John H. Cochrane

Names

Identifer

Contact

Affiliations

• Stanford University / Hoover Institution on War Revolution & Peace (weight: 82%)
  • EDIRC entry
  • location:
• National Bureau of Economic Research (NBER) (weight: 9%)
  • EDIRC entry
  • location:
• Stanford University / Stanford Institute for Economic Policy Research (SIEPR) (weight: 2%)
  • EDIRC entry
  • location:
• Cato Institute (weight: 3%)
  • EDIRC entry
  • location:
• Stanford University / Graduate School of Business (weight: 4%)
  • EDIRC entry
  • location:

Research profile

author of:

• The Sensitivity of Tests of the Intertemporal Allocation of Consumption to Near-Rational Alternatives
  American Economic Review, American Economic Association (1989)
  by Cochrane, John H
  (ReDIF-article, aea:aecrev:v:79:y:1989:i:3:p:319-37)
• The Fed and Interest Rates - A High-Frequency Identification
  American Economic Review, American Economic Association (2002)
  by Monika Piazzesi
  (ReDIF-article, aea:aecrev:v:92:y:2002:i:2:p:90-95)
• Bond Risk Premia
  American Economic Review, American Economic Association (2005)
  by John H. Cochrane & Monika Piazzesi
  (ReDIF-article, aea:aecrev:v:95:y:2005:i:1:p:138-160)
• Finance: Function Matters, Not Size
  Journal of Economic Perspectives, American Economic Association (2013)
  by John H. Cochrane
  (ReDIF-article, aea:jecper:v:27:y:2013:i:2:p:29-50)
• 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 (1989)
  by Cochrane, John H
  (ReDIF-article, bes:jnlbes:v:7:y:1989:i:1:p:75-83)
• HOW DID PAUL KRUGMAN GET IT SO WRONG?-super-1
  Economic Affairs, Wiley Blackwell (2011)
  by John H. Cochrane
  (ReDIF-article, bla:ecaffa:v:31:y:2011:i:2:p:36-40)
• The Squam Lake Report: Fixing the Financial System
  Journal of Applied Corporate Finance, Morgan Stanley (2010)
  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
  (ReDIF-article, bla:jacrfn:v:22:y:2010:i:3:p:8-21)
• Aligning Incentives at Systemically Important Financial Institutions: A Proposal by the Squam Lake Group
  Journal of Applied Corporate Finance, Morgan Stanley (2013)
  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
  (ReDIF-article, bla:jacrfn:v:25:y:2013:i:4:p:37-40)
• Production-Based Asset Pricing and the Link between Stock Returns and Economic Fluctuations
  Journal of Finance, American Finance Association (1991)
  by Cochrane, John H
  (ReDIF-article, bla:jfinan:v:46:y:1991:i:1:p:209-37)
• Explaining the Poor Performance of Consumption‐based Asset Pricing Models
  Journal of Finance, American Finance Association (2000)
  by John Y. Campbell & John H. Cochrane
  (ReDIF-article, bla:jfinan:v:55:y:2000:i:6:p:2863-2878)
• Presidential Address: Discount Rates
  Journal of Finance, American Finance Association (2011)
  by John H. Cochrane
  (ReDIF-article, bla:jfinan:v:66:y:2011:i:4:p:1047-1108)
• A Mean-Variance Benchmark for Intertemporal Portfolio Theory
  Journal of Finance, American Finance Association (2014)
  by John H. Cochrane
  (ReDIF-article, bla:jfinan:v:69:y:2014:i:1:p:1-49)
• 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, Anderson Graduate School of Management, UCLA (2001)
  by Brandt, Michael & Cochrane, John & Santa-Clara, Pedro
  (ReDIF-paper, cdl:anderf:qt1jw137zd)
• Two Trees
