John H. Cochrane : Citation Profile


Are you John H. Cochrane?

Stanford University (82% share)
National Bureau of Economic Research (NBER) (9% share)
Stanford University (2% share)
Cato Institute (3% share)

35

H index

50

i10 index

8386

Citations

RESEARCH PRODUCTION:

51

Articles

66

Papers

1

Books

8

Chapters

EDITOR:

2

Books edited

RESEARCH ACTIVITY:

   33 years (1988 - 2021). See details.
   Cites by year: 254
   Journals where John H. Cochrane has often published
   Relations with other researchers
   Recent citing documents: 609.    Total self citations: 46 (0.55 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pco57
   Updated: 2021-11-20    RAS profile: 2021-08-27    
   Missing citations? Add them    Incorrect content? Let us know

Relations with other researchers


Works with:

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

Is cited by:

Zhang, Lu (56)

Bekaert, Geert (51)

Wachter, Jessica (40)

Lettau, Martin (36)

Lustig, Hanno (36)

Van Nieuwerburgh, Stijn (36)

Uhlig, Harald (35)

Piazzesi, Monika (35)

Swanson, Eric (33)

Campbell, John (33)

Sousa, Ricardo (31)

Cites to:

Campbell, John (52)

Shiller, Robert (28)

French, Kenneth (25)

Woodford, Michael (23)

Fama, Eugene (21)

Lucas, Robert (21)

Hansen, Lars (18)

Piazzesi, Monika (16)

Sims, Christopher (14)

Sargent, Thomas (14)

Eichenbaum, Martin (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
Journal of Economic Dynamics and Control3
Review of Financial Studies3
American Economic Review3
Economic Perspectives3
Journal of Applied Corporate Finance2
European Economic Review2
Foundations and Trends(R) in Finance2
Review of Economic Dynamics2
Review2

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 (2021 and 2020)


YearTitle of citing document
2020Predicting bond return predictability. (2020). Thyrsgaard, Martin ; Kjar, Mads M ; Eriksen, Jonas N ; Borup, Daniel. In: CREATES Research Papers. RePEc:aah:create:2020-09.

Full description at Econpapers || Download paper

2021Implied Dividend Volatility and Expected Growth. (2021). Martin, Ian ; Gormsen, Niels J. In: AEA Papers and Proceedings. RePEc:aea:apandp:v:111:y:2021:p:361-65.

Full description at Econpapers || Download paper

2021Trend, Cycles and Chance. (2021). DIEBOLT, Claude. In: Working Papers. RePEc:afc:wpaper:05-21.

Full description at Econpapers || Download paper

2021.

Full description at Econpapers || Download paper

2020(Why) do central banks care about their profits?. (2020). Ioannidou, Vasso ; Goncharov, Igor ; Schmalz, Martin C. In: ECONtribute Discussion Papers Series. RePEc:ajk:ajkdps:018.

Full description at Econpapers || Download paper

2021How Optimistic and Pessimistic Narratives about COVID-19 Impact Economic Behavior. (2021). Rockenbach, Bettina ; Muller, Lara Marie ; Harrs, Soren. In: ECONtribute Discussion Papers Series. RePEc:ajk:ajkdps:091.

Full description at Econpapers || Download paper

2021Consumption smoothing in the working-class households of interwar Japan. (2019). Ogasawara, Kota. In: Papers. RePEc:arx:papers:1807.05737.

Full description at Econpapers || Download paper

2020Stochastic Revealed Preferences with Measurement Error. (2018). Kashaev, Nail ; Aguiar, Victor. In: Papers. RePEc:arx:papers:1810.05287.

Full description at Econpapers || Download paper

2020Factor Investing: Hierarchical Ensemble Learning. (2019). Feng, Guanhao ; He, Jingyu. In: Papers. RePEc:arx:papers:1902.01015.

Full description at Econpapers || Download paper

2020A Nonparametric Dynamic Causal Model for Macroeconometrics. (2019). Shephard, Neil ; Rambachan, Ashesh. In: Papers. RePEc:arx:papers:1903.01637.

Full description at Econpapers || Download paper

2020Semimartingale theory of monotone mean--variance portfolio allocation. (2019). Vcern, Alevs. In: Papers. RePEc:arx:papers:1903.06912.

Full description at Econpapers || Download paper

2020Personalized Robo-Advising: Enhancing Investment through Client Interaction. (2020). Zariphopoulou, Thaleia ; Olafsson, Sveinn ; Capponi, Agostino. In: Papers. RePEc:arx:papers:1911.01391.

