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 1 9 21 509
A Fiscal Theory of Monetary Policy with Partially-Repaid Long-Term Debt 0 1 4 88 3 8 15 169
A Frictionless View of U.S. Inflation 0 0 1 324 1 3 9 3,149
A Frictionless View of U.S. Inflation 0 0 0 130 0 6 7 628
A Mean-Variance Benchmark for Intertemporal Portfolio Theory 0 0 0 74 2 14 16 214
A New Structure for U.S. Federal Debt 0 0 1 56 1 6 10 139
A Rehabilitation of Stochastic Discount Factor Methodology 0 0 0 261 0 4 8 754
A Test of Consumption Insurance 0 0 0 43 1 3 8 188
Asset Pricing Explorations for Macroeconomics 0 0 1 509 4 10 15 1,011
Beyond Arbitrage: "Good-Deal" Asset Price Bounds in Incomplete Markets 0 0 0 310 4 14 16 704
Beyond Arbitrage: "Good-Deal" Asset Price Bounds in Incomplete Markets 0 0 0 308 4 6 14 913
Bond Risk Premia 0 0 3 1,166 8 23 42 3,264
By Force of Habit: A Consumption-Based Explanation of Aggregate Stock Market Behavior 0 0 1 148 0 3 17 706
By Force of Habit: A Consumption-Based Explanation of Aggregate Stock Market Behavior 1 1 2 661 6 17 33 1,839
By Force of Habit: A Consumption-Based Explanation of Aggregate Stock Market Behavior 0 0 3 1,986 3 11 29 5,302
By force of habit: a consumption-based explanation of aggregate stock market behavior 0 0 0 2 1 11 25 1,261
Can Learnability Save New-Keynesian Models? 0 1 1 110 0 9 13 250
Continuous-Time Linear Models 0 0 1 215 0 2 4 311
Decomposing the Yield Curve 0 0 0 0 2 15 27 690
Determinacy and Identification with Taylor Rules 0 1 2 262 1 13 19 667
Determinacy and Identification with Taylor Rules 0 0 0 264 2 8 10 722
Discount Rates 1 2 15 186 7 22 76 525
Expectations and the Neutrality of Interest Rates 0 1 3 43 2 8 12 65
Explaining the Poor Performance of Consumption-Based Asset Pricing Models 0 1 1 52 1 7 12 385
Explaining the Poor Performance of Consumption-Based Asset Pricing Models 0 0 0 776 3 11 18 2,429
Explaining the Variance of Price Dividend Ratios 0 0 0 239 1 4 9 702
Finance: Function Matters, not Size 0 0 1 65 1 2 4 187
Financial Markets and the Real Economy 0 0 0 848 3 13 21 2,278
Fiscal Histories 0 0 2 72 0 7 9 61
Inflation Dynamics with a Generalized Lucas Phillips Curve 0 0 11 11 1 5 19 19
Inflation Past, Present and Future: Fiscal Shocks, Fed Response, and Fiscal Limits 0 0 2 46 2 8 15 99
Inflation Stabilization in Reforming Socialist Economies: the Myth of the Monetary Overhang 0 0 0 0 0 5 6 267
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 0 15 0 4 6 112
International Risk Sharing is Better Than You Think (or Exchange Rates are Much Too Smooth) 0 0 1 171 1 7 10 708
Long-term Debt and Optimal Policy in the Fiscal Theory of the Price Level 1 1 3 406 3 13 27 2,026
Long-term Debt and Optimal Policy in the Fiscal Theory of the Price Level 0 0 1 200 2 5 12 528
Macro-Finance 1 1 3 185 19 31 41 396
Monetary Policy with Interest on Reserves 0 0 2 120 7 14 19 226
Monetary-Fiscal Interactions 0 3 20 20 0 9 25 25
Money as Stock: Price Level Determination with no Money Demand 0 1 1 299 2 11 14 1,367
New Facts in Finance 0 0 1 596 9 19 25 1,608
New Facts in Finance 1 2 3 1,106 6 19 29 2,698
Portfolio Advice for a Multifactor World 0 0 0 348 1 6 13 824
Portfolio Advice for a Multifactor World 0 0 0 432 3 8 13 1,323
Portfolios for Long-Term Investors 1 1 3 39 6 13 21 97
