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)

34

H index

47

i10 index

6424

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: 221
   Journals where John H. Cochrane has often published
   Relations with other researchers
   Recent citing documents: 647.    Total self citations: 43 (0.66 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pco57
   Updated: 2017-11-18    RAS profile: 2017-08-15    
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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)

Wachter, Jessica (36)

Lustig, Hanno (35)

Swanson, Eric (35)

Sousa, Ricardo (33)

Uhlig, Harald (32)

Van Nieuwerburgh, Stijn (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
Economic Perspectives3
American Economic Review3
Review of Financial Studies3
Journal of Economic Dynamics and Control3
European Economic Review2
Journal of Applied Corporate Finance2
Foundations and Trends(R) in 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
Scholarly Articles / Harvard University Department of Economics2
Economics Working Papers / Hoover Institution, Stanford University2

Recent works citing John H. Cochrane (2017 and 2016)


YearTitle of citing document
2016The predictive power of dividend yields for future infl?ation: Money illusion or rational causes?. (2016). Pedersen, Thomas ; Engsted, Tom. In: CREATES Research Papers. RePEc:aah:create:2016-11.

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2016State Correlation and Forecasting: A Bayesian Approach Using Unobserved Components Models. (2016). Uzeda, Luis . In: ANU Working Papers in Economics and Econometrics. RePEc:acb:cbeeco:2016-632.

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2016On the Timing and Pricing of Dividends: Comment. (2016). Schulz, Florian. In: American Economic Review. RePEc:aea:aecrev:v:106:y:2016:i:10:p:3185-3223.

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2016Leverage and Beliefs: Personal Experience and Risk-Taking in Margin Lending. (2016). Koudijs, Peter ; Voth, Hans-Joachim . In: American Economic Review. RePEc:aea:aecrev:v:106:y:2016:i:11:p:3367-3400.

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2016Interest Rates and Equity Extraction during the Housing Boom. (2016). Keys, Benjamin ; Bhutta, Neil . In: American Economic Review. RePEc:aea:aecrev:v:106:y:2016:i:7:p:1742-74.

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2016Bailouts, Time Inconsistency, and Optimal Regulation: A Macroeconomic View. (2016). Kehoe, Patrick ; Chari, V V. In: American Economic Review. RePEc:aea:aecrev:v:106:y:2016:i:9:p:2458-93.

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

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

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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.

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2016Asset Pricing with Idiosyncratic Shocks. (2016). Srisuksai, Pithak ; Vanitcharearntham, Vimut . In: Applied Economics Journal. RePEc:aej:apecjn:v:23:y:2016:i:1:p:35-58.

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2016Efficiency, non-linearity and chaos: evidences from BRICS foreign exchange markets. (2016). Kumar, Anoop S ; Kamaiah, Bandi . In: Theoretical and Applied Economics. RePEc:agr:journl:v:xxiii:y:2016:i:1(606):p:103-118.

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2016Optimal Consumption under Habit Formation In Markets with Transaction Costs and Random Endowments. (2016). Yu, Xiang . In: Papers. RePEc:arx:papers:1408.1382.

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2016Capital Valuation Adjustment and Funding Valuation Adjustment. (2016). Albanese, Claudio ; Cr, St'Ephane ; Caenazzo, Simone . In: Papers. RePEc:arx:papers:1603.03012.

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2016Contagion and Stability in Financial Networks. (2016). Mousavi, Seyyed Mostafa ; Tucker, Alistair ; Mackay, Robert . In: Papers. RePEc:arx:papers:1603.04099.

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2016Robust Factor Models with Explanatory Proxies. (2016). Fan, Jianqing ; Liao, Yuan ; Ke, Yuan. In: Papers. RePEc:arx:papers:1603.07041.

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2016Solving the Equity Risk Premium Puzzle and Inching Towards a Theory of Everything. (2016). Kashyap, Ravi . In: Papers. RePEc:arx:papers:1604.04872.

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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.

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

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2016Predictability Hidden by Anomalous Observations. (2016). Trojani, Fabio ; Scaillet, Olivier ; Camponovo, Lorenzo . In: Papers. RePEc:arx:papers:1612.05072.

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

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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.

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

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2017Heterogeneous Preferences, Constraints, and the Cyclicality of Leverage. (2017). Abbot, Tyler . In: Papers. RePEc:arx:papers:1706.05877.

