John H. Cochrane : Citation Profile


Are you John H. Cochrane?

Stanford University (88% share)
University of Chicago (10% share)
National Bureau of Economic Research (NBER) (2% share)

35

H index

48

i10 index

6981

Citations

RESEARCH PRODUCTION:

48

Articles

62

Papers

1

Books

9

Chapters

EDITOR:

3

Books edited

RESEARCH ACTIVITY:

   29 years (1988 - 2017). See details.
   Cites by year: 240
   Journals where John H. Cochrane has often published
   Relations with other researchers
   Recent citing documents: 559.    Total self citations: 43 (0.61 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pco57
   Updated: 2018-09-15    RAS profile: 2017-08-15    
   Missing citations? Add them    Incorrect content? Let us know

Relations with other researchers


Works with:

Campbell, John (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with John H. Cochrane.

Is cited by:

Bekaert, Geert (49)

Zhang, Lu (45)

Lettau, Martin (38)

Piazzesi, Monika (37)

Campbell, John (37)

Swanson, Eric (36)

Wachter, Jessica (36)

Lustig, Hanno (35)

Constantinides, George (32)

Uhlig, Harald (32)

Sousa, Ricardo (30)

Cites to:

Campbell, John (53)

Shiller, Robert (28)

French, Kenneth (25)

Fama, Eugene (22)

Woodford, Michael (20)

Lucas, Robert (19)

Hansen, Lars (18)

Piazzesi, Monika (16)

Mankiw, N. Gregory (16)

Constantinides, George (14)

Stambaugh, Robert (14)

Main data


Where John H. Cochrane has published?


Journals with more than one article published# docs
Journal of Political Economy9
Journal of Monetary Economics5
Journal of Finance4
American Economic Review3
Review of Financial Studies3
Journal of Economic Dynamics and Control3
Economic Perspectives3
Foundations and Trends(R) in Finance2
European Economic Review2
Journal of Applied Corporate Finance2

Working Papers Series with more than one paper published# docs
University of California at Los Angeles, Anderson Graduate School of Management / Anderson Graduate School of Management, UCLA3
Economics Working Papers / Hoover Institution, Stanford University2
Scholarly Articles / Harvard University Department of Economics2

Recent works citing John H. Cochrane (2018 and 2017)


YearTitle of citing document
2018The Risk Premia Embedded in Index Options. (2018). Andersen, Torben ; Todorov, Viktor ; Fusari, Nicola. In: CREATES Research Papers. RePEc:aah:create:2018-07.

Full description at Econpapers || Download paper

2018Forecasting Net Charge-Off Rates of Banks: A PLS Approach. (2018). Kim, Hyeongwoo ; Shen, Xuan ; Maglic, Stevan ; Lee, Kangbok ; Joo, Sunghoon ; Barth, James . In: Auburn Economics Working Paper Series. RePEc:abn:wpaper:auwp2018-03.

Full description at Econpapers || Download paper

2017Clearing Up the Fiscal Multiplier Morass. (2017). Traum, Nora ; Leeper, Eric ; Walker, Todd B. In: American Economic Review. RePEc:aea:aecrev:v:107:y:2017:i:8:p:2409-54.

Full description at Econpapers || Download paper

2017Growth-Rate and Uncertainty Shocks in Consumption: Cross-Country Evidence. (2017). Steinsson, Jon ; Sergeyev, Dmitriy ; Nakamura, Emi. In: American Economic Journal: Macroeconomics. RePEc:aea:aejmac:v:9:y:2017:i:1:p:1-39.

Full description at Econpapers || Download paper

2017Twenty Years of Time Series Econometrics in Ten Pictures. (2017). Stock, James H ; Watson, Mark W. In: Journal of Economic Perspectives. RePEc:aea:jecper:v:31:y:2017:i:2:p:59-86.

Full description at Econpapers || Download paper

2017Selection in Health Insurance Markets and Its Policy Remedies. (2017). Layton, Timothy ; Geruso, Michael. In: Journal of Economic Perspectives. RePEc:aea:jecper:v:31:y:2017:i:4:p:23-50.

Full description at Econpapers || Download paper

2018The State of New Keynesian Economics: A Partial Assessment. (2018). Gali, Jordi. In: Journal of Economic Perspectives. RePEc:aea:jecper:v:32:y:2018:i:3:p:87-112.

Full description at Econpapers || Download paper

2018Solving the Equity Risk Premium Puzzle and Inching Towards a Theory of Everything. (2018). Kashyap, Ravi . In: Papers. RePEc:arx:papers:1604.04872.

Full description at Econpapers || Download paper

2017A Primer on Portfolio Choice with Small Transaction Costs. (2017). Muhle-Karbe, Johannes ; Soner, Mete H ; Reppen, Max. In: Papers. RePEc:arx:papers:1612.01302.

Full description at Econpapers || Download paper

2017A diagnostic criterion for approximate factor structure. (2017). Scaillet, Olivier ; Gagliardini, Patrick ; Ossola, Elisa . In: Papers. RePEc:arx:papers:1612.04990.

Full description at Econpapers || Download paper

2017Perfect hedging under endogenous permanent market impacts. (2017). Fukasawa, Masaaki ; Stadje, Mitja. In: Papers. RePEc:arx:papers:1702.01385.

Full description at Econpapers || Download paper

2017Existence, uniqueness and stability of optimal portfolios of eligible assets. (2017). Koch-Medina, Pablo ; Baes, Michel ; Munari, Cosimo. In: Papers. RePEc:arx:papers:1702.01936.

