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 0 24 516
A Fiscal Theory of Monetary Policy with Partially-Repaid Long-Term Debt 0 0 4 89 1 5 27 182
A Frictionless View of U.S. Inflation 0 0 0 324 0 1 10 3,154
A Frictionless View of U.S. Inflation 0 0 0 130 0 0 15 636
A Mean-Variance Benchmark for Intertemporal Portfolio Theory 0 0 0 74 0 1 22 220
A New Structure for U.S. Federal Debt 0 0 0 56 0 5 13 145
A Rehabilitation of Stochastic Discount Factor Methodology 0 0 0 261 0 1 15 761
A Test of Consumption Insurance 0 0 0 43 0 1 10 191
Asset Pricing Explorations for Macroeconomics 0 0 0 509 0 1 23 1,021
Beyond Arbitrage: "Good-Deal" Asset Price Bounds in Incomplete Markets 0 0 0 310 0 0 23 711
Beyond Arbitrage: "Good-Deal" Asset Price Bounds in Incomplete Markets 0 0 0 308 0 0 15 915
Bond Risk Premia 0 0 3 1,166 1 9 60 3,289
By Force of Habit: A Consumption-Based Explanation of Aggregate Stock Market Behavior 0 0 0 1,986 1 1 35 5,316
By Force of Habit: A Consumption-Based Explanation of Aggregate Stock Market Behavior 0 0 0 148 2 2 25 717
By Force of Habit: A Consumption-Based Explanation of Aggregate Stock Market Behavior 0 0 1 661 2 5 47 1,859
By force of habit: a consumption-based explanation of aggregate stock market behavior 0 0 0 2 0 3 33 1,272
Can Learnability Save New-Keynesian Models? 0 0 1 110 0 0 14 252
Continuous-Time Linear Models 0 0 0 215 0 1 6 314
Decomposing the Yield Curve 0 0 0 0 1 4 31 702
Determinacy and Identification with Taylor Rules 0 0 0 264 1 2 17 729
Determinacy and Identification with Taylor Rules 0 0 1 262 0 2 28 678
Discount Rates 1 3 14 195 4 19 82 563
Expectations and the Neutrality of Interest Rates 0 0 3 43 0 0 14 68
Explaining the Poor Performance of Consumption-Based Asset Pricing Models 0 0 1 52 0 0 10 386
Explaining the Poor Performance of Consumption-Based Asset Pricing Models 0 0 0 776 0 1 21 2,434
Explaining the Variance of Price Dividend Ratios 0 1 1 240 0 2 17 711
Finance: Function Matters, not Size 0 0 1 65 0 1 4 188
Financial Markets and the Real Economy 0 0 0 848 1 3 27 2,287
Fiscal Histories 0 0 0 72 0 2 12 66
Inflation Dynamics with a Generalized Lucas Phillips Curve 0 0 3 11 0 3 18 26
Inflation Past, Present and Future: Fiscal Shocks, Fed Response, and Fiscal Limits 0 0 1 46 0 1 16 102
Inflation Stabilization in Reforming Socialist Economies: the Myth of the Monetary Overhang 0 0 0 0 0 0 7 268
International Risk Sharing is Better Than You Think (or Exchange Rates are Much Too Smooth! 0 0 0 5 0 1 4 84
International Risk Sharing is Better Than You Think (or Exchange Rates are Much Too Smooth) 0 0 0 15 0 1 6 113
International Risk Sharing is Better Than You Think (or Exchange Rates are Much Too Smooth) 0 0 0 171 0 4 18 717
Long-term Debt and Optimal Policy in the Fiscal Theory of the Price Level 0 0 0 200 0 3 17 537
Long-term Debt and Optimal Policy in the Fiscal Theory of the Price Level 0 0 2 407 0 2 26 2,035
Macro-Finance 1 1 5 188 1 6 56 415
Monetary Policy with Interest on Reserves 0 0 0 120 0 2 17 228
Monetary-Fiscal Interactions 0 0 21 21 1 3 35 35
Money as Stock: Price Level Determination with no Money Demand 0 0 1 299 0 2 19 1,373
New Facts in Finance 0 0 2 1,106 0 4 34 2,706
New Facts in Finance 0 0 0 596 1 2 32 1,618
Portfolio Advice for a Multifactor World 0 0 0 348 0 0 10 824
Portfolio Advice for a Multifactor World 0 0 0 432 0 4 16 1,329
