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 0 205 1 4 11 496
A Fiscal Theory of Monetary Policy with Partially-Repaid Long-Term Debt 1 1 3 86 2 3 7 158
A Frictionless View of U.S. Inflation 0 0 1 324 1 1 5 3,145
A Frictionless View of U.S. Inflation 0 0 0 130 0 0 4 621
A Mean-Variance Benchmark for Intertemporal Portfolio Theory 0 0 1 74 0 0 2 198
A New Structure for U.S. Federal Debt 0 0 2 56 1 1 7 133
A Rehabilitation of Stochastic Discount Factor Methodology 0 0 0 261 1 2 2 748
A Test of Consumption Insurance 0 0 0 43 2 2 3 183
Asset Pricing Explorations for Macroeconomics 0 0 1 509 1 1 3 999
Beyond Arbitrage: "Good-Deal" Asset Price Bounds in Incomplete Markets 0 0 0 308 1 2 3 902
Beyond Arbitrage: "Good-Deal" Asset Price Bounds in Incomplete Markets 0 0 0 310 1 1 1 689
Bond Risk Premia 1 3 3 1,166 5 10 22 3,239
By Force of Habit: A Consumption-Based Explanation of Aggregate Stock Market Behavior 0 0 4 148 3 6 16 698
By Force of Habit: A Consumption-Based Explanation of Aggregate Stock Market Behavior 0 0 2 660 1 2 15 1,814
By Force of Habit: A Consumption-Based Explanation of Aggregate Stock Market Behavior 0 0 3 1,986 3 6 17 5,287
By force of habit: a consumption-based explanation of aggregate stock market behavior 0 0 0 2 4 7 11 1,246
Can Learnability Save New-Keynesian Models? 0 0 0 109 1 1 2 239
Continuous-Time Linear Models 0 0 1 215 0 1 2 309
Decomposing the Yield Curve 0 0 0 0 1 2 22 673
Determinacy and Identification with Taylor Rules 0 0 0 264 0 1 1 713
Determinacy and Identification with Taylor Rules 0 0 2 261 2 2 5 652
Discount Rates 1 3 16 184 7 17 58 498
Expectations and the Neutrality of Interest Rates 0 1 2 41 0 1 5 55
Explaining the Poor Performance of Consumption-Based Asset Pricing Models 0 0 1 51 0 0 7 376
Explaining the Poor Performance of Consumption-Based Asset Pricing Models 0 0 0 776 2 3 5 2,416
Explaining the Variance of Price Dividend Ratios 0 0 0 239 3 4 6 698
Finance: Function Matters, not Size 0 1 1 65 0 1 3 185
Financial Markets and the Real Economy 0 0 1 848 1 2 15 2,262
Fiscal Histories 0 0 2 72 0 0 3 54
Inflation Dynamics with a Generalized Lucas Phillips Curve 0 3 11 11 1 4 12 12
Inflation Past, Present and Future: Fiscal Shocks, Fed Response, and Fiscal Limits 0 1 2 46 0 4 8 90
Inflation Stabilization in Reforming Socialist Economies: the Myth of the Monetary Overhang 0 0 0 0 1 1 1 262
International Risk Sharing is Better Than You Think (or Exchange Rates are Much Too Smooth) 0 0 0 15 0 0 1 107
International Risk Sharing is Better Than You Think (or Exchange Rates are Much Too Smooth) 0 0 1 171 1 1 2 700
Long-term Debt and Optimal Policy in the Fiscal Theory of the Price Level 0 0 3 405 0 3 16 2,012
Long-term Debt and Optimal Policy in the Fiscal Theory of the Price Level 0 0 2 200 2 3 8 523
Macro-Finance 0 0 1 183 1 3 9 362
Monetary Policy with Interest on Reserves 0 0 2 120 0 1 5 212
Monetary-Fiscal Interactions 6 16 16 16 8 13 13 13
Money as Stock: Price Level Determination with no Money Demand 0 0 0 298 1 1 2 1,355
New Facts in Finance 0 0 1 596 2 2 5 1,588
New Facts in Finance 0 0 1 1,104 3 4 9 2,676
Portfolio Advice for a Multifactor World 0 0 0 432 1 1 7 1,314
Portfolio Advice for a Multifactor World 0 0 0 348 0 1 4 815
