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 1 206 1 1 22 517
A Fiscal Theory of Monetary Policy with Partially-Repaid Long-Term Debt 0 0 4 89 1 2 27 183
A Frictionless View of U.S. Inflation 0 0 0 130 0 1 16 637
A Frictionless View of U.S. Inflation 0 0 0 324 0 1 11 3,155
A Mean-Variance Benchmark for Intertemporal Portfolio Theory 0 0 0 74 0 0 22 220
A New Structure for U.S. Federal Debt 0 0 0 56 0 2 15 147
A Rehabilitation of Stochastic Discount Factor Methodology 0 0 0 261 0 1 15 762
A Test of Consumption Insurance 0 0 0 43 1 2 12 193
Asset Pricing Explorations for Macroeconomics 0 0 0 509 0 1 24 1,022
Beyond Arbitrage: "Good-Deal" Asset Price Bounds in Incomplete Markets 0 0 0 310 1 1 24 712
Beyond Arbitrage: "Good-Deal" Asset Price Bounds in Incomplete Markets 0 0 0 308 0 0 14 915
Bond Risk Premia 1 1 2 1,167 4 6 60 3,294
By Force of Habit: A Consumption-Based Explanation of Aggregate Stock Market Behavior 0 0 0 1,986 1 5 36 5,320
By Force of Habit: A Consumption-Based Explanation of Aggregate Stock Market Behavior 0 0 0 148 0 3 23 718
By Force of Habit: A Consumption-Based Explanation of Aggregate Stock Market Behavior 0 0 1 661 0 3 47 1,860
By force of habit: a consumption-based explanation of aggregate stock market behavior 0 0 0 2 1 2 32 1,274
Can Learnability Save New-Keynesian Models? 0 0 1 110 1 1 15 253
Continuous-Time Linear Models 0 0 0 215 0 3 8 317
Decomposing the Yield Curve 0 0 0 0 5 7 36 708
Determinacy and Identification with Taylor Rules 0 0 1 262 0 5 33 683
Determinacy and Identification with Taylor Rules 0 0 0 264 0 2 17 730
Discount Rates 0 1 12 195 5 10 78 569
Expectations and the Neutrality of Interest Rates 0 0 2 43 0 1 14 69
Explaining the Poor Performance of Consumption-Based Asset Pricing Models 0 0 0 776 0 2 22 2,436
Explaining the Poor Performance of Consumption-Based Asset Pricing Models 0 0 1 52 0 1 11 387
Explaining the Variance of Price Dividend Ratios 0 0 1 240 0 0 16 711
Finance: Function Matters, not Size 0 0 0 65 0 1 4 189
Financial Markets and the Real Economy 0 0 0 848 4 6 31 2,292
Fiscal Histories 0 0 0 72 0 2 14 68
Inflation Dynamics with a Generalized Lucas Phillips Curve 0 0 0 11 0 0 15 26
Inflation Past, Present and Future: Fiscal Shocks, Fed Response, and Fiscal Limits 0 0 0 46 0 1 13 103
Inflation Stabilization in Reforming Socialist Economies: the Myth of the Monetary Overhang 0 0 0 0 0 0 7 268
International Risk Sharing is Better Than You Think (or Exchange Rates are Much Too Smooth! 0 0 0 5 0 0 4 84
International Risk Sharing is Better Than You Think (or Exchange Rates are Much Too Smooth) 0 0 0 15 0 2 8 115
International Risk Sharing is Better Than You Think (or Exchange Rates are Much Too Smooth) 0 0 0 171 1 1 19 718
Long-term Debt and Optimal Policy in the Fiscal Theory of the Price Level 0 0 2 407 0 2 25 2,037
Long-term Debt and Optimal Policy in the Fiscal Theory of the Price Level 0 0 0 200 0 0 16 537
Macro-Finance 0 1 5 188 4 9 62 423
Monetary Policy with Interest on Reserves 0 0 0 120 0 1 17 229
Monetary-Fiscal Interactions 0 1 12 22 0 3 32 37
Money as Stock: Price Level Determination with no Money Demand 0 0 1 299 0 1 20 1,374
New Facts in Finance 0 0 2 1,106 2 4 37 2,710
New Facts in Finance 0 0 0 596 0 2 33 1,619
Portfolio Advice for a Multifactor World 0 0 0 348 0 2 11 826