Full description at Econpapers || Download paper

2020Bayesian state-space modeling for analyzing heterogeneous network effects of US monetary policy. (2019). Pfarrhofer, Michael ; Hauzenberger, Niko. In: Papers. RePEc:arx:papers:1911.06206.

Full description at Econpapers || Download paper

2020Hopf Bifurcation from new-Keynesian Taylor rule to Ramsey Optimal Policy. (2020). Ralf, Kirsten ; Chatelain, Jean-Bernard. In: Papers. RePEc:arx:papers:2002.07479.

Full description at Econpapers || Download paper

2020Consistent Calibration of Economic Scenario Generators: The Case for Conditional Simulation. (2020). van Beek, Misha. In: Papers. RePEc:arx:papers:2004.09042.

Full description at Econpapers || Download paper

2020The hyperbolic geometry of financial networks. (2020). Nargang, Stephanie ; Keller-Ressel, Martin. In: Papers. RePEc:arx:papers:2005.00399.

Full description at Econpapers || Download paper

2020Regret Theory And Asset Pricing Anomalies In Incomplete Markets With Dynamic Un-Aggregated Preferences. (2020). Nwogugu, Michael. In: Papers. RePEc:arx:papers:2005.01709.

Full description at Econpapers || Download paper

2020Defining an intrinsic stickiness parameter of stock price returns. (2020). Andersen, Jorgen Vitting ; Massad, Naji. In: Papers. RePEc:arx:papers:2005.02351.

Full description at Econpapers || Download paper

2020Forward BSDEs and backward SPDEs for utility maximization under endogenous pricing. (2020). Stadje, Mitja ; Nguyen, Thai. In: Papers. RePEc:arx:papers:2005.04312.

Full description at Econpapers || Download paper

2020Existence and Uniqueness of Recursive Utility Models in $L_p$. (2020). O'Neil, Flint. In: Papers. RePEc:arx:papers:2005.07067.

Full description at Econpapers || Download paper

2021Robust Multiple Stopping -- A Pathwise Duality Approach. (2020). Laeven, Roger ; Stadje, Mitja ; John , . In: Papers. RePEc:arx:papers:2006.01802.

Full description at Econpapers || Download paper

2020Asset Prices and Capital Share Risks: Theory and Evidence. (2020). Ibrahim, Boulis M ; Byrne, Joseph P ; Zong, Xiaoyu. In: Papers. RePEc:arx:papers:2006.14023.

Full description at Econpapers || Download paper

2020Measuring and Managing Carbon Risk in Investment Portfolios. (2020). Roncalli, Thierry ; Sekine, Takaya ; Fr'ed'eric Lepetit, ; le Guenedal, Th'Eo. In: Papers. RePEc:arx:papers:2008.13198.

Full description at Econpapers || Download paper

2021Deep Learning, Predictability, and Optimal Portfolio Returns. (2020). Baruník, Jozef ; Babiak, Mykola. In: Papers. RePEc:arx:papers:2009.03394.

Full description at Econpapers || Download paper

2020Retirement decision and optimal consumption-investment under addictive habit persistence. (2020). Yuan, Fengyi ; Liang, Zongxia ; Guan, Guohui. In: Papers. RePEc:arx:papers:2011.10166.

Full description at Econpapers || Download paper

2021Market-consistent pricing with acceptable risk. (2020). Munari, Cosimo ; Arduca, Maria. In: Papers. RePEc:arx:papers:2012.08351.

Full description at Econpapers || Download paper

2021The Great Equalizer: Medicare and the Geography of Consumer Financial Strain. (2021). Wallace, Jacob ; Goldsmith-Pinkham, Paul ; Pinkovskiy, Maxim. In: Papers. RePEc:arx:papers:2102.02142.

Full description at Econpapers || Download paper

2021A Quantile Approach to Asset Pricing Models. (2021). de Vries, Tjeerd. In: Papers. RePEc:arx:papers:2105.08208.

Full description at Econpapers || Download paper

2021Three Remarks On Asset Pricing. (2021). Olkhov, Victor. In: Papers. RePEc:arx:papers:2105.13903.

Full description at Econpapers || Download paper

2021Time Varying Risk in U.S. Housing Sector and Real Estate Investment Trusts Equity Return. (2021). Alam, Masud. In: Papers. RePEc:arx:papers:2107.10455.

Full description at Econpapers || Download paper

2021Bilinear Input Normalization for Neural Networks in Financial Forecasting. (2021). Iosifidis, Alexandros ; Gabbouj, Moncef ; Kanniainen, Juho ; Tran, Dat Thanh. In: Papers. RePEc:arx:papers:2109.00983.

