John H. Cochrane
Names
first:  John 
middle:  H. 
last:  Cochrane 
Contact
email:  
homepage:  http://faculty.chicagobooth.edu/john.cochrane/research/Papers/ 
postal address:  434 Galvez Mall Stanford University Stanford, CA 943056010 
Affiliations

Stanford University
→ Hoover Institution on War Revolution & Peace (weight: 88%)
 website
 location: Stanford, California (United States)

University of Chicago
→ Booth School of Business (weight: 10%)
 website
 location: Chicago, Illinois (United States)

National Bureau of Economic Research (NBER) (weight: 2%)
 website
 location: Cambridge, Massachusetts (United States)
Research profile
author of:

By force of habit: a consumptionbased explanation of aggregate stock market behavior
by John Y. Campbell & John H. Cochrane 
Stopping Inflation in Reforming Socialist Economies: Some Pleasant Socialist Arithmetics.
by Cocherane, J. & Ickes, B. W. 
Inflation Stabilization in Reforming Socialist Economies : the Myth of the Monetary Overhang.
by Cochrane, J. H. & Ickes, B. W. 
Two Trees: Asset Price Dynamics Induced by Market Clearing
by John H. Cochrane & Francis A. Longstaff & Pedro SantaClara 
Production Based Asset Pricing
by John H. Cochrane 
By Force of Habit: A ConsumptionBased Explanation of Aggregate Stock Market Behavior
by John Y. Campbell & John H. Cochrane 
What do the VARs Mean?: Measuring the Output Effects of Monetary Policy
by John H. Cochrane 
Beyond Arbitrage: "GoodDeal" Asset Price Bounds in Incomplete Markets
by John H. Cochrane & Jesus SaaRequejo 
A Frictionless View of U.S. Inflation
by John H. Cochrane 
Longterm Debt and Optimal Policy in the Fiscal Theory of the Price Level
by John H. Cochrane 
New Facts in Finance
by John H. Cochrane 
Portfolio Advice for a Multifactor World
by John H. Cochrane 
Explaining the Poor Performance of ConsumptionBased Asset Pricing Models
by John Y. Campbell & John H. Cochrane 
Money as Stock: Price Level Determination with no Money Demand
by John H. Cochrane 
The Risk and Return of Venture Capital
by John H. Cochrane 
International Risk Sharing is Better Than You Think (or Exchange Rates are Much Too Smooth)
by Michael W. Brandt & John H. Cochrane & Pedro SantaClara 
A Rehabilitation of Stochastic Discount Factor Methodology
by John H. Cochrane 
The Fed and Interest Rates: A HighFrequency Identification
by John H. Cochrane & Monika Piazzesi 
Stocks as Money: Convenience Yield and the TechStock Bubble
by John H. Cochrane 
Bond Risk Premia
by John H. Cochrane & Monika Piazzesi 
By Force of Habit: A ConsumptionBased Explanation of Aggregate Stock Market Behavior
by JOHN Y. CAMPBELL & JOHN H. COCHRANE 
Beyond Arbitrage: "GoodDeal" Asset Price Bounds in Incomplete Markets
by JOHN H. COCHRANE & JESÚS SAÁREQUEJO 
Longterm Debt and Optimal Policy in the Fiscal Theory of the Price Level
by JOHN H. COCHRANE 
A Frictionless View of U.S. Inflation
by JOHN H. COCHRANE 
New Facts in Finance
by JOHN H. COCHRANE 
Portfolio Advice for a Multifactor World
by JOHN H. COCHRANE 
The Sensitivity of Tests of the Intertemporal Allocation of Consumption to NearRational Alternatives.
by Cochrane, John H. 
The Fed and Interest Rates  A HighFrequency Identification
by Monika Piazzesi 
The Return of the Liquidity Effect: A Study of the Shortrun Relation between Money Growth and Interest Rates.
by Cochrane, John H. 
LongTerm Debt and Optimal Policy in the Fiscal Theory of the Price Level.
by Cochrane, John H. 
Where is the market going? Uncertain facts and novel theories
by John H. Cochrane 
New facts in finance
by John H. Cochrane 
Portfolio advice of a multifactor world
