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Information about:
John H. Cochrane

Personal Details | Affiliation | Works
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Personal Details

First Name: John
Middle Name: H.
Last Name: Cochrane
Suffix:

RePEc Short-ID: pco57

Email:
Homepage: http://faculty.chicagogsb.edu/john.cochrane/research/Papers/
Postal Address: 5807 S. Woodlawn Chicago IL 60637
Phone: 773 702 3059

Affiliation

(in no particular order)

Lists

This author is among the top 5% authors according to these criteria:
  1. Average Rank Score
  2. Number of Works
  3. Number of Distinct Works, Weighted by Simple Impact Factor
  4. Number of Distinct Works, Weighted by Recursive Impact Factor
  5. Number of Distinct Works, Weighted by Number of Authors
  6. Number of Distinct Works, Weighted by Number of Authors and Simple Impact Factors
  7. Number of Distinct Works, Weighted by Number of Authors and Recursive Impact Factors
  8. Number of Citations
  9. Number of Citations, Discounted by Citation Age
  10. Number of Citations, Weighted by Simple Impact Factor
  11. Number of Citations, Weighted by Simple Impact Factor, Discounted by Citation Age
  12. Number of Citations, Weighted by Recursive Impact Factor
  13. Number of Citations, Weighted by Recursive Impact Factor, Discounted by Citation Age
  14. Number of Citations, Weighted by Number of Authors
  15. Number of Citations, Weighted by Number of Authors, Discounted by Citation Age
  16. Number of Citations, Weighted by Number of Authors and Simple Impact Factors
  17. Number of Citations, Weighted by Number of Authors and Simple Impact Factors, Discounted by Citation Age
  18. Number of Citations, Weighted by Number of Authors and Recursive Impact Factors
  19. Number of Citations, Weighted by Number of Authors and Recursive Impact Factors, Discounted by Citation Age
  20. h, where author has written h papers that have each been cited at least h times.
  21. Number of Registered Citing Authors
  22. Number of Registered Citing Authors, Weighted by Rank (Max. 1 per Author)
  23. Number of Journal Pages
  24. Number of Journal Pages, Weighted by Simple Impact Factor
  25. Number of Journal Pages, Weighted by Recursive Impact Factor
  26. Number of Journal Pages, Weighted by Number of Authors
  27. Number of Journal Pages, Weighted by Number of Authors and Simple Impact Factors
  28. Number of Journal Pages, Weighted by Number of Authors and Recursive Impact Factors
  29. Number of Abstract Views in RePEc Services over the past 12 months
  30. Number of Downloads through RePEc Services over the past 12 months
  31. Number of Abstract Views in RePEc Services over the past 12 months, Weighted by Number of Authors
  32. Number of Downloads through RePEc Services over the past 12 months, Weighted by Number of Authors
  33. Wu-Index

Works

| Working papers | Articles | Access and download statistics | Citations (if any)| NEP Fields |
Download all references for this author: available formats: HTML, plain text, BibTeX, RIS (EndNote), ReDIF

Working papers

  1. John H. Cochrane, 2007. "Identification with Taylor Rules: A Critical Review," NBER Working Papers 13410, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)

  2. John H. Cochrane, 2007. "Inflation Determination With Taylor Rules: A Critical Review," NBER Working Papers 13409, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)

  3. John H. Cochrane, 2006. "The Dog That Did Not Bark: A Defense of Return Predictability," NBER Working Papers 12026, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    Published as:

  4. John Cochrane, 2005. "Financial Markets and the Real Economy," NBER Working Papers 11193, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)

  5. John H. Cochrane & Francis A. Longstaff & Pedro Santa-Clara, 2003. "Two Trees: Asset Price Dynamics Induced by Market Clearing," Levine's Bibliography 666156000000000355, UCLA Department of Economics. [Downloadable!]
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  6. John H. Cochrane & Monika Piazzesi, 2002. "Bond Risk Premia," NBER Working Papers 9178, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    Published as:

  7. John H. Cochrane, 2002. "Stocks as Money: Convenience Yield and the Tech-Stock Bubble," NBER Working Papers 8987, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)

  8. John H. Cochrane & Monika Piazzesi, 2002. "The Fed and Interest Rates: A High-Frequency Identification," NBER Working Papers 8839, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    Published as:

