John H. Cochrane

The Sensitivity of Tests of the Intertemporal Allocation of Consumption to Near-Rational Alternatives

Year: 1988
Journal: American Economic Review
Authors: John H. Cochrane

A Test of Consumption Insurance

Year: 1988
Journal: Journal of Political Economy
Authors: John H. Cochrane

Production Based Asset Pricing

Year: 1988
Journal: Journal of Political Economy
Authors: John H. Cochrane

Using Production Based Asset Pricing to Explain the Behavior of Stock Returns Over the Business Cycle

Year: 1989
Journal: Journal of Finance
Authors: John H. Cochrane

Univariate vs Multivariate Forecasts of GNP Growth and Stock Returns: Evidence and Implications for the Persistence of Shocks, Detrending Methods and Tests of the Permanent Income Hypothesis

Year: 1990
Journal: Quarterly Journal of Economics
Authors: John H. Cochrane

Shocks

Year: 1994
Journal: No Journal Matched
Authors: John H. Cochrane

Explaining the Poor Performance of Consumption-Based Asset Pricing Models

Year: 1999
Journal: Journal of Finance
Authors: John Y. Campbell; John H. Cochrane

A Rehabilitation of Stochastic Discount Factor Methodology

Year: 2001
Journal: No Journal Matched
Authors: John H. Cochrane

Stocks as Money: Convenience Yield and the Tech Stock Bubble

Year: 2002
Journal: Journal of Monetary Economics
Authors: John H. Cochrane

The Fed and Interest Rates: A High-Frequency Identification

Year: 2002
Journal: American Economic Review
Authors: John H. Cochrane; Monika Piazzesi

Bond Risk Premia

Year: 2002
Journal: American Economic Review
Authors: John H. Cochrane; Monika Piazzesi

Two Trees: Asset Price Dynamics Induced by Market Clearing

Year: 2003
Journal: Review of Financial Studies
Authors: John H. Cochrane; Francis A. Longstaff; Pedro Santa-Clara

Financial Markets and the Real Economy

Year: 2005
Journal: No Journal Matched
Authors: John H. Cochrane

The Dog That Did Not Bark: A Defense of Return Predictability

Year: 2006
Journal: Review of Financial Studies
Authors: John H. Cochrane

Determinacy and Identification with Taylor Rules

Year: 2007
Journal: Journal of Political Economy
Authors: John H. Cochrane

Determinacy and Identification with Taylor Rules

Year: 2007
Journal: Journal of Political Economy
Authors: John H. Cochrane

Can Learnability Save New Keynesian Models?

Year: 2009
Journal: Journal of Monetary Economics
Authors: John H. Cochrane

Understanding Policy in the Great Recession: Some Unpleasant Fiscal Arithmetic

Year: 2010
Journal: European Economic Review
Authors: John H. Cochrane

Discount Rates

Year: 2011
Journal: Journal of Finance
Authors: John H. Cochrane

Continuous-Time Linear Models

Year: 2012
Journal: No Journal Matched
Authors: John H. Cochrane

The New Keynesian Liquidity Trap

Year: 2013
Journal: Journal of Monetary Economics
Authors: John H. Cochrane

A Mean-Variance Benchmark for Intertemporal Portfolio Theory

Year: 2013
Journal: Journal of Finance
Authors: John H. Cochrane

Finance Function Matters, Not Size

Year: 2013
Journal: Journal of Economic Perspectives
Authors: John H. Cochrane

Monetary Policy with Interest on Reserves

Year: 2014
Journal: Journal of Economic Dynamics and Control
Authors: John H. Cochrane

Stepping on a Rake: Replication and Diagnosis

Year: 2016
Journal: European Economic Review
Authors: John H. Cochrane

Macrofinance

Year: 2016
Journal: Review of Finance
Authors: John H. Cochrane

The Fiscal Roots of Inflation

Year: 2019
Journal: Review of Economic Dynamics
Authors: John H. Cochrane

The Value of Government Debt

Year: 2019
Journal: No Journal Matched
Authors: John H. Cochrane

Rethinking Production Under Uncertainty

Year: 2019
Journal: Review of Asset Pricing Studies
Authors: John H. Cochrane

A Fiscal Theory of Monetary Policy with Partially Repaid Long-Term Debt

Year: 2020
Journal: Review of Economic Dynamics
Authors: John H. Cochrane

Portfolios for Long-Term Investors

Year: 2021
Journal: Review of Finance
Authors: John H. Cochrane

Inflation: Past, Present, and Future; Fiscal Shocks, Fed Response, and Fiscal Limits

Year: 2022
Journal: No Journal Matched
Authors: John H. Cochrane

Fiscal Histories

Year: 2022
Journal: Journal of Economic Perspectives
Authors: John H. Cochrane

Expectations and the Neutrality of Interest Rates

Year: 2022
Journal: Review of Economic Dynamics
Authors: John H. Cochrane