Access Statistics for John H. Cochrane

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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 0 2 8 488
A Fiscal Theory of Monetary Policy with Partially-Repaid Long-Term Debt 1 1 5 84 1 3 10 154
A Frictionless View of U.S. Inflation 0 0 0 323 0 0 0 3,140
A Frictionless View of U.S. Inflation 0 0 0 130 0 4 9 621
A Mean-Variance Benchmark for Intertemporal Portfolio Theory 0 1 2 74 0 2 4 198
A New Structure for U.S. Federal Debt 1 1 1 55 3 3 8 129
A Rehabilitation of Stochastic Discount Factor Methodology 0 0 0 261 0 0 3 746
A Test of Consumption Insurance 0 0 0 43 0 0 3 180
Asset Pricing Explorations for Macroeconomics 0 0 0 508 0 0 2 996
Beyond Arbitrage: "Good-Deal" Asset Price Bounds in Incomplete Markets 0 0 0 308 0 0 0 899
Beyond Arbitrage: "Good-Deal" Asset Price Bounds in Incomplete Markets 0 0 0 310 0 0 1 688
Bond Risk Premia 0 0 1 1,163 2 5 12 3,222
By Force of Habit: A Consumption-Based Explanation of Aggregate Stock Market Behavior 0 0 2 1,983 0 3 11 5,273
By Force of Habit: A Consumption-Based Explanation of Aggregate Stock Market Behavior 1 3 5 147 3 7 14 689
By Force of Habit: A Consumption-Based Explanation of Aggregate Stock Market Behavior 0 1 6 659 0 4 17 1,806
By force of habit: a consumption-based explanation of aggregate stock market behavior 0 0 0 2 0 1 3 1,236
Can Learnability Save New-Keynesian Models? 0 0 0 109 0 0 4 237
Continuous-Time Linear Models 0 0 0 214 0 0 1 307
Decomposing the Yield Curve 0 0 0 0 3 8 36 663
Determinacy and Identification with Taylor Rules 0 0 1 264 0 0 6 712
Determinacy and Identification with Taylor Rules 0 1 4 260 0 1 5 648
Discount Rates 2 3 5 171 5 7 18 449
Expectations and the Neutrality of Interest Rates 0 1 3 40 0 3 5 53
Explaining the Poor Performance of Consumption-Based Asset Pricing Models 0 0 0 776 0 0 0 2,411
Explaining the Poor Performance of Consumption-Based Asset Pricing Models 0 1 1 51 1 3 6 373
Explaining the Variance of Price Dividend Ratios 0 0 0 239 0 1 5 693
Finance: Function Matters, not Size 0 0 1 64 0 1 2 183
Financial Markets and the Real Economy 0 1 4 848 0 4 39 2,257
Fiscal Histories 0 0 0 70 1 1 3 52
Inflation Past, Present and Future: Fiscal Shocks, Fed Response, and Fiscal Limits 0 0 5 44 0 2 11 84
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 10 80
International Risk Sharing is Better Than You Think (or Exchange Rates are Much Too Smooth) 0 0 0 170 0 0 1 698