Full description at Econpapers || Download paper

2017Good Deal Hedging and Valuation under Combined Uncertainty about Drift and Volatility. (2017). Becherer, Dirk ; Kentia, Klebert . In: Papers. RePEc:arx:papers:1704.02505.

Full description at Econpapers || Download paper

2018General Equilibrium Under Convex Portfolio Constraints and Heterogeneous Risk Preferences. (2018). Abbot, Tyler . In: Papers. RePEc:arx:papers:1706.05877.

Full description at Econpapers || Download paper

2018Surplus-invariant risk measures. (2018). Gao, Niushan ; Munari, Cosimo. In: Papers. RePEc:arx:papers:1707.04949.

Full description at Econpapers || Download paper

2017Uniform Inference for Conditional Factor Models with Instrumental and Idiosyncratic Betas. (2017). Yang, Xiye ; Liao, Yuan. In: Papers. RePEc:arx:papers:1711.04392.

Full description at Econpapers || Download paper

2018Consumption smoothing in the working-class households of interwar Japan. (2018). Ogasawara, Kota. In: Papers. RePEc:arx:papers:1807.05737.

Full description at Econpapers || Download paper

2017Market Efficiency of ASEAN Stock Markets. (2017). Shaik, Muneer ; Maheswaran, S. In: Asian Economic and Financial Review. RePEc:asi:aeafrj:2017:p:109-122.

Full description at Econpapers || Download paper

2018Corporate finance strategy via Tunisian venture capital organisms. (2018). Dziri, Houda ; Jarboui, Anis. In: Asian Journal of Empirical Research. RePEc:asi:ajoerj:2018:p:23-37.

Full description at Econpapers || Download paper

2017Linear and Nonlinear Predictability in Investment Style Factors: Multivariate Evidence*. (2017). Guidolin, Massimo ; Chincoli, Francesco . In: BAFFI CAREFIN Working Papers. RePEc:baf:cbafwp:cbafwp1754.

Full description at Econpapers || Download paper

2017Volatility Risk and Economic Welfare. (2017). Xu, Shaofeng. In: Staff Working Papers. RePEc:bca:bocawp:17-20.

Full description at Econpapers || Download paper

2017A Counterfactual Valuation of the Stock Index as a Predictor of Crashes. (2017). Roberts, Tom. In: Staff Working Papers. RePEc:bca:bocawp:17-38.

Full description at Econpapers || Download paper

2018State Correlation and Forecasting: A Bayesian Approach Using Unobserved Components Models. (2018). Uzeda, Luis. In: Staff Working Papers. RePEc:bca:bocawp:18-14.

Full description at Econpapers || Download paper

2018Noisy Monetary Policy. (2018). Dahlhaus, Tatjana ; Gambetti, Luca. In: Staff Working Papers. RePEc:bca:bocawp:18-23.

Full description at Econpapers || Download paper

2018Ambiguity, Nominal Bond Yields and Real Bond Yields. (2018). Zhao, Guihai. In: Staff Working Papers. RePEc:bca:bocawp:18-24.

Full description at Econpapers || Download paper

2018Financial markets effects of ECB unconventional monetary policy announcements. (2018). Bulligan, Guido ; delle Monache, Davide . In: Questioni di Economia e Finanza (Occasional Papers). RePEc:bdi:opques:qef_424_18.

Full description at Econpapers || Download paper

2017Business Cycles, Credit Cycles, and Bank Holdings of Sovereign Bonds: Historical Evidence for Italy 1861-2013. (2017). Bartoletto, Silvana ; Piselli, Paolo ; Marzano, Elisabetta ; Chiarini, Bruno. In: Quaderni di storia economica (Economic History Working Papers). RePEc:bdi:workqs:qse_43.

Full description at Econpapers || Download paper

2017Monetary policy surprises over time. (2017). veronese, giovanni ; Pericoli, Marcello. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1102_17.

Full description at Econpapers || Download paper

2018ECB monetary policy and the euro exchange rate. (2018). Cecioni, Martina . In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1172_18.

Full description at Econpapers || Download paper

2017DO DIVIDEND SHOCKS AFFECT EXCESS RETURNS: AN EXPERIMENTAL STUDY. (2017). Draganac, Dragana. In: Economic Annals. RePEc:beo:journl:v:62:y:2017:i:214:p:45-86.

Full description at Econpapers || Download paper

2018Frontiers of macrofinancial linkages. (2018). Claessens, Stijn ; Kose, Ayhan M. In: BIS Papers. RePEc:bis:bisbps:95.

Full description at Econpapers || Download paper

2017Asset prices and macroeconomic outcomes: a survey. (2017). Kose, Ayhan ; Claessens, Stijn. In: BIS Working Papers. RePEc:bis:biswps:676.

Full description at Econpapers || Download paper

2018Does sovereign risk in local and foreign currency differ?. (2018). Amstad, Marlene ; Shek, Jimmy ; Packer, Frank. In: BIS Working Papers. RePEc:bis:biswps:709.

Full description at Econpapers || Download paper

2017Australian Bond Excess Returns: An Asset Allocation Perspective. (2017). Chen, Rui ; Svec, Jiri ; Wang, Meng. In: Australian Economic Papers. RePEc:bla:ausecp:v:56:y:2017:i:2:p:163-173.

Full description at Econpapers || Download paper

2017Revisiting the Forward Premium Anomaly Using Consumption Habits: A New Keynesian Model. (2017). de Paoli, Bianca ; Sondergaard, Jens . In: Economica. RePEc:bla:econom:v:84:y:2017:i:335:p:516-540.

