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 1 206 0 3 21 509
A Fiscal Theory of Monetary Policy with Partially-Repaid Long-Term Debt 0 1 3 88 0 8 14 169
A Frictionless View of U.S. Inflation 0 0 0 324 0 2 8 3,149
A Frictionless View of U.S. Inflation 0 0 0 130 1 5 8 629
A Mean-Variance Benchmark for Intertemporal Portfolio Theory 0 0 0 74 3 16 19 217
A New Structure for U.S. Federal Debt 0 0 1 56 0 4 10 139
A Rehabilitation of Stochastic Discount Factor Methodology 0 0 0 261 0 2 8 754
A Test of Consumption Insurance 0 0 0 43 0 3 8 188
Asset Pricing Explorations for Macroeconomics 0 0 1 509 2 11 17 1,013
Beyond Arbitrage: "Good-Deal" Asset Price Bounds in Incomplete Markets 0 0 0 308 0 5 14 913
Beyond Arbitrage: "Good-Deal" Asset Price Bounds in Incomplete Markets 0 0 0 310 6 20 22 710
Bond Risk Premia 0 0 3 1,166 3 13 42 3,267
By Force of Habit: A Consumption-Based Explanation of Aggregate Stock Market Behavior 0 1 1 661 3 17 34 1,842
By Force of Habit: A Consumption-Based Explanation of Aggregate Stock Market Behavior 0 0 1 148 1 2 18 707
By Force of Habit: A Consumption-Based Explanation of Aggregate Stock Market Behavior 0 0 2 1,986 5 14 33 5,307
By force of habit: a consumption-based explanation of aggregate stock market behavior 0 0 0 2 2 9 27 1,263
Can Learnability Save New-Keynesian Models? 0 0 1 110 1 6 14 251
Continuous-Time Linear Models 0 0 1 215 0 2 4 311
Decomposing the Yield Curve 0 0 0 0 6 13 31 696
Determinacy and Identification with Taylor Rules 0 0 0 264 0 6 10 722
Determinacy and Identification with Taylor Rules 0 0 2 262 4 15 23 671
Discount Rates 3 4 18 189 7 20 80 532
Expectations and the Neutrality of Interest Rates 0 1 3 43 1 8 13 66
Explaining the Poor Performance of Consumption-Based Asset Pricing Models 0 0 1 52 0 5 12 385
Explaining the Poor Performance of Consumption-Based Asset Pricing Models 0 0 0 776 2 11 18 2,431
Explaining the Variance of Price Dividend Ratios 0 0 0 239 2 5 11 704
Finance: Function Matters, not Size 0 0 1 65 0 2 4 187
Financial Markets and the Real Economy 0 0 0 848 1 9 22 2,279
Fiscal Histories 0 0 1 72 2 6 10 63
Inflation Dynamics with a Generalized Lucas Phillips Curve 0 0 11 11 1 4 20 20
Inflation Past, Present and Future: Fiscal Shocks, Fed Response, and Fiscal Limits 0 0 2 46 1 7 16 100
Inflation Stabilization in Reforming Socialist Economies: the Myth of the Monetary Overhang 0 0 0 0 1 5 7 268
International Risk Sharing is Better Than You Think (or Exchange Rates are Much Too Smooth! 0 0 0 5 0 3 3 83
International Risk Sharing is Better Than You Think (or Exchange Rates are Much Too Smooth) 0 0 1 171 0 7 10 708
International Risk Sharing is Better Than You Think (or Exchange Rates are Much Too Smooth) 0 0 0 15 0 4 6 112
Long-term Debt and Optimal Policy in the Fiscal Theory of the Price Level 0 0 0 200 1 4 12 529
Long-term Debt and Optimal Policy in the Fiscal Theory of the Price Level 0 1 3 406 2 13 26 2,028
Macro-Finance 1 2 4 186 2 30 43 398
Monetary Policy with Interest on Reserves 0 0 2 120 0 13 19 226
Monetary-Fiscal Interactions 0 2 20 20 1 7 26 26
Money as Stock: Price Level Determination with no Money Demand 0 1 1 299 0 8 14 1,367
New Facts in Finance 0 0 1 596 6 22 31 1,614
New Facts in Finance 0 2 2 1,106 0 17 28 2,698
Portfolio Advice for a Multifactor World 0 0 0 432 1 6 14 1,324
Portfolio Advice for a Multifactor World 0 0 0 348 0 3 12 824
