John H. Cochrane : Citation Profile

Hoover Institution on War Revolution & Peace (82% share)
National Bureau of Economic Research (NBER) (9% share)
Stanford University (2% share)
Cato Institute (3% share)

38

H index

54

i10 index

12056

Citations

RESEARCH PRODUCTION:

52

Articles

71

Papers

1

Books

8

Chapters

EDITOR:

2

Books edited

RESEARCH ACTIVITY:

   37 years (1988 - 2025). See details.
   Cites by year: 325
   Journals where John H. Cochrane has often published
   Relations with other researchers
   Recent citing documents: 480.    Total self citations: 53 (0.44 %)

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   Permalink: http://citec.repec.org/pco57
   Updated: 2025-11-22    RAS profile: 2025-04-24    
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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 (66)

Bekaert, Geert (64)

Lettau, Martin (64)

Van Nieuwerburgh, Stijn (51)

Lustig, Hanno (50)

Wachter, Jessica (47)

Swanson, Eric (44)

Schrimpf, Andreas (44)

Nagel, Stefan (44)

Campbell, John (43)

Uhlig, Harald (42)

Cites to:

Campbell, John (89)

Shiller, Robert (42)

Fama, Eugene (33)

Hansen, Lars (32)

French, Kenneth (32)

Woodford, Michael (29)

Piazzesi, Monika (24)

Lucas, Robert (24)

Eichenbaum, Martin (18)

Christiano, Lawrence (17)

Sargent, Thomas (16)

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
Economic Perspectives3
American Economic Review3
The Review of Financial Studies3
Review of Economic Dynamics3
Review2
European Economic Review2
Foundations and Trends(R) in Finance2
Journal of Applied Corporate Finance2

Working Papers Series with more than one paper published# docs
NBER Working Papers / National Bureau of Economic Research, Inc51
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 (2025 and 2024)

YearTitle of citing document
2024Severe Health Shocks and Financial Well-Being. (2024). Roth, Paula ; Molin, Elin ; Majlesi, Kaveh. In: CINCH Working Paper Series (since 2020). RePEc:ajt:wcinch:82497.

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2024Revisiting the determinacy on New Keynesian Models: A survey. (2024). Boix, Alberto F ; Moreiras, Adri'An Segura. In: Papers. RePEc:arx:papers:1712.03681.

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2024Consumption smoothing in the working-class households of interwar Japan. (2024). Ogasawara, Kota. In: Papers. RePEc:arx:papers:1807.05737.

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2025When do common time series estimands have nonparametric causal meaning?. (2025). Shephard, Neil ; Rambachan, Ashesh. In: Papers. RePEc:arx:papers:1903.01637.

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2024Utility maximization under endogenous pricing. (2024). Nguyen, Thai ; Stadje, Mitja. In: Papers. RePEc:arx:papers:2005.04312.

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2024Retirement decision with addictive habit persistence in a jump diffusion market. (2024). Liang, Zongxia ; Guan, Guohui ; Yuan, Fengyi. In: Papers. RePEc:arx:papers:2011.10166.

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2024Three Remarks On Asset Pricing. (2024). Olkhov, Victor. In: Papers. RePEc:arx:papers:2105.13903.

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2024Money Creation and Banking: Theory and Evidence. (2024). Lee, Heon. In: Papers. RePEc:arx:papers:2109.15096.

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2025Semiparametric Conditional Factor Models in Asset Pricing. (2025). Roussanov, Nikolai ; Wang, Xiaoliang ; Chen, Qihui. In: Papers. RePEc:arx:papers:2112.07121.

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2024$\rho$-arbitrage and $\rho$-consistent pricing for star-shaped risk measures. (2024). Khan, Nazem ; Herdegen, Martin. In: Papers. RePEc:arx:papers:2202.07610.

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2025Option Pricing with Time-Varying Volatility Risk Aversion. (2025). Hansen, Peter ; Tong, Chen. In: Papers. RePEc:arx:papers:2204.06943.

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2024Do t-Statistic Hurdles Need to be Raised?. (2024). Chen, Andrew Y. In: Papers. RePEc:arx:papers:2204.10275.

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2024A mean field game approach to equilibrium consumption under external habit formation. (2024). Yu, Xiang ; Wang, Shihua ; Bo, Lijun. In: Papers. RePEc:arx:papers:2206.13341.

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2024Beta-Sorted Portfolios. (2024). Crump, Richard ; Cattaneo, Matias ; Wang, Weining. In: Papers. RePEc:arx:papers:2208.10974.