Full description at Econpapers || Download paper

2017Causality between Public Debt and Real Growth in the OECD: A Country-by-country Analysis. (2017). Donayre, Luiggi ; Taivan, Ariuna . In: Economic Papers. RePEc:bla:econpa:v:36:y:2017:i:2:p:156-170.

Full description at Econpapers || Download paper

2017Social comparisons in consumption, international capital flows and tax competition. (2017). Peng, Shin-Kun ; Chang, Juin-Jen ; Shin- Kun Peng, ; Cheng, Yi-Ling . In: International Journal of Economic Theory. RePEc:bla:ijethy:v:13:y:2017:i:1:p:47-71.

Full description at Econpapers || Download paper

2017Timing the Market with a Combination of Moving Averages. (2017). Glabadanidis, Paskalis. In: International Review of Finance. RePEc:bla:irvfin:v:17:y:2017:i:3:p:353-394.

Full description at Econpapers || Download paper

2017Bond Supply and Excess Bond Returns in Zero-Lower Bound and Normal Environments: Evidence from Japan. (2017). Koeda, Junko. In: The Japanese Economic Review. RePEc:bla:jecrev:v:68:y:2017:i:4:p:443-457.

Full description at Econpapers || Download paper

2017EXPLOITING CLOSED-END FUND DISCOUNTS: A SYSTEMATIC EXAMINATION OF ALPHAS. (2017). Patro, Dilip ; Wu, Yangru ; Piccotti, Louis R. In: Journal of Financial Research. RePEc:bla:jfnres:v:40:y:2017:i:2:p:223-248.

Full description at Econpapers || Download paper

2017MONETARY POLICY SURPRISES, INVESTMENT OPPORTUNITIES, AND ASSET PRICES. (2017). Detzel, Andrew . In: Journal of Financial Research. RePEc:bla:jfnres:v:40:y:2017:i:3:p:315-348.

Full description at Econpapers || Download paper

2017BETWEEN-GROUP ADVERSE SELECTION: EVIDENCE FROM GROUP CRITICAL ILLNESS INSURANCE. (2017). Eling, Martin ; Yao, YI ; Jia, Ruo. In: Journal of Risk & Insurance. RePEc:bla:jrinsu:v:84:y:2017:i:2:p:771-809.

Full description at Econpapers || Download paper

2017Assessing Nonlinear Dynamics of Central Bank Reaction Function: The Case of Mozambique. (2017). Nhapulo, Gerson ; Nicolau, Joo. In: South African Journal of Economics. RePEc:bla:sajeco:v:85:y:2017:i:1:p:28-51.

Full description at Econpapers || Download paper

2017The Invisible Hand of Rain in Spending: Effect of Rainfall-Driven Agricultural Income on Per Capita Expenditure in Ghana. (2017). Akobeng, Eric. In: South African Journal of Economics. RePEc:bla:sajeco:v:85:y:2017:i:1:p:98-122.

Full description at Econpapers || Download paper

2017Oil and Civil Conflict: On and Off (Shore). (2017). Tesei, Andrea ; Nordvik, Frode ; Andersen, Jørgen. In: Working Papers. RePEc:bny:wpaper:0050.

Full description at Econpapers || Download paper

2017Money-Multiplier Shocks. (2017). Ireland, Peter ; Benati, Luca. In: Boston College Working Papers in Economics. RePEc:boc:bocoec:933.

Full description at Econpapers || Download paper

2017The Demand for Divisia Money: Theory and Evidence. (2017). Ireland, Peter ; Belongia, Michael. In: Boston College Working Papers in Economics. RePEc:boc:bocoec:937.

Full description at Econpapers || Download paper

2017Central bank sentiment and policy expectations. (2017). Labondance, Fabien ; Hubert, Paul. In: Bank of England working papers. RePEc:boe:boeewp:0648.

Full description at Econpapers || Download paper

2017Multi yield curve stress-testing framework incorporating temporal and cross tenor structural dependencies. (2017). Karimalis, Emmanouil ; Peters, Gareth ; Kosmidis, Ioannis . In: Bank of England working papers. RePEc:boe:boeewp:0655.

Full description at Econpapers || Download paper

2017Step away from the zero lower bound: small open economies in a world of secular stagnation. (2017). Thwaites, Gregory ; Corsetti, Giancarlo ; Wolf, Martin ; Mavroeidi, Eleonora. In: Bank of England working papers. RePEc:boe:boeewp:0666.

Full description at Econpapers || Download paper

2017Do macro shocks matter for equities?. (2017). Theodoridis, Konstantinos ; Dison, Will . In: Bank of England working papers. RePEc:boe:boeewp:0692.

Full description at Econpapers || Download paper

2017Monetary policy transmission with two exchange rates and a single currency : The Chinese experience. (2017). Qian, Zongxin ; Korhonen, Iikka ; HE, QING ; Zongxin, Qian ; Qing, HE. In: BOFIT Discussion Papers. RePEc:bof:bofitp:2017_014.

Full description at Econpapers || Download paper

2017Forecasting the equity risk premium with frequency-decomposed predictors. (2017). Verona, Fabio ; Faria, Gonçalo. In: Research Discussion Papers. RePEc:bof:bofrdp:2017_001.

Full description at Econpapers || Download paper

2018The equity risk premium and the low frequency of the term spread. (2018). Verona, Fabio ; Faria, Gonalo. In: Research Discussion Papers. RePEc:bof:bofrdp:2018_007.