Production Based Asset Pricing 0 0 0 227 0 10 16 807
Rethinking Production Under Uncertainty 0 0 0 25 1 3 5 68
Shocks 0 0 0 390 0 9 13 712
Stepping on a Rake: the Fiscal Theory of Monetary Policy 0 0 0 59 7 13 16 148
Stocks as Money: Convenience Yield and the Tech-Stock Bubble 1 1 2 337 1 6 15 1,284
Stopping Inflation in Reforming Socialist Economies: Some Pleasant Socialist Arithmetics 0 0 0 0 1 1 2 213
The Dog That Did Not Bark: A Defense of Return Predictability 0 0 1 304 3 16 24 1,134
The Fed and Interest Rates: A High-Frequency Identification 0 0 1 397 2 6 12 1,349
The Fiscal Roots of Inflation 0 0 5 86 2 5 21 164
The Habit Habit 0 0 3 107 3 12 19 179
The New-Keynesian Liquidity Trap 1 1 1 149 1 7 9 504
The Risk and Return of Venture Capital 0 0 0 1,350 0 7 11 3,690
The Risk and Return of Venture Capital 0 0 0 27 0 4 6 112
The Sensitivity of Tests of the Intertemporal Allocation of Consumption to Near-Rational Alternatives 0 0 0 77 2 9 13 313
The Value of Government Debt 0 0 1 28 1 6 15 117
Two Trees 0 0 0 16 4 7 8 94
Two Trees: Asset Price Dynamics Induced by Market Clearing 0 0 0 132 1 7 14 548
Two Trees: Asset Price Dynamics Induced by Market Clearing 0 0 0 152 0 10 12 533
Understanding Policy in the Great Recession: Some Unpleasant Fiscal Arithmetic 0 0 0 226 0 5 12 666
Univariate vs. Multivariate Forecasts of GNP Growth and Stock Returns: Evidence and Implications for the Persistence of Shocks, Detrending Methods 0 0 0 148 0 4 8 656
Using Production Based Asset Pricing to Explain the Behavior of Stock Returns Over the Business Cycle 0 0 0 80 0 3 4 194
Volatility Tests and Efficient Markets: A Review Essay 0 0 0 410 2 5 9 1,075
What do the VARs Mean?: Measuring the Output Effects of Monetary Policy 0 0 0 790 0 6 7 1,570
Where is the Market Going: Uncertain Facts and Novel Theories 0 0 0 228 3 8 12 582
Where is the Market Going? Uncertain Facts and Novel Theories 0 0 0 263 2 5 9 913
Total Working Papers 8 19 108 19,411 160 623 1,109 60,053

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 22 1,137 5 22 56 2,494
A Mean-Variance Benchmark for Intertemporal Portfolio Theory 0 0 1 55 1 7 11 253
A Simple Test of Consumption Insurance 1 2 6 901 2 13 26 2,618
A critique of the application of unit root tests 0 0 0 201 1 6 8 599
A fiscal theory of monetary policy with partially repaid long-term debt 0 0 4 98 6 19 41 444
Aligning Incentives at Systemically Important Financial Institutions: A Proposal by the Squam Lake Group 0 0 0 47 3 7 10 174
Beyond Arbitrage: Good-Deal Asset Price Bounds in Incomplete Markets 0 0 0 236 2 8 20 706
Bond Risk Premia 4 7 17 640 11 22 70 2,009
Can learnability save new-Keynesian models? 0 0 1 58 2 3 7 279
Challenges for Cost-Benefit Analysis of Financial Regulation 0 0 0 89 1 4 7 598
Commentary on \\"Macroeconomic implications of changes in the term premium\\" 0 2 4 90 1 8 11 233
Continuous-Time Linear Models 0 0 0 54 2 4 9 300
Determinacy and Identification with Taylor Rules 1 1 2 224 5 11 36 1,174
Expectations and the Neutrality of Interest Rates 1 1 3 6 2 5 18 42
Explaining the Poor Performance of Consumption‐based Asset Pricing Models 0 1 1 247 1 9 14 859
Explaining the Variance of Price-Dividend Ratios 0 0 2 354 1 26 39 1,356
Finance: Function Matters, Not Size 0 1 2 121 2 5 6 413