  9. John H. Cochrane, 2001. "A Rehabilitation of Stochastic Discount Factor Methodology," NBER Working Papers 8533, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)

  10. Michael W. Brandt & John H. Cochrane & Pedro Santa-Clara, 2001. "International Risk Sharing is Better Than You Think (or Exchange Rates are Much Too Smooth)," NBER Working Papers 8404, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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  11. John H. Cochrane, 2001. "The Risk and Return of Venture Capital," NBER Working Papers 8066, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    Other versions:
    Published as:

  12. John H. Cochrane, 2000. "Money as Stock: Price Level Determination with no Money Demand," NBER Working Papers 7498, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)

  13. John H. Cochrane, 1999. "Portfolio Advice for a Multifactor World," NBER Working Papers 7170, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    Other versions:
    Published as:

  14. John Y. Campbell & John H. Cochrane, 1999. "Explaining the Poor Performance of Consumption-Based Asset Pricing Models," NBER Working Papers 7237, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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  15. John H. Cochrane, 1999. "New Facts in Finance," NBER Working Papers 7169, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    Other versions:
    Published as:

  16. John H. Cochrane, 1998. "Where is the Market Going? Uncertain Facts and Novel Theories," NBER Working Papers 6207, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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  17. John H. Cochrane, 1998. "A Frictionless View of U.S. Inflation," NBER Working Papers 6646, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    Other versions:

  18. John H. Cochrane, 1998. "Long-term Debt and Optimal Policy in the Fiscal Theory of the Price Level," NBER Working Papers 6771, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    Other versions:
    Published as:

  19. John H. Cochrane & Jesus Saa-Requejo, 1996. "Beyond Arbitrage: "Good-Deal" Asset Price Bounds in Incomplete Markets," NBER Working Papers 5489, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    Other versions:
    Published as:

  20. John H. Cochrane, 1996. "A Cross-Sectional Test of a Production-Based Asset Pricing Model," NBER Working Papers 4025, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)

  21. John H. Cochrane, 1995. "What do the VARs Mean?: Measuring the Output Effects of Monetary Policy," NBER Working Papers 5154, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    Published as:

  22. John H. Cochrane, 1995. "Shocks," NBER Working Papers 4698, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    Published as:

  23. John Y. Campbell & John H. Cochrane, 1994. "By force of habit: a consumption-based explanation of aggregate stock market behavior," Working Papers 94-17, Federal Reserve Bank of Philadelphia.
    Other versions:

  24. John H. Cochrane, 1994. "Univariate vs. Multivariate Forecasts of GNP Growth and Stock Returns: Evidence and Implications for the Persistence of Shocks, Detrending Methods," NBER Working Papers 3427, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)

  25. John H. Cochrane & Lars Peter Hansen, 1993. "Asset Pricing Explorations for Macroeconomics," NBER Working Papers 4088, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)

  26. John H. Cochrane, 1992. "Explaining the Variance of Price Dividend Ratios," NBER Working Papers 3157, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    Published as:

  27. John H. Cochrane, 1992. "A Test of Consumption Insurance," NBER Working Papers 2642, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)

  28. John H. Cochrane, 1992. "Using Production Based Asset Pricing to Explain the Behavior of Stock Returns Over the Business Cycle," NBER Working Papers 3212, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)

  29. John H. Cochrane, 1992. "Volatility Tests and Efficient Markets: A Review Essay," NBER Working Papers 3591, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    Published as:

  30. Cochrane, J.H. & Ickes, B.W., 1991. "Inflation Stabilization in Reforming Socialist Economies : the Myth of the Monetary Overhang," Papers 8-91-2, Pennsylvania State - Department of Economics.

  31. Cocherane, J. & Ickes, B.W., 1990. "Stopping Inflation in Reforming Socialist Economies: Some Pleasant Socialist Arithmetics," Papers 12-90-1, Pennsylvania State - Department of Economics.

  32. John H. Cochrane, 1989. "The Sensitivity of Tests of the Intertemporal Allocation of Consumption to Near-Rational Alternatives," NBER Working Papers 2730, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    Published as:

  33. John H. Cochrane, 1988. "Production Based Asset Pricing," NBER Working Papers 2776, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)

Articles

  1. John H. Cochrane, 2008. "The Dog That Did Not Bark: A Defense of Return Predictability," Review of Financial Studies, Oxford University Press for Society for Financial Studies, vol. 21(4), pages 1533-1575, July. [Downloadable!] (restricted)
    Other versions:

  2. John H. Cochrane, 2007. "Commentary on "Macroeconomic implications of changes in the term premium"," Review, Federal Reserve Bank of St. Louis, issue Jul, pages 271-282. [Downloadable!]

