John H. Cochrane
Names
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John |
| middle: |
H. |
| last: |
Cochrane |
Identifer
Contact
Affiliations
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Hoover Institution on War Revolution & Peace (weight: 82%)
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National Bureau of Economic Research (NBER) (weight: 9%)
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Stanford University
/ Stanford Institute for Economic Policy Research (SIEPR) (weight: 2%)
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Cato Institute (weight: 3%)
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Stanford University
/ Graduate School of Business (weight: 4%)
Research profile
author of:
- The Sensitivity of Tests of the Intertemporal Allocation of Consumption to Near-Rational Alternatives (RePEc:aea:aecrev:v:79:y:1989:i:3:p:319-37)
by Cochrane, John H - The Fed and Interest Rates - A High-Frequency Identification (RePEc:aea:aecrev:v:92:y:2002:i:2:p:90-95)
by Monika Piazzesi - Bond Risk Premia (RePEc:aea:aecrev:v:95:y:2005:i:1:p:138-160)
by John H. Cochrane & Monika Piazzesi - Finance: Function Matters, Not Size (RePEc:aea:jecper:v:27:y:2013:i:2:p:29-50)
by John H. Cochrane - The Return of the Liquidity Effect: A Study of the Short-run Relation between Money Growth and Interest Rates (RePEc:bes:jnlbes:v:7:y:1989:i:1:p:75-83)
by Cochrane, John H - HOW DID PAUL KRUGMAN GET IT SO WRONG?-super-1 (RePEc:bla:ecaffa:v:31:y:2011:i:2:p:36-40)
by John H. Cochrane - The Squam Lake Report: Fixing the Financial System (RePEc:bla:jacrfn:v:22:y:2010:i:3:p:8-21)
by 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 - Aligning Incentives at Systemically Important Financial Institutions: A Proposal by the Squam Lake Group (RePEc:bla:jacrfn:v:25:y:2013:i:4:p:37-40)
by 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 - Production-Based Asset Pricing and the Link between Stock Returns and Economic Fluctuations (RePEc:bla:jfinan:v:46:y:1991:i:1:p:209-37)
by Cochrane, John H - Explaining the Poor Performance of Consumption‐based Asset Pricing Models (RePEc:bla:jfinan:v:55:y:2000:i:6:p:2863-2878)
by John Y. Campbell & John H. Cochrane - Presidential Address: Discount Rates (RePEc:bla:jfinan:v:66:y:2011:i:4:p:1047-1108)
by John H. Cochrane - A Mean-Variance Benchmark for Intertemporal Portfolio Theory (RePEc:bla:jfinan:v:69:y:2014:i:1:p:1-49)
by John H. Cochrane - International Risk Sharing is Better Than You Think (or Exchange Rates are Much Too Smooth! (RePEc:cdl:anderf:qt1jw137zd)
by Brandt, Michael & Cochrane, John & Santa-Clara, Pedro - Two Trees (RePEc:cdl:anderf:qt6mt207w2)
by Cochrane, John. H. & Longstaff, Francis A. & Santa-Clara, Pedro - The Risk and Return of Venture Capital (RePEc:cdl:anderf:qt7qm9h594)
by Cochrane, John - Where is the Market Going: Uncertain Facts and Novel Theories (RePEc:cla:levarc:618897000000000762)
by John H Cochrane - International Risk Sharing is Better Than You Think (or Exchange Rates are Much Too Smooth) (RePEc:ecl:upafin:01-2)
by Brandt, Michael W. & Cochrane, John H. & Santa-Clara, Pedro - Long-Term Debt and Optimal Policy in the Fiscal Theory of the Price Level (RePEc:ecm:emetrp:v:69:y:2001:i:1:p:69-116)
