John H. Cochrane
Personal Details
First Name: | John |
Middle Name: | H. |
Last Name: | Cochrane |
Suffix: | |
RePEc Short-ID: | pco57 |
[This author has chosen not to make the email address public] | |
https://www.johnhcochrane.com | |
434 Galvez Mall Stanford University Stanford, CA 94305-6010 | |
Terminal Degree: | 1986 Department of Economics; University of California-Berkeley (from RePEc Genealogy) |
Affiliation
(82%) Hoover Institution on War Revolution & Peace
Stanford, California (United States)https://www.hoover.org/
RePEc:edi:hostaus (more details at EDIRC)
(9%) National Bureau of Economic Research (NBER)
Cambridge, Massachusetts (United States)http://www.nber.org/
RePEc:edi:nberrus (more details at EDIRC)
(2%) Stanford Institute for Economic Policy Research (SIEPR)
Stanford University
Stanford, California (United States)http://siepr.stanford.edu/
RePEc:edi:cestaus (more details at EDIRC)
(3%) Cato Institute
Washington, District of Columbia (United States)http://www.cato.org/
RePEc:edi:catoous (more details at EDIRC)
(4%) Graduate School of Business
Stanford University
Stanford, California (United States)http://www.gsb.stanford.edu/
RePEc:edi:gsstaus (more details at EDIRC)
Research output
Jump to: Working papers Articles Chapters BooksWorking papers
- John H. Cochrane, 2022. "Fiscal Histories," NBER Working Papers 30328, National Bureau of Economic Research, Inc.
- John H. Cochrane, 2022.
"Expectations and the Neutrality of Interest Rates,"
NBER Working Papers
30468, National Bureau of Economic Research, Inc.
- John Cochrane, 2024. "Expectations and the Neutrality of Interest Rates," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 53, pages 194-223, July.
- John H. Cochrane, 2022. "Inflation Past, Present and Future: Fiscal Shocks, Fed Response, and Fiscal Limits," NBER Working Papers 30096, National Bureau of Economic Research, Inc.
- John H. Cochrane, 2021. "Portfolios for Long-Term Investors," NBER Working Papers 28513, National Bureau of Economic Research, Inc.
- John H. Cochrane, 2020.
"A Fiscal Theory of Monetary Policy with Partially-Repaid Long-Term Debt,"
NBER Working Papers
26745, National Bureau of Economic Research, Inc.
- John Cochrane, 2022. "A fiscal theory of monetary policy with partially repaid long-term debt," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 45, pages 1-21, July.
- John H. Cochrane, 2019.
"The Fiscal Roots of Inflation,"
NBER Working Papers
25811, National Bureau of Economic Research, Inc.
- John Cochrane, 2022. "The fiscal root of inflation," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 45, pages 22-40, July.
- John H. Cochrane, 2019. "Rethinking Production Under Uncertainty," NBER Working Papers 26535, National Bureau of Economic Research, Inc.
- John H. Cochrane, 2019. "The Value of Government Debt," NBER Working Papers 26090, National Bureau of Economic Research, Inc.
- John H. Cochrane, 2016. "Stepping on a Rake: the Fiscal Theory of Monetary Policy," NBER Working Papers 22979, National Bureau of Economic Research, Inc.
- John H. Cochrane, 2016. "The Habit Habit," Economics Working Papers 16105, Hoover Institution, Stanford University.
- John H. Cochrane, 2016.
"Macro-Finance,"
NBER Working Papers
22485, National Bureau of Economic Research, Inc.
- John H. Cochrane, 2017. "Macro-Finance," Review of Finance, European Finance Association, vol. 21(3), pages 945-985.
- John H. Cochrane, 2015. "A New Structure for U.S. Federal Debt," Economics Working Papers 15108, Hoover Institution, Stanford University.
- John H. Cochrane, 2014.
"Monetary Policy with Interest on Reserves,"
NBER Working Papers
20613, National Bureau of Economic Research, Inc.
- Cochrane, John H., 2014. "Monetary policy with interest on reserves," Journal of Economic Dynamics and Control, Elsevier, vol. 49(C), pages 74-108.
- John H. Cochrane, 2013. "The New-Keynesian Liquidity Trap," NBER Working Papers 19476, National Bureau of Economic Research, Inc.
- John H. Cochrane, 2013.
"Finance: Function Matters, not Size,"
NBER Working Papers
18944, National Bureau of Economic Research, Inc.
- John H. Cochrane, 2013. "Finance: Function Matters, Not Size," Journal of Economic Perspectives, American Economic Association, vol. 27(2), pages 29-50, Spring.
- John H. Cochrane, 2013.
