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 1 1 206 6 11 18 506
A Fiscal Theory of Monetary Policy with Partially-Repaid Long-Term Debt 0 2 4 87 0 5 10 161
A Frictionless View of U.S. Inflation 0 0 0 130 2 3 4 624
A Frictionless View of U.S. Inflation 0 0 1 324 1 3 7 3,147
A Mean-Variance Benchmark for Intertemporal Portfolio Theory 0 0 1 74 1 3 5 201
A New Structure for U.S. Federal Debt 0 0 2 56 2 3 9 135
A Rehabilitation of Stochastic Discount Factor Methodology 0 0 0 261 2 5 6 752
A Test of Consumption Insurance 0 0 0 43 0 4 5 185
Asset Pricing Explorations for Macroeconomics 0 0 1 509 1 4 6 1,002
Beyond Arbitrage: "Good-Deal" Asset Price Bounds in Incomplete Markets 0 0 0 310 0 2 2 690
Beyond Arbitrage: "Good-Deal" Asset Price Bounds in Incomplete Markets 0 0 0 308 1 7 9 908
Bond Risk Premia 0 1 3 1,166 13 20 35 3,254
By Force of Habit: A Consumption-Based Explanation of Aggregate Stock Market Behavior 0 0 1 660 3 12 22 1,825
By Force of Habit: A Consumption-Based Explanation of Aggregate Stock Market Behavior 0 0 2 148 2 10 20 705
By Force of Habit: A Consumption-Based Explanation of Aggregate Stock Market Behavior 0 0 3 1,986 2 9 22 5,293
By force of habit: a consumption-based explanation of aggregate stock market behavior 0 0 0 2 4 12 19 1,254
Can Learnability Save New-Keynesian Models? 1 1 1 110 4 7 8 245
Continuous-Time Linear Models 0 0 1 215 0 0 2 309
Decomposing the Yield Curve 0 0 0 0 8 11 24 683
Determinacy and Identification with Taylor Rules 1 1 2 262 2 6 8 656
Determinacy and Identification with Taylor Rules 0 0 0 264 2 3 4 716
Discount Rates 1 2 16 185 9 21 69 512
Expectations and the Neutrality of Interest Rates 0 1 3 42 1 3 7 58
Explaining the Poor Performance of Consumption-Based Asset Pricing Models 1 1 1 52 2 4 8 380
Explaining the Poor Performance of Consumption-Based Asset Pricing Models 0 0 0 776 2 6 9 2,420
Explaining the Variance of Price Dividend Ratios 0 0 0 239 1 4 6 699
Finance: Function Matters, not Size 0 0 1 65 0 0 2 185
Financial Markets and the Real Economy 0 0 1 848 5 9 15 2,270
Fiscal Histories 0 0 2 72 3 3 6 57
Inflation Dynamics with a Generalized Lucas Phillips Curve 0 0 11 11 2 5 16 16
Inflation Past, Present and Future: Fiscal Shocks, Fed Response, and Fiscal Limits 0 0 2 46 2 3 10 93
Inflation Stabilization in Reforming Socialist Economies: the Myth of the Monetary Overhang 0 0 0 0 1 2 2 263
International Risk Sharing is Better Than You Think (or Exchange Rates are Much Too Smooth! 0 0 0 5 0 0 0 80
International Risk Sharing is Better Than You Think (or Exchange Rates are Much Too Smooth) 0 0 0 15 0 1 2 108
International Risk Sharing is Better Than You Think (or Exchange Rates are Much Too Smooth) 0 0 1 171 0 2 3 701
Long-term Debt and Optimal Policy in the Fiscal Theory of the Price Level 0 0 2 200 2 4 10 525
Long-term Debt and Optimal Policy in the Fiscal Theory of the Price Level 0 0 2 405 2 3 18 2,015
Macro-Finance 0 1 2 184 3 7 15 368
Monetary Policy with Interest on Reserves 0 0 2 120 1 1 6 213
Monetary-Fiscal Interactions 1 8 18 18 3 14 19 19
Money as Stock: Price Level Determination with no Money Demand 0 0 0 298 3 5 6 1,359
New Facts in Finance 0 0 1 596 3 6 9 1,592
New Facts in Finance 0 0 1 1,104 2 8 14 2,681
Portfolio Advice for a Multifactor World 0 0 0 432 3 5 9 1,318
Portfolio Advice for a Multifactor World 0 0 0 348 3 6 10 821