Full description at Econpapers || Download paper

2021Solution to the Equity Premium Puzzle Using the Sufficiency Factor of the Model. (2021). Aras, Atilla. In: Papers. RePEc:arx:papers:2110.14405.

Full description at Econpapers || Download paper

2021The Evolving Causal Structure of Equity Risk Factors. (2021). de Francisci, Gianmarco ; BONCHI, FRANCESCO ; Bajardi, Paolo ; D'Acunto, Gabriele. In: Papers. RePEc:arx:papers:2111.05072.

Full description at Econpapers || Download paper

2021Financial, Absorption and Business Cycles in Selected African Countries. (2021). Yah, Neba Cletus ; Awoutcha, Romuald Fernand. In: International Journal of Social and Administrative Sciences. RePEc:asi:ijosaa:2021:p:14-25.

Full description at Econpapers || Download paper

2020The return on everything and the business cycle in production economies. (2020). Fehrle, Daniel ; Heiberger, Christopher. In: Discussion Paper Series. RePEc:aug:augsbe:0338.

Full description at Econpapers || Download paper

2020The return on everything and the business cycle in production economies. (2020). Fehrle, Daniel ; Heiberger, Christopher. In: Working Papers. RePEc:bav:wpaper:193_fehrleheiberger.

Full description at Econpapers || Download paper

2021Debt-Secular Economic Changes and Bond Yields. (2021). Fontaine, Jean-Sebastien ; Feunou, Bruno. In: Staff Working Papers. RePEc:bca:bocawp:21-14.

Full description at Econpapers || Download paper

2021Tariffs and the Exchange Rate: Evidence from Twitter. (2021). Ruge-Murcia, Francisco ; Matveev, Dmitry. In: Staff Working Papers. RePEc:bca:bocawp:21-36.

Full description at Econpapers || Download paper

2021ARE FISCAL DEFICITS INFLATIONARY IN NIGERIA? NEW EVIDENCE FROM BOUNDS TESTING TO COINTEGRATION WITH STRUCTURAL BREAKS. (2021). Adetokunbo, Abiodun ; Fajobi, Ayinke ; Fasanya, Ismail O. In: Economic Annals. RePEc:beo:journl:v:66:y:2021:i:228:p:123-148.

Full description at Econpapers || Download paper

2020COVID-19 Is Also a Reallocation Shock. (2020). Davis, Steven ; Bloom, Nicholas ; Barrero, Jose Maria. In: Working Papers. RePEc:bfi:wpaper:2020-59.

Full description at Econpapers || Download paper

2020Public Liquidity Demand and Central Bank Independence. (2020). Mengus, Eric ; Barthélemy, Jean ; Plantin, Guillaume. In: Working papers. RePEc:bfr:banfra:747.

Full description at Econpapers || Download paper

2020Risk Sharing in Europe: New Empirical Evidence on the Capital Markets Channel. (2020). Caroline, Clerc ; Jean-Baptiste, Gosse ; Gilles, Dufrenot . In: Working papers. RePEc:bfr:banfra:781.

Full description at Econpapers || Download paper

2021No country is an island. International cooperation and climate change.. (2021). Pagliari, Maria Sole ; Massimo, Ferrari. In: Working papers. RePEc:bfr:banfra:815.

Full description at Econpapers || Download paper

2021Debt-Stabilizing Properties of GDP-Linked Securities: A Macro-Finance Perspective. (2021). Sahuc, Jean-Guillaume ; Renne, Jean-Paul ; Mouabbi, Sarah. In: Working papers. RePEc:bfr:banfra:844.

Full description at Econpapers || Download paper

2021Testing external habits in an asset pricing model. (2021). Goenka, Aditya ; D'Addona, Stefano ; Boschi, Melisso . In: Discussion Papers. RePEc:bir:birmec:21-11.

Full description at Econpapers || Download paper

2021Fiscal and monetary policy interactions in a low interest rate world. (2021). Orphanides, Athanasios ; Mojon, Benoit ; Lombardi, Marco ; Hofmann, Boris. In: BIS Working Papers. RePEc:bis:biswps:954.

Full description at Econpapers || Download paper

2021Joined at the hip: monetary and fiscal policy in a liquidity-dependent world. (2021). Velasco, Andres ; Calvo, Guillermo. In: BIS Working Papers. RePEc:bis:biswps:967.

Full description at Econpapers || Download paper

2020Asset pricing and energy consumption risk. (2020). Lan, Yihui ; Lim, Ashley ; Treepongkaruna, Sirimon. In: Accounting and Finance. RePEc:bla:acctfi:v:60:y:2020:i:4:p:3813-3850.

