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 3 5 11 495
A Fiscal Theory of Monetary Policy with Partially-Repaid Long-Term Debt 0 0 2 85 0 0 5 155
A Frictionless View of U.S. Inflation 0 0 0 130 0 0 4 621
A Frictionless View of U.S. Inflation 0 0 1 324 0 2 4 3,144
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 0 1 6 132
A Rehabilitation of Stochastic Discount Factor Methodology 0 0 0 261 0 0 1 746
A Test of Consumption Insurance 0 0 0 43 0 1 2 181
Asset Pricing Explorations for Macroeconomics 0 0 1 509 0 0 2 998
Beyond Arbitrage: "Good-Deal" Asset Price Bounds in Incomplete Markets 0 0 0 310 0 0 0 688
Beyond Arbitrage: "Good-Deal" Asset Price Bounds in Incomplete Markets 0 0 0 308 1 2 2 901
Bond Risk Premia 0 0 0 1,163 2 3 18 3,231
By Force of Habit: A Consumption-Based Explanation of Aggregate Stock Market Behavior 0 1 4 148 2 4 15 694
By Force of Habit: A Consumption-Based Explanation of Aggregate Stock Market Behavior 0 1 4 1,986 0 5 13 5,281
By Force of Habit: A Consumption-Based Explanation of Aggregate Stock Market Behavior 0 0 4 660 0 4 17 1,812
By force of habit: a consumption-based explanation of aggregate stock market behavior 0 0 0 2 1 4 5 1,240
Can Learnability Save New-Keynesian Models? 0 0 0 109 0 0 3 238
Continuous-Time Linear Models 0 0 1 215 0 0 1 308
Decomposing the Yield Curve 0 0 0 0 1 4 32 672
Determinacy and Identification with Taylor Rules 0 0 1 264 1 1 3 713
Determinacy and Identification with Taylor Rules 0 0 3 261 0 1 5 650
Discount Rates 2 9 15 183 9 30 50 490
Expectations and the Neutrality of Interest Rates 1 1 2 41 1 2 5 55
Explaining the Poor Performance of Consumption-Based Asset Pricing Models 0 0 1 51 0 3 9 376
Explaining the Poor Performance of Consumption-Based Asset Pricing Models 0 0 0 776 1 1 3 2,414
Explaining the Variance of Price Dividend Ratios 0 0 0 239 1 1 3 695
Finance: Function Matters, not Size 1 1 1 65 1 2 3 185
Financial Markets and the Real Economy 0 0 1 848 1 4 21 2,261
Fiscal Histories 0 1 2 72 0 1 3 54
Inflation Dynamics with a Generalized Lucas Phillips Curve 1 9 9 9 1 9 9 9
Inflation Past, Present and Future: Fiscal Shocks, Fed Response, and Fiscal Limits 0 0 2 45 2 2 9 88
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 5 80
International Risk Sharing is Better Than You Think (or Exchange Rates are Much Too Smooth) 0 0 0 15 0 1 1 107
International Risk Sharing is Better Than You Think (or Exchange Rates are Much Too Smooth) 0 0 1 171 0 0 1 699
Long-term Debt and Optimal Policy in the Fiscal Theory of the Price Level 0 0 3 405 2 4 15 2,011
Long-term Debt and Optimal Policy in the Fiscal Theory of the Price Level 0 0 3 200 0 1 6 520
Macro-Finance 0 0 1 183 0 1 6 359
Monetary Policy with Interest on Reserves 0 1 2 120 0 2 4 211
Money as Stock: Price Level Determination with no Money Demand 0 0 0 298 0 1 1 1,354
New Facts in Finance 0 0 1 596 0 1 3 1,586
New Facts in Finance 0 0 3 1,104 0 2 7 2,672
Portfolio Advice for a Multifactor World 0 0 0 348 1 3 4 815
Portfolio Advice for a Multifactor World 0 0 0 432 0 1 6 1,313
Portfolios for Long-Term Investors 1 1 3 38 1 3 7 82