Portfolios for Long-Term Investors 1 1 3 40 2 3 23 104
Production Based Asset Pricing 0 0 1 228 0 0 17 808
Rethinking Production Under Uncertainty 0 0 0 25 0 0 6 69
Shocks 0 0 1 391 0 1 17 716
Stepping on a Rake: the Fiscal Theory of Monetary Policy 1 1 1 60 2 2 21 155
Stocks as Money: Convenience Yield and the Tech-Stock Bubble 0 0 3 338 0 3 21 1,294
Stopping Inflation in Reforming Socialist Economies: Some Pleasant Socialist Arithmetics 0 0 0 0 0 1 2 214
The Dog That Did Not Bark: A Defense of Return Predictability 0 1 2 305 0 3 31 1,142
The Fed and Interest Rates: A High-Frequency Identification 1 1 2 399 1 4 15 1,355
The Fiscal Roots of Inflation 0 0 4 86 0 0 19 166
The Habit Habit 0 0 2 107 0 1 23 184
The New-Keynesian Liquidity Trap 0 0 1 149 0 1 12 508
The Risk and Return of Venture Capital 0 0 0 27 0 3 12 119
The Risk and Return of Venture Capital 0 0 0 1,350 0 4 21 3,701
The Sensitivity of Tests of the Intertemporal Allocation of Consumption to Near-Rational Alternatives 0 0 0 77 0 1 16 317
The Value of Government Debt 0 1 2 29 0 3 15 123
Two Trees 0 0 0 16 0 1 13 100
Two Trees: Asset Price Dynamics Induced by Market Clearing 0 0 0 152 0 0 16 538
Two Trees: Asset Price Dynamics Induced by Market Clearing 0 3 3 135 0 4 26 560
Understanding Policy in the Great Recession: Some Unpleasant Fiscal Arithmetic 0 0 0 226 0 5 17 674
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 13 662
Using Production Based Asset Pricing to Explain the Behavior of Stock Returns Over the Business Cycle 0 0 0 80 0 0 5 196
Volatility Tests and Efficient Markets: A Review Essay 0 0 0 410 0 0 10 1,076
What do the VARs Mean?: Measuring the Output Effects of Monetary Policy 0 0 0 790 0 1 11 1,574
Where is the Market Going: Uncertain Facts and Novel Theories 0 0 0 228 0 1 15 586
Where is the Market Going? Uncertain Facts and Novel Theories 0 0 0 263 0 1 12 918
Total Working Papers 5 13 91 19,439 22 154 1,420 60,552


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 2 8 27 1,152 4 21 72 2,533
A Mean-Variance Benchmark for Intertemporal Portfolio Theory 0 0 1 55 1 1 14 258
A Simple Test of Consumption Insurance 0 0 5 903 2 5 36 2,635
A critique of the application of unit root tests 0 0 0 201 1 1 13 605
A fiscal theory of monetary policy with partially repaid long-term debt 0 1 3 99 1 7 38 453
Aligning Incentives at Systemically Important Financial Institutions: A Proposal by the Squam Lake Group 0 0 0 47 1 1 12 176
Beyond Arbitrage: Good-Deal Asset Price Bounds in Incomplete Markets 0 0 0 236 0 0 19 708
Bond Risk Premia 1 4 22 650 6 22 100 2,056
Can learnability save new-Keynesian models? 0 0 0 58 0 0 8 282
Challenges for Cost-Benefit Analysis of Financial Regulation 0 0 0 89 0 1 11 602
Commentary on \\"Macroeconomic implications of changes in the term premium\\" 1 1 4 91 2 2 13 236
Continuous-Time Linear Models 0 0 0 54 0 1 12 303
Determinacy and Identification with Taylor Rules 0 2 3 226 3 10 44 1,193
Expectations and the Neutrality of Interest Rates 0 0 3 6 1 4 22 52
Explaining the Poor Performance of Consumption‐based Asset Pricing Models 0 0 1 247 0 1 19 867
Explaining the Variance of Price-Dividend Ratios 0 0 0 354 0 0 34 1,358
Finance: Function Matters, Not Size 0 0 2 121 0 2 11 418
Financial Markets and the Real Economy 1 1 3 115 2 2 14 457