  University of California at Los Angeles, Anderson Graduate School of Management, Anderson Graduate School of Management, UCLA (2004)
  by Cochrane, John. H. & Longstaff, Francis A. & Santa-Clara, Pedro
  (ReDIF-paper, cdl:anderf:qt6mt207w2)
• The Risk and Return of Venture Capital
  University of California at Los Angeles, Anderson Graduate School of Management, Anderson Graduate School of Management, UCLA (2000)
  by Cochrane, John
  (ReDIF-paper, cdl:anderf:qt7qm9h594)
• Where is the Market Going: Uncertain Facts and Novel Theories
  Levine's Working Paper Archive, David K. Levine (2003)
  by John H Cochrane
  (ReDIF-paper, cla:levarc:618897000000000762)
• International Risk Sharing is Better Than You Think (or Exchange Rates are Much Too Smooth)
  Working Papers, University of Pennsylvania, Wharton School, Weiss Center (2001)
  by Brandt, Michael W. & Cochrane, John H. & Santa-Clara, Pedro
  (ReDIF-paper, ecl:upafin:01-2)
• Long-Term Debt and Optimal Policy in the Fiscal Theory of the Price Level
  Econometrica, Econometric Society (2001)
  by Cochrane, John H
  (ReDIF-article, ecm:emetrp:v:69:y:2001:i:1:p:69-116)
• Shocks
  Carnegie-Rochester Conference Series on Public Policy, Elsevier (1994)
  by Cochrane, John H.
  (ReDIF-article, eee:crcspp:v:41:y:1994:i::p:295-364)
• Multivariate estimates of the permanent components of GNP and stock prices
  Journal of Economic Dynamics and Control, Elsevier (1988)
  by Cochrane, John H. & Sbordone, Argia M.
  (ReDIF-article, eee:dyncon:v:12:y:1988:i:2-3:p:255-296)
• A critique of the application of unit root tests
  Journal of Economic Dynamics and Control, Elsevier (1991)
  by Cochrane, John H.
  (ReDIF-article, eee:dyncon:v:15:y:1991:i:2:p:275-284)
• Monetary policy with interest on reserves
  Journal of Economic Dynamics and Control, Elsevier (2014)
  by Cochrane, John H.
  (ReDIF-article, eee:dyncon:v:49:y:2014:i:c:p:74-108)
• 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 (1991)
  by Cochrane, John H.
  (ReDIF-article, eee:eecrev:v:35:y:1991:i:4:p:757-764)
• Understanding policy in the great recession: Some unpleasant fiscal arithmetic
  European Economic Review, Elsevier (2011)
  by Cochrane, John H.
  (ReDIF-article, eee:eecrev:v:55:y:2011:i:1:p:2-30)
• The risk and return of venture capital
  Journal of Financial Economics, Elsevier (2005)
  by Cochrane, John H.
  (ReDIF-article, eee:jfinec:v:75:y:2005:i:1:p:3-52)
• Volatility tests and efficient markets : A review essay
  Journal of Monetary Economics, Elsevier (1991)
  by Cochrane, John H.
  (ReDIF-article, eee:moneco:v:27:y:1991:i:3:p:463-485)
• What do the VARs mean? Measuring the output effects of monetary policy
  Journal of Monetary Economics, Elsevier (1998)
  by Cochrane, John H.
  (ReDIF-article, eee:moneco:v:41:y:1998:i:2:p:277-300)
• Money as stock
  Journal of Monetary Economics, Elsevier (2005)
  by Cochrane, John H.
  (ReDIF-article, eee:moneco:v:52:y:2005:i:3:p:501-528)
• International risk sharing is better than you think, or exchange rates are too smooth
  Journal of Monetary Economics, Elsevier (2006)
  by Brandt, Michael W. & Cochrane, John H. & Santa-Clara, Pedro
  (ReDIF-article, eee:moneco:v:53:y:2006:i:4:p:671-698)
• Can learnability save new-Keynesian models?
  Journal of Monetary Economics, Elsevier (2009)
  by Cochrane, John H.