Full description at Econpapers || Download paper

2017Robust test of Long Run Risk and Valuation risk model. (2017). Gopalakrishna, G. In: Working Papers. RePEc:bol:bodewp:wp1107.

Full description at Econpapers || Download paper

2018High-frequency Cash Flow Dynamics. (2018). Pettenuzzo, Davide ; Timmermann, Allan ; Sabbatucci, Riccardo. In: Working Papers. RePEc:brd:wpaper:120.

Full description at Econpapers || Download paper

2018Reclaiming the University: transforming economics as a discipline. (2018). Heise, Arne. In: The Journal of Philosophical Economics. RePEc:bus:jphile:v:11:y:2018:i:2:n:3.

Full description at Econpapers || Download paper

2017À quoi servent les (centaines de milliers de milliards de) transactions boursières ?. (2017). CAPELLE-BLANCARD, Gunther. In: Revue d'économie financière. RePEc:cai:refaef:ecofi_127_0037.

Full description at Econpapers || Download paper

2017Une revue de la littérature récente sur le nexus finance-croissance après la crise : apports, limites et pistes de recherche. (2017). Carré, Emmanuel ; Lillet, Guillaume ; Carre, Emmanuel. In: Revue d'économie financière. RePEc:cai:refaef:ecofi_127_0271.

Full description at Econpapers || Download paper

2018One Money, Many Markets - A Factor Model Approach to Monetary Policy in the Euro Area with High-Frequency Identification. (2018). Duarte, Joao ; Mann, S ; Corsetti, G. In: Cambridge Working Papers in Economics. RePEc:cam:camdae:1816.

Full description at Econpapers || Download paper

2017The Productivity Puzzle and Misallocation: An Italian Perspective. (2017). Schivardi, Fabiano ; Ottaviano, Gianmarco ; Del Gatto, Massimo ; Hassan, Fadi ; Calligaris, Sara. In: CEP Discussion Papers. RePEc:cep:cepdps:dp1520.

Full description at Econpapers || Download paper

2017Oil and Civil Conflict: On and Off (Shore). (2017). Tesei, Andrea ; Andersen, Jørgen ; Nordvik, Frode Martin . In: CESifo Working Paper Series. RePEc:ces:ceswps:_6346.

Full description at Econpapers || Download paper

2017Dissecting Characteristics Nonparametrically. (2017). Weber, Michael ; Freyberger, Joachim ; Neuhierl, Andreas . In: CESifo Working Paper Series. RePEc:ces:ceswps:_6391.

Full description at Econpapers || Download paper

2017The Information Content of Dividends: Safer Profits, Not Higher Profits. (2017). Weber, Michael ; Rossi, Stefano ; Michaely, Roni. In: CESifo Working Paper Series. RePEc:ces:ceswps:_6751.

Full description at Econpapers || Download paper

2018Finance, Talent Allocation, and Growth. (2018). D'Acunto, Francesco ; Frsard, Laurent. In: CESifo Working Paper Series. RePEc:ces:ceswps:_6883.

Full description at Econpapers || Download paper

2018Guaranteed Renewable Life Insurance Under Demand Uncertainty. (2018). Hoy, Michael ; Sadanand, Asha ; Mirza, Afrasiab . In: CESifo Working Paper Series. RePEc:ces:ceswps:_7103.

Full description at Econpapers || Download paper

2018Monetary Policy Analysis when Planning Horizons are Finite. (2018). Woodford, Michael. In: CESifo Working Paper Series. RePEc:ces:ceswps:_7108.

Full description at Econpapers || Download paper

2017Five Essays on International Trade, Factor Flows and the Gains from Globalization. (2017). Heiland, Inga. In: ifo Beiträge zur Wirtschaftsforschung. RePEc:ces:ifobei:74.

Full description at Econpapers || Download paper

2017The Macroeconomic Shock with the Highest Price of Risk. (2017). Pinter, Gabor. In: Discussion Papers. RePEc:cfm:wpaper:1623.

Full description at Econpapers || Download paper

2017Is Inflation Default? The Role of Information in Debt Crises. (2017). Bassetto, Marco ; Galli, Carlo . In: Discussion Papers. RePEc:cfm:wpaper:1715.

Full description at Econpapers || Download paper

2017Step away from the zero lower bound: Small open economies in a world of secular stagnation. (2017). Thwaites, Gregory ; Mavroeidi, Eleonora ; Corsetti, Giancarlo ; Wolf, Martin . In: Discussion Papers. RePEc:cfm:wpaper:1722.

Full description at Econpapers || Download paper

2017Managing the UK National Debt 1694-2017. (2017). Scott, Andrew ; Ellison, Martin. In: Discussion Papers. RePEc:cfm:wpaper:1727.

Full description at Econpapers || Download paper

2017The Fiscal Theory of the Price Level in a World of Low Interest Rates. (2017). Cui, Wei ; Bassetto, Marco. In: Discussion Papers. RePEc:cfm:wpaper:1731.

Full description at Econpapers || Download paper

2018One Money, Many Markets. (2018). Duarte, Joao ; Corsetti, Giancarlo ; Mann, Samuel . In: Discussion Papers. RePEc:cfm:wpaper:1805.

Full description at Econpapers || Download paper

2018Central Banks Going Long. (2018). Reis, Ricardo. In: Discussion Papers. RePEc:cfm:wpaper:1810.