Portfolios for Long-Term Investors 0 1 2 39 2 11 20 99
Production Based Asset Pricing 1 1 1 228 1 6 17 808
Rethinking Production Under Uncertainty 0 0 0 25 0 2 5 68
Shocks 0 0 0 390 0 5 13 712
Stepping on a Rake: the Fiscal Theory of Monetary Policy 0 0 0 59 2 13 18 150
Stocks as Money: Convenience Yield and the Tech-Stock Bubble 0 1 2 337 1 7 16 1,285
Stopping Inflation in Reforming Socialist Economies: Some Pleasant Socialist Arithmetics 0 0 0 0 0 1 2 213
The Dog That Did Not Bark: A Defense of Return Predictability 0 0 1 304 1 15 25 1,135
The Fed and Interest Rates: A High-Frequency Identification 1 1 2 398 2 6 12 1,351
The Fiscal Roots of Inflation 0 0 5 86 2 6 22 166
The Habit Habit 0 0 3 107 1 11 20 180
The New-Keynesian Liquidity Trap 0 1 1 149 0 5 8 504
The Risk and Return of Venture Capital 0 0 0 27 1 4 7 113
The Risk and Return of Venture Capital 0 0 0 1,350 0 5 11 3,690
The Sensitivity of Tests of the Intertemporal Allocation of Consumption to Near-Rational Alternatives 0 0 0 77 0 5 13 313
The Value of Government Debt 0 0 1 28 1 2 14 118
Two Trees 0 0 0 16 0 7 8 94
Two Trees: Asset Price Dynamics Induced by Market Clearing 0 0 0 132 2 6 16 550
Two Trees: Asset Price Dynamics Induced by Market Clearing 0 0 0 152 0 6 11 533
Understanding Policy in the Great Recession: Some Unpleasant Fiscal Arithmetic 0 0 0 226 0 2 11 666
Univariate vs. Multivariate Forecasts of GNP Growth and Stock Returns: Evidence and Implications for the Persistence of Shocks, Detrending Methods 0 0 0 148 1 4 9 657
Using Production Based Asset Pricing to Explain the Behavior of Stock Returns Over the Business Cycle 0 0 0 80 0 1 4 194
Volatility Tests and Efficient Markets: A Review Essay 0 0 0 410 0 3 9 1,075
What do the VARs Mean?: Measuring the Output Effects of Monetary Policy 0 0 0 790 1 4 8 1,571
Where is the Market Going: Uncertain Facts and Novel Theories 0 0 0 228 1 8 13 583
Where is the Market Going? Uncertain Facts and Novel Theories 0 0 0 263 0 4 9 913
Total Working Papers 6 20 106 19,417 87 544 1,163 60,140

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 3 9 25 1,140 5 22 61 2,499
A Mean-Variance Benchmark for Intertemporal Portfolio Theory 0 0 1 55 2 6 11 255
A Simple Test of Consumption Insurance 0 2 6 901 0 12 26 2,618
A critique of the application of unit root tests 0 0 0 201 0 5 8 599
A fiscal theory of monetary policy with partially repaid long-term debt 0 0 3 98 1 15 40 445
Aligning Incentives at Systemically Important Financial Institutions: A Proposal by the Squam Lake Group 0 0 0 47 1 7 11 175
Beyond Arbitrage: Good-Deal Asset Price Bounds in Incomplete Markets 0 0 0 236 1 7 20 707
Bond Risk Premia 3 10 19 643 14 33 79 2,023
Can learnability save new-Keynesian models? 0 0 1 58 1 4 8 280
Challenges for Cost-Benefit Analysis of Financial Regulation 0 0 0 89 0 4 7 598
Commentary on \\"Macroeconomic implications of changes in the term premium\\" 0 1 4 90 0 5 11 233
Continuous-Time Linear Models 0 0 0 54 0 3 9 300
Determinacy and Identification with Taylor Rules 0 1 2 224 3 14 36 1,177
Expectations and the Neutrality of Interest Rates 0 1 3 6 4 9 20 46
Explaining the Poor Performance of Consumption‐based Asset Pricing Models 0 1 1 247 4 8 18 863
Explaining the Variance of Price-Dividend Ratios 0 0 2 354 0 12 39 1,356
Finance: Function Matters, Not Size 0 0 2 121 0 3 6 413
Financial Markets and the Real Economy 0 1 3 114 0 3 10 450