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2017Surplus-invariant risk measures. (2017). Gao, Niushan ; Munari, Cosimo . In: Papers. RePEc:arx:papers:1707.04949.

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2016Regime Shifts in Excess Stock Return Predictability: An Out-of-Sample Portfolio Analysis. (2016). Guidolin, Massimo ; Pra, Giulia Dal ; Vasile, Fabiola ; Pedio, Manuela . In: BAFFI CAREFIN Working Papers. RePEc:baf:cbafwp:cbafwp1637.

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

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2016Central Bank Transparency and Inflation (Volatility) – New Evidence. (2016). Weber, Christoph S. In: Working Papers. RePEc:bav:wpaper:163_weber.

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

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

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2016Self-fulfilling deflations. (2016). Piazza, Roberto. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1080_16.

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

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2016Changes in Inflation Predictability in Major Latin American Countries. (2016). Daniel, Garces Diaz . In: Working Papers. RePEc:bdm:wpaper:2016-20.

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2016CONSUMPTION-BASED MACROECONOMIC MODELS OF ASSET PRICING THEORY. (2016). Orevi, Marija . In: Economic Annals. RePEc:beo:journl:v:61:y:2016:i:211:p:7-28.

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2016Monetary Policy and the Stock Market: Time-Series Evidence. (2016). Weber, Michael ; Neuhierl, Andreas . In: Working Papers. RePEc:bfi:wpaper:2016-26.

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2016Disaster Risk and Preference Shifts in a New Keynesian Model.. (2016). Szczerbowicz, Urszula ; Isoré, Marlène. In: Working papers. RePEc:bfr:banfra:614.

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2016Financial globalisation and monetary independence. (2016). Disyatat, Piti ; Rungcharoenkitkul, Phurichai . In: BIS Papers chapters. RePEc:bis:bisbpc:88-14.

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2016Expectations and investment. (2016). Shleifer, Andrei ; Gennaioli, Nicola ; Ma, Yueran . In: BIS Working Papers. RePEc:bis:biswps:562.

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2016Intuitive and reliable estimates of the output gap from a Beveridge-Nelson filter. (2016). Wong, Benjamin ; Morley, James ; Kamber, Gunes. In: BIS Working Papers. RePEc:bis:biswps:584.

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2016Adding it all up: the macroeconomic impact of Basel II and outstanding reform issues. (2016). Lewrick, Ulf ; Fender, Ingo. In: BIS Working Papers. RePEc:bis:biswps:591.

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2016Buffer-stock saving and households response to income shocks. (2016). Koeniger, Winfried ; Fella, Giulio ; Frache, Serafin . In: Documentos de trabajo. RePEc:bku:doctra:2016001.

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2016A Closed-form Solution of a Two-sector Endogenous Growth Model with Habit Formation. (2016). Viaşu, Ioana ; Chilarescu, Constantin. In: Australian Economic Papers. RePEc:bla:ausecp:v:55:y:2016:i:2:p:112-127.

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2016Anticipated consumption and its impact on capital accumulation and growth: “Forward-looking” versus “backward-looking” consumption reference. (2016). Turnovsky, Stephen J ; Monteiro, Goncalo. In: International Journal of Economic Theory. RePEc:bla:ijethy:v:12:y:2016:i:3:p:203-232.

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2016Information in the Term Structure of Yield Curve Volatility. (2016). Cieslak, Anna ; Povala, Pavol . In: Journal of Finance. RePEc:bla:jfinan:v:71:y:2016:i:3:p:1393-1436.

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2016When preferences for a stable interest rate become self-defeating. (2016). Alstadheim, Ragna ; Roisland, Oistein. In: Working Paper. RePEc:bno:worpap:2016_08.

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

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2016Financial Markets, Banks Cost of Funding, and Firms Decisions: Lessons from Two Crises. (2016). Schiantarelli, Fabio ; Brancati, Emanuele ; Balduzzi, Pierluigi . In: Boston College Working Papers in Economics. RePEc:boc:bocoec:824.

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

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2016The Demand for Divisia Money: Theory and Evidence. (2016). Ireland, Peter ; Belongia, Michael. In: Boston College Working Papers in Economics. RePEc:boc:bocoec:937.

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2016The macroeconomic shock with the highest price of risk. (2016). Pinter, Gabor. In: Bank of England working papers. RePEc:boe:boeewp:0616.

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2016Overseas unspanned factors and domestic bond returns. (2016). Raczko, Marek ; Spencer, Peter ; Meldrum, Andrew . In: Bank of England working papers. RePEc:boe:boeewp:0618.