Full description at Econpapers || Download paper

2018Predictibilidad del Mercado Accionario Colombiano. (2018). LOPEZ, JOSE. In: DOCUMENTOS CEDE. RePEc:col:000089:016086.

Full description at Econpapers || Download paper

2017Political Cycles and Stock Returns. (2017). Pastor, Lubos ; Veronesi, Pietro . In: CEPR Discussion Papers. RePEc:cpr:ceprdp:11864.

Full description at Econpapers || Download paper

2017consumption and investment in resource pooling family networks. (2017). Rasul, Imran ; De Giorgi, Giacomo ; DeGiorgi, Giacomo ; Angelucci, Manuela . In: CEPR Discussion Papers. RePEc:cpr:ceprdp:11889.

Full description at Econpapers || Download paper

2017The Fallacy of the Fiscal Theory of the Price Level - Once More. (2017). Buiter, Willem. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:11941.

Full description at Econpapers || Download paper

2017A Central Bank Theory of Price Level Determination. (2017). Benigno, Pierpaolo. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:11966.

Full description at Econpapers || Download paper

2017The Good and the Bad Fiscal Theory of the Price Level. (2017). Buiter, Willem. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:11975.

Full description at Econpapers || Download paper

2017Monetary-Fiscal Interactions and the Euro Areas Malaise. (2017). Maćkowiak, Bartosz ; Jarociński, Marek ; MacKowiak, Bartosz Adam ; Jarocinski, Marek. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12020.

Full description at Econpapers || Download paper

2017Equity versus Bail-in Debt in Banking: An Agency Perspective. (2017). Suarez, Javier ; Nikolov, Kalin ; Mendicino, Caterina. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12104.

Full description at Econpapers || Download paper

2017The Exchange Rate as an Instrument of Monetary Policy. (2017). Santacreu, Ana Maria ; Heipertz, Jonas ; Mihov, Ilian. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12137.

Full description at Econpapers || Download paper

2017The Capital Structure of Nations. (2017). Bolton, Patrick ; Huang, Haizhou . In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12157.

Full description at Econpapers || Download paper

2017The Dire Effects of the Lack of Monetary and Fiscal Coordination. (2017). Melosi, Leonardo ; Bianchi, Francesco. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12164.

Full description at Econpapers || Download paper

2017Macroeconomic Stabilization, Monetary-Fiscal Interactions, and Europes Monetary Union. (2017). Schmidt, Sebastian ; Maćkowiak, Bartosz ; Jarociński, Marek ; Corsetti, Giancarlo ; MacKowiak, Bartosz Adam ; Jarocinski, Marek ; Dedola, Luca. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12371.

Full description at Econpapers || Download paper

2017Asset Prices and Macroeconomic Outcomes: A Survey. (2017). Kose, Ayhan ; Claessens, Stijn. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12460.

Full description at Econpapers || Download paper

2018Central Banks Going Long. (2018). Reis, Ricardo. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12833.

Full description at Econpapers || Download paper

2017Investors favourite - A different look at valuing individual labour income. (2017). Diesteldorf, Jeanne ; Voelzke, Jan ; Weigt, Till ; Goessling, Fabian. In: CQE Working Papers. RePEc:cqe:wpaper:6017.

Full description at Econpapers || Download paper

2017Dissecting interbank risk. (2017). Aguilar, Pedro Serrano ; Lafuente, Juan Angel ; Petit, Nuria . In: DEE - Working Papers. Business Economics. WB. RePEc:cte:wbrepe:24553.

Full description at Econpapers || Download paper

2017Market Timing under Limited Information: An Empirical Investigation in US Treasury Market. (2017). Tong, Guoshi. In: Annals of Economics and Finance. RePEc:cuf:journl:y:2017:v:18:i:1:tong.

Full description at Econpapers || Download paper

2017The Natural Rate of Interest I: Theory. (2017). Konig, Philipp ; Chervyakov, Dmitry . In: DIW Roundup: Politik im Fokus. RePEc:diw:diwrup:108en.

Full description at Econpapers || Download paper

2017Is fiscal policy in the euro area Ricardian?. (2017). Jacobs, Jan ; de Haan, Leo ; Panjer, Nikki . In: DNB Working Papers. RePEc:dnb:dnbwpp:562.

Full description at Econpapers || Download paper

2017Contingent convertibles: Can the market handle them?. (2017). van Wijnbergen, Sweder ; Lelyveld, Iman ; van Lelyveld, Iman ; Kiewiet, Gera. In: DNB Working Papers. RePEc:dnb:dnbwpp:572.

Full description at Econpapers || Download paper

2018Walk on the wild side: Multiplicative sunspots and temporarily unstable paths. (2018). Bonomolo, Paolo ; Ascari, Guido ; Lopes, Hedibert . In: DNB Working Papers. RePEc:dnb:dnbwpp:597.

Full description at Econpapers || Download paper

2017An Empirical Investigation of Risk Sharing among Indonesian Households. (2017). Wibowo, Sigit ; Basu, Parantap. In: CEGAP Working Papers. RePEc:dur:cegapw:2017_03.

Full description at Econpapers || Download paper

2017Low inflation in the euro area: Causes and consequences. (2017). Osbat, Chiara ; Alvarez, Luis ; Ciccarelli, Matteo . In: Occasional Paper Series. RePEc:ecb:ecbops:2017181.