  (ReDIF-article, eee:moneco:v:56:y:2009:i:8:p:1109-1113)
• Financial Markets and the Real Economy
  Books, Edward Elgar Publishing (2006)
  by
  (ReDIF-book, elg:eebook:2923)
• Where is the market going? Uncertain facts and novel theories
  Economic Perspectives, Federal Reserve Bank of Chicago (1997)
  by John H. Cochrane
  (ReDIF-article, fip:fedhep:y:1997:i:nov:p:3-37:n:v.21no.6)
• New facts in finance
  Economic Perspectives, Federal Reserve Bank of Chicago (1999)
  by John H. Cochrane
  (ReDIF-article, fip:fedhep:y:1999:i:qiii:p:36-58:n:v.23no.3)
• Portfolio advice of a multifactor world
  Economic Perspectives, Federal Reserve Bank of Chicago (1999)
  by John H. Cochrane
  (ReDIF-article, fip:fedhep:y:1999:i:qiii:p:59-78:n:v.23no.3)
• Strategic Review and Beyond: Rethinking Monetary Policy and Independence
  Review, Federal Reserve Bank of St. Louis (2020)
  by John H. Cochrane
  (ReDIF-article, fip:fedlrv:88586)
• Commentary on \\"Macroeconomic implications of changes in the term premium\\"
  Review, Federal Reserve Bank of St. Louis (2007)
  by John H. Cochrane
  (ReDIF-article, fip:fedlrv:y:2007:i:jul:p:271-282:n:v.89no.4)
• By force of habit: a consumption-based explanation of aggregate stock market behavior
  Working Papers, Federal Reserve Bank of Philadelphia (1994)
  by John Y. Campbell & John H. Cochrane
  (ReDIF-paper, fip:fedpwp:94-17)
• Stopping Inflation in Reforming Socialist Economies: Some Pleasant Socialist Arithmetics
  Papers, Pennsylvania State - Department of Economics (1990)
  by Cocherane, J. & Ickes, B.W.
  (ReDIF-paper, fth:pensta:12-90-1)
• Inflation Stabilization in Reforming Socialist Economies : the Myth of the Monetary Overhang
  Papers, Pennsylvania State - Department of Economics (1991)
  by Cochrane, J.H. & Ickes, B.W.
  (ReDIF-paper, fth:pensta:8-91-2)
• Conclusions and Solutions
  Book Chapters, Hoover Institution, Stanford University (2015)
  by John H. Cochrane & Lee E. Ohanian & George P. Shultz
  (ReDIF-chapter, hoo:bookch:10-7)
• Restoring Sound Economic Policy - Three Views
  Book Chapters, Hoover Institution, Stanford University (2012)
  by Alan Greenspan & George P. Shultz & John H. Cochrane
  (ReDIF-chapter, hoo:bookch:6-8)
• Toward a Run-free Financial System
  Book Chapters, Hoover Institution, Stanford University (2014)
  by John H. Cochrane
  (ReDIF-chapter, hoo:bookch:8-10)
• A New Structure for U.S. Federal Debt
  Economics Working Papers, Hoover Institution, Stanford University (2015)
  by John H. Cochrane
  (ReDIF-paper, hoo:wpaper:15108)
• The Habit Habit
  Economics Working Papers, Hoover Institution, Stanford University (2016)
  by John H. Cochrane
  (ReDIF-paper, hoo:wpaper:16105)
• By Force of Habit: A Consumption-Based Explanation of Aggregate Stock Market Behavior
  Scholarly Articles, Harvard University Department of Economics (1999)
  by Campbell, John & Cochrane, John H.