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2016Unsurprising shocks: information, premia, and the monetary transmission. (2016). Miranda-Agrippino, Silvia. In: Bank of England working papers. RePEc:boe:boeewp:0626.

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

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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.

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

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2016Use of unit root methods in early warning of financial crises. (2016). Virtanen, Timo ; Taipalus, Katja ; Viren, Matti ; Tolo, Eero . In: Research Discussion Papers. RePEc:bof:bofrdp:2016_027.

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2016Forecasting stock market returns by summing the frequency-decomposed parts. (2016). Verona, Fabio ; Faria, Gonçalo. In: Research Discussion Papers. RePEc:bof:bofrdp:2016_029.

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

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

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2016Testing for and estimating structural breaks and other nonlinearities in a dynamic monetary sector. (2016). Ericsson, Neil ; Neil, Ericsson . In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:20:y:2016:i:4:p:377-398:n:6.

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2016The Business Cycles Implications of Fluctuating Long Run Expectations. (2016). Tortorice, Daniel. In: Working Papers. RePEc:brd:wpaper:100.

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2016Bond Return Predictability: Economic Value and Links to the Macroeconomy. (2016). Pettenuzzo, Davide ; Timmermann, Allan ; Gargano, Antonio . In: Working Papers. RePEc:brd:wpaper:75r.

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2016Step away from the zero lower bound: Small open economies in a world of secular stagnation. (2016). Thwaites, Gregory ; Corsetti, Giancarlo ; Wolf, M ; Mavroeidi, E. In: Cambridge Working Papers in Economics. RePEc:cam:camdae:1645.

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2016Macroeconomic Stabilization, Monetary-fiscal Interactions, and Europes monetary Union. (2016). Corsetti, G ; Schmidt, S ; Makowiak, B ; Jarociski, M ; Dedola, L. In: Cambridge Working Papers in Economics. RePEc:cam:camdae:1675.

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2016Forecasting stock market returns by summing the frequency-decomposed parts. (2016). Verona, Fabio ; Faria, Gonçalo. In: Working Papers de Economia (Economics Working Papers). RePEc:cap:wpaper:052016.

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2016Forecasting the equity risk premium with frequency-decomposed predictors. (2016). Verona, Fabio ; Faria, Gonçalo. In: Working Papers de Economia (Economics Working Papers). RePEc:cap:wpaper:062016.

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2016Entrepreneurship and the Business Cycle: Stylized Facts from U.S. Venture Capital Activity. (2016). Khan, Hashmat. In: Carleton Economic Papers. RePEc:car:carecp:16-09.

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2016Disaster recovery and the term structure of dividend strips?. (2016). Marfè, Roberto ; Hasler, Michael . In: Carlo Alberto Notebooks. RePEc:cca:wpaper:458.

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2016Income Insurance and the Equilibrium Term-Structure of Equity. (2016). Marfè, Roberto. In: Carlo Alberto Notebooks. RePEc:cca:wpaper:459.

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2016The Time-Varying Risk of Macroeconomic Disasters. (2016). Penasse, Julien ; Marfè, Roberto ; Marfe, Roberto . In: Carlo Alberto Notebooks. RePEc:cca:wpaper:463.

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2016Monetary Policy Rule, Exchange Rate Regime, and Fiscal Policy Cyclicality in a Developing Oil Economy. (2016). Algozhina, Aliya. In: CERGE-EI Working Papers. RePEc:cer:papers:wp572.

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2016Cash Flow Duration and the Term Structure of Equity Returns. (2016). Weber, Michael. In: CESifo Working Paper Series. RePEc:ces:ceswps:_6043.

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2016Pro-Cyclical Petroleum Investments and Cost Overruns in Norway. (2016). Osmundsen, Petter ; Dahl, Roy ; Lorentzen, Sindre ; Oglend, Atle . In: CESifo Working Paper Series. RePEc:ces:ceswps:_6086.

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2016Buffer-Stock Saving and Households Response to Income Shocks. (2016). Koeniger, Winfried ; Fella, Giulio ; Frache, Serafin . In: CESifo Working Paper Series. RePEc:ces:ceswps:_6144.

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2016Monetary Policy and the Stock Market: Time-Series Evidence. (2016). Weber, Michael ; Neuhierl, Andreas . In: CESifo Working Paper Series. RePEc:ces:ceswps:_6199.

