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 1 206 0 7 26 516
A Fiscal Theory of Monetary Policy with Partially-Repaid Long-Term Debt 0 1 4 89 2 10 24 179
A Frictionless View of U.S. Inflation 0 0 0 324 1 5 12 3,154
A Frictionless View of U.S. Inflation 0 0 0 130 0 8 15 636
A Mean-Variance Benchmark for Intertemporal Portfolio Theory 0 0 0 74 1 6 22 220
A New Structure for U.S. Federal Debt 0 0 0 56 4 5 13 144
A Rehabilitation of Stochastic Discount Factor Methodology 0 0 0 261 0 6 14 760
A Test of Consumption Insurance 0 0 0 43 0 2 10 190
Asset Pricing Explorations for Macroeconomics 0 0 0 509 0 9 22 1,020
Beyond Arbitrage: "Good-Deal" Asset Price Bounds in Incomplete Markets 0 0 0 310 0 7 23 711
Beyond Arbitrage: "Good-Deal" Asset Price Bounds in Incomplete Markets 0 0 0 308 0 2 16 915
Bond Risk Premia 0 0 3 1,166 5 21 57 3,285
By Force of Habit: A Consumption-Based Explanation of Aggregate Stock Market Behavior 0 0 1 1,986 0 13 39 5,315
By Force of Habit: A Consumption-Based Explanation of Aggregate Stock Market Behavior 0 0 1 148 0 9 25 715
By Force of Habit: A Consumption-Based Explanation of Aggregate Stock Market Behavior 0 0 1 661 2 17 48 1,856
By force of habit: a consumption-based explanation of aggregate stock market behavior 0 0 0 2 1 9 34 1,270
Can Learnability Save New-Keynesian Models? 0 0 1 110 0 2 14 252
Continuous-Time Linear Models 0 0 0 215 1 3 6 314
Decomposing the Yield Curve 0 0 0 0 1 9 31 699
Determinacy and Identification with Taylor Rules 0 0 1 262 1 10 28 677
Determinacy and Identification with Taylor Rules 0 0 0 264 0 5 15 727
Discount Rates 2 8 20 194 11 30 95 555
Expectations and the Neutrality of Interest Rates 0 0 3 43 0 3 15 68
Explaining the Poor Performance of Consumption-Based Asset Pricing Models 0 0 0 776 0 4 20 2,433
Explaining the Poor Performance of Consumption-Based Asset Pricing Models 0 0 1 52 0 1 13 386
Explaining the Variance of Price Dividend Ratios 1 1 1 240 1 8 16 710
Finance: Function Matters, not Size 0 0 1 65 0 0 4 187
Financial Markets and the Real Economy 0 0 0 848 1 7 28 2,285
Fiscal Histories 0 0 1 72 1 4 12 65
Inflation Dynamics with a Generalized Lucas Phillips Curve 0 0 11 11 3 7 26 26
Inflation Past, Present and Future: Fiscal Shocks, Fed Response, and Fiscal Limits 0 0 1 46 1 3 16 102
Inflation Stabilization in Reforming Socialist Economies: the Myth of the Monetary Overhang 0 0 0 0 0 1 7 268
International Risk Sharing is Better Than You Think (or Exchange Rates are Much Too Smooth! 0 0 0 5 0 0 3 83
International Risk Sharing is Better Than You Think (or Exchange Rates are Much Too Smooth) 0 0 0 15 1 1 7 113
International Risk Sharing is Better Than You Think (or Exchange Rates are Much Too Smooth) 0 0 0 171 1 6 15 714
Long-term Debt and Optimal Policy in the Fiscal Theory of the Price Level 0 0 0 200 0 6 15 534
Long-term Debt and Optimal Policy in the Fiscal Theory of the Price Level 0 1 2 407 1 8 27 2,034
Macro-Finance 0 2 4 187 2 15 53 411
Monetary Policy with Interest on Reserves 0 0 1 120 1 1 18 227
Monetary-Fiscal Interactions 0 1 21 21 0 7 32 32
Money as Stock: Price Level Determination with no Money Demand 0 0 1 299 1 5 19 1,372
New Facts in Finance 0 0 0 596 1 9 32 1,617
New Facts in Finance 0 0 2 1,106 3 7 35 2,705
Portfolio Advice for a Multifactor World 0 0 0 348 0 0 12 824