"A Mean-Variance Benchmark for Intertemporal Portfolio Theory,"
NBER Working Papers
18768, National Bureau of Economic Research, Inc.
- John H. Cochrane, 2014. "A Mean-Variance Benchmark for Intertemporal Portfolio Theory," Journal of Finance, American Finance Association, vol. 69(1), pages 1-49, February.
- John H. Cochrane, 2012.
"Continuous-Time Linear Models,"
NBER Working Papers
18181, National Bureau of Economic Research, Inc.
- Cochrane, John H., 2012. "Continuous-Time Linear Models," Foundations and Trends(R) in Finance, now publishers, vol. 6(3), pages 165-219, November.
- John H. Cochrane, 2011. "Discount Rates," NBER Working Papers 16972, National Bureau of Economic Research, Inc.
- John H. Cochrane, 2010.
"Understanding Policy in the Great Recession: Some Unpleasant Fiscal Arithmetic,"
NBER Working Papers
16087, National Bureau of Economic Research, Inc.
- Cochrane, John H., 2011. "Understanding policy in the great recession: Some unpleasant fiscal arithmetic," European Economic Review, Elsevier, vol. 55(1), pages 2-30, January.
- Monika Piazzesi & John Cochrane, 2009. "Decomposing the Yield Curve," 2009 Meeting Papers 18, Society for Economic Dynamics.
- John H. Cochrane, 2009.
"Can Learnability Save New-Keynesian Models?,"
NBER Working Papers
15459, National Bureau of Economic Research, Inc.
- Cochrane, John H., 2009. "Can learnability save new-Keynesian models?," Journal of Monetary Economics, Elsevier, vol. 56(8), pages 1109-1113, November.
- John H. Cochrane, 2007.
"Determinacy and Identification with Taylor Rules,"
NBER Working Papers
13409, National Bureau of Economic Research, Inc.
- John H. Cochrane, 2011. "Determinacy and Identification with Taylor Rules," Journal of Political Economy, University of Chicago Press, vol. 119(3), pages 565-615.
- John H. Cochrane, 2007. "Determinacy and Identification with Taylor Rules," NBER Working Papers 13410, National Bureau of Economic Research, Inc.
- 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.
- John H. Cochrane, 2008. "The Dog That Did Not Bark: A Defense of Return Predictability," The Review of Financial Studies, Society for Financial Studies, vol. 21(4), pages 1533-1575, July.
- John Cochrane, 2005.
"Financial Markets and the Real Economy,"
NBER Working Papers
11193, National Bureau of Economic Research, Inc.
- Cochrane, John H., 2005. "Financial Markets and the Real Economy," Foundations and Trends(R) in Finance, now publishers, vol. 1(1), pages 1-101, July.
- Cochrane, John. H. & Longstaff, Francis A. & Santa-Clara, Pedro, 2004.
"Two Trees,"
University of California at Los Angeles, Anderson Graduate School of Management
qt6mt207w2, Anderson Graduate School of Management, UCLA.
- John H. Cochrane & Francis A. Longstaff & Pedro Santa-Clara, 2008. "Two Trees," The Review of Financial Studies, Society for Financial Studies, vol. 21(1), pages 347-385, January.
- John H Cochrane, 2003.
"Where is the Market Going: Uncertain Facts and Novel Theories,"
Levine's Working Paper Archive
618897000000000762, David K. Levine.
- John H. Cochrane, 1997. "Where is the market going? Uncertain facts and novel theories," Economic Perspectives, Federal Reserve Bank of Chicago, vol. 21(Nov), pages 3-37.
- John H. Cochrane, 1998. "Where is the Market Going? Uncertain Facts and Novel Theories," NBER Working Papers 6207, National Bureau of Economic Research, Inc.
- John H. Cochrane & Francis A. Longstaff & Pedro Santa-Clara, 2003.
"Two Trees: Asset Price Dynamics Induced by Market Clearing,"
NBER Working Papers
10116, National Bureau of Economic Research, Inc.
- John H. Cochrane & Francis Longstaff, 2004. "Two Trees: Asset Price Dynamics Induced by Market Clearing," 2004 Meeting Papers 126, Society for Economic Dynamics.
- 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.
- 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.
- John H. Cochrane, 2002. "Stocks as Money: Convenience Yield and the Tech-Stock Bubble," NBER Working Papers 8987, National Bureau of Economic Research, Inc.
- John H. Cochrane & Monika Piazzesi, 2002.
"Bond Risk Premia,"
NBER Working Papers
9178, National Bureau of Economic Research, Inc.
- John H. Cochrane & Monika Piazzesi, 2005. "Bond Risk Premia," American Economic Review, American Economic Association, vol. 95(1), pages 138-160, March.