Portfolio Advice for a Multifactor World 0 0 0 432 1 1 17 1,330
Portfolios for Long-Term Investors 0 1 2 40 0 3 23 105
Production Based Asset Pricing 0 0 1 228 1 2 18 810
Rethinking Production Under Uncertainty 0 0 0 25 0 0 5 69
Shocks 0 0 1 391 0 2 19 718
Stepping on a Rake: the Fiscal Theory of Monetary Policy 1 2 2 61 3 7 26 160
Stocks as Money: Convenience Yield and the Tech-Stock Bubble 0 0 3 338 0 4 24 1,298
Stopping Inflation in Reforming Socialist Economies: Some Pleasant Socialist Arithmetics 0 0 0 0 1 1 3 215
The Dog That Did Not Bark: A Defense of Return Predictability 0 0 1 305 3 5 32 1,147
The Fed and Interest Rates: A High-Frequency Identification 0 1 2 399 1 4 18 1,358
The Fiscal Roots of Inflation 0 0 3 86 0 1 17 167
The Habit Habit 0 0 1 107 1 1 19 185
The New-Keynesian Liquidity Trap 0 0 1 149 0 3 15 511
The Risk and Return of Venture Capital 0 0 0 1,350 1 3 24 3,704
The Risk and Return of Venture Capital 0 0 0 27 0 2 13 121
The Sensitivity of Tests of the Intertemporal Allocation of Consumption to Near-Rational Alternatives 0 0 0 77 1 1 16 318
The Value of Government Debt 0 0 2 29 0 1 15 124
Two Trees 0 0 0 16 2 2 15 102
Two Trees: Asset Price Dynamics Induced by Market Clearing 0 0 3 135 0 0 25 560
Two Trees: Asset Price Dynamics Induced by Market Clearing 0 0 0 152 0 0 16 538
Understanding Policy in the Great Recession: Some Unpleasant Fiscal Arithmetic 0 0 0 226 1 2 16 676
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 14 664
Using Production Based Asset Pricing to Explain the Behavior of Stock Returns Over the Business Cycle 0 0 0 80 0 0 5 196
Volatility Tests and Efficient Markets: A Review Essay 0 0 0 410 1 1 8 1,077
What do the VARs Mean?: Measuring the Output Effects of Monetary Policy 0 0 0 790 0 1 11 1,575
Where is the Market Going: Uncertain Facts and Novel Theories 0 0 0 228 1 1 16 587
Where is the Market Going? Uncertain Facts and Novel Theories 0 0 0 263 0 0 12 918
Total Working Papers 2 8 70 19,442 51 150 1,460 60,680


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 4 29 1,154 1 8 71 2,537
A Mean-Variance Benchmark for Intertemporal Portfolio Theory 0 0 1 55 2 3 16 260
A Simple Test of Consumption Insurance 0 0 5 903 3 6 38 2,639
A critique of the application of unit root tests 0 0 0 201 0 1 13 605
A fiscal theory of monetary policy with partially repaid long-term debt 0 0 2 99 0 2 33 454
Aligning Incentives at Systemically Important Financial Institutions: A Proposal by the Squam Lake Group 0 0 0 47 1 3 13 178
Beyond Arbitrage: Good-Deal Asset Price Bounds in Incomplete Markets 0 0 0 236 0 1 19 709
Bond Risk Premia 0 4 21 653 10 29 108 2,079
Can learnability save new-Keynesian models? 0 0 0 58 1 1 9 283
Challenges for Cost-Benefit Analysis of Financial Regulation 0 0 0 89 0 0 10 602
Commentary on \\"Macroeconomic implications of changes in the term premium\\" 1 2 4 92 1 4 14 238
Continuous-Time Linear Models 0 0 0 54 0 1 12 304
Determinacy and Identification with Taylor Rules 0 0 3 226 0 4 40 1,194
Expectations and the Neutrality of Interest Rates 0 0 3 6 1 5 23 56
Explaining the Poor Performance of Consumption‐based Asset Pricing Models 0 0 1 247 1 1 20 868
Explaining the Variance of Price-Dividend Ratios 0 0 0 354 1 1 34 1,359
Finance: Function Matters, Not Size 0 0 1 121 1 1 11 419
Financial Markets and the Real Economy 0 1 3 115 0 3 15 458