Full description at Econpapers || Download paper

2020Cash holdings, costly financing and the q theory of returns. (2020). Galpin, Neal . In: Accounting and Finance. RePEc:bla:acctfi:v:60:y:2020:i:s1:p:1149-1174.

Full description at Econpapers || Download paper

2021Is the ex?ante equity risk premium always positive? Evidence from a new conditional expectations model. (2021). faff, robert ; Hoang, Khoa. In: Accounting and Finance. RePEc:bla:acctfi:v:61:y:2021:i:1:p:95-124.

Full description at Econpapers || Download paper

2020Does fiscal tightening (loosening) reduce public debt?. (2020). Abubakar, Attahir Babaji. In: African Development Review. RePEc:bla:afrdev:v:32:y:2020:i:4:p:528-539.

Full description at Econpapers || Download paper

2020Intranational Consumption Risk Sharing in South Korea: 2000–2016. (2020). Ko, Joongsan. In: Asian Economic Journal. RePEc:bla:asiaec:v:34:y:2020:i:1:p:29-49.

Full description at Econpapers || Download paper

2021The role of public debt on economic growth with capital loss. (2021). Tran, Nhat Thien. In: Australian Economic Papers. RePEc:bla:ausecp:v:60:y:2021:i:2:p:308-327.

Full description at Econpapers || Download paper

2020Idiosyncratic momentum and the cross‐section of stock returns: Further evidence. (2020). Lin, QI. In: European Financial Management. RePEc:bla:eufman:v:26:y:2020:i:3:p:579-627.

Full description at Econpapers || Download paper

2020Consumption, asset wealth, equity premium, term spread, and flight to quality. (2020). Sousa, Ricardo ; Costantini, Mauro. In: European Financial Management. RePEc:bla:eufman:v:26:y:2020:i:3:p:778-807.

Full description at Econpapers || Download paper

2020Religion and venture investing: A cross‐country analysis. (2020). Tang, Zhenyang ; Maung, Min ; Xu, Xiaowei. In: The Financial Review. RePEc:bla:finrev:v:55:y:2020:i:3:p:433-460.

Full description at Econpapers || Download paper

2020Decomposing the VIX: Implications for the predictability of stock returns. (2020). Chow, Victor K ; Li, Jingrui ; Jiang, Wanjun. In: The Financial Review. RePEc:bla:finrev:v:55:y:2020:i:4:p:645-668.

Full description at Econpapers || Download paper

2020Taming the Factor Zoo: A Test of New Factors. (2020). Xiu, Dacheng ; Giglio, Stefano ; Feng, Guanhao. In: Journal of Finance. RePEc:bla:jfinan:v:75:y:2020:i:3:p:1327-1370.

Full description at Econpapers || Download paper

2020What Drives Anomaly Returns?. (2020). Tetlock, Paul C ; Lochstoer, Lars A. In: Journal of Finance. RePEc:bla:jfinan:v:75:y:2020:i:3:p:1417-1455.

Full description at Econpapers || Download paper

2020Consumption Fluctuations and Expected Returns. (2020). Priestley, Richard ; Moller, Stig V ; Atanasov, Victoria. In: Journal of Finance. RePEc:bla:jfinan:v:75:y:2020:i:3:p:1677-1713.

Full description at Econpapers || Download paper

2020What Matters to Individual Investors? Evidence from the Horses Mouth. (2020). Choi, James ; Robertson, Adriana Z. In: Journal of Finance. RePEc:bla:jfinan:v:75:y:2020:i:4:p:1965-2020.

Full description at Econpapers || Download paper

2020Cash Flow News and Stock Price Dynamics. (2020). Pettenuzzo, Davide ; Sabbatucci, Riccardo ; Timmermann, Allan. In: Journal of Finance. RePEc:bla:jfinan:v:75:y:2020:i:4:p:2221-2270.

Full description at Econpapers || Download paper

2020Low‐Risk Anomalies?. (2020). Zechner, Josef ; Wagner, Christian ; Schneider, Paul. In: Journal of Finance. RePEc:bla:jfinan:v:75:y:2020:i:5:p:2673-2718.

Full description at Econpapers || Download paper

2020A Macrofinance View of U.S. Sovereign CDS Premiums. (2020). Chernov, Mikhail ; Schneider, Andres ; Schmid, Lukas. In: Journal of Finance. RePEc:bla:jfinan:v:75:y:2020:i:5:p:2809-2844.