  (ReDIF-paper, hrv:faseco:3119444)
• Explaining the Poor Performance of Consumption-Based Asset Pricing Models
  Scholarly Articles, Harvard University Department of Economics (2000)
  by Campbell, John & Cochrane, John
  (ReDIF-paper, hrv:faseco:3163265)
• Asset Pricing Explorations for Macroeconomics
  NBER Chapters, National Bureau of Economic Research, Inc (1992)
  by John H. Cochrane & Lars Peter Hansen
  (ReDIF-chapter, nbr:nberch:10992)
• A Frictionless View of US Inflation
  NBER Chapters, National Bureau of Economic Research, Inc (1999)
  by John H. Cochrane
  (ReDIF-chapter, nbr:nberch:11250)
• Michelson-Morley, Fisher, and Occam: The Radical Implications of Stable Quiet Inflation at the Zero Bound
  NBER Chapters, National Bureau of Economic Research, Inc (2017)
  by John H. Cochrane
  (ReDIF-chapter, nbr:nberch:13911)
• Comment on "On the Need for a New Approach to Analyzing Monetary Policy"
  NBER Chapters, National Bureau of Economic Research, Inc (2009)
  by John H. Cochrane
  (ReDIF-chapter, nbr:nberch:7291)
• Two Trees: Asset Price Dynamics Induced by Market Clearing
  NBER Working Papers, National Bureau of Economic Research, Inc (2003)
  by John H. Cochrane & Francis A. Longstaff & Pedro Santa-Clara
  (ReDIF-paper, nbr:nberwo:10116)
• Financial Markets and the Real Economy
  NBER Working Papers, National Bureau of Economic Research, Inc (2005)
  by John Cochrane
  (ReDIF-paper, nbr:nberwo:11193)
• The Dog That Did Not Bark: A Defense of Return Predictability
  NBER Working Papers, National Bureau of Economic Research, Inc (2006)
  by John H. Cochrane
  (ReDIF-paper, nbr:nberwo:12026)
• Determinacy and Identification with Taylor Rules
  NBER Working Papers, National Bureau of Economic Research, Inc (2007)
  by John H. Cochrane
  (ReDIF-paper, nbr:nberwo:13409)
• Determinacy and Identification with Taylor Rules
  NBER Working Papers, National Bureau of Economic Research, Inc (2007)
  by John H. Cochrane
  (ReDIF-paper, nbr:nberwo:13410)
• Can Learnability Save New-Keynesian Models?
  NBER Working Papers, National Bureau of Economic Research, Inc (2009)
  by John H. Cochrane
  (ReDIF-paper, nbr:nberwo:15459)
• Understanding Policy in the Great Recession: Some Unpleasant Fiscal Arithmetic
  NBER Working Papers, National Bureau of Economic Research, Inc (2010)
  by John H. Cochrane
  (ReDIF-paper, nbr:nberwo:16087)
• Discount Rates
  NBER Working Papers, National Bureau of Economic Research, Inc (2011)
  by John H. Cochrane
  (ReDIF-paper, nbr:nberwo:16972)
• Continuous-Time Linear Models
  NBER Working Papers, National Bureau of Economic Research, Inc (2012)
  by John H. Cochrane
  (ReDIF-paper, nbr:nberwo:18181)
• A Mean-Variance Benchmark for Intertemporal Portfolio Theory
  NBER Working Papers, National Bureau of Economic Research, Inc (2013)
  by John H. Cochrane
  (ReDIF-paper, nbr:nberwo:18768)
• Finance: Function Matters, not Size
  NBER Working Papers, National Bureau of Economic Research, Inc (2013)
  by John H. Cochrane
  (ReDIF-paper, nbr:nberwo:18944)
• The New-Keynesian Liquidity Trap
  NBER Working Papers, National Bureau of Economic Research, Inc (2013)
  by John H. Cochrane
  (ReDIF-paper, nbr:nberwo:19476)
• Monetary Policy with Interest on Reserves
  NBER Working Papers, National Bureau of Economic Research, Inc (2014)
  by John H. Cochrane
  (ReDIF-paper, nbr:nberwo:20613)
• Macro-Finance
  NBER Working Papers, National Bureau of Economic Research, Inc (2016)