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2024The Elasticity of Quantitative Investment. (2024). Davis, Carter. In: Papers. RePEc:arx:papers:2303.14533.

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2025The Dynamic Persistence of Economic Shocks. (2023). Vacha, Lukas ; Baruník, Jozef ; Barunik, Jozef. In: Papers. RePEc:arx:papers:2306.01511.

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2025Consumption Partial Insurance in the Presence of Tail Income Risk. (2025). Theloudis, Alexandros ; Ghosh, Anisha. In: Papers. RePEc:arx:papers:2306.13208.

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2025High-Throughput Asset Pricing. (2024). Dim, Chukwuma ; Chen, Andrew Y. In: Papers. RePEc:arx:papers:2311.10685.

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2024Asset and Factor Risk Budgeting: A Balanced Approach. (2024). Gu, Olivier ; Cetingoz, Adil Rengim. In: Papers. RePEc:arx:papers:2312.11132.

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2024Reference-dependent asset pricing with a stochastic consumption-dividend ratio. (2024). Yang, Yuting ; He, Xuedong ; Strub, Moris Simon ; de Gennaro, Luca. In: Papers. RePEc:arx:papers:2401.12856.

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2024A Mean Field Game Approach to Relative Investment-Consumption Games with Habit Formation. (2024). Liang, Zongxia ; Zhang, Keyu. In: Papers. RePEc:arx:papers:2401.15659.

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2024Measuring the performance of investments in information security startups: An empirical analysis by cybersecurity sectors using Crunchbase data. (2024). Humbert, Mathias ; Mar, Loic ; David, Dimitri Percia ; Mermoud, Alain. In: Papers. RePEc:arx:papers:2402.04765.

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2024Income Shocks and their Transmission into Consumption. (2024). Theloudis, Alexandros ; Crawley, Edmund. In: Papers. RePEc:arx:papers:2404.12214.

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2024Quantitative Investment Diversification Strategies via Various Risk Models. (2024). Chen, Xilin ; Panda, Prabhu Prasad ; Gharanchaei, Maysam Khodayari. In: Papers. RePEc:arx:papers:2407.01550.

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2024Wild inference for wild SVARs with application to heteroscedasticity-based IV. (2024). Polbin, Andrey ; Karamysheva, Madina ; Gafarov, Bulat ; Skrobotov, Anton. In: Papers. RePEc:arx:papers:2407.03265.

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2024Is the difference between deep hedging and delta hedging a statistical arbitrage?. (2024). Franccois, Pascal ; Gauthier, Genevieve ; Fr'ed'eric Godin, ; Octavio, Carlos. In: Papers. RePEc:arx:papers:2407.14736.

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2024Modeling and Replication of the Prepayment Option of Mortgages including Behavioral Uncertainty. (2024). Oosterlee, Cornelis W ; Grzelak, Lech A ; Perotti, Leonardo. In: Papers. RePEc:arx:papers:2410.21110.

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2024Discrete approximation of risk-based prices under volatility uncertainty. (2024). Blessing, Jonas ; Sgarabottolo, Alessandro ; Kupper, Michael. In: Papers. RePEc:arx:papers:2411.00713.

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2024Investor Sentiment in Asset Pricing Models: A Review of Empirical Evidence. (2024). Lis, Szymon. In: Papers. RePEc:arx:papers:2411.13180.

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2025Mean--Variance Portfolio Selection by Continuous-Time Reinforcement Learning: Algorithms, Regret Analysis, and Empirical Study. (2024). Yu, Xun ; Jia, Yanwei ; Huang, Yilie. In: Papers. RePEc:arx:papers:2412.16175.

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2025Growing the Efficient Frontier on Panel Trees. (2025). Feng, Guanhao ; He, Jingyu ; Cong, Lin William. In: Papers. RePEc:arx:papers:2501.16730.

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2025ChatGPT and Deepseek: Can They Predict the Stock Market and Macroeconomy?. (2025). Zhu, WU ; Zhou, Guofu ; Tang, Guohao ; Chen, Jian. In: Papers. RePEc:arx:papers:2502.10008.

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2025Dual Formulation of the Optimal Consumption problem with Multiplicative Habit Formation. (2025). Pelsser, Antoon ; Kamma, Thijs. In: Papers. RePEc:arx:papers:2502.13678.

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2025The Unequal Costs of Pollution: Carbon Tax, Inequality, and Redistribution. (2025). Di Bartolomeo, Giovanni ; Cantore, Cristiano ; Gaudio, Francesco Saverio. In: Papers. RePEc:arx:papers:2503.00142.