  3. Brandt, Michael W. & Cochrane, John H. & Santa-Clara, Pedro, 2006. "International risk sharing is better than you think, or exchange rates are too smooth," Journal of Monetary Economics, Elsevier, vol. 53(4), pages 671-698, May. [Downloadable!] (restricted)

  4. John Cochrane, 2006. "Prediction and impulse responses in linear systems (in Russian)," Quantile, Quantile, issue 1, pages 21-26, September. [Downloadable!]

  5. John H. Cochrane & Monika Piazzesi, 2005. "Bond Risk Premia," American Economic Review, American Economic Association, vol. 95(1), pages 138-160, March. [Downloadable!]
    Other versions:

  6. Cochrane, John H., 2005. "Money as stock," Journal of Monetary Economics, Elsevier, vol. 52(3), pages 501-528, April. [Downloadable!] (restricted)

  7. Cochrane, John H., 2005. "The risk and return of venture capital," Journal of Financial Economics, Elsevier, vol. 75(1), pages 3-52, January. [Downloadable!] (restricted)
    Other versions:

  8. Monika Piazzesi, 2002. "The Fed and Interest Rates - A High-Frequency Identification," American Economic Review, American Economic Association, vol. 92(2), pages 90-95, May. [Downloadable!]
    Other versions:

  9. John H. Cochrane & Jesus Saa-Requejo, 2001. "Beyond Arbitrage: Good-Deal Asset Price Bounds in Incomplete Markets," Journal of Political Economy, University of Chicago Press, vol. 108(1), pages 79-119, February. [Downloadable!] (restricted)
    Other versions:

  10. John H. Cochrane, 2001. "Review of Peter M. Garber, Famous First Bubbles: The Fundamentals of Early Manias," Journal of Political Economy, University of Chicago Press, vol. 109(5), pages 1150-1179, October. [Downloadable!] (restricted)

  11. Cochrane, John H, 2001. "Long-Term Debt and Optimal Policy in the Fiscal Theory of the Price Level," Econometrica, Econometric Society, vol. 69(1), pages 69-116, January.
    Other versions:

  12. John Y. Campbell & John H. Cochrane, 2000. "Explaining the Poor Performance of Consumption-based Asset Pricing Models," Journal of Finance, American Finance Association, vol. 55(6), pages 2863-2878, December. [Downloadable!] (restricted)
    Other versions:

  13. John H. Cochrane, 1999. "New facts in finance," Economic Perspectives, Federal Reserve Bank of Chicago, issue Q III, pages 36-58. [Downloadable!]
    Other versions:

  14. John H. Cochrane, 1999. "Portfolio advice of a multifactor world," Economic Perspectives, Federal Reserve Bank of Chicago, issue Q III, pages 59-78. [Downloadable!]
    Other versions:

  15. John Y. Campbell & John Cochrane, 1999. "Force of Habit: A Consumption-Based Explanation of Aggregate Stock Market Behavior," Journal of Political Economy, University of Chicago Press, vol. 107(2), pages 205-251, April. [Downloadable!] (restricted)

  16. Cochrane, John H., 1998. "What do the VARs mean? Measuring the output effects of monetary policy," Journal of Monetary Economics, Elsevier, vol. 41(2), pages 277-300, April. [Downloadable!] (restricted)
    Other versions:

  17. John H. Cochrane, 1997. "Where is the market going? Uncertain facts and novel theories," Economic Perspectives, Federal Reserve Bank of Chicago, issue Nov, pages 3-37. [Downloadable!]
    Other versions:

  18. Cochrane, John H, 1996. "A Cross-Sectional Test of an Investment-Based Asset Pricing Model," Journal of Political Economy, University of Chicago Press, vol. 104(3), pages 572-621, June. [Downloadable!] (restricted)

  19. Cochrane, John H, 1995. "Time-Consistent Health Insurance," Journal of Political Economy, University of Chicago Press, vol. 103(3), pages 445-73, June. [Downloadable!] (restricted)