International Risk Sharing is Better Than You Think (or Exchange Rates are Much Too Smooth) 0 0 0 15 0 0 0 106
Long-term Debt and Optimal Policy in the Fiscal Theory of the Price Level 0 0 2 403 1 2 9 1,999
Long-term Debt and Optimal Policy in the Fiscal Theory of the Price Level 1 1 4 199 1 1 6 516
Macro-Finance 0 0 1 182 0 2 9 355
Monetary Policy with Interest on Reserves 0 0 1 118 0 0 5 207
Money as Stock: Price Level Determination with no Money Demand 0 0 0 298 0 0 2 1,353
New Facts in Finance 0 0 1 595 0 0 2 1,583
New Facts in Finance 0 0 10 1,103 2 2 20 2,669
Portfolio Advice for a Multifactor World 0 0 0 432 1 2 4 1,310
Portfolio Advice for a Multifactor World 0 0 0 348 0 0 1 811
Portfolios for Long-Term Investors 1 1 1 36 1 1 2 76
Production Based Asset Pricing 1 1 1 227 1 3 4 791
Rethinking Production Under Uncertainty 0 0 1 25 0 0 3 63
Shocks 0 0 1 390 0 0 3 699
Stepping on a Rake: the Fiscal Theory of Monetary Policy 0 2 2 59 2 5 8 132
Stocks as Money: Convenience Yield and the Tech-Stock Bubble 0 0 0 335 0 1 8 1,269
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 1 303 0 4 6 1,110
The Fed and Interest Rates: A High-Frequency Identification 0 1 1 396 0 2 10 1,337
The Fiscal Roots of Inflation 1 1 3 81 1 3 12 143
The Habit Habit 0 0 2 104 2 2 6 160
The New-Keynesian Liquidity Trap 0 0 1 148 0 0 8 495
The Risk and Return of Venture Capital 0 0 3 1,350 0 1 10 3,679
The Risk and Return of Venture Capital 0 0 0 27 0 0 0 106
The Sensitivity of Tests of the Intertemporal Allocation of Consumption to Near-Rational Alternatives 0 0 2 77 1 4 9 300
The Value of Government Debt 0 0 1 27 0 0 9 102
Two Trees 0 0 1 16 0 0 2 86
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 0 521
Understanding Policy in the Great Recession: Some Unpleasant Fiscal Arithmetic 0 0 0 226 0 0 5 654
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 0 0 648
Using Production Based Asset Pricing to Explain the Behavior of Stock Returns Over the Business Cycle 0 0 0 80 1 1 2 190
Volatility Tests and Efficient Markets: A Review Essay 0 0 0 410 0 0 3 1,066
What do the VARs Mean?: Measuring the Output Effects of Monetary Policy 1 1 1 790 2 2 2 1,563
Where is the Market Going: Uncertain Facts and Novel Theories 0 0 0 228 1 1 1 570
Where is the Market Going? Uncertain Facts and Novel Theories 0 0 0 263 0 0 2 904
Total Working Papers 10 22 87 19,303 36 104 430 58,944