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2025On monotone completion of risk markets: Limit results for incomplete risk markets. (2025). Zakeri, Golbon ; Ralph, Danny ; Pritchard, Geoffrey ; Khajepour, Iman. In: Papers. RePEc:arx:papers:2504.18436.

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2025Green Shields: The Role of ESG in Uncertain Time. (2025). Stasiulaitis, Dominykas ; Kansoy, Fatih. In: Papers. RePEc:arx:papers:2506.02143.

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2025Heterogeneous Exposures to Systematic and Idiosyncratic Risk across Crypto Assets: A Divide-and-Conquer Approach. (2025). Sarafidis, Vasilis ; Fernandez Bariviera, Aurelio ; Aslanidis, Nektarios ; Kapetanios, George. In: Papers. RePEc:arx:papers:2506.21100.

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2025Dynamic Asset Pricing with {\alpha}-MEU Model. (2025). He, Xuedong ; Fan, Jiacheng ; Wu, Ruocheng. In: Papers. RePEc:arx:papers:2507.04093.

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2025How weak are weak factors? Uniform inference for signal strength in signal plus noise models. (2025). Sodin, Sasha ; Gorin, Vadim ; Bykhovskaya, Anna. In: Papers. RePEc:arx:papers:2507.18554.

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2025Interpretable Factors of Firm Characteristics. (2025). Zhu, Yingzi ; Zhou, Guofu ; Jiao, Yuxiao. In: Papers. RePEc:arx:papers:2508.02253.

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2025Variable selection for minimum-variance portfolios. (2025). Moura, Guilherme V ; Torrent, Hudson S. In: Papers. RePEc:arx:papers:2508.14986.

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2025Deep Learning for Conditional Asset Pricing Models. (2025). Liu, Hongyi. In: Papers. RePEc:arx:papers:2509.04812.

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2024Consumption Smoothing, Commodity Markets, and Informal Transfers. (2024). Barrett, Christopher ; Negi, Digvijay S. In: Working Papers. RePEc:ash:wpaper:116.

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2024The Role of Long-Term Contracting in Business Lending. (2024). Tian, Phoebe. In: Staff Working Papers. RePEc:bca:bocawp:24-2.

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2025Assessing the Relationship between Price-Earnings (P/E) Ratio and the Financial Viability of Commercial Banks: Empirical Evidence from Bangladesh. (2025). Mondal, Tandra. In: International Journal of Research and Innovation in Social Science. RePEc:bcp:journl:v:9:y:2025:i:1:p:2003-2018.

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2024Business Cycles when Consumers Learn by Shopping. (2024). Gutiérrez-Daza, Ángelo ; Gutierrez-Daza, Angelo. In: Working Papers. RePEc:bdm:wpaper:2024-12.

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2025Output Gap Measurement after COVID for Colombia: Lessons from a Permanent-Transitory Approach. (2025). Parra-Amado, Daniel ; Granados, Camilo. In: Borradores de Economia. RePEc:bdr:borrec:1295.

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2024Identification of Systematic Monetary Policy. (2024). Meier, Matthias ; Istrefi, Klodiana ; Hack, Lukas. In: Working papers. RePEc:bfr:banfra:973.

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2025Household Beliefs about Fiscal Dominance. (2025). Schmidt, Tobias ; Moench, Emanuel ; Mengus, Eric ; Gautier, Erwan ; Andrade, Philippe ; Maonch, Emanuel. In: Working papers. RePEc:bfr:banfra:986.

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2025Discrete approximation of risk-based prices under volatility uncertainty. (2025). Blessing, Jonas ; Sgarabottolo, Alessandro ; Kupper, Michael. In: Center for Mathematical Economics Working Papers. RePEc:bie:wpaper:742.

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2024House price responses to monetary policy surprises: evidence from US listings data. (2024). Kudlyak, Marianna ; Kryvtsov, Oleksiy ; Gorea, Denis. In: BIS Working Papers. RePEc:bis:biswps:1212.

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2024Forecasting Inflation in Russia Using Gradient Boosting and Neural Networks. (2024). Dzhunkeev, Urmat. In: Russian Journal of Money and Finance. RePEc:bkr:journl:v:83:y:2024:i:1:p:53-76.

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2024The market risk premium in Australia: Forward‐looking evidence from the options market. (2024). Svec, Jiri ; Aspris, Angelo ; Flezvias, Ester ; Foley, Sean ; Malloch, Hamish. In: Accounting and Finance. RePEc:bla:acctfi:v:64:y:2024:i:4:p:3951-3972.