  by John H. Cochrane
  (ReDIF-paper, nbr:nberwo:22485)
• Stepping on a Rake: the Fiscal Theory of Monetary Policy
  NBER Working Papers, National Bureau of Economic Research, Inc (2016)
  by John H. Cochrane
  (ReDIF-paper, nbr:nberwo:22979)
• The Fiscal Roots of Inflation
  NBER Working Papers, National Bureau of Economic Research, Inc (2019)
  by John H. Cochrane
  (ReDIF-paper, nbr:nberwo:25811)
• The Value of Government Debt
  NBER Working Papers, National Bureau of Economic Research, Inc (2019)
  by John H. Cochrane
  (ReDIF-paper, nbr:nberwo:26090)
• A Test of Consumption Insurance
  NBER Working Papers, National Bureau of Economic Research, Inc (1988)
  by John H. Cochrane
  (ReDIF-paper, nbr:nberwo:2642)
• Rethinking Production Under Uncertainty
  NBER Working Papers, National Bureau of Economic Research, Inc (2019)
  by John H. Cochrane
  (ReDIF-paper, nbr:nberwo:26535)
• A Fiscal Theory of Monetary Policy with Partially-Repaid Long-Term Debt
  NBER Working Papers, National Bureau of Economic Research, Inc (2020)
  by John H. Cochrane
  (ReDIF-paper, nbr:nberwo:26745)
• The Sensitivity of Tests of the Intertemporal Allocation of Consumption to Near-Rational Alternatives
  NBER Working Papers, National Bureau of Economic Research, Inc (1988)
  by John H. Cochrane
  (ReDIF-paper, nbr:nberwo:2730)
• Production Based Asset Pricing
  NBER Working Papers, National Bureau of Economic Research, Inc (1988)
  by John H. Cochrane
  (ReDIF-paper, nbr:nberwo:2776)
• Portfolios for Long-Term Investors
  NBER Working Papers, National Bureau of Economic Research, Inc (2021)
  by John H. Cochrane
  (ReDIF-paper, nbr:nberwo:28513)
• Inflation Past, Present and Future: Fiscal Shocks, Fed Response, and Fiscal Limits
  NBER Working Papers, National Bureau of Economic Research, Inc (2022)
  by John H. Cochrane
  (ReDIF-paper, nbr:nberwo:30096)
• Fiscal Histories
  NBER Working Papers, National Bureau of Economic Research, Inc (2022)
  by John H. Cochrane
  (ReDIF-paper, nbr:nberwo:30328)
• Expectations and the Neutrality of Interest Rates
  NBER Working Papers, National Bureau of Economic Research, Inc (2022)
  by John H. Cochrane
  (ReDIF-paper, nbr:nberwo:30468)
• Explaining the Variance of Price Dividend Ratios
  NBER Working Papers, National Bureau of Economic Research, Inc (1989)
  by John H. Cochrane
  (ReDIF-paper, nbr:nberwo:3157)
• Using Production Based Asset Pricing to Explain the Behavior of Stock Returns Over the Business Cycle
  NBER Working Papers, National Bureau of Economic Research, Inc (1989)
  by John H. Cochrane
  (ReDIF-paper, nbr:nberwo:3212)
• Univariate vs. Multivariate Forecasts of GNP Growth and Stock Returns: Evidence and Implications for the Persistence of Shocks, Detrending Methods
  NBER Working Papers, National Bureau of Economic Research, Inc (1990)
  by John H. Cochrane
  (ReDIF-paper, nbr:nberwo:3427)
• Volatility Tests and Efficient Markets: A Review Essay
  NBER Working Papers, National Bureau of Economic Research, Inc (1991)
  by John H. Cochrane
  (ReDIF-paper, nbr:nberwo:3591)
• A Cross-Sectional Test of a Production-Based Asset Pricing Model
  NBER Working Papers, National Bureau of Economic Research, Inc (1992)
  by John H. Cochrane
  (ReDIF-paper, nbr:nberwo:4025)
• Asset Pricing Explorations for Macroeconomics
  NBER Working Papers, National Bureau of Economic Research, Inc (1992)
  by John H. Cochrane & Lars Peter Hansen