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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.

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

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2016The Collateral Framework of the Eurosystem and Its Fiscal Implications. (2016). Eberl, Jakob Korbinian . In: ifo Beiträge zur Wirtschaftsforschung. RePEc:ces:ifobei:69.

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2016Does Social Proximity Enhance Business Relationships?. (2016). Tumlinson, Justin ; Hegde, Deepak . In: ifo DICE Report. RePEc:ces:ifodic:v:14:y:2016:i:3:p:19255700.

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2016Does Social Proximity Enhance Business Relationships?. (2016). Tumlinson, Justin ; Hegde, Deepak . In: ifo DICE Report. RePEc:ces:ifodic:v:14:y:2016:i:3:p:36-42.

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2016Tracking the Slowdown in Long-Run GDP Growth. (2016). Petrella, Ivan ; Drechsel, Thomas ; Antolin-Diaz, Juan. In: Discussion Papers. RePEc:cfm:wpaper:1604.

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2016On the Mechanics of New Keynesian Models. (2016). Sustek, Roman ; Rupert, Peter. In: Discussion Papers. RePEc:cfm:wpaper:1608.

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2016QE in the future: the central banks balance sheet in a financial crisis. (2016). Reis, Ricardo. In: Discussion Papers. RePEc:cfm:wpaper:1620.

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

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2016Funding Quantitative Easing to Target Inflation. (2016). Reis, Ricardo. In: Discussion Papers. RePEc:cfm:wpaper:1626.

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2016Aggregate Hiring and the Value of Jobs Along the Business Cycle. (2016). Yashiv, Eran. In: Discussion Papers. RePEc:cfm:wpaper:1637.

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

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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.

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

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2016Beliefs Aggregation and Return Predictability. (2016). Obizhaeva, Anna ; Wang, Yajun ; Kyle, Albert S. In: Working Papers. RePEc:cfr:cefirw:w0231.

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2016The response of sovereign bond yields to U.S. monetary policy. (2016). Zakrajsek, Egon ; Gilchrist, Simon ; Yue, Vivian Z ; Zakrajek, Egon . In: Journal Economía Chilena (The Chilean Economy). RePEc:chb:bcchec:v:19:y:2016:i:2:p:102-106.

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2016The Response of Sovereign Bond Yields to U.S. Monetary Policy. (2016). Gilchrist, Simon ; Zakrajek, Egon ; Yue, Vivian Z. In: Central Banking, Analysis, and Economic Policies Book Series. RePEc:chb:bcchsb:v24c08pp257-283.

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2016Aggregate Hiring and the Value of Jobs Along the Business Cycle. (2016). Yashiv, Eran. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:11076.

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2016Pricing Assets in an Economy with Two Types of People. (2016). Farmer, Roger. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:11253.

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2016Consumption Network Effects. (2016). Frederiksen, Anders ; De Giorgi, Giacomo ; DeGiorgi, Giacomo ; Pistaferri, Luigi . In: CEPR Discussion Papers. RePEc:cpr:ceprdp:11332.

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2016QE in the future: the central banks balance sheet in a fiscal crisis. (2016). Reis, Ricardo. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:11381.

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2016Monetary Policy, Financial Conditions, and Financial Stability. (2016). Adrian, Tobias ; Liang, Nellie . In: CEPR Discussion Papers. RePEc:cpr:ceprdp:11394.

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2016Nonlinearity and Flight-to-Safety in the Risk-Return Tradeoff for Stocks and Bonds. (2016). Vogt, Erik ; Crump, Richard ; Adrian, Tobias. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:11401.

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2016Designing Central Banks for Inflation Stability. (2016). Benigno, Pierpaolo. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:11402.

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2016Funding Quantitative Easing to Target Inflation. (2016). Reis, Ricardo. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:11505.

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2016Housing and macroeconomics. (2016). Piazzesi, Monika ; Schneider, Martin . In: CEPR Discussion Papers. RePEc:cpr:ceprdp:11519.

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2016Implications of Return Predictability across Horizons for Asset Pricing Models. (2016). Ortu, Fulvio ; Favero, Carlo ; Yang, Haoxi ; Tamoni, Andrea . In: CEPR Discussion Papers. RePEc:cpr:ceprdp:11645.