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 1 11 1,115 3 8 38 2,438
A Mean-Variance Benchmark for Intertemporal Portfolio Theory 0 0 1 54 0 2 3 242
A Simple Test of Consumption Insurance 1 1 8 895 3 8 31 2,592
A critique of the application of unit root tests 0 0 0 201 0 2 7 591
A fiscal theory of monetary policy with partially repaid long-term debt 1 3 10 94 5 12 43 403
Aligning Incentives at Systemically Important Financial Institutions: A Proposal by the Squam Lake Group 0 0 0 47 1 1 1 164
Beyond Arbitrage: Good-Deal Asset Price Bounds in Incomplete Markets 0 0 1 236 1 1 4 686
Bond Risk Premia 0 3 12 623 4 12 62 1,939
Can learnability save new-Keynesian models? 0 1 1 57 0 2 2 272
Challenges for Cost-Benefit Analysis of Financial Regulation 0 0 1 89 0 1 5 591
Commentary on \\"Macroeconomic implications of changes in the term premium\\" 0 1 1 86 1 4 4 222
Continuous-Time Linear Models 0 0 0 54 0 1 2 291
Determinacy and Identification with Taylor Rules 0 0 3 222 2 3 10 1,138
Expectations and the Neutrality of Interest Rates 0 1 3 3 1 3 24 24
Explaining the Poor Performance of Consumption‐based Asset Pricing Models 0 0 0 246 1 3 8 845
Explaining the Variance of Price-Dividend Ratios 0 0 8 352 0 0 14 1,317
Finance: Function Matters, Not Size 0 0 1 119 0 1 4 407
Financial Markets and the Real Economy 1 1 1 111 1 1 3 440
Force of Habit: A Consumption-Based Explanation of Aggregate Stock Market Behavior 1 3 17 879 7 18 79 2,394
HOW DID PAUL KRUGMAN GET IT SO WRONG?-super-1 0 0 0 0 1 2 6 367
How Big Is the Random Walk in GNP? 1 1 6 1,109 2 2 11 3,695
Inflation Stabilization in Reforming Socialist Economies: The Myth of the Monetary Overhang 0 1 1 10 1 2 3 52
International risk sharing is better than you think, or exchange rates are too smooth 0 0 4 171 0 1 16 434
Long-Term Debt and Optimal Policy in the Fiscal Theory of the Price Level 0 0 0 2 3 16 66 1,235
Macro-Finance 1 4 9 171 9 20 41 1,013
Monetary policy with interest on reserves 0 0 1 75 0 1 9 257
Money as stock 1 1 1 206 2 5 13 495
Multivariate estimates of the permanent components of GNP and stock prices 0 0 1 44 0 3 6 204
New facts in finance 0 1 6 744 1 3 18 2,150
Permanent and Transitory Components of GNP and Stock Prices 1 2 4 739 3 6 15 3,282
Portfolio advice of a multifactor world 0 2 4 524 1 6 19 2,145
Prediction and impulse responses in linear systems (in Russian) 0 0 1 38 1 2 4 141
Presidential Address: Discount Rates 0 0 0 0 8 16 58 1,075
Production-Based Asset Pricing and the Link between Stock Returns and Economic Fluctuations 0 2 6 654 3 21 32 1,514
Review of Peter M. Garber, Famous First Bubbles: The Fundamentals of Early Manias 0 0 0 510 2 2 3 1,244
Shocks 0 0 3 885 0 2 10 1,677
Strategic Review and Beyond: Rethinking Monetary Policy and Independence 0 1 1 6 2 3 7 28
The Dog That Did Not Bark: A Defense of Return Predictability 1 1 6 256 1 5 17 1,042
The Fed and Interest Rates - A High-Frequency Identification 0 0 3 248 0 1 8 816
The Fragile Benefits of Endowment Destruction 0 0 1 24 0 2 4 210
The Return of the Liquidity Effect: A Study of the Short-run Relation between Money Growth and Interest Rates 0 0 0 0 1 1 2 350
The Sensitivity of Tests of the Intertemporal Allocation of Consumption to Near-Rational Alternatives 2 9 21 208 4 17 51 861
The Squam Lake Report: Fixing the Financial System 0 0 0 192 1 3 4 794
The fiscal root of inflation 0 4 10 114 0 5 35 478
The response of consumption to income: A Cross-Country investigation: by J.Y. Campbell and N.G. Mankiw why test the permanent income hypothesis? 1 1 3 113 2 3 8 285
The risk and return of venture capital 1 1 31 690 2 11 106 1,765
Time-Consistent Health Insurance 0 0 6 275 1 1 11 1,092
Two Trees 0 1 2 46 1 4 16 191
Understanding policy in the great recession: Some unpleasant fiscal arithmetic 0 0 2 253 1 2 17 807
Volatility tests and efficient markets: A review essay 0 0 1 286 0 1 7 823
What do the VARs mean? Measuring the output effects of monetary policy 0 0 3 602 1 2 16 1,246
Where is the market going? Uncertain facts and novel theories 1 1 8 1,709 2 2 14 5,474
Total Journal Articles 14 48 224 16,387 86 256 997 54,238


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 4 4 7 107
Total Books 0 0 0 0 4 4 7 107


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 9 247
Asset Pricing Explorations for Macroeconomics 0 1 1 122 0 2 6 390
Comment on "On the Need for a New Approach to Analyzing Monetary Policy" 0 0 0 31 0 0 1 77
Conclusions and Solutions 0 0 0 26 1 2 3 74
Introduction 0 0 0 3 1 1 2 39
Michelson-Morley, Fisher, and Occam: The Radical Implications of Stable Quiet Inflation at the Zero Bound 0 0 0 26 0 3 14 155
Restoring Sound Economic Policy - Three Views 0 0 0 25 0 0 0 92
Toward a Run-free Financial System 0 2 3 57 3 6 12 265
Total Chapters 0 3 4 350 6 16 47 1,339


Statistics updated 2025-03-03