Production Based Asset Pricing 0 0 1 227 0 0 3 791
Rethinking Production Under Uncertainty 0 0 0 25 0 0 0 63
Shocks 0 0 0 390 0 0 0 699
Stepping on a Rake: the Fiscal Theory of Monetary Policy 0 0 2 59 0 2 7 134
Stocks as Money: Convenience Yield and the Tech-Stock Bubble 0 0 0 335 1 2 6 1,274
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 1 1 2 304 3 4 10 1,114
The Fed and Interest Rates: A High-Frequency Identification 0 1 2 397 0 1 9 1,340
The Fiscal Roots of Inflation 1 1 3 83 2 4 10 149
The Habit Habit 0 1 1 105 2 3 5 163
The New-Keynesian Liquidity Trap 0 0 0 148 0 0 1 496
The Risk and Return of Venture Capital 0 0 2 1,350 0 0 5 3,680
The Risk and Return of Venture Capital 0 0 0 27 0 0 1 107
The Sensitivity of Tests of the Intertemporal Allocation of Consumption to Near-Rational Alternatives 0 0 1 77 1 1 9 302
The Value of Government Debt 0 0 0 27 0 3 8 108
Two Trees 0 0 0 16 0 1 1 87
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 1 522
Understanding Policy in the Great Recession: Some Unpleasant Fiscal Arithmetic 0 0 0 226 3 4 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 2 650
Using Production Based Asset Pricing to Explain the Behavior of Stock Returns Over the Business Cycle 0 0 0 80 0 1 3 191
Volatility Tests and Efficient Markets: A Review Essay 0 0 0 410 2 2 2 1,068
What do the VARs Mean?: Measuring the Output Effects of Monetary Policy 0 0 1 790 0 0 2 1,563
Where is the Market Going: Uncertain Facts and Novel Theories 0 0 0 228 0 1 2 571
Where is the Market Going? Uncertain Facts and Novel Theories 0 0 0 263 0 2 2 906
Total Working Papers 8 29 89 19,356 47 145 428 59,179


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 15 1,125 3 16 48 2,464
A Mean-Variance Benchmark for Intertemporal Portfolio Theory 0 0 0 54 0 0 4 244
A Simple Test of Consumption Insurance 0 1 6 898 0 2 21 2,599
A critique of the application of unit root tests 0 0 0 201 0 0 5 592
A fiscal theory of monetary policy with partially repaid long-term debt 0 0 8 96 1 7 33 416
Aligning Incentives at Systemically Important Financial Institutions: A Proposal by the Squam Lake Group 0 0 0 47 1 1 2 165
Beyond Arbitrage: Good-Deal Asset Price Bounds in Incomplete Markets 0 0 0 236 1 3 6 690
Bond Risk Premia 1 3 12 629 7 12 52 1,963
Can learnability save new-Keynesian models? 0 0 2 58 0 1 4 274
Challenges for Cost-Benefit Analysis of Financial Regulation 0 0 0 89 0 0 1 591
Commentary on \\"Macroeconomic implications of changes in the term premium\\" 0 0 2 87 0 0 5 223
Continuous-Time Linear Models 0 0 0 54 1 1 3 292
Determinacy and Identification with Taylor Rules 0 0 1 223 5 10 19 1,154
Expectations and the Neutrality of Interest Rates 0 0 3 3 1 3 17 31
Explaining the Poor Performance of Consumption‐based Asset Pricing Models 0 0 0 246 0 2 7 848
Explaining the Variance of Price-Dividend Ratios 0 0 3 354 1 3 10 1,325
Finance: Function Matters, Not Size 1 1 1 120 1 1 2 408
Financial Markets and the Real Economy 0 0 2 112 0 0 5 443
Force of Habit: A Consumption-Based Explanation of Aggregate Stock Market Behavior 0 2 10 881 2 13 64 2,420