Full description at Econpapers || Download paper

2020Sovereign Debt Portfolios, Bond Risks, and the Credibility of Monetary Policy. (2020). Pflueger, Carolin E ; Du, Wenxin ; Schreger, Jesse. In: Journal of Finance. RePEc:bla:jfinan:v:75:y:2020:i:6:p:3097-3138.

Full description at Econpapers || Download paper

2020Shortfall aversion. (2020). Ren, Dan ; Huberman, Gur ; Guasoni, Paolo. In: Mathematical Finance. RePEc:bla:mathfi:v:30:y:2020:i:3:p:869-920.

Full description at Econpapers || Download paper

2020Estimating Excess Sensitivity and Habit Persistence in Consumption Using Greenbook Forecasts. (2020). Kishor, N ; Bhatt, Vipul ; Marfatia, Hardik. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:82:y:2020:i:2:p:257-284.

Full description at Econpapers || Download paper

2020Government consumption, government debt and economic growth. (2020). YILMAZKUDAY, HAKAN ; Ghourchian, Shahrzad. In: Review of Development Economics. RePEc:bla:rdevec:v:24:y:2020:i:2:p:589-605.

Full description at Econpapers || Download paper

2020Risk and Returns of Income Producing Properties: Core versus Noncore. (2020). Thibodeau, Thomas G ; Peng, Liang ; Gang, Jianhua. In: Real Estate Economics. RePEc:bla:reesec:v:48:y:2020:i:2:p:476-503.

Full description at Econpapers || Download paper

2020Dissecting interbank risk using basis swap spreads. (2020). Serrano, Pedro ; Ruiz, Jesus ; Petit, Nuria ; Lafuente, Juan Angel. In: The World Economy. RePEc:bla:worlde:v:43:y:2020:i:3:p:729-757.

Full description at Econpapers || Download paper

2021General Doubly Robust Identification and Estimation. (2019). Lewbel, Arthur ; Choi, Jin-Young ; Zhou, Zhuzhu. In: Boston College Working Papers in Economics. RePEc:boc:bocoec:1003.

Full description at Econpapers || Download paper

2021Risky Business Cycles. (2021). Valchev, Rosen ; Chahrour, Ryan ; Candian, Giacomo ; Basu, Susanto. In: Boston College Working Papers in Economics. RePEc:boc:bocoec:1029.

Full description at Econpapers || Download paper

2020A shadow rate without a lower bound constraint. (2020). Ristiniemi, Annukka ; De Rezende, Rafael. In: Bank of England working papers. RePEc:boe:boeewp:0864.

Full description at Econpapers || Download paper

2021Monetary policy surprises and their transmission through term premia and expected interest rates. (2021). Sustek, Roman ; Mumtaz, Haroon ; Kaminska, Iryna. In: Bank of England working papers. RePEc:boe:boeewp:0914.

Full description at Econpapers || Download paper

2020The effects of conventional and unconventional monetary policy : identification through the yield curve. (2020). Nelimarkka, Jaakko ; Kortela, Tomi . In: Research Discussion Papers. RePEc:bof:bofrdp:2020_003.

Full description at Econpapers || Download paper

2020Monetary policy and stock market valuation. (2020). Laine, Olli-Matti. In: Research Discussion Papers. RePEc:bof:bofrdp:2020_016.

Full description at Econpapers || Download paper

2021Supplementary Paper Series for the Assessment (1): The Effects of the Bank of Japans ETF Purchases on Risk Premia in the Stock Markets. (2021). Adachi, KO ; Kitamura, Tomiyuki ; Hiraki, Kazuhiro. In: Bank of Japan Working Paper Series. RePEc:boj:bojwps:wp21e03.

Full description at Econpapers || Download paper

2021Unconventional Monetary Policy in the Euro Area: A Tale of Three Shocks. (2021). Marsi, Antonio ; Fanelli, Luca. In: Working Papers. RePEc:bol:bodewp:wp1164.

Full description at Econpapers || Download paper

2021A Test of Neo-Fisherism: 1964–2019. (2021). Joshua, Hall ; Peter, Bias. In: The B.E. Journal of Macroeconomics. RePEc:bpj:bejmac:v:21:y:2021:i:1:p:221-251:n:8.

Full description at Econpapers || Download paper

2021Maximum Entropy Analysis of Consumption-based Capital Asset Pricing Model and Volatility. (2021). Yi, Mao Millie ; Aman, Ullah ; Tae-Hwy, Lee . In: Journal of Econometric Methods. RePEc:bpj:jecome:v:10:y:2021:i:1:p:1-19:n:2.

