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 1 201 0 1 8 463
A Fiscal Theory of Monetary Policy with Partially-Repaid Long-Term Debt 0 4 27 62 3 10 66 99
A Frictionless View of U.S. Inflation 0 1 1 129 2 9 12 596
A Frictionless View of U.S. Inflation 0 2 2 321 1 7 15 3,125
A Mean-Variance Benchmark for Intertemporal Portfolio Theory 0 0 2 69 3 6 10 179
A New Structure for U.S. Federal Debt 0 0 2 49 0 0 9 102
A Rehabilitation of Stochastic Discount Factor Methodology 0 1 3 257 0 1 6 733
A Test of Consumption Insurance 0 0 0 43 0 2 6 171
Asset Pricing Explorations for Macroeconomics 0 1 3 501 0 2 20 971
Beyond Arbitrage: "Good-Deal" Asset Price Bounds in Incomplete Markets 0 0 1 307 0 3 15 677
Beyond Arbitrage: "Good-Deal" Asset Price Bounds in Incomplete Markets 0 3 5 305 0 7 14 885
Bond Risk Premia 0 0 3 1,158 6 9 49 3,137
By Force of Habit: A Consumption-Based Explanation of Aggregate Stock Market Behavior 0 0 0 1,975 4 12 32 5,218
By Force of Habit: A Consumption-Based Explanation of Aggregate Stock Market Behavior 0 1 2 122 1 5 27 614
By Force of Habit: A Consumption-Based Explanation of Aggregate Stock Market Behavior 1 2 4 644 5 20 69 1,722
By force of habit: a consumption-based explanation of aggregate stock market behavior 0 0 0 2 1 5 26 1,199
Can Learnability Save New-Keynesian Models? 0 0 4 109 1 2 10 224
Continuous-Time Linear Models 0 0 2 212 0 2 14 295
Decomposing the Yield Curve 0 0 0 0 9 16 79 526
Determinacy and Identification with Taylor Rules 0 1 3 260 0 3 17 698
Determinacy and Identification with Taylor Rules 0 1 7 250 4 9 27 627
Discount Rates 0 2 8 153 0 7 34 371
Explaining the Poor Performance of Consumption-Based Asset Pricing Models 0 1 2 775 1 5 26 2,394
Explaining the Poor Performance of Consumption-Based Asset Pricing Models 0 1 1 47 1 4 20 284
Explaining the Variance of Price Dividend Ratios 1 1 1 234 3 5 14 666
Finance: Function Matters, not Size 0 0 2 60 0 0 8 173
Financial Markets and the Real Economy 2 5 32 825 6 31 149 2,068
Inflation Stabilization in Reforming Socialist Economies: the Myth of the Monetary Overhang 0 0 0 0 0 0 2 259
International Risk Sharing is Better Than You Think (or Exchange Rates are Much Too Smooth! 0 0 0 5 1 1 6 63
International Risk Sharing is Better Than You Think (or Exchange Rates are Much Too Smooth) 0 0 0 15 0 0 2 104
International Risk Sharing is Better Than You Think (or Exchange Rates are Much Too Smooth) 0 0 0 170 0 2 7 691
Long-term Debt and Optimal Policy in the Fiscal Theory of the Price Level 0 0 9 396 1 3 21 1,967
Long-term Debt and Optimal Policy in the Fiscal Theory of the Price Level 0 0 4 193 1 2 19 503
Macro-Finance 0 2 10 167 3 10 49 243
Monetary Policy with Interest on Reserves 0 0 3 114 1 3 14 185
Money as Stock: Price Level Determination with no Money Demand 0 0 2 293 0 2 13 1,319
New Facts in Finance 0 1 4 589 4 10 35 1,512
New Facts in Finance 1 6 14 1,072 6 21 45 2,523
Portfolio Advice for a Multifactor World 1 1 1 347 1 3 12 803
Portfolio Advice for a Multifactor World 0 1 4 426 0 2 8 1,288
Portfolios for Long-Term Investors 1 14 14 14 5 27 27 27
Production Based Asset Pricing 1 3 4 216 2 6 20 739
Rethinking Production Under Uncertainty 0 2 5 19 1 3 12 38