- Brandt, Michael & Cochrane, John & Santa-Clara, Pedro, 2001.
"International Risk Sharing is Better Than You Think (or Exchange Rates are Much Too Smooth!,"
University of California at Los Angeles, Anderson Graduate School of Management
qt1jw137zd, Anderson Graduate School of Management, UCLA.
- 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.
- Brandt, Michael W. & Cochrane, John H. & Santa-Clara, Pedro, 2001. "International Risk Sharing is Better Than You Think (or Exchange Rates are Much Too Smooth)," Working Papers 01-2, University of Pennsylvania, Wharton School, Weiss Center.
- John H. Cochrane, 2001. "A Rehabilitation of Stochastic Discount Factor Methodology," NBER Working Papers 8533, National Bureau of Economic Research, Inc.
- Cochrane, John, 2000.
"The Risk and Return of Venture Capital,"
University of California at Los Angeles, Anderson Graduate School of Management
qt7qm9h594, Anderson Graduate School of Management, UCLA.
- Cochrane, John H., 2005. "The risk and return of venture capital," Journal of Financial Economics, Elsevier, vol. 75(1), pages 3-52, January.
- John H. Cochrane, 2001. "The Risk and Return of Venture Capital," NBER Working Papers 8066, National Bureau of Economic Research, Inc.
- John H. Cochrane, 2000. "Money as Stock: Price Level Determination with no Money Demand," NBER Working Papers 7498, National Bureau of Economic Research, Inc.
- Campbell, John & Cochrane, John, 2000.
"Explaining the Poor Performance of Consumption-Based Asset Pricing Models,"
Scholarly Articles
3163265, Harvard University Department of Economics.
- 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.
- 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.
- John H. Cochrane, 1999.
"New Facts in Finance,"
NBER Working Papers
7169, National Bureau of Economic Research, Inc.
- John H. Cochrane, 1999. "New facts in finance," Economic Perspectives, Federal Reserve Bank of Chicago, vol. 23(Q III), pages 36-58.
- John H. Cochrane, 1999. "New Facts in Finance," CRSP working papers 490, Center for Research in Security Prices, Graduate School of Business, University of Chicago.
- John H. Cochrane, 1999.
"Portfolio Advice for a Multifactor World,"
NBER Working Papers
7170, National Bureau of Economic Research, Inc.
- John H. Cochrane, 1999. "Portfolio advice of a multifactor world," Economic Perspectives, Federal Reserve Bank of Chicago, vol. 23(Q III), pages 59-78.
- John H. Cochrane, 1999. "Portfolio Advice for a Multifactor World," CRSP working papers 491, Center for Research in Security Prices, Graduate School of Business, University of Chicago.
- John H. Cochrane, 1998.
"A Frictionless View of U.S. Inflation,"
NBER Working Papers
6646, National Bureau of Economic Research, Inc.
- John H. Cochrane, 1999. "A Frictionless View of US Inflation," NBER Chapters, in: NBER Macroeconomics Annual 1998, volume 13, pages 323-421, National Bureau of Economic Research, Inc.
- John H. Cochrane, 1998. "A Frictionless View of U.S. Inflation," CRSP working papers 479, Center for Research in Security Prices, Graduate School of Business, University of Chicago.
- 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.
- 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.
- John H. Cochrane, 1998. "Long-term Debt and Optimal Policy in the Fiscal Theory of the Price Level," CRSP working papers 478, Center for Research in Security Prices, Graduate School of Business, University of Chicago.
- 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.
- John H. Cochrane & Jesus Saa-Requejo, 2000. "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.
- John H. Cochrane & Jesús Saá-Requejo, 1998. "Beyond Arbitrage: "Good-Deal" Asset Price Bounds in Incomplete Markets," CRSP working papers 430, Center for Research in Security Prices, Graduate School of Business, University of Chicago.
- 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.
- 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.
- John H. Cochrane, 1994.
"Shocks,"
NBER Working Papers
4698, National Bureau of Economic Research, Inc.
- Cochrane, John H., 1994. "Shocks," Carnegie-Rochester Conference Series on Public Policy, Elsevier, vol. 41(1), pages 295-364, December.
- 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.
- 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.
- John Y. Campbell & John H. Cochrane, 1994. "By Force of Habit: A Consumption-Based Explanation of Aggregate Stock Market Behavior," CRSP working papers 412, Center for Research in Security Prices, Graduate School of Business, University of Chicago.
- Campbell, John & Cochrane, John H., 1999. "By Force of Habit: A Consumption-Based Explanation of Aggregate Stock Market Behavior," Scholarly Articles 3119444, Harvard University Department of Economics.