Full description at Econpapers || Download paper

2020Temporal aggregation of random walk processes and implications for economic analysis. (2020). Ivan, Paya ; Yamin, Ahmad. In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:24:y:2020:i:2:p:20:n:4.

Full description at Econpapers || Download paper

2020A wavelet-based variance ratio unit root test for a system of equations. (2020). Kristofer, Mnsson ; Ghazi, Shukur ; Aziz, Ali Abdul. In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:24:y:2020:i:3:p:16:n:2.

Full description at Econpapers || Download paper

2020A wavelet-based variance ratio unit root test for a system of equations. (2020). Kristofer, Mnsson ; Ghazi, Shukur ; Aziz, Ali Abdul. In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:24:y:2020:i:3:p:16:n:3.

Full description at Econpapers || Download paper

2021Venture Capital Booms and Startup Financing. (2021). Nanda, Ramana ; Rhodes-Kropf, M ; Janeway, W. In: Cambridge Working Papers in Economics. RePEc:cam:camdae:2147.

Full description at Econpapers || Download paper

2020Monetary Consequences of Fiscal Stress in a Game Theoretic Framework. (2020). Hoang, Viet Anh ; Nguyen, Dat Thanh. In: Journal of Central Banking Theory and Practice. RePEc:cbk:journl:v:9:y:2020:i:si:p:125-164.

Full description at Econpapers || Download paper

2021Governmental Risk Taking Under Market Imperfections: Working Paper 2021-07. (2021). Falkenheim, Michael. In: Working Papers. RePEc:cbo:wpaper:57255.

Full description at Econpapers || Download paper

2020Transactions Costs and the Equity Premium Puzzle. (2020). Hong, Sanghyun. In: Working Papers in Economics. RePEc:cbt:econwp:20/16.

Full description at Econpapers || Download paper

2020Dynamic Equity Slope. (2020). Marfè, Roberto ; Zucchi, Francesca ; Colonnello, Stefano ; Breugem, Matthijs. In: Carlo Alberto Notebooks. RePEc:cca:wpaper:626.

Full description at Econpapers || Download paper

2020Estimating Household Welfare from Disaggregate Expenditures. (2019). Ligon, Ethan . In: Department of Agricultural & Resource Economics, UC Berkeley, Working Paper Series. RePEc:cdl:agrebk:qt3ts0g5tn.

Full description at Econpapers || Download paper

2020Deep Learning, Predictability, and Optimal Portfolio Returns. (2020). Baruník, Jozef ; Babiak, Mykola. In: CERGE-EI Working Papers. RePEc:cer:papers:wp677.

Full description at Econpapers || Download paper

2020An Efficiency-Wage Model with Habit Concerns about Wages. (2020). Goerke, Laszlo. In: CESifo Working Paper Series. RePEc:ces:ceswps:_8428.

Full description at Econpapers || Download paper

2021Manufacturing Risk-Free Government Debt. (2021). Xiaolan, Mindy Z ; van Nieuwerburgh, Stijn ; Lustig, Hanno ; Jiang, Zhengyang. In: CESifo Working Paper Series. RePEc:ces:ceswps:_8902.

Full description at Econpapers || Download paper

2021Measuring Market Expectations. (2021). Baumeister, Christiane. In: CESifo Working Paper Series. RePEc:ces:ceswps:_9305.

Full description at Econpapers || Download paper

2020Measuring Systemic Risk: A Quantile Factor Analysis. (2020). Sagner, Andres. In: Working Papers Central Bank of Chile. RePEc:chb:bcchwp:874.

Full description at Econpapers || Download paper

2020High Dimensional Quantile Factor Analysis. (2020). Sagner, Andres. In: Working Papers Central Bank of Chile. RePEc:chb:bcchwp:886.

Full description at Econpapers || Download paper

2020The Whip and the Bible: Punishment Versus Internalization. (2020). Dutta, Rohan ; Levine, David K ; Modica, Salvatore. In: Levine's Working Paper Archive. RePEc:cla:levarc:11694000000000024.

Full description at Econpapers || Download paper

2020Econometric Foundations of the Great Ratios of Economics. (2020). Harding, Don. In: Centre of Policy Studies/IMPACT Centre Working Papers. RePEc:cop:wpaper:g-300.

Full description at Econpapers || Download paper

2021Frictions financières et Dynamique macroéconomique : Examen des régularités cycliques. (2021). Katuala, Henock M. In: Dynare Working Papers. RePEc:cpm:dynare:066.

Full description at Econpapers || Download paper

2020Art as an Asset: Evidence from Keynes the Collector. (2020). Dimson, Elroy ; Chambers, David. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:14357.

