,812
By force of habit: a consumption-based explanation of aggregate stock market behavior 0 0 0 2 2 3 4 1,239
Can Learnability Save New-Keynesian Models? 0 0 0 109 0 1 3 238
Continuous-Time Linear Models 0 1 1 215 0 1 1 308
Decomposing the Yield Curve 0 0 0 0 1 4 35 671
Determinacy and Identification with Taylor Rules 0 0 1 264 0 0 3 712
Determinacy and Identification with Taylor Rules 0 0 4 261 0 1 6 650
Discount Rates 2 9 13 181 3 25 42 481
Expectations and the Neutrality of Interest Rates 0 0 2 40 0 1 5 54
Explaining the Poor Performance of Consumption-Based Asset Pricing Models 0 0 0 776 0 0 2 2,413
Explaining the Poor Performance of Consumption-Based Asset Pricing Models 0 0 1 51 1 3 9 376
Explaining the Variance of Price Dividend Ratios 0 0 0 239 0 1 3 694
Finance: Function Matters, not Size 0 0 0 64 0 1 2 184
Financial Markets and the Real Economy 0 0 1 848 2 3 24 2,260
Fiscal Histories 0 1 2 72 0 1 4 54
Inflation Dynamics with a Generalized Lucas Phillips Curve 1 8 8 8 2 8 8 8
Inflation Past, Present and Future: Fiscal Shocks, Fed Response, and Fiscal Limits 0 0 3 45 0 1 8 86
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 0 0 6 80
International Risk Sharing is Better Than You Think (or Exchange Rates are Much Too Smooth) 0 0 1 171 0 0 1 699
International Risk Sharing is Better Than You Think (or Exchange Rates are Much Too Smooth) 0 0 0 15 1 1 1 107
Long-term Debt and Optimal Policy in the Fiscal Theory of the Price Level 0 1 3 405 1 3 14 2,009
Long-term Debt and Optimal Policy in the Fiscal Theory of the Price Level 0 0 4 200 0 2 9 520
Macro-Finance 0 1 1 183 1 3 6 359
Monetary Policy with Interest on Reserves 0 2 2 120 0 4 5 211
Money as Stock: Price Level Determination with no Money Demand 0 0 0 298 1 1 1 1,354
New Facts in Finance 0 1 1 596 1 2 3 1,586
New Facts in Finance 0 0 3 1,104 2 2 7 2,672
Portfolio Advice for a Multifactor World 0 0 0 432 1 3 6 1,313
Portfolio Advice for a Multifactor World 0 0 0 348 2 2 3 814
Portfolios for Long-Term Investors 0 0 2 37 0 2 6 81
Production Based Asset Pricing 0 0 1 227 0 0 3 791
Rethinking Production Under Uncertainty 0 0 0 25 0 0 0 63
Shocks 0 0 0 390 0 0 0 699
Stepping on a Rake: the Fiscal Theory of Monetary Policy 0 0 2 59 2 2 8 134
Stocks as Money: Convenience Yield and the Tech-Stock Bubble 0 0 0 335 1 3 6 1,273
Stopping Inflation in Reforming Socialist Economies: Some Pleasant Socialist Arithmetics 0 0 0 0 0 1 1 212
The Dog That Did Not Bark: A Defense of Return Predictability 0 0 1 303 1 1 7 1,111
The Fed and Interest Rates: A High-Frequency Identification 1 1 2 397 1 1 10 1,340
The Fiscal Roots of Inflation 0 0 2 82 2 2 8 147
The Habit Habit 1 1 1 105 1 1 3 161
The New-Keynesian Liquidity Trap 0 0 0 148 0 0 1 496
The Risk and Return of Venture Capital 0 0 2 1,350 0 1 6 3,680
The Risk and Return of Venture Capital 0 0 0 27 0 0 1 107
The Sensitivity of Tests of the Intertemporal Allocation of Consumption to Near-Rational Alternatives 0 0 1 77 0 1 8 301
The Value of Government Debt 0 0 0 27 1 4 10 108
Two Trees 0 0 0 16 0 1 1 87
Two Trees: Asset Price Dynamics Induced by Market Clearing 0 0 0 132 0 0 0 534
Two Trees: Asset Price Dynamics Induced by Market Clearing 0 0 0 152 0 0 1 522
Understanding Policy in the Great Recession: Some Unpleasant Fiscal Arithmetic 0 0 0 226 1 1 4 657
Univariate vs. Multivariate Forecasts of GNP Growth and Stock Returns: Evidence and Implications for the Persistence of Shocks, Detrending Methods 0 0 0 148 0 1 1 649
Using Production Based Asset Pricing to Explain the Behavior of Stock Returns Over the Business Cycle 0 0 0 80 1 1 3 191
Volatility Tests and Efficient Markets: A Review Essay 0 0 0 410 0 0 2 1,066
What do the VARs Mean?: Measuring the Output Effects of Monetary Policy 0 0 1 790 0 0 2 1,563
Where is the Market Going: Uncertain Facts and Novel Theories 0 0 0 228 0 1 2 571
Where is the Market Going? Uncertain Facts and Novel Theories 0 0 0 263 1 2 2 906
Total Working Papers 6 31 87 19,348 47 132 419 59,132