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2024How does economic policy uncertainty respond to permanent and transitory shocks?. (2024). Funashima, Yoshito. In: Bulletin of Economic Research. RePEc:bla:buecrs:v:76:y:2024:i:1:p:267-282.

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2024Inflation targeting, output stabilization, and real indeterminacy in monetary models with an interest rate rule. (2024). Platonov, Konstantin. In: Economic Inquiry. RePEc:bla:ecinqu:v:62:y:2024:i:4:p:1467-1493.

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2024The sensitivity of risk premiums to the elasticity of intertemporal substitution. (2024). Wu, Zhiting. In: Financial Management. RePEc:bla:finmgt:v:53:y:2024:i:2:p:353-390.

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2024Risk analysis of Spanish companies. (2024). Fernandezmartin, Miguel ; Rodriguezsanz, Juan Antonio ; Vallelado, Eleuterio. In: Global Policy. RePEc:bla:glopol:v:15:y:2024:i:s1:p:76-91.

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2024Does the internet bring food prices closer together? Exploring search engine query data in Iran. (2024). Bittmann, Thomas ; Zamani, Omid ; Loy, Jenspeter. In: Journal of Agricultural Economics. RePEc:bla:jageco:v:75:y:2024:i:2:p:688-715.

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2024EU Cohesion Policy and Inter‐regional Risk‐sharing: First Evidence and Lessons Learned. (2024). Pericoli, Filippo Maria ; Pierucci, Eleonora ; Giua, Mara. In: Journal of Common Market Studies. RePEc:bla:jcmkts:v:62:y:2024:i:1:p:142-167.

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2024Asset Pricing and Machine Learning: A critical review. (2024). Bagnara, Matteo. In: Journal of Economic Surveys. RePEc:bla:jecsur:v:38:y:2024:i:1:p:27-56.

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2024The Virtue of Complexity in Return Prediction. (2024). Zhou, Kangying ; Malamud, Semyon ; Kelly, Bryan. In: Journal of Finance. RePEc:bla:jfinan:v:79:y:2024:i:1:p:459-503.

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2024Measuring “Dark Matter” in Asset Pricing Models. (2024). Dou, Winston ; Kogan, Leonid ; Chen, Hui. In: Journal of Finance. RePEc:bla:jfinan:v:79:y:2024:i:2:p:843-902.

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2024Monetary Policy and Asset Price Overshooting: A Rationale for the Wall/Main Street Disconnect. (2024). Caballero, Ricardo ; Simsek, Alp. In: Journal of Finance. RePEc:bla:jfinan:v:79:y:2024:i:3:p:1719-1753.

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2024What Drives Variation in the U.S. Debt‐to‐Output Ratio? The Dogs that Did not Bark. (2024). Van Nieuwerburgh, Stijn ; Xiaolan, Mindy Z ; Lustig, Hanno ; Jiang, Zhengyang. In: Journal of Finance. RePEc:bla:jfinan:v:79:y:2024:i:4:p:2603-2665.

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2024Putting the Price in Asset Pricing. (2024). Polk, Christopher ; Cho, Thummim. In: Journal of Finance. RePEc:bla:jfinan:v:79:y:2024:i:6:p:3943-3984.

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2024Equity Term Structures without Dividend Strips Data. (2024). Kozak, Serhiy ; Kelly, Bryan ; Giglio, Stefano. In: Journal of Finance. RePEc:bla:jfinan:v:79:y:2024:i:6:p:4143-4196.

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2024Solving the Forecast Combination Puzzle Using Double Shrinkages. (2024). Wang, Yudong ; Hao, Xianfeng ; Liu, LI. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:86:y:2024:i:3:p:714-741.

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2024A tale of two taxes: State‐dependency of tax policy. (2024). Ulubasoglu, Mehmet ; Tang, Xueli ; Omay, Tolga ; Gahramanov, Emin ; Arin, Kerim. In: Scottish Journal of Political Economy. RePEc:bla:scotjp:v:71:y:2024:i:1:p:1-27.

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2024Unraveling the puzzling risk–return relationship: Distinctive roles of government involvement in venture capital investment. (2024). Zhang, Jiamin ; Gu, Qian Cecilia. In: Strategic Management Journal. RePEc:bla:stratm:v:45:y:2024:i:11:p:2307-2339.