Financial Markets and the Real Economy 0 1 3 114 1 4 10 450
Force of Habit: A Consumption-Based Explanation of Aggregate Stock Market Behavior 0 0 4 883 8 32 85 2,479
HOW DID PAUL KRUGMAN GET IT SO WRONG?-super-1 0 0 0 0 2 7 12 379
How Big Is the Random Walk in GNP? 0 0 0 1,109 0 6 21 3,716
Inflation Stabilization in Reforming Socialist Economies: The Myth of the Monetary Overhang 0 0 0 10 0 3 3 55
International risk sharing is better than you think, or exchange rates are too smooth 0 0 1 172 0 3 9 443
Long-Term Debt and Optimal Policy in the Fiscal Theory of the Price Level 0 0 0 2 6 17 48 1,283
Macro-Finance 3 6 17 188 8 27 58 1,071
Monetary policy with interest on reserves 1 2 4 79 1 7 17 274
Money as stock 0 1 2 208 0 4 10 505
Multivariate estimates of the permanent components of GNP and stock prices 0 0 0 44 0 3 6 210
New facts in finance 0 0 4 748 0 7 19 2,169
Permanent and Transitory Components of GNP and Stock Prices 0 0 1 740 0 5 22 3,304
Portfolio advice of a multifactor world 0 0 0 524 3 12 20 2,165
Prediction and impulse responses in linear systems (in Russian) 0 0 0 38 1 2 3 144
Presidential Address: Discount Rates 0 0 0 0 11 45 88 1,163
Production-Based Asset Pricing and the Link between Stock Returns and Economic Fluctuations 1 2 3 657 13 134 148 1,662
Review of Peter M. Garber, Famous First Bubbles: The Fundamentals of Early Manias 0 0 2 512 2 12 15 1,259
Shocks 0 0 3 888 0 5 21 1,698
Strategic Review and Beyond: Rethinking Monetary Policy and Independence 0 0 0 6 0 9 10 38
The Dog That Did Not Bark: A Defense of Return Predictability 2 2 6 262 8 22 31 1,073
The Fed and Interest Rates - A High-Frequency Identification 0 0 2 250 0 3 10 826
The Fragile Benefits of Endowment Destruction 0 0 0 24 1 5 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 6 12 362
The Sensitivity of Tests of the Intertemporal Allocation of Consumption to Near-Rational Alternatives 0 0 2 210 0 5 13 874
The Squam Lake Report: Fixing the Financial System 0 0 2 194 2 11 23 817
The fiscal root of inflation 0 0 5 119 10 34 53 531
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 1 114 1 5 12 297
The risk and return of venture capital 1 2 11 701 4 19 61 1,826
Time-Consistent Health Insurance 0 1 2 277 0 6 12 1,104
Two Trees 0 0 0 46 1 6 11 202
Understanding policy in the great recession: Some unpleasant fiscal arithmetic 0 0 4 257 1 7 16 823
Volatility tests and efficient markets: A review essay 0 0 0 286 1 4 8 831
What do the VARs mean? Measuring the output effects of monetary policy 0 0 0 602 0 6 11 1,257
Where is the market going? Uncertain facts and novel theories 0 2 3 1,712 0 15 21 5,495
Total Journal Articles 17 42 147 16,534 133 677 1,317 55,555

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 3 9 116
Total Books 0 0 0 0 0 3 9 116

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 7 19 266
Asset Pricing Explorations for Macroeconomics 0 0 1 123 2 9 17 407
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 0 3 5 44
Michelson-Morley, Fisher, and Occam: The Radical Implications of Stable Quiet Inflation at the Zero Bound 0 0 0 26 0 4 12 167
Restoring Sound Economic Policy - Three Views 0 0 0 25 1 4 4 96
Toward a Run-free Financial System 1 1 1 58 1 6 10 275
Total Chapters 1 1 2 352 6 38 77 1,416

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