by Cochrane, John H - Shocks (RePEc:eee:crcspp:v:41:y:1994:i::p:295-364)
by Cochrane, John H. - Multivariate estimates of the permanent components of GNP and stock prices (RePEc:eee:dyncon:v:12:y:1988:i:2-3:p:255-296)
by Cochrane, John H. & Sbordone, Argia M. - A critique of the application of unit root tests (RePEc:eee:dyncon:v:15:y:1991:i:2:p:275-284)
by Cochrane, John H. - Monetary policy with interest on reserves (RePEc:eee:dyncon:v:49:y:2014:i:c:p:74-108)
by Cochrane, John H. - The response of consumption to income: A Cross-Country investigation : by J.Y. Campbell and N.G. Mankiw why test the permanent income hypothesis? (RePEc:eee:eecrev:v:35:y:1991:i:4:p:757-764)
by Cochrane, John H. - Understanding policy in the great recession: Some unpleasant fiscal arithmetic (RePEc:eee:eecrev:v:55:y:2011:i:1:p:2-30)
by Cochrane, John H. - The risk and return of venture capital (RePEc:eee:jfinec:v:75:y:2005:i:1:p:3-52)
by Cochrane, John H. - Volatility tests and efficient markets : A review essay (RePEc:eee:moneco:v:27:y:1991:i:3:p:463-485)
by Cochrane, John H. - What do the VARs mean? Measuring the output effects of monetary policy (RePEc:eee:moneco:v:41:y:1998:i:2:p:277-300)
by Cochrane, John H. - Money as stock (RePEc:eee:moneco:v:52:y:2005:i:3:p:501-528)
by Cochrane, John H. - International risk sharing is better than you think, or exchange rates are too smooth (RePEc:eee:moneco:v:53:y:2006:i:4:p:671-698)
by Brandt, Michael W. & Cochrane, John H. & Santa-Clara, Pedro - Can learnability save new-Keynesian models? (RePEc:eee:moneco:v:56:y:2009:i:8:p:1109-1113)
by Cochrane, John H. - Financial Markets and the Real Economy (RePEc:elg:eebook:2923)
by None - Where is the market going? Uncertain facts and novel theories (RePEc:fip:fedhep:y:1997:i:nov:p:3-37:n:v.21no.6)
by John H. Cochrane - New facts in finance (RePEc:fip:fedhep:y:1999:i:qiii:p:36-58:n:v.23no.3)
by John H. Cochrane - Portfolio advice of a multifactor world (RePEc:fip:fedhep:y:1999:i:qiii:p:59-78:n:v.23no.3)
by John H. Cochrane - Strategic Review and Beyond: Rethinking Monetary Policy and Independence (RePEc:fip:fedlrv:88586)
by John H. Cochrane - Commentary on \\"Macroeconomic implications of changes in the term premium\\" (RePEc:fip:fedlrv:y:2007:i:jul:p:271-282:n:v.89no.4)
by John H. Cochrane - By force of habit: a consumption-based explanation of aggregate stock market behavior (RePEc:fip:fedpwp:94-17)
by John Y. Campbell & John H. Cochrane - Stopping Inflation in Reforming Socialist Economies: Some Pleasant Socialist Arithmetics (RePEc:fth:pensta:12-90-1)
by Cocherane, J. & Ickes, B.W. - Inflation Stabilization in Reforming Socialist Economies : the Myth of the Monetary Overhang (RePEc:fth:pensta:8-91-2)
by Cochrane, J.H. & Ickes, B.W. - Conclusions and Solutions (RePEc:hoo:bookch:10-7)
by John H. Cochrane & Lee E. Ohanian & George P. Shultz - Restoring Sound Economic Policy - Three Views (RePEc:hoo:bookch:6-8)
by Alan Greenspan & George P. Shultz & John H. Cochrane - Toward a Run-free Financial System (RePEc:hoo:bookch:8-10)
by John H. Cochrane - A New Structure for U.S. Federal Debt (RePEc:hoo:wpaper:15108)