by John H. Cochrane 
Explaining the Variance of PriceDividend Ratios.
by Cochrane, John H. 
TimeConsistent Health Insurance.
by Cochrane, John H. 
A CrossSectional Test of an InvestmentBased Asset Pricing Model.
by Cochrane, John H. 
Force of Habit: A ConsumptionBased Explanation of Aggregate Stock Market Behavior
by John Y. Campbell & John Cochrane 
Review of Peter M. Garber, Famous First Bubbles: The Fundamentals of Early Manias
by John H. Cochrane 
How Big Is the Random Walk in GNP?
by Cochrane, John H. 
A Simple Test of Consumption Insurance.
by Cochrane, John H. 
Volatility tests and efficient markets : A review essay
by Cochrane, John H. 
Explaining the Variance of Price Dividend Ratios
by John H. Cochrane 
Univariate vs. Multivariate Forecasts of GNP Growth and Stock Returns: Evidence and Implications for the Persistence of Shocks, Detrending Methods
by John H. Cochrane 
A CrossSectional Test of a ProductionBased Asset Pricing Model
by John H. Cochrane 
Where is the Market Going? Uncertain Facts and Novel Theories
by John H. Cochrane 
Shocks
by John H. Cochrane 
Where is the Market Going: Uncertain Facts and Novel Theories
by John H. Cochrane 
Beyond Arbitrage: GoodDeal Asset Price Bounds in Incomplete Markets
by John H. Cochrane & Jesus SaaRequejo 
A Test of Consumption Insurance
by John H. Cochrane 
A critique of the application of unit root tests
by Cochrane, John H. 
Asset Pricing Explorations for Macroeconomics
by John H. Cochrane & Lars Peter Hansen 
The response of consumption to income: A CrossCountry investigation : by J.Y. Campbell and N.G. Mankiw why test the permanent income hypothesis?
by Cochrane, John H. 
The Sensitivity of Tests of the Intertemporal Allocation of Consumption to NearRational Alternatives
by John H. Cochrane 
Volatility Tests and Efficient Markets: A Review Essay
by John H. Cochrane 
Using Production Based Asset Pricing to Explain the Behavior of Stock Returns Over the Business Cycle
by John H. Cochrane 
Two Trees: Asset Price Dynamics Induced by Market Clearing
by John H. Cochrane & Francis Longstaff 
What do the VARs mean? Measuring the output effects of monetary policy
by Cochrane, John H. 
Financial Markets and the Real Economy
by John Cochrane 
Money as stock
by Cochrane, John H. 
The risk and return of venture capital
by Cochrane, John H. 
ProductionBased Asset Pricing and the Link between Stock Returns and Economic Fluctuations.
by Cochrane, John H. 
Shocks
by Cochrane, John H. 
Explaining the Poor Performance of Consumptionbased Asset Pricing Models
by John Y. Campbell & John H. Cochrane 
Bond Risk Premia
by John H. Cochrane & Monika Piazzesi 
Multivariate estimates of the permanent components of GNP and stock prices
by Cochrane, John H. & Sbordone, Argia M. 
The Dog That Did Not Bark: A Defense of Return Predictability
by John H. Cochrane 
International risk sharing is better than you think, or exchange rates are too smooth
by Brandt, Michael W. & Cochrane, John H. & SantaClara, Pedro 
Prediction and impulse responses in linear systems (in Russian)
by John Cochrane 
Determinacy and Identification with Taylor Rules
by John H. Cochrane 
Determinacy and Identification with Taylor Rules
by John H. Cochrane 
Commentary on "Macroeconomic implications of changes in the term premium"
by John H. Cochrane 
The Dog That Did Not Bark: A Defense of Return Predictability
by John H. Cochrane 
International Risk Sharing is Better Than You Think (or Exchange Rates are Much Too Smooth)
by Brandt, Michael W. & Cochrane, John H. & SantaClara, Pedro 
Two Trees
by John H. Cochrane & Francis A. Longstaff & Pedro SantaClara 