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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]
article92
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: 92
paper
2002The Fed and Interest Rates - A High-Frequency Identification In: American Economic Review.
[Full Text][Citation analysis]
article124
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: 124
paper
2005Bond Risk Premia In: American Economic Review.
[Full Text][Citation analysis]
article365
2002Bond Risk Premia.(2002) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 365
paper
2013Finance: Function Matters, Not Size In: Journal of Economic Perspectives.
[Full Text][Citation analysis]
article7
2013Finance: Function Matters, not Size..(2013) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 7
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]
article14
2010The Squam Lake Report: Fixing the Financial System In: Journal of Applied Corporate Finance.
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1991 Production-Based Asset Pricing and the Link between Stock Returns and Economic Fluctuations. In: Journal of Finance.
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2000Explaining the Poor Performance of Consumption-Based Asset Pricing Models.(2000) In: Scholarly Articles.
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1999Explaining the Poor Performance of Consumption-Based Asset Pricing Models.(1999) In: NBER Working Papers.
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2011Presidential Address: Discount Rates In: Journal of Finance.
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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.
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2001International Risk Sharing is Better Than You Think (or Exchange Rates are Much Too Smooth).(2001) In: Working Papers.
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2004Two Trees In: University of California at Los Angeles, Anderson Graduate School of Management.
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2008Two Trees.(2008) In: Review of Financial Studies.
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2000The Risk and Return of Venture Capital In: University of California at Los Angeles, Anderson Graduate School of Management.
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2005The risk and return of venture capital.(2005) In: Journal of Financial Economics.
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2001The Risk and Return of Venture Capital.(2001) In: NBER Working Papers.
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2003Where is the Market Going: Uncertain Facts and Novel Theories In: Levine's Working Paper Archive.
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1997Where is the market going? Uncertain facts and novel theories.(1997) In: Economic Perspectives.
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1998Where is the Market Going? Uncertain Facts and Novel Theories.(1998) In: NBER Working Papers.
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2003Two Trees: Asset Price Dynamics Induced by Market Clearing In: Levine's Bibliography.
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2004Two Trees: Asset Price Dynamics Induced by Market Clearing.(2004) In: 2004 Meeting Papers.
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2001Long-Term Debt and Optimal Policy in the Fiscal Theory of the Price Level. In: Econometrica.
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1998Long-term Debt and Optimal Policy in the Fiscal Theory of the Price Level.(1998) In: NBER Working Papers.
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1998Long-term Debt and Optimal Policy in the Fiscal Theory of the Price Level.(1998) In: CRSP working papers.
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1994Shocks In: Carnegie-Rochester Conference Series on Public Policy.
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1988Multivariate estimates of the permanent components of GNP and stock prices In: Journal of Economic Dynamics and Control.
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1991A critique of the application of unit root tests In: Journal of Economic Dynamics and Control.
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2014Monetary Policy with Interest on Reserves.(2014) In: NBER Working Papers.
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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.
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2011Understanding policy in the great recession: Some unpleasant fiscal arithmetic In: European Economic Review.
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2010Understanding Policy in the Great Recession: Some Unpleasant Fiscal Arithmetic.(2010) In: NBER Working Papers.
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1991Volatility tests and efficient markets : A review essay In: Journal of Monetary Economics.
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1991Volatility Tests and Efficient Markets: A Review Essay.(1991) In: NBER Working Papers.
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1998What do the VARs mean? Measuring the output effects of monetary policy In: Journal of Monetary Economics.
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1995What do the VARs Mean?: Measuring the Output Effects of Monetary Policy.(1995) In: NBER Working Papers.
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2005Money as stock In: Journal of Monetary Economics.
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2006International risk sharing is better than you think, or exchange rates are too smooth In: Journal of Monetary Economics.
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2009Can learnability save new-Keynesian models? In: Journal of Monetary Economics.
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2009Can Learnability Save New-Keynesian Models?.(2009) In: NBER Working Papers.
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1999New facts in finance In: Economic Perspectives.
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1999New Facts in Finance.(1999) In: NBER Working Papers.
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1999New Facts in Finance.(1999) In: CRSP working papers.
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1999Portfolio advice of a multifactor world In: Economic Perspectives.
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1999Portfolio Advice for a Multifactor World.(1999) In: NBER Working Papers.