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2024Risky Business Cycles. (2024). Valchev, Rosen ; Chahrour, Ryan ; Candian, Giacomo ; Basu, Susanto. In: Boston College Working Papers in Economics. RePEc:boc:bocoec:1029.

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2024Fiscal Policy and the Balance Sheet of the Private Sector. (2024). von Thadden, Ernst-Ludwig ; Rochet, Jean ; Gersbach, Hans. In: CRC TR 224 Discussion Paper Series. RePEc:bon:boncrc:crctr224_2024_544.

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2024Active or Passive? Revisiting the Role of Fiscal Policy During High Inflation. (2024). Kriwoluzky, Alexander ; Ettmeier, Stephanie. In: CRC TR 224 Discussion Paper Series. RePEc:bon:boncrc:crctr224_2024_565.

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2025Experience Effects on Wall Street vs. Main Street: Field and Lab Evidence of Context Dependence. (2025). Jaroszek, Lena ; Iliewa, Zwetelina ; Hoffmann, Arvid ; Christoffersen, Benjamin. In: CRC TR 224 Discussion Paper Series. RePEc:bon:boncrc:crctr224_2025_684.

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2025Hyperinflation and Explosive Behaviour in the General Price Level. (2025). Crespo, Raul J. In: Bristol Economics Discussion Papers. RePEc:bri:uobdis:25/785.

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2024Learning from the Past: The Role of Personal Experiences in Artificial Stock Markets. (2024). Lenhard, Gregor. In: Working papers. RePEc:bsl:wpaper:2024/01.

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2024Status Consumption in Networks: A Reference Dependent Approach. (2024). Bramoullé, Yann ; Ghiglino, C. In: Cambridge Working Papers in Economics. RePEc:cam:camdae:2414.

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2024Trade Shocks and the Transitional Dynamics of Markups. (2024). Lastauskas, Povilas ; Dainauskas, J. In: Cambridge Working Papers in Economics. RePEc:cam:camdae:2431.

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2025Dual Industry Effects and Cross-Stock Predictability. (2025). Li, S ; Ge, S ; Avramov, D ; Linton, O B. In: Cambridge Working Papers in Economics. RePEc:cam:camdae:2512.

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2025HANKSSON. (2025). bilbiie, florin ; Galaasen, S M ; Gurkayna, R S ; Maehlum, M ; Molnar, K. In: Cambridge Working Papers in Economics. RePEc:cam:camdae:2516.

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2024Status Consumption in Networks: A Reference Dependent Approach. (2024). Bramoullé, Yann ; Ghiglino, C. In: Janeway Institute Working Papers. RePEc:cam:camjip:2409.

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2025Dual Industry Effects and Cross-Stock Predictability. (2025). Linton, O B ; Ge, S ; Avramov, D. In: Janeway Institute Working Papers. RePEc:cam:camjip:2506.

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2025HANKSSON. (2025). Molnar, K ; Maehlum, M ; Bilbiie, F O ; Gurkayna, R S ; Galaasen, S M. In: Janeway Institute Working Papers. RePEc:cam:camjip:2507.

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2024Dynamic Equity Slope. (2024). Colonnello, Stefano ; Marfe, Roberto ; Breugem, Matthijs ; Zucchi, Francesca. In: Carlo Alberto Notebooks. RePEc:cca:wpaper:713.

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2025Risk sharing tests and covariate shocks. (2025). Ligon, Ethan. In: Department of Agricultural & Resource Economics, UC Berkeley, Working Paper Series. RePEc:cdl:agrebk:qt2zr503fq.

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2024Learning about the Long Run. (2024). Nakamura, Emi ; Farmer, Leland E ; Steinsson, JN. In: Department of Economics, Working Paper Series. RePEc:cdl:econwp:qt0tn1s1hp.

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2024Machine Learning for Continuous-Time Finance. (2024). Duarte, Victor ; Silva, Dejanir H. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10909.

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2024Dynamic Factor Models and Fractional Integration – With an Application to US Real Economic Activity. (2024). Gil-Alana, Luis ; Caporale, Guglielmo Maria ; Piqueras, Pedro Jos. In: CESifo Working Paper Series. RePEc:ces:ceswps:_11486.

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2024The Transmission of Monetary Policy to the Cost of Hedging. (2024). Koeniger, Winfried ; Fengler, Matthias ; Minger, Stephan. In: CESifo Working Paper Series. RePEc:ces:ceswps:_11556.

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2025Intergenerational Discounting and Inequality. (2025). Piacquadio, Paolo Giovanni ; Nesje, Frikk. In: CESifo Working Paper Series. RePEc:ces:ceswps:_11630.