- John Y. Campbell & John H. Cochrane, 1995. "By Force of Habit: A Consumption-Based Explanation of Aggregate Stock Market Behavior," NBER Working Papers 4995, National Bureau of Economic Research, Inc.
- John H. Cochrane, 1992. "A Cross-Sectional Test of a Production-Based Asset Pricing Model," NBER Working Papers 4025, National Bureau of Economic Research, Inc.
- John H. Cochrane & Lars Peter Hansen, 1992.
"Asset Pricing Explorations for Macroeconomics,"
NBER Working Papers
4088, National Bureau of Economic Research, Inc.
- John H. Cochrane & Lars Peter Hansen, 1992. "Asset Pricing Explorations for Macroeconomics," NBER Chapters, in: NBER Macroeconomics Annual 1992, Volume 7, pages 115-182, National Bureau of Economic Research, Inc.
- 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.
- John H Cochrane & Barry W Ickes, 1991. "Inflation Stabilization in Reforming Socialist Economies: The Myth of the Monetary Overhang," Comparative Economic Studies, Palgrave Macmillan;Association for Comparative Economic Studies, vol. 33(2), pages 97-122, July.
- John H. Cochrane, 1991.
"Volatility Tests and Efficient Markets: A Review Essay,"
NBER Working Papers
3591, National Bureau of Economic Research, Inc.
- Cochrane, John H., 1991. "Volatility tests and efficient markets : A review essay," Journal of Monetary Economics, Elsevier, vol. 27(3), pages 463-485, June.
- 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.
- John H. Cochrane, 1990. "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.
- John H. Cochrane, 1989.
"Explaining the Variance of Price Dividend Ratios,"
NBER Working Papers
3157, National Bureau of Economic Research, Inc.
- Cochrane, John H, 1992. "Explaining the Variance of Price-Dividend Ratios," The Review of Financial Studies, Society for Financial Studies, vol. 5(2), pages 243-280.
- John H. Cochrane, 1989. "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.
- John H. Cochrane, 1988. "A Test of Consumption Insurance," NBER Working Papers 2642, National Bureau of Economic Research, Inc.
- John H. Cochrane, 1988. "Production Based Asset Pricing," NBER Working Papers 2776, National Bureau of Economic Research, Inc.
- John H. Cochrane, 1988.
"The Sensitivity of Tests of the Intertemporal Allocation of Consumption to Near-Rational Alternatives,"
NBER Working Papers
2730, National Bureau of Economic Research, Inc.
- 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 319-337, June.
Articles
- John Cochrane, 2024.
"Expectations and the Neutrality of Interest Rates,"
Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 53, pages 194-223, July.
- John H. Cochrane, 2022. "Expectations and the Neutrality of Interest Rates," NBER Working Papers 30468, National Bureau of Economic Research, Inc.
- John Cochrane, 2024. "Code and data files for "Expectations and the Neutrality of Interest Rates"," Computer Codes 23-168, Review of Economic Dynamics.
- John Cochrane, 2022.
"A fiscal theory of monetary policy with partially repaid long-term debt,"
Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 45, pages 1-21, July.
- John Cochrane, 2021. "Code and data files for "A fiscal theory of monetary policy with partially repaid long-term debt"," Computer Codes 20-44, Review of Economic Dynamics.
- John Cochrane, 2021. "Online Appendix to "A fiscal theory of monetary policy with partially repaid long-term debt"," Online Appendices 20-44, Review of Economic Dynamics.
- John H. Cochrane, 2020. "A Fiscal Theory of Monetary Policy with Partially-Repaid Long-Term Debt," NBER Working Papers 26745, National Bureau of Economic Research, Inc.
- John Cochrane, 2022.
"The fiscal root of inflation,"
Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 45, pages 22-40, July.
- John Cochrane, 2021. "Code and data files for "The fiscal root of inflation"," Computer Codes 20-493, Review of Economic Dynamics.
- John H. Cochrane, 2019. "The Fiscal Roots of Inflation," NBER Working Papers 25811, National Bureau of Economic Research, Inc.
- John Cochrane, 2021. "Online Appendix to "The fiscal root of inflation"," Online Appendices 20-493, Review of Economic Dynamics.
- John H. Cochrane, 2020. "Strategic Review and Beyond: Rethinking Monetary Policy and Independence," Review, Federal Reserve Bank of St. Louis, vol. 102(2), pages 99-119, May.
- John H. Cochrane, 2017.
"Macro-Finance,"
Review of Finance, European Finance Association, vol. 21(3), pages 945-985.
- John H. Cochrane, 2016. "Macro-Finance," NBER Working Papers 22485, National Bureau of Economic Research, Inc.