  20. Cochrane, John H., 1994. "Shocks," Carnegie-Rochester Conference Series on Public Policy, Elsevier, vol. 41(1), pages 295-364, December. [Downloadable!] (restricted)
    Other versions:
    • John H. Cochrane, 1995. "Shocks," NBER Working Papers 4698, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)

  21. Cochrane, John H, 1994. "Permanent and Transitory Components of GNP and Stock Prices," The Quarterly Journal of Economics, MIT Press, vol. 109(1), pages 241-65, February. [Downloadable!] (restricted)

  22. Cochrane, John H, 1992. "Explaining the Variance of Price-Dividend Ratios," Review of Financial Studies, Oxford University Press for Society for Financial Studies, vol. 5(2), pages 243-80. [Downloadable!] (restricted)
    Other versions:

  23. Cochrane, John H., 1991. "A critique of the application of unit root tests," Journal of Economic Dynamics and Control, Elsevier, vol. 15(2), pages 275-284, April. [Downloadable!] (restricted)

  24. Cochrane, John H, 1991. "A Simple Test of Consumption Insurance," Journal of Political Economy, University of Chicago Press, vol. 99(5), pages 957-76, October. [Downloadable!] (restricted)

  25. Cochrane, John H, 1991. " Production-Based Asset Pricing and the Link between Stock Returns and Economic Fluctuations," Journal of Finance, American Finance Association, vol. 46(1), pages 209-37, March. [Downloadable!] (restricted)

  26. Cochrane, John H., 1991. "The response of consumption to income: A Cross-Country investigation : by J.Y. Campbell and N.G. Mankiw why test the permanent income hypothesis?," European Economic Review, Elsevier, vol. 35(4), pages 757-764, May. [Downloadable!] (restricted)

  27. Cochrane, John H., 1991. "Volatility tests and efficient markets : A review essay," Journal of Monetary Economics, Elsevier, vol. 27(3), pages 463-485, June. [Downloadable!] (restricted)
    Other versions:

  28. Cochrane, John H, 1989. "The Sensitivity of Tests of the Intertemporal Allocation of Consumption to Near-Rational Alternatives," American Economic Review, American Economic Association, vol. 79(3), pages 319-37, June. [Downloadable!] (restricted)
    Other versions:

  29. Cochrane, John H, 1989. "The Return of the Liquidity Effect: A Study of the Short-run Relation between Money Growth and Interest Rates," Journal of Business & Economic Statistics, American Statistical Association, vol. 7(1), pages 75-83, January.

  30. Cochrane, John H. & Sbordone, Argia M., 1988. "Multivariate estimates of the permanent components of GNP and stock prices," Journal of Economic Dynamics and Control, Elsevier, vol. 12(2-3), pages 255-296. [Downloadable!] (restricted)

  31. Cochrane, John H, 1988. "How Big Is the Random Walk in GNP?," Journal of Political Economy, University of Chicago Press, vol. 96(5), pages 893-920, October. [Downloadable!] (restricted)

NEP Fields

18 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-BEC: Business Economics (1) 2006-02-26
  2. NEP-CBA: Central Banking (2) 2007-09-24 2007-09-24
  3. NEP-CFN: Corporate Finance (4) 1999-07-28 1999-07-28 1999-07-28 2005-03-20
  4. NEP-DGE: Dynamic General Equilibrium (3) 2004-05-09 2004-08-02 2005-03-20
  5. NEP-FIN: Finance (9) 1999-07-28 1999-07-28 1999-07-28 2002-06-13 2003-11-30 2004-05-09 2004-08-02 2005-03-20 2006-02-26 Author is listed
  6. NEP-FMK: Financial Markets (2) 2002-06-13 2002-09-21
  7. NEP-FOR: Forecasting (1) 2006-02-26
  8. NEP-HIS: Business, Economic & Financial History (1) 2004-12-21
  9. NEP-HPE: History & Philosophy of Economics (1) 2005-03-20
  10. NEP-IFN: International Finance (1) 2001-07-30
  11. NEP-MAC: Macroeconomics (4) 2003-11-16 2005-03-20 2007-09-24 2007-09-24
  12. NEP-MON: Monetary Economics (4) 2000-01-24 2002-04-15 2007-09-24 2007-09-24
  13. NEP-PUB: Public Finance (1) 1998-11-20
  14. NEP-RMG: Risk Management (3) 2002-09-21 2003-11-30 2006-02-26
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This page was last updated on 2008-12-2.

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