Force of Habit: A Consumption-Based Explanation of Aggregate Stock Market Behavior 0 0 4 883 13 32 92 2,492
HOW DID PAUL KRUGMAN GET IT SO WRONG?-super-1 0 0 0 0 3 8 15 382
How Big Is the Random Walk in GNP? 0 0 0 1,109 1 5 21 3,717
Inflation Stabilization in Reforming Socialist Economies: The Myth of the Monetary Overhang 0 0 0 10 0 1 3 55
International risk sharing is better than you think, or exchange rates are too smooth 0 0 1 172 1 4 10 444
Long-Term Debt and Optimal Policy in the Fiscal Theory of the Price Level 0 0 0 2 3 18 50 1,286
Macro-Finance 1 5 17 189 1 20 57 1,072
Monetary policy with interest on reserves 0 1 4 79 1 4 18 275
Money as stock 0 1 2 208 0 3 10 505
Multivariate estimates of the permanent components of GNP and stock prices 0 0 0 44 0 2 6 210
New facts in finance 1 1 5 749 12 18 31 2,181
Permanent and Transitory Components of GNP and Stock Prices 0 0 1 740 1 4 23 3,305
Portfolio advice of a multifactor world 0 0 0 524 0 7 20 2,165
Prediction and impulse responses in linear systems (in Russian) 0 0 0 38 0 2 3 144
Presidential Address: Discount Rates 0 0 0 0 14 43 99 1,177
Production-Based Asset Pricing and the Link between Stock Returns and Economic Fluctuations 1 3 4 658 10 88 158 1,672
Review of Peter M. Garber, Famous First Bubbles: The Fundamentals of Early Manias 0 0 1 512 0 10 14 1,259
Shocks 0 0 3 888 1 4 22 1,699
Strategic Review and Beyond: Rethinking Monetary Policy and Independence 0 0 0 6 0 5 10 38
The Dog That Did Not Bark: A Defense of Return Predictability 0 2 5 262 1 17 31 1,074
The Fed and Interest Rates - A High-Frequency Identification 0 0 1 250 0 2 9 826
The Fragile Benefits of Endowment Destruction 0 0 0 24 0 2 9 219
The Return of the Liquidity Effect: A Study of the Short-run Relation between Money Growth and Interest Rates 0 0 0 0 0 5 12 362
The Sensitivity of Tests of the Intertemporal Allocation of Consumption to Near-Rational Alternatives 1 1 2 211 1 5 13 875
The Squam Lake Report: Fixing the Financial System 1 1 3 195 2 8 25 819
The fiscal root of inflation 0 0 3 119 3 33 53 534
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 0 114 3 7 14 300
The risk and return of venture capital 1 2 12 702 3 13 53 1,829
Time-Consistent Health Insurance 0 0 1 277 0 2 11 1,104
Two Trees 0 0 0 46 1 6 12 203
Understanding policy in the great recession: Some unpleasant fiscal arithmetic 1 1 5 258 1 6 17 824
Volatility tests and efficient markets: A review essay 0 0 0 286 0 2 8 831
What do the VARs mean? Measuring the output effects of monetary policy 0 0 0 602 4 9 15 1,261
Where is the market going? Uncertain facts and novel theories 0 2 2 1,712 1 15 20 5,496
Total Journal Articles 13 46 148 16,547 117 582 1,384 55,672

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 10 117
Total Books 0 0 0 0 1 3 10 117

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 0 5 18 266
Asset Pricing Explorations for Macroeconomics 0 0 1 123 3 11 20 410
Comment on "On the Need for a New Approach to Analyzing Monetary Policy" 0 0 0 31 0 2 3 80
Conclusions and Solutions 0 0 0 26 0 3 7 81
Introduction 0 0 0 3 1 2 6 45
Michelson-Morley, Fisher, and Occam: The Radical Implications of Stable Quiet Inflation at the Zero Bound 0 0 0 26 1 3 13 168
Restoring Sound Economic Policy - Three Views 0 0 0 25 0 4 4 96
Toward a Run-free Financial System 1 2 2 59 3 6 11 278
Total Chapters 1 2 3 353 8 36 82 1,424

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