- John Y. Campbell & John H. Cochrane, 2015. "The Fragile Benefits of Endowment Destruction," Journal of Political Economy, University of Chicago Press, vol. 123(5), pages 1214-1226.
- John H. Cochrane, 2014. "Challenges for Cost-Benefit Analysis of Financial Regulation," The Journal of Legal Studies, University of Chicago Press, vol. 43(S2), pages 63-105.
- John H. Cochrane, 2014.
"A Mean-Variance Benchmark for Intertemporal Portfolio Theory,"
Journal of Finance, American Finance Association, vol. 69(1), pages 1-49, February.
- John H. Cochrane, 2013. "A Mean-Variance Benchmark for Intertemporal Portfolio Theory," NBER Working Papers 18768, National Bureau of Economic Research, Inc.
- Cochrane, John H., 2014.
"Monetary policy with interest on reserves,"
Journal of Economic Dynamics and Control, Elsevier, vol. 49(C), pages 74-108.
- John H. Cochrane, 2014. "Monetary Policy with Interest on Reserves," NBER Working Papers 20613, National Bureau of Economic Research, Inc.
- Martin N. Baily & John Y. Campbell & John H. Cochrane & Douglas W. Diamond & Darrell Duffie & Kenneth R. French & Anil K. Kashyap & Frederic S. Mishkin & Raghuram Rajan & David S. Scharfstein & Robert, 2013. "Aligning Incentives at Systemically Important Financial Institutions: A Proposal by the Squam Lake Group," Journal of Applied Corporate Finance, Morgan Stanley, vol. 25(4), pages 37-40, December.
- John H. Cochrane, 2013.
"Finance: Function Matters, Not Size,"
Journal of Economic Perspectives, American Economic Association, vol. 27(2), pages 29-50, Spring.
- John H. Cochrane, 2013. "Finance: Function Matters, not Size," NBER Working Papers 18944, National Bureau of Economic Research, Inc.
- Cochrane, John H., 2012.
"Continuous-Time Linear Models,"
Foundations and Trends(R) in Finance, now publishers, vol. 6(3), pages 165-219, November.
- John H. Cochrane, 2012. "Continuous-Time Linear Models," NBER Working Papers 18181, National Bureau of Economic Research, Inc.
- Cochrane, John H., 2011.
"Understanding policy in the great recession: Some unpleasant fiscal arithmetic,"
European Economic Review, Elsevier, vol. 55(1), pages 2-30, January.
- John H. Cochrane, 2010. "Understanding Policy in the Great Recession: Some Unpleasant Fiscal Arithmetic," NBER Working Papers 16087, National Bureau of Economic Research, Inc.
- John H. Cochrane, 2011. "HOW DID PAUL KRUGMAN GET IT SO WRONG?-super-1," Economic Affairs, Wiley Blackwell, vol. 31(2), pages 36-40, June.
- John H. Cochrane, 2011.
"Determinacy and Identification with Taylor Rules,"
Journal of Political Economy, University of Chicago Press, vol. 119(3), pages 565-615.
- John H. Cochrane, 2007. "Determinacy and Identification with Taylor Rules," NBER Working Papers 13410, National Bureau of Economic Research, Inc.
- John H. Cochrane, 2007. "Determinacy and Identification with Taylor Rules," NBER Working Papers 13409, National Bureau of Economic Research, Inc.
- John H. Cochrane, 2011. "Presidential Address: Discount Rates," Journal of Finance, American Finance Association, vol. 66(4), pages 1047-1108, August.
- Kenneth French & Martin Baily & John Campbell & John Cochrane & Douglas Diamond & Darrell Duffie & Anil Kashyap & Frederic Mishkin & Raghuram Rajan & David Scharfstein & Robert Shiller & Hyun Song Shi, 2010.
"The Squam Lake Report: Fixing the Financial System,"
Journal of Applied Corporate Finance, Morgan Stanley, vol. 22(3), pages 8-21, June.
- Kenneth R. French & Martin N. Baily & John Y. Campbell & John H. Cochrane & Douglas W. Diamond & Darrell Duffie & Anil K Kashyap & Frederic S. Mishkin & Raghuram G. Rajan & David S. Scharfstein & Robe, 2010. "The Squam Lake Report: Fixing the Financial System," Economics Books, Princeton University Press, edition 1, number 9261.
- Cochrane, John H., 2009.
"Can learnability save new-Keynesian models?,"
Journal of Monetary Economics, Elsevier, vol. 56(8), pages 1109-1113, November.
- John H. Cochrane, 2009. "Can Learnability Save New-Keynesian Models?," NBER Working Papers 15459, National Bureau of Economic Research, Inc.
- John H. Cochrane, 2008.