Portfolio Advice for a Multifactor World 0 0 0 432 2 4 15 1,327
Portfolios for Long-Term Investors 0 0 2 39 1 5 23 102
Production Based Asset Pricing 0 1 1 228 0 1 17 808
Rethinking Production Under Uncertainty 0 0 0 25 0 1 6 69
Shocks 0 1 1 391 1 4 17 716
Stepping on a Rake: the Fiscal Theory of Monetary Policy 0 0 0 59 0 5 21 153
Stocks as Money: Convenience Yield and the Tech-Stock Bubble 0 1 3 338 3 10 22 1,294
Stopping Inflation in Reforming Socialist Economies: Some Pleasant Socialist Arithmetics 0 0 0 0 1 1 2 214
The Dog That Did Not Bark: A Defense of Return Predictability 1 1 2 305 1 6 30 1,140
The Fed and Interest Rates: A High-Frequency Identification 0 1 2 398 2 4 14 1,353
The Fiscal Roots of Inflation 0 0 4 86 0 2 21 166
The Habit Habit 0 0 3 107 1 5 24 184
The New-Keynesian Liquidity Trap 0 0 1 149 0 3 11 507
The Risk and Return of Venture Capital 0 0 0 27 3 7 12 119
The Risk and Return of Venture Capital 0 0 0 1,350 3 10 20 3,700
The Sensitivity of Tests of the Intertemporal Allocation of Consumption to Near-Rational Alternatives 0 0 0 77 1 4 16 317
The Value of Government Debt 1 1 2 29 2 5 17 122
Two Trees 0 0 0 16 1 6 14 100
Two Trees: Asset Price Dynamics Induced by Market Clearing 3 3 3 135 4 12 26 560
Two Trees: Asset Price Dynamics Induced by Market Clearing 0 0 0 152 0 5 16 538
Understanding Policy in the Great Recession: Some Unpleasant Fiscal Arithmetic 0 0 0 226 0 3 13 669
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 5 13 661
Using Production Based Asset Pricing to Explain the Behavior of Stock Returns Over the Business Cycle 0 0 0 80 0 2 6 196
Volatility Tests and Efficient Markets: A Review Essay 0 0 0 410 0 1 10 1,076
What do the VARs Mean?: Measuring the Output Effects of Monetary Policy 0 0 0 790 0 3 10 1,573
Where is the Market Going: Uncertain Facts and Novel Theories 0 0 0 228 0 3 15 585
Where is the Market Going? Uncertain Facts and Novel Theories 0 0 0 263 0 4 13 917
Total Working Papers 8 23 107 19,434 74 419 1,438 60,472

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 4 11 27 1,148 12 30 76 2,524
A Mean-Variance Benchmark for Intertemporal Portfolio Theory 0 0 1 55 0 4 13 257
A Simple Test of Consumption Insurance 0 2 6 903 2 14 35 2,632
A critique of the application of unit root tests 0 0 0 201 0 5 12 604
A fiscal theory of monetary policy with partially repaid long-term debt 0 0 2 98 4 6 41 450
Aligning Incentives at Systemically Important Financial Institutions: A Proposal by the Squam Lake Group 0 0 0 47 0 1 11 175
Beyond Arbitrage: Good-Deal Asset Price Bounds in Incomplete Markets 0 0 0 236 0 2 21 708
Bond Risk Premia 2 8 22 648 5 30 88 2,039
Can learnability save new-Keynesian models? 0 0 0 58 0 3 9 282
Challenges for Cost-Benefit Analysis of Financial Regulation 0 0 0 89 0 3 10 601
Commentary on \\"Macroeconomic implications of changes in the term premium\\" 0 0 3 90 0 1 11 234
Continuous-Time Linear Models 0 0 0 54 1 3 12 303
Determinacy and Identification with Taylor Rules 2 2 3 226 3 12 42 1,186
Expectations and the Neutrality of Interest Rates 0 0 3 6 2 8 22 50
Explaining the Poor Performance of Consumption‐based Asset Pricing Models 0 0 1 247 0 7 20 866
Explaining the Variance of Price-Dividend Ratios 0 0 0 354 0 2 36 1,358