Shocks 0 0 1 381 1 2 9 668
Stepping on a Rake: the Fiscal Theory of Monetary Policy 0 0 3 51 1 2 8 111
Stocks as Money: Convenience Yield and the Tech-Stock Bubble 0 2 10 331 2 10 134 1,238
Stopping Inflation in Reforming Socialist Economies: Some Pleasant Socialist Arithmetics 0 0 0 0 0 0 1 208
The Dog That Did Not Bark: A Defense of Return Predictability 0 1 4 297 3 9 36 1,044
The Fed and Interest Rates: A High-Frequency Identification 0 1 6 386 2 8 43 1,260
The Fiscal Roots of Inflation 0 0 11 62 1 8 38 91
The Habit Habit 0 0 2 96 0 2 11 133
The New-Keynesian Liquidity Trap 1 3 6 138 2 8 29 435
The Risk and Return of Venture Capital 1 1 1 25 2 2 5 89
The Risk and Return of Venture Capital 4 8 12 1,327 5 15 33 3,603
The Sensitivity of Tests of the Intertemporal Allocation of Consumption to Near-Rational Alternatives 0 0 4 73 0 1 11 262
The Value of Government Debt 0 1 7 24 2 7 20 66
Two Trees 0 1 2 14 2 4 11 74
Two Trees: Asset Price Dynamics Induced by Market Clearing 0 1 1 151 1 3 6 515
Two Trees: Asset Price Dynamics Induced by Market Clearing 0 0 1 129 0 1 2 523
Understanding Policy in the Great Recession: Some Unpleasant Fiscal Arithmetic 0 0 4 218 1 10 50 570
Univariate vs. Multivariate Forecasts of GNP Growth and Stock Returns: Evidence and Implications for the Persistence of Shocks, Detrending Methods 0 0 0 146 1 2 5 637
Using Production Based Asset Pricing to Explain the Behavior of Stock Returns Over the Business Cycle 0 1 2 79 0 1 3 185
Volatility Tests and Efficient Markets: A Review Essay 0 0 0 407 2 4 9 1,045
What do the VARs Mean?: Measuring the Output Effects of Monetary Policy 0 1 3 783 0 3 12 1,542
Where is the Market Going: Uncertain Facts and Novel Theories 0 2 4 224 2 5 12 557
Where is the Market Going? Uncertain Facts and Novel Theories 1 1 3 255 1 4 11 883
Total Working Papers 15 81 279 18,703 108 389 1,573 56,220


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 18 40 1,041 18 50 122 2,220
A Mean-Variance Benchmark for Intertemporal Portfolio Theory 1 1 2 49 9 18 27 214
A Simple Test of Consumption Insurance 1 2 26 833 3 12 62 2,385
A critique of the application of unit root tests 0 2 6 193 0 4 30 558
Aligning Incentives at Systemically Important Financial Institutions: A Proposal by the Squam Lake Group 0 0 1 44 0 2 10 149
Beyond Arbitrage: Good-Deal Asset Price Bounds in Incomplete Markets 1 1 6 227 3 5 21 656
Bond Risk Premia 1 2 8 581 7 19 96 1,679
Can learnability save new-Keynesian models? 0 0 0 52 3 3 10 261
Challenges for Cost-Benefit Analysis of Financial Regulation 0 0 4 71 5 12 33 488
Commentary on \\"Macroeconomic implications of changes in the term premium\\" 0 2 2 76 0 2 4 203
Continuous-Time Linear Models 0 0 1 50 3 5 24 274
Determinacy and Identification with Taylor Rules 3 11 27 201 4 28 127 1,032
Explaining the Poor Performance of Consumption‐based Asset Pricing Models 0 0 4 242 0 5 26 817
Explaining the Variance of Price-Dividend Ratios 1 2 6 319 7 12 28 1,239
Finance: Function Matters, Not Size 0 1 2 117 0 7 26 378
Financial Markets and the Real Economy 1 2 7 99 2 13 41 403
Force of Habit: A Consumption-Based Explanation of Aggregate Stock Market Behavior 0 3 11 815 6 21 95 2,098
HOW DID PAUL KRUGMAN GET IT SO WRONG?-super-1 0 0 0 0 1 12 73 326