by John H. Cochrane - The Habit Habit (RePEc:hoo:wpaper:16105)
by John H. Cochrane - By Force of Habit: A Consumption-Based Explanation of Aggregate Stock Market Behavior (RePEc:hrv:faseco:3119444)
by Campbell, John & Cochrane, John H. - Explaining the Poor Performance of Consumption-Based Asset Pricing Models (RePEc:hrv:faseco:3163265)
by Campbell, John & Cochrane, John - Asset Pricing Explorations for Macroeconomics (RePEc:nbr:nberch:10992)
by John H. Cochrane & Lars Peter Hansen - A Frictionless View of US Inflation (RePEc:nbr:nberch:11250)
by John H. Cochrane - Michelson-Morley, Fisher, and Occam: The Radical Implications of Stable Quiet Inflation at the Zero Bound (RePEc:nbr:nberch:13911)
by John H. Cochrane - Comment on "On the Need for a New Approach to Analyzing Monetary Policy" (RePEc:nbr:nberch:7291)
by John H. Cochrane - Two Trees: Asset Price Dynamics Induced by Market Clearing (RePEc:nbr:nberwo:10116)
by John H. Cochrane & Francis A. Longstaff & Pedro Santa-Clara - Financial Markets and the Real Economy (RePEc:nbr:nberwo:11193)
by John Cochrane - The Dog That Did Not Bark: A Defense of Return Predictability (RePEc:nbr:nberwo:12026)
by John H. Cochrane - Determinacy and Identification with Taylor Rules (RePEc:nbr:nberwo:13409)
by John H. Cochrane - Determinacy and Identification with Taylor Rules (RePEc:nbr:nberwo:13410)
by John H. Cochrane - Can Learnability Save New-Keynesian Models? (RePEc:nbr:nberwo:15459)
by John H. Cochrane - Understanding Policy in the Great Recession: Some Unpleasant Fiscal Arithmetic (RePEc:nbr:nberwo:16087)
by John H. Cochrane - Discount Rates (RePEc:nbr:nberwo:16972)
by John H. Cochrane - Continuous-Time Linear Models (RePEc:nbr:nberwo:18181)
by John H. Cochrane - A Mean-Variance Benchmark for Intertemporal Portfolio Theory (RePEc:nbr:nberwo:18768)
by John H. Cochrane - Finance: Function Matters, not Size (RePEc:nbr:nberwo:18944)
by John H. Cochrane - The New-Keynesian Liquidity Trap (RePEc:nbr:nberwo:19476)
by John H. Cochrane - Monetary Policy with Interest on Reserves (RePEc:nbr:nberwo:20613)
by John H. Cochrane - Macro-Finance (RePEc:nbr:nberwo:22485)
by John H. Cochrane - Stepping on a Rake: the Fiscal Theory of Monetary Policy (RePEc:nbr:nberwo:22979)
by John H. Cochrane - The Fiscal Roots of Inflation (RePEc:nbr:nberwo:25811)
by John H. Cochrane - The Value of Government Debt (RePEc:nbr:nberwo:26090)
by John H. Cochrane - A Test of Consumption Insurance (RePEc:nbr:nberwo:2642)
by John H. Cochrane - Rethinking Production Under Uncertainty (RePEc:nbr:nberwo:26535)
by John H. Cochrane - A Fiscal Theory of Monetary Policy with Partially-Repaid Long-Term Debt (RePEc:nbr:nberwo:26745)
by John H. Cochrane - The Sensitivity of Tests of the Intertemporal Allocation of Consumption to Near-Rational Alternatives (RePEc:nbr:nberwo:2730)
by John H. Cochrane - Production Based Asset Pricing (RePEc:nbr:nberwo:2776)
by John H. Cochrane - Portfolios for Long-Term Investors (RePEc:nbr:nberwo:28513)
by John H. Cochrane - Inflation Past, Present and Future: Fiscal Shocks, Fed Response, and Fiscal Limits (RePEc:nbr:nberwo:30096)
by John H. Cochrane - Fiscal Histories (RePEc:nbr:nberwo:30328)