Portfolios for Long-Term Investors 0 0 3 38 4 6 13 88
Production Based Asset Pricing 0 0 1 227 5 10 13 802
Rethinking Production Under Uncertainty 0 0 0 25 1 2 3 66
Shocks 0 0 0 390 4 8 8 707
Stepping on a Rake: the Fiscal Theory of Monetary Policy 0 0 1 59 2 3 8 137
Stocks as Money: Convenience Yield and the Tech-Stock Bubble 0 1 1 336 0 4 9 1,278
Stopping Inflation in Reforming Socialist Economies: Some Pleasant Socialist Arithmetics 0 0 0 0 0 0 1 212
The Dog That Did Not Bark: A Defense of Return Predictability 0 0 1 304 2 5 11 1,120
The Fed and Interest Rates: A High-Frequency Identification 0 0 1 397 2 5 8 1,345
The Fiscal Roots of Inflation 0 3 6 86 1 10 20 160
The Habit Habit 0 1 3 107 2 3 11 169
The New-Keynesian Liquidity Trap 0 0 0 148 2 3 4 499
The Risk and Return of Venture Capital 0 0 0 27 1 1 3 109
The Risk and Return of Venture Capital 0 0 0 1,350 2 5 7 3,685
The Sensitivity of Tests of the Intertemporal Allocation of Consumption to Near-Rational Alternatives 0 0 0 77 4 6 10 308
The Value of Government Debt 0 1 1 28 5 7 14 116
Two Trees 0 0 0 16 0 0 1 87
Two Trees: Asset Price Dynamics Induced by Market Clearing 0 0 0 132 3 9 10 544
Two Trees: Asset Price Dynamics Induced by Market Clearing 0 0 0 152 4 5 6 527
Understanding Policy in the Great Recession: Some Unpleasant Fiscal Arithmetic 0 0 0 226 3 4 10 664
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 3 5 653
Using Production Based Asset Pricing to Explain the Behavior of Stock Returns Over the Business Cycle 0 0 0 80 2 2 4 193
Volatility Tests and Efficient Markets: A Review Essay 0 0 0 410 2 3 6 1,072
What do the VARs Mean?: Measuring the Output Effects of Monetary Policy 0 0 1 790 3 3 6 1,567
Where is the Market Going: Uncertain Facts and Novel Theories 0 0 0 228 1 4 6 575
Where is the Market Going? Uncertain Facts and Novel Theories 0 0 0 263 1 3 5 909
Total Working Papers 5 25 108 19,397 166 376 718 59,596


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 6 16 1,131 5 11 43 2,477
A Mean-Variance Benchmark for Intertemporal Portfolio Theory 0 1 1 55 3 5 8 249
A Simple Test of Consumption Insurance 0 1 5 899 1 5 19 2,606
A critique of the application of unit root tests 0 0 0 201 1 2 4 594
A fiscal theory of monetary policy with partially repaid long-term debt 0 1 6 98 5 9 35 430
Aligning Incentives at Systemically Important Financial Institutions: A Proposal by the Squam Lake Group 0 0 0 47 1 3 5 168
Beyond Arbitrage: Good-Deal Asset Price Bounds in Incomplete Markets 0 0 0 236 2 10 15 700
Bond Risk Premia 0 1 12 633 3 19 57 1,990
Can learnability save new-Keynesian models? 0 0 2 58 0 2 5 276
Challenges for Cost-Benefit Analysis of Financial Regulation 0 0 0 89 0 2 4 594
Commentary on \\"Macroeconomic implications of changes in the term premium\\" 1 1 4 89 3 4 8 228
Continuous-Time Linear Models 0 0 0 54 1 5 7 297
Determinacy and Identification with Taylor Rules 0 0 1 223 0 9 28 1,163
Expectations and the Neutrality of Interest Rates 0 2 2 5 0 4 14 37
Explaining the Poor Performance of Consumption‐based Asset Pricing Models 0 0 0 246 5 7 11 855
Explaining the Variance of Price-Dividend Ratios 0 0 2 354 14 19 27 1,344
Finance: Function Matters, Not Size 1 1 2 121 2 2 4 410
Financial Markets and the Real Economy 0 1 3 113 1 4 8 447