  (ReDIF-paper, nbr:nberwo:4088)
• Shocks
  NBER Working Papers, National Bureau of Economic Research, Inc (1994)
  by John H. Cochrane
  (ReDIF-paper, nbr:nberwo:4698)
• By Force of Habit: A Consumption-Based Explanation of Aggregate Stock Market Behavior
  NBER Working Papers, National Bureau of Economic Research, Inc (1995)
  by John Y. Campbell & John H. Cochrane
  (ReDIF-paper, nbr:nberwo:4995)
• What do the VARs Mean?: Measuring the Output Effects of Monetary Policy
  NBER Working Papers, National Bureau of Economic Research, Inc (1995)
  by John H. Cochrane
  (ReDIF-paper, nbr:nberwo:5154)
• Beyond Arbitrage: "Good-Deal" Asset Price Bounds in Incomplete Markets
  NBER Working Papers, National Bureau of Economic Research, Inc (1996)
  by John H. Cochrane & Jesus Saa-Requejo
  (ReDIF-paper, nbr:nberwo:5489)
• Where is the Market Going? Uncertain Facts and Novel Theories
  NBER Working Papers, National Bureau of Economic Research, Inc (1998)
  by John H. Cochrane
  (ReDIF-paper, nbr:nberwo:6207)
• A Frictionless View of U.S. Inflation
  NBER Working Papers, National Bureau of Economic Research, Inc (1998)
  by John H. Cochrane
  (ReDIF-paper, nbr:nberwo:6646)
• Long-term Debt and Optimal Policy in the Fiscal Theory of the Price Level
  NBER Working Papers, National Bureau of Economic Research, Inc (1998)
  by John H. Cochrane
  (ReDIF-paper, nbr:nberwo:6771)
• New Facts in Finance
  NBER Working Papers, National Bureau of Economic Research, Inc (1999)
  by John H. Cochrane
  (ReDIF-paper, nbr:nberwo:7169)
• Portfolio Advice for a Multifactor World
  NBER Working Papers, National Bureau of Economic Research, Inc (1999)
  by John H. Cochrane
  (ReDIF-paper, nbr:nberwo:7170)
• Explaining the Poor Performance of Consumption-Based Asset Pricing Models
  NBER Working Papers, National Bureau of Economic Research, Inc (1999)
  by John Y. Campbell & John H. Cochrane
  (ReDIF-paper, nbr:nberwo:7237)
• Money as Stock: Price Level Determination with no Money Demand
  NBER Working Papers, National Bureau of Economic Research, Inc (2000)
  by John H. Cochrane
  (ReDIF-paper, nbr:nberwo:7498)
• The Risk and Return of Venture Capital
  NBER Working Papers, National Bureau of Economic Research, Inc (2001)
  by John H. Cochrane
  (ReDIF-paper, nbr:nberwo:8066)
• International Risk Sharing is Better Than You Think (or Exchange Rates are Much Too Smooth)
  NBER Working Papers, National Bureau of Economic Research, Inc (2001)
  by Michael W. Brandt & John H. Cochrane & Pedro Santa-Clara
  (ReDIF-paper, nbr:nberwo:8404)
• A Rehabilitation of Stochastic Discount Factor Methodology
  NBER Working Papers, National Bureau of Economic Research, Inc (2001)
  by John H. Cochrane
  (ReDIF-paper, nbr:nberwo:8533)
• The Fed and Interest Rates: A High-Frequency Identification
  NBER Working Papers, National Bureau of Economic Research, Inc (2002)
  by John H. Cochrane & Monika Piazzesi
  (ReDIF-paper, nbr:nberwo:8839)
• Stocks as Money: Convenience Yield and the Tech-Stock Bubble
  NBER Working Papers, National Bureau of Economic Research, Inc (2002)
  by John H. Cochrane
  (ReDIF-paper, nbr:nberwo:8987)
• Bond Risk Premia
  NBER Working Papers, National Bureau of Economic Research, Inc (2002)
  by John H. Cochrane & Monika Piazzesi
  (ReDIF-paper, nbr:nberwo:9178)
• Financial Markets and the Real Economy
  Foundations and Trends(R) in Finance, now publishers (2005)
  by Cochrane, John H.