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 0 8 17 1,125 5 20 47 2,461
A Mean-Variance Benchmark for Intertemporal Portfolio Theory 0 0 0 54 0 0 4 244
A Simple Test of Consumption Insurance 1 3 8 898 2 5 24 2,599
A critique of the application of unit root tests 0 0 0 201 0 1 5 592
A fiscal theory of monetary policy with partially repaid long-term debt 0 0 9 96 3 9 38 415
Aligning Incentives at Systemically Important Financial Institutions: A Proposal by the Squam Lake Group 0 0 0 47 0 0 1 164
Beyond Arbitrage: Good-Deal Asset Price Bounds in Incomplete Markets 0 0 1 236 2 2 6 689
Bond Risk Premia 2 3 12 628 4 8 49 1,956
Can learnability save new-Keynesian models? 0 0 2 58 1 1 4 274
Challenges for Cost-Benefit Analysis of Financial Regulation 0 0 0 89 0 0 1 591
Commentary on \\"Macroeconomic implications of changes in the term premium\\" 0 0 2 87 0 0 5 223
Continuous-Time Linear Models 0 0 0 54 0 0 2 291
Determinacy and Identification with Taylor Rules 0 1 1 223 3 6 14 1,149
Expectations and the Neutrality of Interest Rates 0 0 3 3 2 4 18 30
Explaining the Poor Performance of Consumption‐based Asset Pricing Models 0 0 0 246 2 2 8 848
Explaining the Variance of Price-Dividend Ratios 0 1 4 354 0 4 10 1,324
Finance: Function Matters, Not Size 0 0 0 119 0 0 1 407
Financial Markets and the Real Economy 0 1 2 112 0 3 5 443
Force of Habit: A Consumption-Based Explanation of Aggregate Stock Market Behavior 2 2 11 881 7 16 66 2,418
HOW DID PAUL KRUGMAN GET IT SO WRONG?-super-1 0 0 0 0 0 1 3 368
How Big Is the Random Walk in GNP? 0 0 5 1,109 1 1 13 3,699
Inflation Stabilization in Reforming Socialist Economies: The Myth of the Monetary Overhang 0 0 1 10 0 0 2 52
International risk sharing is better than you think, or exchange rates are too smooth 1 1 1 172 1 1 5 437
Long-Term Debt and Optimal Policy in the Fiscal Theory of the Price Level 0 0 0 2 1 6 60 1,253
Macro-Finance 1 4 11 177 3 8 39 1,024
Monetary policy with interest on reserves 0 2 2 77 1 5 8 262
Money as stock 1 1 2 207 2 3 11 498
Multivariate estimates of the permanent components of GNP and stock prices 0 0 1 44 1 2 8 207
New facts in finance 1 3 7 747 2 5 16 2,157
Permanent and Transitory Components of GNP and Stock Prices 0 1 4 740 2 5 19 3,289
Portfolio advice of a multifactor world 0 0 3 524 1 2 15 2,148
Prediction and impulse responses in linear systems (in Russian) 0 0 0 38 0 0 3 141
Presidential Address: Discount Rates 0 0 0 0 2 10 50 1,091
Production-Based Asset Pricing and the Link between Stock Returns and Economic Fluctuations 1 1 6 655 1 3 31 1,517
Review of Peter M. Garber, Famous First Bubbles: The Fundamentals of Early Manias 0 0 1 511 1 1 4 1,246
Shocks 0 0 3 887 1 2 12 1,681
Strategic Review and Beyond: Rethinking Monetary Policy and Independence 0 0 1 6 0 0 5 28
The Dog That Did Not Bark: A Defense of Return Predictability 0 1 5 258 1 3 16 1,046
The Fed and Interest Rates - A High-Frequency Identification 0 1 3 250 0 1 7 818
The Fragile Benefits of Endowment Destruction 0 0 1 24 2 3 6 213
The Return of the Liquidity Effect: A Study of the Short-run Relation between Money Growth and Interest Rates 0 0 0 0 0 0 1 350
The Sensitivity of Tests of the Intertemporal Allocation of Consumption to Near-Rational Alternatives 0 1 19 210 1 3 48 866
The Squam Lake Report: Fixing the Financial System 0 1 1 193 0 2 6 797
The fiscal root of inflation 0 0 8 117 3 5 22 487
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 0 2 114 1 3 11 291
The risk and return of venture capital 0 6 16 696 1 10 76 1,794
Time-Consistent Health Insurance 0 0 3 276 2 2 8 1,095
Two Trees 0 0 1 46 0 1 14 192
Understanding policy in the great recession: Some unpleasant fiscal arithmetic 1 2 3 256 1 4 13 813
Volatility tests and efficient markets: A review essay 0 0 1 286 1 1 4 824
What do the VARs mean? Measuring the output effects of monetary policy 0 0 0 602 0 1 8 1,247
Where is the market going? Uncertain facts and novel theories 0 0 7 1,710 1 2 14 5,479
Total Journal Articles 11 44 190 16,455 65 177 866 54,528


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 2 8 110
Total Books 0 0 0 0 1 2 8 110


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 0 0 60 1 2 9 250
Asset Pricing Explorations for Macroeconomics 1 1 2 123 1 1 8 393
Comment on "On the Need for a New Approach to Analyzing Monetary Policy" 0 0 0 31 0 0 0 77
Conclusions and Solutions 0 0 0 26 0 1 4 75
Introduction 0 0 0 3 0 0 2 39
Michelson-Morley, Fisher, and Occam: The Radical Implications of Stable Quiet Inflation at the Zero Bound 0 0 0 26 0 0 10 155
Restoring Sound Economic Policy - Three Views 0 0 0 25 0 0 0 92
Toward a Run-free Financial System 0 0 2 57 0 1 11 268
Total Chapters 1 1 4 351 2 5 44 1,349


Statistics updated 2025-08-05