Full description at Econpapers || Download paper

2020Reclassification Risk in the Small Group Health Insurance Market. (2020). lo Sasso, Anthony ; Gowrisankaran, Gautam ; Fleitas, Sebastian . In: CEPR Discussion Papers. RePEc:cpr:ceprdp:14394.

Full description at Econpapers || Download paper

2020Asset Pricing vs Asset Expected Returning in Factor-Portfolio Models. (2020). Favero, Carlo A ; Melone, Alessandro. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:14417.

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]
article101
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: 101
paper
2002The Fed and Interest Rates - A High-Frequency Identification In: American Economic Review.
[Full Text][Citation analysis]
article212
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: 212
paper
2005Bond Risk Premia In: American Economic Review.
[Full Text][Citation analysis]
article375
2002Bond Risk Premia.(2002) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 375
paper
2013Finance: Function Matters, Not Size In: Journal of Economic Perspectives.
[Full Text][Citation analysis]
article26
2013Finance: Function Matters, not Size..(2013) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 26
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]
article26
2011HOW DID PAUL KRUGMAN GET IT SO WRONG?-super-1 In: Economic Affairs.
[Citation analysis]
article25
2010The Squam Lake Report: Fixing the Financial System In: Journal of Applied Corporate Finance.
[Full Text][Citation analysis]
article108
2010The Squam Lake Report: Fixing the Financial System.(2010) In: Economics Books.
[Citation analysis]
This paper has another version. Agregated cites: 108
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]
article6
1991 Production-Based Asset Pricing and the Link between Stock Returns and Economic Fluctuations. In: Journal of Finance.
[Full Text][Citation analysis]
article286
2000Explaining the Poor Performance of Consumption?based Asset Pricing Models In: Journal of Finance.
[Full Text][Citation analysis]
article126
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: 126
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: 126
paper
2011Presidential Address: Discount Rates In: Journal of Finance.
[Citation analysis]
article420
2014A Mean-Variance Benchmark for Intertemporal Portfolio Theory In: Journal of Finance.
[Full Text][Citation analysis]
article21
2013A Mean-Variance Benchmark for Intertemporal Portfolio Theory.(2013) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 21
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]
paper14
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: 14
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: 14
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]
paper246
2005The risk and return of venture capital.(2005) In: Journal of Financial Economics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 246
article
2001The Risk and Return of Venture Capital.(2001) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 246
paper
2003Where is the Market Going: Uncertain Facts and Novel Theories In: Levine's Working Paper Archive.
[Full Text][Citation analysis]
paper77
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: 77
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: 77
paper
2001Long-Term Debt and Optimal Policy in the Fiscal Theory of the Price Level. In: Econometrica.
[Citation analysis]
article194
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: 194
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: 194
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]
article31
1991A critique of the application of unit root tests In: Journal of Economic Dynamics and Control.
[Full Text][Citation analysis]
article149
2014Monetary policy with interest on reserves In: Journal of Economic Dynamics and Control.
[Full Text][Citation analysis]
article50
2014Monetary Policy with Interest on Reserves.(2014) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 50
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]
article127
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: 127
paper
1991Volatility tests and efficient markets : A review essay In: Journal of Monetary Economics.
[Full Text][Citation analysis]
article81
1991Volatility Tests and Efficient Markets: A Review Essay.(1991) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 81
paper
1998What do the VARs mean? Measuring the output effects of monetary policy In: Journal of Monetary Economics.
[Full Text][Citation analysis]
article107
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: 107
paper
2005Money as stock In: Journal of Monetary Economics.
[Full Text][Citation analysis]
article60
2006International risk sharing is better than you think, or exchange rates are too smooth In: Journal of Monetary Economics.
[Full Text][Citation analysis]
article111
2009Can learnability save new-Keynesian models? In: Journal of Monetary Economics.
[Full Text][Citation analysis]
article26
2009Can Learnability Save New-Keynesian Models?.(2009) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 26
paper
1999New facts in finance In: Economic Perspectives.
[Full Text][Citation analysis]
article123
1999New Facts in Finance.(1999) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 123
paper
1999New Facts in Finance.(1999) In: CRSP working papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 123
paper
1999Portfolio advice of a multifactor world In: Economic Perspectives.
[Full Text][Citation analysis]
article47
1999Portfolio Advice for a Multifactor World.(1999) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 47
paper