Full description at Econpapers || Download paper

2018Real and financial cycles in EU countries - Stylised facts and modelling implications. (2018). Rots, Eyno ; Perez Quiros, Gabriel ; Mandler, Martin ; Lozej, Matija ; Lequien, Matthieu ; Jaccard, Ivan ; Iskrev, Nikolay ; Guarda, Paolo ; Comunale, Mariarosaria ; Burlon, Lorenzo ; Buss, Ginters ; Balfoussia, Hiona ; Kunovac, Davor ; Kulikov, Dmitry ; Welz, Peter ; Scharnagl, Michael ; Hindrayanto, Irma ; Rannenberg, Ansgar ; Haavio, Markus ; Perez-Quiros, Gabriel ; Pedersen, Jesper ; Dewachter, Hans ; Papageorgiou, Dimitris ; de Backer, Bruno ; Runstler, Gerhard ; Lenarcic, Crt. In: Occasional Paper Series. RePEc:ecb:ecbops:2018205.

Full description at Econpapers || Download 2017

Safe assets: a review. (2017). Perotti, Enrico ; Golec, Pascal . In: Working Paper Series. RePEc:ecb:ecbwps:20172035.

Full description at Econpapers || Download paper

2017Monetary-fiscal interactions and the euro areas malaise. (2017). Maćkowiak, Bartosz ; Jarociński, Marek ; Makowiak, Bartosz ; Jarociski, Marek. In: Working Paper Series. RePEc:ecb:ecbwps:20172072.

Full description at Econpapers || Download paper

More than 100 citations found, this list is not complete...

John H. Cochrane has edited the books:


YearTitleTypeCited

Works by John H. Cochrane:


YearTitleTypeCited
1989The Sensitivity of Tests of the Intertemporal Allocation of Consumption to Near-Rational Alternatives. In: American Economic Review.
[Full Text][Citation analysis]
article93
1988The Sensitivity of Tests of the Intertemporal Allocation of Consumption to Near-Rational Alternatives.(1988) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 93
paper
2002The Fed and Interest Rates - A High-Frequency Identification In: American Economic Review.
[Full Text][Citation analysis]
article148
2002The Fed and Interest Rates: A High-Frequency Identification.(2002) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 148
paper
2005Bond Risk Premia In: American Economic Review.
[Full Text][Citation analysis]
article377
2002Bond Risk Premia.(2002) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 377
paper
2013Finance: Function Matters, Not Size In: Journal of Economic Perspectives.
[Full Text][Citation analysis]
article14
2013Finance: Function Matters, not Size..(2013) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 14
paper
1989The Return of the Liquidity Effect: A Study of the Short-run Relation between Money Growth and Interest Rates. In: Journal of Business & Economic Statistics.
[Citation analysis]
article22
2011HOW DID PAUL KRUGMAN GET IT SO WRONG?-super-1 In: Economic Affairs.
[Citation analysis]
article20
2010The Squam Lake Report: Fixing the Financial System In: Journal of Applied Corporate Finance.
[Full Text][Citation analysis]
article81
2010The Squam Lake Report: Fixing the Financial System.(2010) In: Economics Books.
[Citation analysis]
This paper has another version. Agregated cites: 81
book
2013Aligning Incentives at Systemically Important Financial Institutions: A Proposal by the Squam Lake Group In: Journal of Applied Corporate Finance.
[Full Text][Citation analysis]
article3
1991 Production-Based Asset Pricing and the Link between Stock Returns and Economic Fluctuations. In: Journal of Finance.
[Full Text][Citation analysis]
article180
2000Explaining the Poor Performance of Consumption-based Asset Pricing Models In: Journal of Finance.
[Full Text][Citation analysis]
article94
2000Explaining the Poor Performance of Consumption-Based Asset Pricing Models.(2000) In: Scholarly Articles.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 94
paper
1999Explaining the Poor Performance of Consumption-Based Asset Pricing Models.(1999) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 94
paper
2011Presidential Address: Discount Rates In: Journal of Finance.
[Citation analysis]
article217
2014A Mean-Variance Benchmark for Intertemporal Portfolio Theory In: Journal of Finance.
[Full Text][Citation analysis]
article9
2013A Mean-Variance Benchmark for Intertemporal Portfolio Theory.(2013) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 9
paper
2001International Risk Sharing is Better Than You Think (or Exchange Rates are Much Too Smooth! In: University of California at Los Angeles, Anderson Graduate School of Management.
[Full Text][Citation analysis]
paper13
2001International Risk Sharing is Better Than You Think (or Exchange Rates are Much Too Smooth).(2001) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 13
paper
2001International Risk Sharing is Better Than You Think (or Exchange Rates are Much Too Smooth).(2001) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 13
paper
2004Two Trees In: University of California at Los Angeles, Anderson Graduate School of Management.
[Full Text][Citation analysis]
paper19
2008Two Trees.(2008) In: Review of Financial Studies.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 19
article
2000The Risk and Return of Venture Capital In: University of California at Los Angeles, Anderson Graduate School of Management.
[Full Text][Citation analysis]
paper181
2005The risk and return of venture capital.(2005) In: Journal of Financial Economics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 181
article
2001The Risk and Return of Venture Capital.(2001) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 181
paper
2003Where is the Market Going: Uncertain Facts and Novel Theories In: Levine's Working Paper Archive.
[Full Text][Citation analysis]
paper74
1997Where is the market going? Uncertain facts and novel theories.(1997) In: Economic Perspectives.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 74
article
1998Where is the Market Going? Uncertain Facts and Novel Theories.(1998) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 74
paper
2003Two Trees: Asset Price Dynamics Induced by Market Clearing In: Levine's Bibliography.
[Full Text][Citation analysis]
paper4
2003Two Trees: Asset Price Dynamics Induced by Market Clearing.(2003) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 4
paper
2004Two Trees: Asset Price Dynamics Induced by Market Clearing.(2004) In: 2004 Meeting Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 4
paper
2001Long-Term Debt and Optimal Policy in the Fiscal Theory of the Price Level. In: Econometrica.
[Citation analysis]
article148
1998Long-term Debt and Optimal Policy in the Fiscal Theory of the Price Level.(1998) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 148
paper
1998Long-term Debt and Optimal Policy in the Fiscal Theory of the Price Level.(1998) In: CRSP working papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 148
paper
1994Shocks In: Carnegie-Rochester Conference Series on Public Policy.
[Full Text][Citation analysis]
article6
1994Shocks.(1994) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 6
paper
1988Multivariate estimates of the permanent components of GNP and stock prices In: Journal of Economic Dynamics and Control.
[Full Text][Citation analysis]
article25
1991A critique of the application of unit root tests In: Journal of Economic Dynamics and Control.
[Full Text][Citation analysis]
article124
2014Monetary policy with interest on reserves In: Journal of Economic Dynamics and Control.
[Full Text][Citation analysis]
article38
2014Monetary Policy with Interest on Reserves.(2014) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 38
paper
1991The response of consumption to income: A Cross-Country investigation : by J.Y. Campbell and N.G. Mankiw why test the permanent income hypothesis? In: European Economic Review.
[Full Text][Citation analysis]
article5
2011Understanding policy in the great recession: Some unpleasant fiscal arithmetic In: European Economic Review.
[Full Text][Citation analysis]
article85
2010Understanding Policy in the Great Recession: Some Unpleasant Fiscal Arithmetic.(2010) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 85
paper
1991Volatility tests and efficient markets : A review essay In: Journal of Monetary Economics.
[Full Text][Citation analysis]
article70
1991Volatility Tests and Efficient Markets: A Review Essay.(1991) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 70
paper
1998What do the VARs mean? Measuring the output effects of monetary policy In: Journal of Monetary Economics.
[Full Text][Citation analysis]
article94
1995What do the VARs Mean?: Measuring the Output Effects of Monetary Policy.(1995) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 94
paper
2005Money as stock In: Journal of Monetary Economics.
[Full Text][Citation analysis]
article58
2006International risk sharing is better than you think, or exchange rates are too smooth In: Journal of Monetary Economics.
[Full Text][Citation analysis]
article90
2009Can learnability save new-Keynesian models? In: Journal of Monetary Economics.
[Full Text][Citation analysis]
article20
2009Can Learnability Save New-Keynesian Models?.(2009) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 20
paper
1999New facts in finance In: Economic Perspectives.
[Full Text][Citation analysis]
article112
1999New Facts in Finance.(1999) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 112
paper
1999New Facts in Finance.(1999) In: CRSP working papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 112
paper
1999Portfolio advice of a multifactor world In: Economic Perspectives.
[Full Text][Citation analysis]
article38
1999Portfolio Advice for a Multifactor World.(1999) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 38