How Big Is the Random Walk in GNP? 1 3 14 1,088 5 13 63 3,622
Inflation Stabilization in Reforming Socialist Economies: The Myth of the Monetary Overhang 0 0 1 9 0 0 5 48
International risk sharing is better than you think, or exchange rates are too smooth 2 2 9 152 2 7 33 373
Long-Term Debt and Optimal Policy in the Fiscal Theory of the Price Level 0 0 0 2 4 14 43 1,091
Macro-Finance 7 11 28 125 20 51 199 730
Monetary policy with interest on reserves 0 0 5 65 1 4 20 218
Money as stock 1 4 25 179 3 7 53 418
Multivariate estimates of the permanent components of GNP and stock prices 0 1 2 37 0 1 5 180
New facts in finance 0 4 22 702 8 22 93 1,941
Permanent and Transitory Components of GNP and Stock Prices 5 15 35 697 10 31 209 3,159
Portfolio advice of a multifactor world 1 1 2 492 2 8 41 1,889
Prediction and impulse responses in linear systems (in Russian) 0 1 2 36 0 1 4 132
Presidential Address: Discount Rates 0 0 0 0 5 22 118 820
Production-Based Asset Pricing and the Link between Stock Returns and Economic Fluctuations 3 5 11 614 8 16 47 1,394
Review of Peter M. Garber, Famous First Bubbles: The Fundamentals of Early Manias 0 0 2 506 0 0 7 1,224
Shocks 0 2 12 873 1 8 64 1,611
Strategic Review and Beyond: Rethinking Monetary Policy and Independence 0 0 4 4 2 3 14 14
The Dog That Did Not Bark: A Defense of Return Predictability 2 6 34 215 13 41 124 851
The Fed and Interest Rates - A High-Frequency Identification 2 3 9 239 5 7 51 740
The Fragile Benefits of Endowment Destruction 0 0 0 21 2 7 12 191
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 2 340
The Sensitivity of Tests of the Intertemporal Allocation of Consumption to Near-Rational Alternatives 0 1 17 149 2 9 116 642
The Squam Lake Report: Fixing the Financial System 0 0 1 180 7 13 54 728
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 2 106 0 1 7 264
The risk and return of venture capital 10 29 68 483 20 65 170 1,235
Time-Consistent Health Insurance 3 6 10 254 8 13 37 1,031
Two Trees 0 1 1 40 3 7 13 157
Understanding policy in the great recession: Some unpleasant fiscal arithmetic 0 5 22 217 3 16 66 665
Volatility tests and efficient markets: A review essay 1 1 4 280 1 4 18 794
What do the VARs mean? Measuring the output effects of monetary policy 1 2 8 562 2 9 37 1,152
Where is the market going? Uncertain facts and novel theories 5 13 43 1,672 9 29 112 5,384
Total Journal Articles 55 163 546 15,009 217 659 2,692 48,418


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 2 22 72
Total Books 0 0 0 0 0 2 22 72


Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Frictionless View of U.S. Inflation 1 2 4 57 4 14 34 219
Asset Pricing Explorations for Macroeconomics 0 1 1 115 3 7 27 358
Comment on "On the Need for a New Approach to Analyzing Monetary Policy" 0 0 0 31 0 0 9 75
Conclusions and Solutions 0 1 7 9 0 2 14 49
Introduction 1 1 1 3 1 2 6 29
Michelson-Morley, Fisher, and Occam: The Radical Implications of Stable Quiet Inflation at the Zero Bound 0 0 0 26 1 7 20 112
Restoring Sound Economic Policy - Three Views 0 0 1 23 0 0 6 87
Toward a Run-free Financial System 0 1 9 45 0 5 35 224
Total Chapters 2 6 23 309 9 37 151 1,153


Statistics updated 2021-06-03