HOW DID PAUL KRUGMAN GET IT SO WRONG?-super-1 0 0 0 0 0 0 3 368
How Big Is the Random Walk in GNP? 0 0 4 1,109 1 2 13 3,700
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 1 1 172 2 3 7 439
Long-Term Debt and Optimal Policy in the Fiscal Theory of the Price Level 0 0 0 2 3 7 52 1,256
Macro-Finance 0 2 11 177 3 7 41 1,027
Monetary policy with interest on reserves 0 0 2 77 0 2 8 262
Money as stock 0 1 2 207 1 4 12 499
Multivariate estimates of the permanent components of GNP and stock prices 0 0 1 44 0 2 8 207
New facts in finance 0 1 6 747 2 4 17 2,159
Permanent and Transitory Components of GNP and Stock Prices 0 0 4 740 2 6 18 3,291
Portfolio advice of a multifactor world 0 0 3 524 0 1 14 2,148
Prediction and impulse responses in linear systems (in Russian) 0 0 0 38 0 0 3 141
Presidential Address: Discount Rates 0 0 0 0 5 11 50 1,096
Production-Based Asset Pricing and the Link between Stock Returns and Economic Fluctuations 0 1 5 655 0 2 28 1,517
Review of Peter M. Garber, Famous First Bubbles: The Fundamentals of Early Manias 0 0 1 511 0 1 4 1,246
Shocks 1 1 4 888 3 4 12 1,684
Strategic Review and Beyond: Rethinking Monetary Policy and Independence 0 0 1 6 0 0 5 28
The Dog That Did Not Bark: A Defense of Return Predictability 0 0 5 258 0 1 13 1,046
The Fed and Interest Rates - A High-Frequency Identification 0 1 3 250 0 1 6 818
The Fragile Benefits of Endowment Destruction 0 0 0 24 0 3 5 213
The Return of the Liquidity Effect: A Study of the Short-run Relation between Money Growth and Interest Rates 0 0 0 0 3 3 4 353
The Sensitivity of Tests of the Intertemporal Allocation of Consumption to Near-Rational Alternatives 0 1 19 210 0 2 44 866
The Squam Lake Report: Fixing the Financial System 1 1 2 194 3 3 9 800
The fiscal root of inflation 0 0 8 117 5 8 27 492
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 2 11 291
The risk and return of venture capital 1 3 14 697 3 8 70 1,797
Time-Consistent Health Insurance 0 0 3 276 0 2 6 1,095
Two Trees 0 0 1 46 0 1 14 192
Understanding policy in the great recession: Some unpleasant fiscal arithmetic 1 2 4 257 1 2 13 814
Volatility tests and efficient markets: A review essay 0 0 1 286 1 2 5 825
What do the VARs mean? Measuring the output effects of monetary policy 0 0 0 602 3 3 11 1,250
Where is the market going? Uncertain facts and novel theories 0 0 6 1,710 0 2 13 5,479
Total Journal Articles 6 26 179 16,461 65 174 856 54,593


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 8 110
Total Books 0 0 0 0 0 1 8 110


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 4 10 252
Asset Pricing Explorations for Macroeconomics 0 1 2 123 0 1 8 393
Comment on "On the Need for a New Approach to Analyzing Monetary Policy" 0 0 0 31 0 0 0 77
Conclusions and Solutions 0 0 0 26 0 1 4 75
Introduction 0 0 0 3 0 0 2 39
Michelson-Morley, Fisher, and Occam: The Radical Implications of Stable Quiet Inflation at the Zero Bound 0 0 0 26 0 0 10 155
Restoring Sound Economic Policy - Three Views 0 0 0 25 0 0 0 92
Toward a Run-free Financial System 0 0 2 57 0 0 10 268
Total Chapters 0 1 4 351 2 6 44 1,351


Statistics updated 2025-09-05