Portfolios for Long-Term Investors 0 1 3 38 2 3 9 84
Production Based Asset Pricing 0 0 1 227 3 4 7 795
Rethinking Production Under Uncertainty 0 0 0 25 0 1 1 64
Shocks 0 0 0 390 0 0 0 699
Stepping on a Rake: the Fiscal Theory of Monetary Policy 0 0 2 59 0 0 7 134
Stocks as Money: Convenience Yield and the Tech-Stock Bubble 1 1 1 336 2 3 8 1,276
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 1 1 304 3 7 12 1,118
The Fed and Interest Rates: A High-Frequency Identification 0 0 2 397 0 0 6 1,340
The Fiscal Roots of Inflation 2 3 5 85 6 9 16 156
The Habit Habit 1 2 3 107 1 6 9 167
The New-Keynesian Liquidity Trap 0 0 0 148 1 1 2 497
The Risk and Return of Venture Capital 0 0 1 1,350 1 1 4 3,681
The Sensitivity of Tests of the Intertemporal Allocation of Consumption to Near-Rational Alternatives 0 0 1 77 0 1 7 302
The Value of Government Debt 1 1 1 28 1 2 8 110
Two Trees: Asset Price Dynamics Induced by Market Clearing 0 0 0 152 1 1 2 523
Two Trees: Asset Price Dynamics Induced by Market Clearing 0 0 0 132 5 6 6 540
Understanding Policy in the Great Recession: Some Unpleasant Fiscal Arithmetic 0 0 0 226 0 3 6 660
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 2 3 651
Using Production Based Asset Pricing to Explain the Behavior of Stock Returns Over the Business Cycle 0 0 0 80 0 0 2 191
Volatility Tests and Efficient Markets: A Review Essay 0 0 0 410 0 3 3 1,069
What do the VARs Mean?: Measuring the Output Effects of Monetary Policy 0 0 1 790 0 1 3 1,564
Where is the Market Going: Uncertain Facts and Novel Theories 0 0 0 228 1 1 3 572
Where is the Market Going? Uncertain Facts and Novel Theories 0 0 0 263 1 1 3 907
Total Working Papers 14 38 108 19,338 94 181 493 59,039
3 registered items for which data could not be found


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 1 1 12 1,126 3 8 40 2,469
A Mean-Variance Benchmark for Intertemporal Portfolio Theory 0 0 0 54 0 0 4 244
A Simple Test of Consumption Insurance 1 1 7 899 3 5 23 2,604
A critique of the application of unit root tests 0 0 0 201 1 1 5 593
A fiscal theory of monetary policy with partially repaid long-term debt 0 1 8 97 1 7 35 422
Aligning Incentives at Systemically Important Financial Institutions: A Proposal by the Squam Lake Group 0 0 0 47 1 2 3 166
Beyond Arbitrage: Good-Deal Asset Price Bounds in Incomplete Markets 0 0 0 236 4 5 9 694
Bond Risk Premia 1 5 13 633 10 25 62 1,981
Can learnability save new-Keynesian models? 0 0 2 58 0 0 4 274
Challenges for Cost-Benefit Analysis of Financial Regulation 0 0 0 89 0 1 2 592
Commentary on \\"Macroeconomic implications of changes in the term premium\\" 0 1 3 88 1 2 7 225
Continuous-Time Linear Models 0 0 0 54 2 3 4 294
Determinacy and Identification with Taylor Rules 0 0 1 223 5 10 24 1,159
Expectations and the Neutrality of Interest Rates 0 0 2 3 1 4 14 34
Explaining the Poor Performance of Consumption‐based Asset Pricing Models 0 0 0 246 0 0 6 848
Explaining the Variance of Price-Dividend Ratios 0 0 2 354 3 4 11 1,328
Finance: Function Matters, Not Size 0 1 1 120 0 1 2 408
Financial Markets and the Real Economy 0 0 2 112 1 1 5 444
Force of Habit: A Consumption-Based Explanation of Aggregate Stock Market Behavior 0 1 8 882 9 20 72 2,438