  (ReDIF-article, now:fntfin:0500000001)
• Continuous-Time Linear Models
  Foundations and Trends(R) in Finance, now publishers (2012)
  by Cochrane, John H.
  (ReDIF-article, now:fntfin:0500000037)
• Permanent and Transitory Components of GNP and Stock Prices
  The Quarterly Journal of Economics, President and Fellows of Harvard College (1994)
  by John H. Cochrane
  (ReDIF-article, oup:qjecon:v:109:y:1994:i:1:p:241-265.)
• Macro-Finance
  Review of Finance, European Finance Association (2017)
  by John H. Cochrane
  (ReDIF-article, oup:revfin:v:21:y:2017:i:3:p:945-985.)
• Two Trees
  The Review of Financial Studies, Society for Financial Studies (2008)
  by John H. Cochrane & Francis A. Longstaff & Pedro Santa-Clara
  (ReDIF-article, oup:rfinst:v:21:y:2008:i:1:p:347-385)
• The Dog That Did Not Bark: A Defense of Return Predictability
  The Review of Financial Studies, Society for Financial Studies (2008)
  by John H. Cochrane
  (ReDIF-article, oup:rfinst:v:21:y:2008:i:4:p:1533-1575)
• Explaining the Variance of Price-Dividend Ratios
  The Review of Financial Studies, Society for Financial Studies (1992)
  by Cochrane, John H
  (ReDIF-article, oup:rfinst:v:5:y:1992:i:2:p:243-80)
• Inflation Stabilization in Reforming Socialist Economies: The Myth of the Monetary Overhang
  Comparative Economic Studies, Palgrave Macmillan;Association for Comparative Economic Studies (1991)
  by John H Cochrane & Barry W Ickes
  (ReDIF-article, pal:compes:v:33:y:1991:i:2:p:97-122)
• Introduction
  Introductory Chapters, Princeton University Press (2010)
  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
  (ReDIF-chapter, pup:chapts:9261-1)
• The Squam Lake Report: Fixing the Financial System
  Economics Books, Princeton University Press (2010)
  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
  (ReDIF-book, pup:pbooks:9261)
• Prediction and impulse responses in linear systems (in Russian)
  Quantile, Quantile (2006)
  by John Cochrane
  (ReDIF-article, qnt:quantl:y:2006:i:1:p:21-26)
• A fiscal theory of monetary policy with partially repaid long-term debt
  Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics (2022)
  by John Cochrane
  (ReDIF-article, red:issued:20-44)
• The fiscal root of inflation
  Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics (2022)
  by John Cochrane
  (ReDIF-article, red:issued:20-493)
• Expectations and the Neutrality of Interest Rates
  Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics (2024)
  by John Cochrane
  (ReDIF-article, red:issued:23-168)
• Two Trees: Asset Price Dynamics Induced by Market Clearing
  2004 Meeting Papers, Society for Economic Dynamics (2004)
  by John H. Cochrane & Francis Longstaff
  (ReDIF-paper, red:sed004:126)
• Decomposing the Yield Curve
  2009 Meeting Papers, Society for Economic Dynamics (2009)
  by Monika Piazzesi & John Cochrane
  (ReDIF-paper, red:sed009:18)
• The Fama Portfolio
  University of Chicago Press Economics Books, University of Chicago Press (2017)
  by Fama, Eugene F.