Finance: Function Matters, Not Size 0 0 2 121 1 4 10 417
Financial Markets and the Real Economy 0 0 2 114 0 5 12 455
Force of Habit: A Consumption-Based Explanation of Aggregate Stock Market Behavior 3 4 8 887 12 37 109 2,516
HOW DID PAUL KRUGMAN GET IT SO WRONG?-super-1 0 0 0 0 0 7 18 386
How Big Is the Random Walk in GNP? 0 0 0 1,109 3 13 31 3,729
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 1 172 1 3 10 446
Long-Term Debt and Optimal Policy in the Fiscal Theory of the Price Level 0 0 0 2 1 8 42 1,291
Macro-Finance 0 1 14 189 3 8 59 1,079
Monetary policy with interest on reserves 1 1 3 80 1 2 16 276
Money as stock 0 0 2 208 0 2 12 507
Multivariate estimates of the permanent components of GNP and stock prices 0 0 0 44 1 1 6 211
New facts in finance 0 1 3 749 0 20 34 2,189
Permanent and Transitory Components of GNP and Stock Prices 0 0 0 740 0 3 22 3,307
Portfolio advice of a multifactor world 0 0 0 524 2 4 22 2,169
Prediction and impulse responses in linear systems (in Russian) 0 0 0 38 1 1 4 145
Presidential Address: Discount Rates 0 0 0 0 14 37 115 1,200
Production-Based Asset Pricing and the Link between Stock Returns and Economic Fluctuations 0 1 4 658 4 17 164 1,679
Review of Peter M. Garber, Famous First Bubbles: The Fundamentals of Early Manias 0 0 1 512 0 5 19 1,264
Shocks 0 0 1 888 2 5 23 1,703
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 1 5 263 0 4 32 1,077
The Fed and Interest Rates - A High-Frequency Identification 0 0 1 250 0 3 12 829
The Fragile Benefits of Endowment Destruction 0 0 0 24 0 3 12 222
The Return of the Liquidity Effect: A Study of the Short-run Relation between Money Growth and Interest Rates 0 0 0 0 0 2 14 364
The Sensitivity of Tests of the Intertemporal Allocation of Consumption to Near-Rational Alternatives 0 1 2 211 2 6 16 880
The Squam Lake Report: Fixing the Financial System 0 2 3 196 0 6 26 823
The fiscal root of inflation 0 0 2 119 3 9 56 540
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 1 1 115 1 7 15 304
The risk and return of venture capital 1 2 9 703 8 15 52 1,841
Time-Consistent Health Insurance 1 1 2 278 1 4 15 1,108
Two Trees 0 0 0 46 0 2 13 204
Understanding policy in the great recession: Some unpleasant fiscal arithmetic 0 1 3 258 1 6 17 829
Volatility tests and efficient markets: A review essay 0 0 0 286 3 4 12 835
What do the VARs mean? Measuring the output effects of monetary policy 0 0 0 602 0 7 17 1,264
Where is the market going? Uncertain facts and novel theories 0 0 2 1,712 2 8 26 5,503
Total Journal Articles 14 40 139 16,574 96 399 1,535 55,954

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 4 11 120
Total Books 0 0 0 0 0 4 11 120

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 9 27 275
Asset Pricing Explorations for Macroeconomics 0 0 1 123 0 16 31 423
Comment on "On the Need for a New Approach to Analyzing Monetary Policy" 0 0 0 31 0 4 7 84
Conclusions and Solutions 0 0 0 26 0 1 8 82
Introduction 0 0 0 3 0 2 7 46
Michelson-Morley, Fisher, and Occam: The Radical Implications of Stable Quiet Inflation at the Zero Bound 0 0 0 26 0 5 17 172
Restoring Sound Economic Policy - Three Views 0 0 0 25 1 2 6 98
Toward a Run-free Financial System 0 1 2 59 1 5 12 280
Total Chapters 0 1 3 353 3 44 115 1,460

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