by John H. Cochrane - Expectations and the Neutrality of Interest Rates (RePEc:nbr:nberwo:30468)
by John H. Cochrane - Explaining the Variance of Price Dividend Ratios (RePEc:nbr:nberwo:3157)
by John H. Cochrane - Using Production Based Asset Pricing to Explain the Behavior of Stock Returns Over the Business Cycle (RePEc:nbr:nberwo:3212)
by John H. Cochrane - Inflation Dynamics with a Generalized Lucas Phillips Curve (RePEc:nbr:nberwo:33888)
by John H. Cochrane - Univariate vs. Multivariate Forecasts of GNP Growth and Stock Returns: Evidence and Implications for the Persistence of Shocks, Detrending Methods (RePEc:nbr:nberwo:3427)
by John H. Cochrane - Volatility Tests and Efficient Markets: A Review Essay (RePEc:nbr:nberwo:3591)
by John H. Cochrane - A Cross-Sectional Test of a Production-Based Asset Pricing Model (RePEc:nbr:nberwo:4025)
by John H. Cochrane - Asset Pricing Explorations for Macroeconomics (RePEc:nbr:nberwo:4088)
by John H. Cochrane & Lars Peter Hansen - Shocks (RePEc:nbr:nberwo:4698)
by John H. Cochrane - By Force of Habit: A Consumption-Based Explanation of Aggregate Stock Market Behavior (RePEc:nbr:nberwo:4995)
by John Y. Campbell & John H. Cochrane - What do the VARs Mean?: Measuring the Output Effects of Monetary Policy (RePEc:nbr:nberwo:5154)
by John H. Cochrane - Beyond Arbitrage: "Good-Deal" Asset Price Bounds in Incomplete Markets (RePEc:nbr:nberwo:5489)
by John H. Cochrane & Jesus Saa-Requejo - Where is the Market Going? Uncertain Facts and Novel Theories (RePEc:nbr:nberwo:6207)
by John H. Cochrane - A Frictionless View of U.S. Inflation (RePEc:nbr:nberwo:6646)
by John H. Cochrane - Long-term Debt and Optimal Policy in the Fiscal Theory of the Price Level (RePEc:nbr:nberwo:6771)
by John H. Cochrane - New Facts in Finance (RePEc:nbr:nberwo:7169)
by John H. Cochrane - Portfolio Advice for a Multifactor World (RePEc:nbr:nberwo:7170)
by John H. Cochrane - Explaining the Poor Performance of Consumption-Based Asset Pricing Models (RePEc:nbr:nberwo:7237)
by John Y. Campbell & John H. Cochrane - Money as Stock: Price Level Determination with no Money Demand (RePEc:nbr:nberwo:7498)
by John H. Cochrane - The Risk and Return of Venture Capital (RePEc:nbr:nberwo:8066)
by John H. Cochrane - International Risk Sharing is Better Than You Think (or Exchange Rates are Much Too Smooth) (RePEc:nbr:nberwo:8404)
by Michael W. Brandt & John H. Cochrane & Pedro Santa-Clara - A Rehabilitation of Stochastic Discount Factor Methodology (RePEc:nbr:nberwo:8533)
by John H. Cochrane - The Fed and Interest Rates: A High-Frequency Identification (RePEc:nbr:nberwo:8839)
by John H. Cochrane & Monika Piazzesi - Stocks as Money: Convenience Yield and the Tech-Stock Bubble (RePEc:nbr:nberwo:8987)
by John H. Cochrane - Bond Risk Premia (RePEc:nbr:nberwo:9178)
by John H. Cochrane & Monika Piazzesi - Financial Markets and the Real Economy (RePEc:now:fntfin:0500000001)
by Cochrane, John H. - Continuous-Time Linear Models (RePEc:now:fntfin:0500000037)
by Cochrane, John H. - Permanent and Transitory Components of GNP and Stock Prices (RePEc:oup:qjecon:v:109:y:1994:i:1:p:241-265.)
by John H. Cochrane - Macro-Finance (RePEc:oup:revfin:v:21:y:2017:i:3:p:945-985.)