HOW DID PAUL KRUGMAN GET IT SO WRONG?-super-1 0 0 0 0 2 2 5 370
How Big Is the Random Walk in GNP? 0 0 1 1,109 3 5 11 3,704
Inflation Stabilization in Reforming Socialist Economies: The Myth of the Monetary Overhang 0 0 1 10 0 0 2 52
International risk sharing is better than you think, or exchange rates are too smooth 0 0 1 172 1 3 7 440
Long-Term Debt and Optimal Policy in the Fiscal Theory of the Price Level 0 0 0 2 2 11 50 1,264
Macro-Finance 0 1 11 178 5 13 45 1,037
Monetary policy with interest on reserves 0 0 2 77 0 0 7 262
Money as stock 0 0 2 207 0 1 10 499
Multivariate estimates of the permanent components of GNP and stock prices 0 0 0 44 0 0 6 207
New facts in finance 0 0 4 747 2 4 15 2,161
Permanent and Transitory Components of GNP and Stock Prices 0 0 3 740 4 6 20 3,295
Portfolio advice of a multifactor world 0 0 2 524 1 2 13 2,150
Prediction and impulse responses in linear systems (in Russian) 0 0 0 38 1 1 3 142
Presidential Address: Discount Rates 0 0 0 0 7 13 50 1,104
Production-Based Asset Pricing and the Link between Stock Returns and Economic Fluctuations 0 0 3 655 7 9 33 1,526
Review of Peter M. Garber, Famous First Bubbles: The Fundamentals of Early Manias 1 1 2 512 1 1 5 1,247
Shocks 0 1 4 888 2 5 13 1,686
Strategic Review and Beyond: Rethinking Monetary Policy and Independence 0 0 1 6 0 0 3 28
The Dog That Did Not Bark: A Defense of Return Predictability 1 1 4 259 2 3 12 1,049
The Fed and Interest Rates - A High-Frequency Identification 0 0 3 250 0 3 7 821
The Fragile Benefits of Endowment Destruction 0 0 0 24 1 1 6 214
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 5 354
The Sensitivity of Tests of the Intertemporal Allocation of Consumption to Near-Rational Alternatives 0 0 16 210 2 3 32 869
The Squam Lake Report: Fixing the Financial System 0 1 2 194 1 5 11 802
The fiscal root of inflation 1 2 10 119 3 10 28 497
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 0 0 9 291
The risk and return of venture capital 2 3 12 699 5 10 59 1,804
Time-Consistent Health Insurance 0 0 2 276 0 0 5 1,095
Two Trees 0 0 1 46 3 3 11 195
Understanding policy in the great recession: Some unpleasant fiscal arithmetic 0 1 4 257 1 2 10 815
Volatility tests and efficient markets: A review essay 0 0 0 286 1 2 4 826
What do the VARs mean? Measuring the output effects of monetary policy 0 0 0 602 0 3 7 1,250
Where is the market going? Uncertain facts and novel theories 0 0 2 1,710 1 1 8 5,480
Total Journal Articles 8 22 156 16,477 104 225 844 54,753


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 2 2 9 112
Total Books 0 0 0 0 2 2 9 112


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 5 12 255
Asset Pricing Explorations for Macroeconomics 0 0 2 123 1 2 9 395
Comment on "On the Need for a New Approach to Analyzing Monetary Policy" 0 0 0 31 1 1 1 78
Conclusions and Solutions 0 0 0 26 0 2 5 77
Introduction 0 0 0 3 0 0 1 39
Michelson-Morley, Fisher, and Occam: The Radical Implications of Stable Quiet Inflation at the Zero Bound 0 0 0 26 3 4 7 159
Restoring Sound Economic Policy - Three Views 0 0 0 25 0 0 0 92
Toward a Run-free Financial System 0 0 2 57 1 1 10 269
Total Chapters 0 0 4 351 8 15 45 1,364


Statistics updated 2025-11-08