"The Dog That Did Not Bark: A Defense of Return Predictability,"
The Review of Financial Studies, Society for Financial Studies, vol. 21(4), pages 1533-1575, July.
- 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.
- John H. Cochrane & Francis A. Longstaff & Pedro Santa-Clara, 2008.
"Two Trees,"
The Review of Financial Studies, Society for Financial Studies, vol. 21(1), pages 347-385, January.
- Cochrane, John. H. & Longstaff, Francis A. & Santa-Clara, Pedro, 2004. "Two Trees," University of California at Los Angeles, Anderson Graduate School of Management qt6mt207w2, Anderson Graduate School of Management, UCLA.
- John H. Cochrane, 2007. "Commentary on \\"Macroeconomic implications of changes in the term premium\\"," Review, Federal Reserve Bank of St. Louis, vol. 89(Jul), pages 271-282.
- 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.
- John Cochrane, 2006. "Prediction and impulse responses in linear systems (in Russian)," Quantile, Quantile, issue 1, pages 21-26, September.
- Cochrane, John H., 2005. "Money as stock," Journal of Monetary Economics, Elsevier, vol. 52(3), pages 501-528, April.
- Cochrane, John H., 2005.
"The risk and return of venture capital,"
Journal of Financial Economics, Elsevier, vol. 75(1), pages 3-52, January.
- John H. Cochrane, 2001. "The Risk and Return of Venture Capital," NBER Working Papers 8066, National Bureau of Economic Research, Inc.
- Cochrane, John, 2000. "The Risk and Return of Venture Capital," University of California at Los Angeles, Anderson Graduate School of Management qt7qm9h594, Anderson Graduate School of Management, UCLA.
- Cochrane, John H., 2005.
"Financial Markets and the Real Economy,"
Foundations and Trends(R) in Finance, now publishers, vol. 1(1), pages 1-101, July.
- John Cochrane, 2005. "Financial Markets and the Real Economy," NBER Working Papers 11193, National Bureau of Economic Research, Inc.
- John H. Cochrane & Monika Piazzesi, 2005.
"Bond Risk Premia,"
American Economic Review, American Economic Association, vol. 95(1), pages 138-160, March.
- John H. Cochrane & Monika Piazzesi, 2002. "Bond Risk Premia," NBER Working Papers 9178, National Bureau of Economic Research, Inc.
- 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.
- 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.
- 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.
- 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.
- 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.
- John H. Cochrane, 1998. "Long-term Debt and Optimal Policy in the Fiscal Theory of the Price Level," CRSP working papers 478, Center for Research in Security Prices, Graduate School of Business, University of Chicago.
- John H. Cochrane & Jesus Saa-Requejo, 2000.
"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.
- 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.
- John H. Cochrane & Jesús Saá-Requejo, 1998. "Beyond Arbitrage: "Good-Deal" Asset Price Bounds in Incomplete Markets," CRSP working papers 430, Center for Research in Security Prices, Graduate School of Business, University of Chicago.
- 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.
- 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.
- Campbell, John & Cochrane, John, 2000. "Explaining the Poor Performance of Consumption-Based Asset Pricing Models," Scholarly Articles 3163265, Harvard University Department of Economics.
- John H. Cochrane, 1999.
"New facts in finance,"
Economic Perspectives, Federal Reserve Bank of Chicago, vol. 23(Q III), pages 36-58.
- John H. Cochrane, 1999. "New Facts in Finance," CRSP working papers 490, Center for Research in Security Prices, Graduate School of Business, University of Chicago.
- John H. Cochrane, 1999. "New Facts in Finance," NBER Working Papers 7169, National Bureau of Economic Research, Inc.
- 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.
- John Y. Campbell & John H. Cochrane, 1994. "By Force of Habit: A Consumption-Based Explanation of Aggregate Stock Market Behavior," CRSP working papers 412, Center for Research in Security Prices, Graduate School of Business, University of Chicago.
- Campbell, John & Cochrane, John H., 1999. "By Force of Habit: A Consumption-Based Explanation of Aggregate Stock Market Behavior," Scholarly Articles 3119444, Harvard University Department of Economics.
- John Y. Campbell & John H. Cochrane, 1995. "By Force of Habit: A Consumption-Based Explanation of Aggregate Stock Market Behavior," NBER Working Papers 4995, National Bureau of Economic Research, Inc.
- 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.
- John H. Cochrane, 1999.
"Portfolio advice of a multifactor world,"
Economic Perspectives, Federal Reserve Bank of Chicago, vol. 23(Q III), pages 59-78.
- John H. Cochrane, 1999. "Portfolio Advice for a Multifactor World," CRSP working papers 491, Center for Research in Security Prices, Graduate School of Business, University of Chicago.