by John H. Cochrane - Two Trees (RePEc:oup:rfinst:v:21:y:2008:i:1:p:347-385)
by John H. Cochrane & Francis A. Longstaff & Pedro Santa-Clara - The Dog That Did Not Bark: A Defense of Return Predictability (RePEc:oup:rfinst:v:21:y:2008:i:4:p:1533-1575)
by John H. Cochrane - Explaining the Variance of Price-Dividend Ratios (RePEc:oup:rfinst:v:5:y:1992:i:2:p:243-80)
by Cochrane, John H - Inflation Stabilization in Reforming Socialist Economies: The Myth of the Monetary Overhang (RePEc:pal:compes:v:33:y:1991:i:2:p:97-122)
by John H Cochrane & Barry W Ickes - Introduction (RePEc:pup:chapts:9261-1)
by 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 - The Squam Lake Report: Fixing the Financial System (RePEc:pup:pbooks:9261)
by 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 - Prediction and impulse responses in linear systems (in Russian) (RePEc:qnt:quantl:y:2006:i:1:p:21-26)
by John Cochrane - A fiscal theory of monetary policy with partially repaid long-term debt (RePEc:red:issued:20-44)
by John Cochrane - The fiscal root of inflation (RePEc:red:issued:20-493)
by John Cochrane - Expectations and the Neutrality of Interest Rates (RePEc:red:issued:23-168)
by John Cochrane - Two Trees: Asset Price Dynamics Induced by Market Clearing (RePEc:red:sed004:126)
by John H. Cochrane & Francis Longstaff - Decomposing the Yield Curve (RePEc:red:sed009:18)
by Monika Piazzesi & John Cochrane - The Fama Portfolio (RePEc:ucp:bkecon:9780226426846)
by Fama, Eugene F. - Challenges for Cost-Benefit Analysis of Financial Regulation (RePEc:ucp:jlstud:doi:10.1086/678351)
by John H. Cochrane - Determinacy and Identification with Taylor Rules (RePEc:ucp:jpolec:doi:10.1086/660817)
by John H. Cochrane - The Fragile Benefits of Endowment Destruction (RePEc:ucp:jpolec:doi:10.1086/681640)
by John Y. Campbell & John H. Cochrane - Time-Consistent Health Insurance (RePEc:ucp:jpolec:v:103:y:1995:i:3:p:445-73)
by Cochrane, John H - A Cross-Sectional Test of an Investment-Based Asset Pricing Model (RePEc:ucp:jpolec:v:104:y:1996:i:3:p:572-621)
by Cochrane, John H - Force of Habit: A Consumption-Based Explanation of Aggregate Stock Market Behavior (RePEc:ucp:jpolec:v:107:y:1999:i:2:p:205-251)
by John Y. Campbell & John Cochrane - Beyond Arbitrage: Good-Deal Asset Price Bounds in Incomplete Markets (RePEc:ucp:jpolec:v:108:y:2001:i:1:p:79-119)
by John H. Cochrane & Jesus Saa-Requejo - Review of Peter M. Garber, Famous First Bubbles: The Fundamentals of Early Manias (RePEc:ucp:jpolec:v:109:y:2001:i:5:p:1150-1179)
by John H. Cochrane - How Big Is the Random Walk in GNP? (RePEc:ucp:jpolec:v:96:y:1988:i:5:p:893-920)
by Cochrane, John H - A Simple Test of Consumption Insurance (RePEc:ucp:jpolec:v:99:y:1991:i:5:p:957-76)
by Cochrane, John H - By Force of Habit: A Consumption-Based Explanation of Aggregate Stock Market Behavior (RePEc:wop:chispw:412)
by John Y. Campbell & John H. Cochrane - Beyond Arbitrage: "Good-Deal" Asset Price Bounds in Incomplete Markets (RePEc:wop:chispw:430)
by John H. Cochrane & Jesús Saá-Requejo - Long-term Debt and Optimal Policy in the Fiscal Theory of the Price Level (RePEc:wop:chispw:478)
by John H. Cochrane - A Frictionless View of U.S. Inflation (RePEc:wop:chispw:479)
by John H. Cochrane - New Facts in Finance (RePEc:wop:chispw:490)
by John H. Cochrane - Portfolio Advice for a Multifactor World (RePEc:wop:chispw:491)
by John H. Cochrane