  (ReDIF-book, ucp:bkecon:9780226426846)
• Challenges for Cost-Benefit Analysis of Financial Regulation
  The Journal of Legal Studies, University of Chicago Press (2014)
  by John H. Cochrane
  (ReDIF-article, ucp:jlstud:doi:10.1086/678351)
• Determinacy and Identification with Taylor Rules
  Journal of Political Economy, University of Chicago Press (2011)
  by John H. Cochrane
  (ReDIF-article, ucp:jpolec:doi:10.1086/660817)
• The Fragile Benefits of Endowment Destruction
  Journal of Political Economy, University of Chicago Press (2015)
  by John Y. Campbell & John H. Cochrane
  (ReDIF-article, ucp:jpolec:doi:10.1086/681640)
• Time-Consistent Health Insurance
  Journal of Political Economy, University of Chicago Press (1995)
  by Cochrane, John H
  (ReDIF-article, ucp:jpolec:v:103:y:1995:i:3:p:445-73)
• A Cross-Sectional Test of an Investment-Based Asset Pricing Model
  Journal of Political Economy, University of Chicago Press (1996)
  by Cochrane, John H
  (ReDIF-article, ucp:jpolec:v:104:y:1996:i:3:p:572-621)
• Force of Habit: A Consumption-Based Explanation of Aggregate Stock Market Behavior
  Journal of Political Economy, University of Chicago Press (1999)
  by John Y. Campbell & John Cochrane
  (ReDIF-article, ucp:jpolec:v:107:y:1999:i:2:p:205-251)
• Beyond Arbitrage: Good-Deal Asset Price Bounds in Incomplete Markets
  Journal of Political Economy, University of Chicago Press (2000)
  by John H. Cochrane & Jesus Saa-Requejo
  (ReDIF-article, ucp:jpolec:v:108:y:2001:i:1:p:79-119)
• Review of Peter M. Garber, Famous First Bubbles: The Fundamentals of Early Manias
  Journal of Political Economy, University of Chicago Press (2001)
  by John H. Cochrane
  (ReDIF-article, ucp:jpolec:v:109:y:2001:i:5:p:1150-1179)
• How Big Is the Random Walk in GNP?
  Journal of Political Economy, University of Chicago Press (1988)
  by Cochrane, John H
  (ReDIF-article, ucp:jpolec:v:96:y:1988:i:5:p:893-920)
• A Simple Test of Consumption Insurance
  Journal of Political Economy, University of Chicago Press (1991)
  by Cochrane, John H
  (ReDIF-article, ucp:jpolec:v:99:y:1991:i:5:p:957-76)
• By Force of Habit: A Consumption-Based Explanation of Aggregate Stock Market Behavior
  CRSP working papers, Center for Research in Security Prices, Graduate School of Business, University of Chicago (1994)
  by John Y. Campbell & John H. Cochrane
  (ReDIF-paper, wop:chispw:412)
• Beyond Arbitrage: "Good-Deal" Asset Price Bounds in Incomplete Markets
  CRSP working papers, Center for Research in Security Prices, Graduate School of Business, University of Chicago (1998)
  by John H. Cochrane & Jesús Saá-Requejo
  (ReDIF-paper, wop:chispw:430)
• Long-term Debt and Optimal Policy in the Fiscal Theory of the Price Level
  CRSP working papers, Center for Research in Security Prices, Graduate School of Business, University of Chicago (1998)
  by John H. Cochrane
  (ReDIF-paper, wop:chispw:478)
• A Frictionless View of U.S. Inflation
  CRSP working papers, Center for Research in Security Prices, Graduate School of Business, University of Chicago (1998)
  by John H. Cochrane
  (ReDIF-paper, wop:chispw:479)
• New Facts in Finance
  CRSP working papers, Center for Research in Security Prices, Graduate School of Business, University of Chicago (1999)
  by John H. Cochrane
  (ReDIF-paper, wop:chispw:490)
• Portfolio Advice for a Multifactor World
  CRSP working papers, Center for Research in Security Prices, Graduate School of Business, University of Chicago (1999)
  by John H. Cochrane
  (ReDIF-paper, wop:chispw:491)