Force of Habit: A Consumption-Based Explanation of Aggregate Stock Market Behavior 1 4 9 891 10 20 116 2,545
HOW DID PAUL KRUGMAN GET IT SO WRONG?-super-1 0 0 0 0 1 2 21 389
How Big Is the Random Walk in GNP? 0 1 1 1,110 2 5 36 3,737
Inflation Stabilization in Reforming Socialist Economies: The Myth of the Monetary Overhang 0 0 0 10 0 1 4 56
International risk sharing is better than you think, or exchange rates are too smooth 0 0 0 172 0 0 10 449
Long-Term Debt and Optimal Policy in the Fiscal Theory of the Price Level 0 0 0 2 1 3 37 1,299
Macro-Finance 0 0 11 189 4 9 59 1,091
Monetary policy with interest on reserves 0 0 3 80 0 0 14 276
Money as stock 0 0 1 208 0 0 9 508
Multivariate estimates of the permanent components of GNP and stock prices 0 0 0 44 0 0 4 211
New facts in finance 0 0 2 749 1 4 38 2,197
Permanent and Transitory Components of GNP and Stock Prices 0 0 0 740 3 4 21 3,312
Portfolio advice of a multifactor world 0 0 0 524 0 1 24 2,173
Prediction and impulse responses in linear systems (in Russian) 0 0 0 38 0 0 5 146
Presidential Address: Discount Rates 0 0 0 0 7 26 136 1,233
Production-Based Asset Pricing and the Link between Stock Returns and Economic Fluctuations 0 1 5 660 4 8 170 1,689
Review of Peter M. Garber, Famous First Bubbles: The Fundamentals of Early Manias 0 0 1 512 0 0 19 1,265
Shocks 0 0 0 888 3 5 26 1,710
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 0 5 263 3 7 38 1,085
The Fed and Interest Rates - A High-Frequency Identification 0 0 0 250 1 3 12 833
The Fragile Benefits of Endowment Destruction 0 0 0 24 0 2 11 224
The Return of the Liquidity Effect: A Study of the Short-run Relation between Money Growth and Interest Rates 0 0 0 0 0 0 11 364
The Sensitivity of Tests of the Intertemporal Allocation of Consumption to Near-Rational Alternatives 0 0 1 211 4 8 22 889
The Squam Lake Report: Fixing the Financial System 0 0 2 196 2 5 27 828
The fiscal root of inflation 0 0 1 119 1 3 51 545
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 1 115 2 2 15 306
The risk and return of venture capital 1 6 12 709 10 23 68 1,867
Time-Consistent Health Insurance 1 1 3 279 2 6 20 1,115
Two Trees 0 0 0 46 1 3 15 207
Understanding policy in the great recession: Some unpleasant fiscal arithmetic 0 1 2 259 2 5 20 834
Volatility tests and efficient markets: A review essay 0 0 0 286 0 1 11 836
What do the VARs mean? Measuring the output effects of monetary policy 0 0 0 602 0 0 16 1,266
Where is the market going? Uncertain facts and novel theories 0 0 2 1,712 0 1 27 5,506
Total Journal Articles 4 25 135 16,604 87 231 1,622 56,271


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 1 11 121
Total Books 0 0 0 0 0 1 11 121


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 0 1 24 277
Asset Pricing Explorations for Macroeconomics 0 0 0 123 1 4 34 428
Comment on "On the Need for a New Approach to Analyzing Monetary Policy" 0 1 1 32 0 1 8 85
Conclusions and Solutions 0 0 0 26 0 0 6 83
Introduction 0 0 0 3 0 1 8 47
Michelson-Morley, Fisher, and Occam: The Radical Implications of Stable Quiet Inflation at the Zero Bound 0 0 0 26 1 3 19 175
Restoring Sound Economic Policy - Three Views 0 0 0 25 1 1 7 99
Toward a Run-free Financial System 0 0 2 59 0 3 16 284
Total Chapters 0 1 3 354 3 14 122 1,478


Statistics updated 2026-10-11