Asset Pricing Explorations for Macroeconomics
by John H. Cochrane & Lars Peter Hansen
edited by 
Comment on "On the Need for a New Approach to Analyzing Monetary Policy"
by John H. Cochrane
edited by 
A Frictionless View of U.S. Inflation
by John H. Cochrane
edited by 
Can Learnability Save NewKeynesian Models?
by John H. Cochrane 
Can learnability save newKeynesian models?
by Cochrane, John H. 
Understanding Policy in the Great Recession: Some Unpleasant Fiscal Arithmetic
by John H. Cochrane 
Inflation Stabilization in Reforming Socialist Economies: The Myth of the Monetary Overhang
by John H. Cochrane & Barry W. Ickes 
The Squam Lake Report: Fixing the Financial System
by 14 authors 
Discount Rates
by John H. Cochrane 
Understanding policy in the great recession: Some unpleasant fiscal arithmetic
by Cochrane, John H. 
HOW DID PAUL KRUGMAN GET IT SO WRONG?super1
by John H. Cochrane 
Presidential Address: Discount Rates
by JOHN H. COCHRANE 
ContinuousTime Linear Models
by John H. Cochrane 
A MeanVariance Benchmark for Intertemporal Portfolio Theory
by John H. Cochrane 
Explaining the Poor Performance of ConsumptionBased Asset Pricing Models
by Campbell, John & Cochrane, John 
By Force of Habit: A ConsumptionBased Explanation of Aggregate Stock Market Behavior
by Campbell, John & Cochrane, John H. 
Two Trees
by Cochrane, John. H. & Longstaff, Francis A. & SantaClara, Pedro 
Decomposing the Yield Curve
by Monika Piazzesi & John Cochrane 
International Risk Sharing is Better Than You Think (or Exchange Rates are Much Too Smooth!
by Brandt, Michael & Cochrane, John & SantaClara, Pedro 
The Risk and Return of Venture Capital
by Cochrane, John 
Determinacy and Identification with Taylor Rules
by John H. Cochrane 
Finance: Function Matters, not Size.
by John H. Cochrane 
Finance: Function Matters, Not Size
by John H. Cochrane 
The NewKeynesian Liquidity Trap
by John H. Cochrane 
ContinuousTime Linear Models
by Cochrane, John H. 
Financial Markets and the Real Economy
by Cochrane, John H. 
Aligning Incentives at Systemically Important Financial Institutions: A Proposal by the Squam Lake Group
by 14 authors 
A MeanVariance Benchmark for Intertemporal Portfolio Theory
by JOHN H. COCHRANE 
Restoring Sound Economic Policy  Three Views
by Alan Greenspan & George P. Shultz & John H. Cochrane
edited by 
Monetary Policy with Interest on Reserves
by John H. Cochrane 
Toward a Runfree Financial System
by John H. Cochrane
edited by 
Challenges for CostBenefit Analysis of Financial Regulation
by John H. Cochrane 
Monetary policy with interest on reserves
by Cochrane, John H. 
A New Structure for U.S. Federal Debt
by John H. Cochrane 
The Fragile Benefits of Endowment Destruction
by John Y. Campbell & John H. Cochrane 
Permanent and Transitory Components of GNP and Stock Prices
by John H. Cochrane 
The Habit Habit
by John H. Cochrane 
MacroFinance
by John H. Cochrane 
Stepping on a Rake: the Fiscal Theory of Monetary Policy
by John H. Cochrane 
MichelsonMorley, Fisher, and Occam: The Radical Implications of Stable Quiet Inflation at the Zero Bound
by John H. Cochrane
edited by 
MacroFinance
by John H. Cochrane 
Conclusions and Solutions
by John H. Cochrane & Lee E. Ohanian & George P. Shultz
edited by 
Introduction
by 14 authors
edited by 
The Squam Lake Report: Fixing the Financial System
by 14 authors 
The Fiscal Roots of Inflation
by John H. Cochrane 
The Value of Government Debt
by John H. Cochrane
editor of:

Financial Markets and the Real Economy
edited by John H. Cochrane 
The Fama Portfolio
by Fama, Eugene F.
edited by Cochrane, John H. & Moskowitz, Tobias J.