paper
1999Portfolio Advice for a Multifactor World.(1999) In: CRSP working papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 38
paper
2007Commentary on Macroeconomic implications of changes in the term premium In: Review.
[Full Text][Citation analysis]
article2
1994By force of habit: a consumption-based explanation of aggregate stock market behavior In: Working Papers.
[Citation analysis]
paper1380
1999By Force of Habit: A Consumption-Based Explanation of Aggregate Stock Market Behavior.(1999) In: Scholarly Articles.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 1380
paper
1995By Force of Habit: A Consumption-Based Explanation of Aggregate Stock Market Behavior.(1995) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 1380
paper
1994By Force of Habit: A Consumption-Based Explanation of Aggregate Stock Market Behavior.(1994) In: CRSP working papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 1380
paper
1990Stopping Inflation in Reforming Socialist Economies: Some Pleasant Socialist Arithmetics. In: Pennsylvania State - Department of Economics.
[Citation analysis]
paper1
1991Inflation Stabilization in Reforming Socialist Economies : the Myth of the Monetary Overhang. In: Pennsylvania State - Department of Economics.
[Citation analysis]
paper2
1991Inflation Stabilization in Reforming Socialist Economies: The Myth of the Monetary Overhang.(1991) In: Comparative Economic Studies.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 2
article
2015Conclusions and Solutions In: Book Chapters.
[Full Text][Citation analysis]
chapter0
2016Preface In: Book Chapters.
[Full Text][Citation analysis]
chapter0
2012Restoring Sound Economic Policy - Three Views In: Book Chapters.
[Full Text][Citation analysis]
chapter0
2014Toward a Run-free Financial System In: Book Chapters.
[Full Text][Citation analysis]
chapter0
2015A New Structure for U.S. Federal Debt In: Economics Working Papers.
[Full Text][Citation analysis]
paper0
2016The Habit Habit In: Economics Working Papers.
[Full Text][Citation analysis]
paper0
1992Asset Pricing Explorations for Macroeconomics In: NBER Chapters.
[Full Text][Citation analysis]
chapter145
1992Asset Pricing Explorations for Macroeconomics.(1992) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 145
paper
1999A Frictionless View of U.S. Inflation In: NBER Chapters.
[Full Text][Citation analysis]
chapter103
1998A Frictionless View of U.S. Inflation.(1998) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 103
paper
1998A Frictionless View of U.S. Inflation.(1998) In: CRSP working papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 103
paper
2017Michelson-Morley, Fisher, and Occam: The Radical Implications of Stable Quiet Inflation at the Zero Bound In: NBER Chapters.
[Full Text][Citation analysis]
chapter5
2009Comment on On the Need for a New Approach to Analyzing Monetary Policy In: NBER Chapters.
[Full Text][Citation analysis]
chapter0
2005Financial Markets and the Real Economy In: NBER Working Papers.
[Full Text][Citation analysis]
paper52
2005Financial Markets and the Real Economy.(2005) In: Foundations and Trends(R) in Finance.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 52
article
2006The Dog That Did Not Bark: A Defense of Return Predictability In: NBER Working Papers.
[Full Text][Citation analysis]
paper260
2008The Dog That Did Not Bark: A Defense of Return Predictability.(2008) In: Review of Financial Studies.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 260
article
2007Determinacy and Identification with Taylor Rules In: NBER Working Papers.
[Full Text][Citation analysis]
paper195
2007Determinacy and Identification with Taylor Rules.(2007) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 195
paper
2011Determinacy and Identification with Taylor Rules.(2011) In: Journal of Political Economy.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 195
article
2011Discount Rates In: NBER Working Papers.
[Full Text][Citation analysis]
paper36
2012Continuous-Time Linear Models In: NBER Working Papers.
[Full Text][Citation analysis]
paper0
2012Continuous-Time Linear Models.(2012) In: Foundations and Trends(R) in Finance.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 0
article
2013The New-Keynesian Liquidity Trap In: NBER Working Papers.
[Full Text][Citation analysis]
paper21
2016Macro-Finance In: NBER Working Papers.
[Full Text][Citation analysis]
paper0
2017Macro-Finance.(2017) In: Review of Finance.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 0
article
2016Stepping on a Rake: the Fiscal Theory of Monetary Policy In: NBER Working Papers.
[Full Text][Citation analysis]
paper1
1988A Test of Consumption Insurance In: NBER Working Papers.
[Full Text][Citation analysis]
paper3
1988Production Based Asset Pricing In: NBER Working Papers.
[Full Text][Citation analysis]
paper35
1989Explaining the Variance of Price Dividend Ratios In: NBER Working Papers.
[Full Text][Citation analysis]
paper121
1992Explaining the Variance of Price-Dividend Ratios..(1992) In: Review of Financial Studies.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 121
article
1989Using Production Based Asset Pricing to Explain the Behavior of Stock Returns Over the Business Cycle In: NBER Working Papers.
[Full Text][Citation analysis]
paper0
1990Univariate vs. Multivariate Forecasts of GNP Growth and Stock Returns: Evidence and Implications for the Persistence of Shocks, Detrending Methods In: NBER Working Papers.
[Full Text][Citation analysis]
paper10
1992A Cross-Sectional Test of a Production-Based Asset Pricing Model In: NBER Working Papers.
[Full Text][Citation analysis]
paper21
1996Beyond Arbitrage: Good-Deal Asset Price Bounds in Incomplete Markets In: NBER Working Papers.
[Full Text][Citation analysis]
paper62
2000Beyond Arbitrage: Good-Deal Asset Price Bounds in Incomplete Markets.(2000) In: Journal of Political Economy.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 62
article
1998Beyond Arbitrage: Good-Deal Asset Price Bounds in Incomplete Markets.(1998) In: CRSP working papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 62
paper
2000Money as Stock: Price Level Determination with no Money Demand In: NBER Working Papers.
[Full Text][Citation analysis]
paper31
2001A Rehabilitation of Stochastic Discount Factor Methodology In: NBER Working Papers.
[Full Text][Citation analysis]
paper6
2002Stocks as Money: Convenience Yield and the Tech-Stock Bubble In: NBER Working Papers.
[Full Text][Citation analysis]
paper35
1994Permanent and Transitory Components of GNP and Stock Prices In: The Quarterly Journal of Economics.
[Full Text][Citation analysis]
article224
2010Introduction In: Introductory Chapters.
[Full Text][Citation analysis]
chapter8
2006Prediction and impulse responses in linear systems (in Russian) In: Quantile.
[Full Text][Citation analysis]
article0
2009Decomposing the Yield Curve In: 2009 Meeting Papers.
[Citation analysis]
paper11
2014Challenges for Cost-Benefit Analysis of Financial Regulation In: The Journal of Legal Studies.
[Full Text][Citation analysis]
article7
2015The Fragile Benefits of Endowment Destruction In: Journal of Political Economy.
[Full Text][Citation analysis]
article0
1995Time-Consistent Health Insurance. In: Journal of Political Economy.
[Full Text][Citation analysis]
article83
1996A Cross-Sectional Test of an Investment-Based Asset Pricing Model. In: Journal of Political Economy.
[Full Text][Citation analysis]
article281
1999Force of Habit: A Consumption-Based Explanation of Aggregate Stock Market Behavior In: Journal of Political Economy.
[Full Text][Citation analysis]
article447
2001Review of Peter M. Garber, Famous First Bubbles: The Fundamentals of Early Manias In: Journal of Political Economy.
[Full Text][Citation analysis]
article2
1988How Big Is the Random Walk in GNP? In: Journal of Political Economy.
[Full Text][Citation analysis]
article470
1991A Simple Test of Consumption Insurance. In: Journal of Political Economy.
[Full Text][Citation analysis]
article448

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated August, 2th 2018. Contact: CitEc Team