1999Portfolio Advice for a Multifactor World.(1999) In: CRSP working papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 47
paper
2020Strategic Review and Beyond: Rethinking Monetary Policy and Independence In: Review.
[Full Text][Citation analysis]
article0
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]
paper1889
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: 1889
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: 1889
paper
1999Force of Habit: A Consumption-Based Explanation of Aggregate Stock Market Behavior.(1999) In: Journal of Political Economy.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 1889
article
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: 1889
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
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]
chapter4
2015A New Structure for U.S. Federal Debt In: Economics Working Papers.
[Full Text][Citation analysis]
paper1
2016The Habit Habit In: Economics Working Papers.
[Full Text][Citation analysis]
paper0
1992Asset Pricing Explorations for Macroeconomics In: NBER Chapters.
[Full Text][Citation analysis]
chapter164
1992Asset Pricing Explorations for Macroeconomics.(1992) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 164
paper
1999A Frictionless View of US Inflation In: NBER Chapters.
[Full Text][Citation analysis]
chapter113
1998A Frictionless View of U.S. Inflation.(1998) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 113
paper
1998A Frictionless View of U.S. Inflation.(1998) In: CRSP working papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 113
paper
2017Michelson-Morley, Fisher, and Occam: The Radical Implications of Stable Quiet Inflation at the Zero Bound In: NBER Chapters.
[Citation analysis]
chapter13
2009Comment on On the Need for a New Approach to Analyzing Monetary Policy In: NBER Chapters.
[Full Text][Citation analysis]
chapter0
2003Two Trees: Asset Price Dynamics Induced by Market Clearing In: NBER Working Papers.
[Full Text][Citation analysis]
paper3
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: 3
paper
2005Financial Markets and the Real Economy In: NBER Working Papers.
[Full Text][Citation analysis]
paper63
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: 63
article
2006The Dog That Did Not Bark: A Defense of Return Predictability In: NBER Working Papers.
[Full Text][Citation analysis]
paper370
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: 370
article
2007Determinacy and Identification with Taylor Rules In: NBER Working Papers.
[Full Text][Citation analysis]
paper275
2007Determinacy and Identification with Taylor Rules.(2007) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 275
paper
2011Determinacy and Identification with Taylor Rules.(2011) In: Journal of Political Economy.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 275
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
2019The Fiscal Roots of Inflation In: NBER Working Papers.
[Full Text][Citation analysis]
paper1
The fiscal root of inflation.() In: Review of Economic Dynamics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 1
article
2019The Value of Government Debt In: NBER Working Papers.
[Full Text][Citation analysis]
paper0
1988A Test of Consumption Insurance In: NBER Working Papers.
[Full Text][Citation analysis]
paper3
2019Rethinking Production Under Uncertainty In: NBER Working Papers.
[Full Text][Citation analysis]
paper0
2020A Fiscal Theory of Monetary Policy with Partially-Repaid Long-Term Debt In: NBER Working Papers.
[Full Text][Citation analysis]
paper2
A fiscal theory of monetary policy with partially repaid long-term debt.() In: Review of Economic Dynamics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 2
article
1988Production Based Asset Pricing In: NBER Working Papers.
[Full Text][Citation analysis]
paper35
2021Portfolios for Long-Term Investors In: NBER Working Papers.
[Full Text][Citation analysis]
paper3
1989Explaining the Variance of Price Dividend Ratios In: NBER Working Papers.
[Full Text][Citation analysis]
paper144
1992Explaining the Variance of Price-Dividend Ratios..(1992) In: Review of Financial Studies.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 144
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]
paper97
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: 97
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: 97
paper
2000Money as Stock: Price Level Determination with no Money Demand In: NBER Working Papers.
[Full Text][Citation analysis]
paper34
2001A Rehabilitation of Stochastic Discount Factor Methodology In: NBER Working Papers.
[Full Text][Citation analysis]
paper7
2002Stocks as Money: Convenience Yield and the Tech-Stock Bubble In: NBER Working Papers.
[Full Text][Citation analysis]
paper38
1994Permanent and Transitory Components of GNP and Stock Prices In: The Quarterly Journal of Economics.
[Full Text][Citation analysis]
article275
2010Introduction In: Introductory Chapters.
[Full Text][Citation analysis]
chapter0
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]
paper15
2014Challenges for Cost-Benefit Analysis of Financial Regulation In: The Journal of Legal Studies.
[Full Text][Citation analysis]
article16
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]
article94
1996A Cross-Sectional Test of an Investment-Based Asset Pricing Model. In: Journal of Political Economy.
[Full Text][Citation analysis]
article344
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]
article558
1991A Simple Test of Consumption Insurance. In: Journal of Political Economy.
[Full Text][Citation analysis]
article509

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated March, 2 2021. Contact: CitEc Team