- John H. Cochrane, 1999. "Portfolio Advice for a Multifactor World," NBER Working Papers 7170, National Bureau of Economic Research, Inc.
- 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.
- 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.
- John H. Cochrane, 1997.
"Where is the market going? Uncertain facts and novel theories,"
Economic Perspectives, Federal Reserve Bank of Chicago, vol. 21(Nov), pages 3-37.
- John H. Cochrane, 1998. "Where is the Market Going? Uncertain Facts and Novel Theories," NBER Working Papers 6207, National Bureau of Economic Research, Inc.
- John H Cochrane, 2003. "Where is the Market Going: Uncertain Facts and Novel Theories," Levine's Working Paper Archive 618897000000000762, David K. Levine.
- 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.
- Cochrane, John H, 1995. "Time-Consistent Health Insurance," Journal of Political Economy, University of Chicago Press, vol. 103(3), pages 445-473, June.
- Cochrane, John H., 1994.
"Shocks,"
Carnegie-Rochester Conference Series on Public Policy, Elsevier, vol. 41(1), pages 295-364, December.
- John H. Cochrane, 1994. "Shocks," NBER Working Papers 4698, National Bureau of Economic Research, Inc.
- John H. Cochrane, 1994. "Permanent and Transitory Components of GNP and Stock Prices," The Quarterly Journal of Economics, President and Fellows of Harvard College, vol. 109(1), pages 241-265.
- Cochrane, John H, 1992.
"Explaining the Variance of Price-Dividend Ratios,"
The Review of Financial Studies, Society for Financial Studies, vol. 5(2), pages 243-280.
- John H. Cochrane, 1989. "Explaining the Variance of Price Dividend Ratios," NBER Working Papers 3157, National Bureau of Economic Research, Inc.
- 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.
- 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 209-237, March.
- 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.
- Cochrane, John H., 1991.
"Volatility tests and efficient markets : A review essay,"
Journal of Monetary Economics, Elsevier, vol. 27(3), pages 463-485, June.
- John H. Cochrane, 1991. "Volatility Tests and Efficient Markets: A Review Essay," NBER Working Papers 3591, National Bureau of Economic Research, Inc.
- Cochrane, John H, 1991. "A Simple Test of Consumption Insurance," Journal of Political Economy, University of Chicago Press, vol. 99(5), pages 957-976, October.
- John H Cochrane & Barry W Ickes, 1991.
"Inflation Stabilization in Reforming Socialist Economies: The Myth of the Monetary Overhang,"
Comparative Economic Studies, Palgrave Macmillan;Association for Comparative Economic Studies, vol. 33(2), pages 97-122, July.
- 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.
- 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 319-337, June.
- John H. Cochrane, 1988. "The Sensitivity of Tests of the Intertemporal Allocation of Consumption to Near-Rational Alternatives," NBER Working Papers 2730, National Bureau of Economic Research, Inc.
- 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.
- 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.
- 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.
Chapters
- John H. Cochrane, 2017. "Michelson-Morley, Fisher, and Occam: The Radical Implications of Stable Quiet Inflation at the Zero Bound," NBER Chapters, in: NBER Macroeconomics Annual 2017, volume 32, pages 113-226, National Bureau of Economic Research, Inc.
- John H. Cochrane & Lee E. Ohanian & George P. Shultz, 2015. "Conclusions and Solutions," Book Chapters, in: Tom Church & Chris Miller & John B. Taylor (ed.), Inequality & Economic Policy, chapter 7, Hoover Institution, Stanford University.
- John H. Cochrane, 2014. "Toward a Run-free Financial System," Book Chapters, in: Martin Neil Baily & John B. Taylor (ed.), Across the Great Divide: New Perspectives on the Financial Crisis, chapter 10, Hoover Institution, Stanford University.
- Alan Greenspan & George P. Shultz & John H. Cochrane, 2012. "Restoring Sound Economic Policy - Three Views," Book Chapters, in: Lee E. Ohanian & John B. Taylor & Ian J. Wright (ed.), Government Policies and the Delayed Economic Recovery, chapter 8, Hoover Institution, Stanford University.
- Kenneth R. French & Martin N. Baily & John Y. Campbell & John H. Cochrane & Douglas W. Diamond & Darrell Duffie & Anil K Kashyap & Frederic S. Mishkin & Raghuram G. Rajan & David S. Scharfstein & Robe, 2010. "Introduction," Introductory Chapters, in: The Squam Lake Report: Fixing the Financial System, Princeton University Press.
- John H. Cochrane, 2009. "Comment on "On the Need for a New Approach to Analyzing Monetary Policy"," NBER Chapters, in: NBER Macroeconomics Annual 2008, Volume 23, pages 427-448, National Bureau of Economic Research, Inc.