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1999Portfolio Advice for a Multifactor World.(1999) In: CRSP working papers.
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2007Commentary on Macroeconomic implications of changes in the term premium In: Review.
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1995By Force of Habit: A Consumption-Based Explanation of Aggregate Stock Market Behavior.(1995) In: NBER Working Papers.
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1994By Force of Habit: A Consumption-Based Explanation of Aggregate Stock Market Behavior.(1994) In: CRSP working papers.
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1990Stopping Inflation in Reforming Socialist Economies: Some Pleasant Socialist Arithmetics. In: Pennsylvania State - Department of Economics.
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1991Inflation Stabilization in Reforming Socialist Economies : the Myth of the Monetary Overhang. In: Pennsylvania State - Department of Economics.
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1991Inflation Stabilization in Reforming Socialist Economies: The Myth of the Monetary Overhang.(1991) In: Comparative Economic Studies.
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2015Conclusions and Solutions In: Book Chapters.
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2012Restoring Sound Economic Policy - Three Views In: Book Chapters.
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2014Toward a Run-free Financial System In: Book Chapters.
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2015A New Structure for U.S. Federal Debt In: Economics Working Papers.
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1992Asset Pricing Explorations for Macroeconomics.(1992) In: NBER Working Papers.
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1999A Frictionless View of U.S. Inflation In: NBER Chapters.
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1998A Frictionless View of U.S. Inflation.(1998) In: NBER Working Papers.
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1998A Frictionless View of U.S. Inflation.(1998) In: CRSP working papers.
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2017Michelson-Morley, Fisher, and Occam: The Radical Implications of Stable Quiet Inflation at the Zero Bound In: NBER Chapters.
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2009Comment on On the Need for a New Approach to Analyzing Monetary Policy In: NBER Chapters.
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2005Financial Markets and the Real Economy In: NBER Working Papers.
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2005Financial Markets and the Real Economy.(2005) In: Foundations and Trends(R) in Finance.
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2006The Dog That Did Not Bark: A Defense of Return Predictability In: NBER Working Papers.
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2008The Dog That Did Not Bark: A Defense of Return Predictability.(2008) In: Review of Financial Studies.
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2007Determinacy and Identification with Taylor Rules In: NBER Working Papers.
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2007Determinacy and Identification with Taylor Rules.(2007) In: NBER Working Papers.
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2011Determinacy and Identification with Taylor Rules.(2011) In: Journal of Political Economy.
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2011Discount Rates In: NBER Working Papers.
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2012Continuous-Time Linear Models In: NBER Working Papers.
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2012Continuous-Time Linear Models.(2012) In: Foundations and Trends(R) in Finance.
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2016Stepping on a Rake: the Fiscal Theory of Monetary Policy In: NBER Working Papers.
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1988A Test of Consumption Insurance In: NBER Working Papers.
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1988Production Based Asset Pricing In: NBER Working Papers.
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1989Explaining the Variance of Price Dividend Ratios In: NBER Working Papers.
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1992Explaining the Variance of Price-Dividend Ratios..(1992) In: Review of Financial Studies.
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1989Using Production Based Asset Pricing to Explain the Behavior of Stock Returns Over the Business Cycle In: NBER Working Papers.
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1990Univariate vs. Multivariate Forecasts of GNP Growth and Stock Returns: Evidence and Implications for the Persistence of Shocks, Detrending Methods In: NBER Working Papers.
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1992A Cross-Sectional Test of a Production-Based Asset Pricing Model In: NBER Working Papers.
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1996Beyond Arbitrage: Good-Deal Asset Price Bounds in Incomplete Markets In: NBER Working Papers.
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2000Beyond Arbitrage: Good-Deal Asset Price Bounds in Incomplete Markets.(2000) In: Journal of Political Economy.
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1998Beyond Arbitrage: Good-Deal Asset Price Bounds in Incomplete Markets.(1998) In: CRSP working papers.
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2000Money as Stock: Price Level Determination with no Money Demand In: NBER Working Papers.
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2001A Rehabilitation of Stochastic Discount Factor Methodology In: NBER Working Papers.
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2002Stocks as Money: Convenience Yield and the Tech-Stock Bubble In: NBER Working Papers.
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1994Permanent and Transitory Components of GNP and Stock Prices In: The Quarterly Journal of Economics.
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1996A Cross-Sectional Test of an Investment-Based Asset Pricing Model. In: Journal of Political Economy.
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1999Force of Habit: A Consumption-Based Explanation of Aggregate Stock Market Behavior In: Journal of Political Economy.
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2001Review of Peter M. Garber, Famous First Bubbles: The Fundamentals of Early Manias In: Journal of Political Economy.
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