Force of Habit: A Consumption-Based Explanation of Aggregate Stock Market Behavior 2 5 8 889 8 29 115 2,533
HOW DID PAUL KRUGMAN GET IT SO WRONG?-super-1 0 0 0 0 1 2 20 388
How Big Is the Random Walk in GNP? 1 1 1 1,110 2 8 35 3,734
Inflation Stabilization in Reforming Socialist Economies: The Myth of the Monetary Overhang 0 0 0 10 0 0 3 55
International risk sharing is better than you think, or exchange rates are too smooth 0 0 0 172 0 4 12 449
Long-Term Debt and Optimal Policy in the Fiscal Theory of the Price Level 0 0 0 2 1 7 44 1,297
Macro-Finance 0 0 12 189 2 8 60 1,084
Monetary policy with interest on reserves 0 1 3 80 0 1 14 276
Money as stock 0 0 1 208 0 1 10 508
Multivariate estimates of the permanent components of GNP and stock prices 0 0 0 44 0 1 4 211
New facts in finance 0 0 2 749 1 5 37 2,194
Permanent and Transitory Components of GNP and Stock Prices 0 0 0 740 1 2 20 3,309
Portfolio advice of a multifactor world 0 0 0 524 0 5 24 2,172
Prediction and impulse responses in linear systems (in Russian) 0 0 0 38 0 2 5 146
Presidential Address: Discount Rates 0 0 0 0 5 26 121 1,212
Production-Based Asset Pricing and the Link between Stock Returns and Economic Fluctuations 0 1 4 659 0 6 164 1,681
Review of Peter M. Garber, Famous First Bubbles: The Fundamentals of Early Manias 0 0 1 512 0 1 19 1,265
Shocks 0 0 1 888 1 5 25 1,706
Strategic Review and Beyond: Rethinking Monetary Policy and Independence 0 0 0 6 0 0 10 38
The Dog That Did Not Bark: A Defense of Return Predictability 0 0 5 263 1 2 33 1,079
The Fed and Interest Rates - A High-Frequency Identification 0 0 0 250 0 1 12 830
The Fragile Benefits of Endowment Destruction 0 0 0 24 1 1 10 223
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 14 364
The Sensitivity of Tests of the Intertemporal Allocation of Consumption to Near-Rational Alternatives 0 0 1 211 1 4 16 882
The Squam Lake Report: Fixing the Financial System 0 0 3 196 1 1 27 824
The fiscal root of inflation 0 0 2 119 1 6 56 543
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 1 115 0 1 13 304
The risk and return of venture capital 2 3 9 705 5 16 55 1,849
Time-Consistent Health Insurance 0 1 2 278 3 5 17 1,112
Two Trees 0 0 0 46 1 1 13 205
Understanding policy in the great recession: Some unpleasant fiscal arithmetic 1 1 3 259 2 3 18 831
Volatility tests and efficient markets: A review essay 0 0 0 286 0 3 11 835
What do the VARs mean? Measuring the output effects of monetary policy 0 0 0 602 0 2 19 1,266
Where is the market going? Uncertain facts and novel theories 0 0 2 1,712 0 4 26 5,505
Total Journal Articles 11 30 135 16,590 62 244 1,574 56,102


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 0 0 10 120
Total Books 0 0 0 0 0 0 10 120


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 3 27 277
Asset Pricing Explorations for Macroeconomics 0 0 0 123 2 3 33 426
Comment on "On the Need for a New Approach to Analyzing Monetary Policy" 0 0 0 31 0 0 7 84
Conclusions and Solutions 0 0 0 26 0 1 8 83
Introduction 0 0 0 3 1 1 8 47
Michelson-Morley, Fisher, and Occam: The Radical Implications of Stable Quiet Inflation at the Zero Bound 0 0 0 26 0 0 17 172
Restoring Sound Economic Policy - Three Views 0 0 0 25 0 1 6 98
Toward a Run-free Financial System 0 0 2 59 0 2 13 281
Total Chapters 0 0 2 353 4 11 119 1,468


Statistics updated 2026-08-07