Force of Habit: A Consumption-Based Explanation of Aggregate Stock Market Behavior 0 1 5 883 13 31 76 2,460
HOW DID PAUL KRUGMAN GET IT SO WRONG?-super-1 0 0 0 0 2 6 9 374
How Big Is the Random Walk in GNP? 0 0 1 1,109 2 11 19 3,712
Inflation Stabilization in Reforming Socialist Economies: The Myth of the Monetary Overhang 0 0 0 10 2 2 3 54
International risk sharing is better than you think, or exchange rates are too smooth 0 0 1 172 0 1 7 440
Long-Term Debt and Optimal Policy in the Fiscal Theory of the Price Level 0 0 0 2 2 6 40 1,268
Macro-Finance 2 6 16 184 8 20 55 1,052
Monetary policy with interest on reserves 1 1 3 78 4 9 15 271
Money as stock 0 0 2 207 1 3 9 502
Multivariate estimates of the permanent components of GNP and stock prices 0 0 0 44 1 1 7 208
New facts in finance 0 1 4 748 1 4 14 2,163
Permanent and Transitory Components of GNP and Stock Prices 0 0 3 740 2 10 23 3,301
Portfolio advice of a multifactor world 0 0 0 524 5 9 16 2,158
Prediction and impulse responses in linear systems (in Russian) 0 0 0 38 0 1 3 142
Presidential Address: Discount Rates 0 0 0 0 16 37 69 1,134
Production-Based Asset Pricing and the Link between Stock Returns and Economic Fluctuations 0 0 2 655 56 65 82 1,584
Review of Peter M. Garber, Famous First Bubbles: The Fundamentals of Early Manias 0 1 2 512 2 3 7 1,249
Shocks 0 0 3 888 2 11 19 1,695
Strategic Review and Beyond: Rethinking Monetary Policy and Independence 0 0 0 6 4 5 7 33
The Dog That Did Not Bark: A Defense of Return Predictability 0 2 5 260 6 10 17 1,057
The Fed and Interest Rates - A High-Frequency Identification 0 0 2 250 1 3 8 824
The Fragile Benefits of Endowment Destruction 0 0 0 24 3 4 7 217
The Return of the Liquidity Effect: A Study of the Short-run Relation between Money Growth and Interest Rates 0 0 0 0 1 4 8 357
The Sensitivity of Tests of the Intertemporal Allocation of Consumption to Near-Rational Alternatives 0 0 5 210 1 3 16 870
The Squam Lake Report: Fixing the Financial System 0 0 2 194 5 10 20 811
The fiscal root of inflation 0 1 6 119 4 7 24 501
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 2 10 293
The risk and return of venture capital 1 3 11 700 9 17 57 1,816
Time-Consistent Health Insurance 1 1 2 277 4 7 11 1,102
Two Trees 0 0 0 46 1 5 7 197
Understanding policy in the great recession: Some unpleasant fiscal arithmetic 0 0 4 257 2 4 13 818
Volatility tests and efficient markets: A review essay 0 0 0 286 2 4 7 829
What do the VARs mean? Measuring the output effects of monetary policy 0 0 0 602 1 2 8 1,252
Where is the market going? Uncertain facts and novel theories 0 0 2 1,710 1 2 9 5,481
Total Journal Articles 9 32 139 16,501 212 441 1,004 55,090


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 4 11 114
Total Books 0 0 0 0 1 4 11 114


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 2 8 16 261
Asset Pricing Explorations for Macroeconomics 0 0 1 123 1 5 9 399
Comment on "On the Need for a New Approach to Analyzing Monetary Policy" 0 0 0 31 0 1 1 78
Conclusions and Solutions 0 0 0 26 0 1 5 78
Introduction 0 0 0 3 2 4 5 43
Michelson-Morley, Fisher, and Occam: The Radical Implications of Stable Quiet Inflation at the Zero Bound 0 0 0 26 2 9 11 165
Restoring Sound Economic Policy - Three Views 0 0 0 25 0 0 0 92
Toward a Run-free Financial System 0 0 2 57 3 4 12 272
Total Chapters 0 0 3 351 10 32 59 1,388


Statistics updated 2026-01-09