- John H. Cochrane, 1999.
"A Frictionless View of US Inflation,"
NBER Chapters, in: NBER Macroeconomics Annual 1998, volume 13, pages 323-421,
National Bureau of Economic Research, Inc.
- John H. Cochrane, 1998. "A Frictionless View of U.S. Inflation," NBER Working Papers 6646, National Bureau of Economic Research, Inc.
- John H. Cochrane, 1998. "A Frictionless View of U.S. Inflation," CRSP working papers 479, Center for Research in Security Prices, Graduate School of Business, University of Chicago.
- John H. Cochrane & Lars Peter Hansen, 1992.
"Asset Pricing Explorations for Macroeconomics,"
NBER Chapters, in: NBER Macroeconomics Annual 1992, Volume 7, pages 115-182,
National Bureau of Economic Research, Inc.
- John H. Cochrane & Lars Peter Hansen, 1992. "Asset Pricing Explorations for Macroeconomics," NBER Working Papers 4088, National Bureau of Economic Research, Inc.
Books
- Fama, Eugene F., 2017. "The Fama Portfolio," University of Chicago Press Economics Books, University of Chicago Press, number 9780226426846 edited by Cochrane, John H. & Moskowitz, Tobias J., January.
- Kenneth R. French & Martin N. Baily & John Y. Campbell & John H. Cochrane & Douglas W. Diamond & Darrell Duffie & Anil K Kashyap & Frederic S. Mishkin & Raghuram G. Rajan & David S. Scharfstein & Robe, 2010.
"The Squam Lake Report: Fixing the Financial System,"
Economics Books,
Princeton University Press,
edition 1, number 9261.
- Kenneth French & Martin Baily & John Campbell & John Cochrane & Douglas Diamond & Darrell Duffie & Anil Kashyap & Frederic Mishkin & Raghuram Rajan & David Scharfstein & Robert Shiller & Hyun Song Shi, 2010. "The Squam Lake Report: Fixing the Financial System," Journal of Applied Corporate Finance, Morgan Stanley, vol. 22(3), pages 8-21, June.
- John H. Cochrane (ed.), 2006. "Financial Markets and the Real Economy," Books, Edward Elgar Publishing, number 2923.
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NEP Fields
NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 32 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.- NEP-MAC: Macroeconomics (14) 2005-03-20 2007-09-24 2007-09-24 2009-10-31 2010-06-26 2013-10-02 2014-12-03 2015-11-15 2016-05-14 2016-08-14 2017-01-08 2019-05-13 2020-03-09 2022-07-18. Author is listed
- NEP-CBA: Central Banking (11) 2007-09-24 2007-09-24 2009-10-31 2010-06-26 2011-04-30 2014-12-03 2019-05-13 2020-03-09 2022-07-18 2022-09-12 2022-10-17. Author is listed
- NEP-MON: Monetary Economics (10) 2000-01-24 2002-04-15 2007-09-24 2007-09-24 2010-06-26 2014-12-03 2019-05-13 2020-03-09 2022-07-18 2022-10-17. Author is listed
- NEP-FIN: Finance (8) 1999-07-28 1999-07-28 1999-07-28 2002-06-13 2003-11-30 2004-08-02 2005-03-20 2006-02-26. Author is listed
- NEP-CFN: Corporate Finance (4) 1999-07-28 1999-07-28 1999-07-28 2005-03-20
- NEP-RMG: Risk Management (4) 2002-09-21 2003-11-30 2006-02-26 2021-03-15
- NEP-BAN: Banking (2) 2022-09-12 2022-10-17
- NEP-DGE: Dynamic General Equilibrium (2) 2004-08-02 2005-03-20
- NEP-FMK: Financial Markets (2) 2002-06-13 2002-09-21
- NEP-FOR: Forecasting (2) 2006-02-26 2012-07-01
- NEP-HIS: Business, Economic and Financial History (2) 2004-12-21 2022-09-12
- NEP-IFN: International Finance (2) 2001-07-30 2016-08-14
- NEP-BEC: Business Economics (1) 2006-02-26
- NEP-CWA: Central and Western Asia (1) 2021-03-15
- NEP-DEM: Demographic Economics (1) 2022-07-18
- NEP-ECM: Econometrics (1) 2012-07-01
- NEP-EFF: Efficiency and Productivity (1) 2020-01-06
- NEP-ETS: Econometric Time Series (1) 2012-07-01
- NEP-HPE: History and Philosophy of Economics (1) 2005-03-20
- NEP-ORE: Operations Research (1) 2020-03-09
- NEP-PUB: Public Finance (1) 1998-11-20
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