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2024How do central banks control inflation? A guide for the perplexed. (2024). Reis, Ricardo ; Castillo-Martinez, Laura. In: Discussion Papers. RePEc:cfm:wpaper:2433.

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2024Do Deficits Cause Inflation? A High Frequency Narrative Approach. (2024). Hobler, Stephan ; Hazell, Jonathon. In: Discussion Papers. RePEc:cfm:wpaper:2439.

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2024Persistence-based capital allocation along the FOMC cycle. (2024). Severino, Federico ; Reggiani, Pietro ; Ortu, Fulvio. In: CIRANO Working Papers. RePEc:cir:cirwor:2024s-02.

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2024Extracting stock-market bubbles from dividend futures. (2024). Wilfling, Bernd ; Branger, Nicole ; Trede, Mark. In: CQE Working Papers. RePEc:cqe:wpaper:10724.

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2024Job Search, Unemployment Insurance, and Active Labor Market Policies. (2024). Weber, Andrea ; Schmieder, Johannes ; Le Barbanchon, Thomas. In: RF Berlin - CReAM Discussion Paper Series. RePEc:crm:wpaper:2424.

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2025Robust Non-zero-sum Asset Allocation Games Under Relative Wealth Concerns. (2025). Bin, Ning ; Huang, Sihan ; Zhu, Huainian. In: Annals of Economics and Finance. RePEc:cuf:journl:y:2025:v:26:i:1:zhuhuangbin.

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2024Consumption Dynamics under Information Processing Constraints. (2024). Luo, Yulei. In: CEMA Working Papers. RePEc:cuf:wpaper:622.

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2025Institution-Based Asset Pricing: A Generalization of Consumption- and Production-Based Models. (2025). zou, heng-fu. In: CEMA Working Papers. RePEc:cuf:wpaper:765.

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2025Institutional Volatility and the Equity Premium Puzzle: A Dynamic Asset Pricing Framework for OECD Economies. (2025). zou, heng-fu. In: CEMA Working Papers. RePEc:cuf:wpaper:775.

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2024Tail risk driven by investment losses and exogenous shocks. (2024). Tang, Qihe ; Man, Xinyue. In: ASTIN Bulletin. RePEc:cup:astinb:v:54:y:2024:i:3:p:712-737_10.

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2025The term structure of interest rates in a noisy information model. (2025). McNeil, James ; Coulombe, Raphaelle G. In: Working Papers. RePEc:dal:wpaper:daleconwp2025-01.

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2024Interest Rates, Convenience Yields, and Inflation Expectations: Drivers of US Dollar Exchange Rates. (2024). Bernoth, Kerstin ; Trienens, Lasse ; Herwartz, Helmut. In: Discussion Papers of DIW Berlin. RePEc:diw:diwwpp:dp2100.

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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]		article135
1988The Sensitivity of Tests of the Intertemporal Allocation of Consumption to Near-Rational Alternatives.(1988) In: NBER Working Papers.
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This paper has nother version. Agregated cites: 135		paper
2002The Fed and Interest Rates - A High-Frequency Identification In: American Economic Review.
[Full Text][Citation analysis]		article334
2002The Fed and Interest Rates: A High-Frequency Identification.(2002) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 334		paper
2005Bond Risk Premia In: American Economic Review.
[Full Text][Citation analysis]		article635
2002Bond Risk Premia.(2002) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 635		paper
2013Finance: Function Matters, Not Size In: Journal of Economic Perspectives.
[Full Text][Citation analysis]		article32
2013Finance: Function Matters, not Size..(2013) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 32		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]		article52
2011HOW DID PAUL KRUGMAN GET IT SO WRONG?-super-1 In: Economic Affairs.
[Citation analysis]		article27
2010The Squam Lake Report: Fixing the Financial System In: Journal of Applied Corporate Finance.
[Full Text][Citation analysis]		article126
2010The Squam Lake Report: Fixing the Financial System.(2010) In: Economics Books.
[Citation analysis]
This paper has nother version. Agregated cites: 126		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]		article467
2000Explaining the Poor Performance of Consumption‐based Asset Pricing Models In: Journal of Finance.
[Full Text][Citation analysis]		article140
2000Explaining the Poor Performance of Consumption-Based Asset Pricing Models.(2000) In: Scholarly Articles.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 140		paper
1999Explaining the Poor Performance of Consumption-Based Asset Pricing Models.(1999) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 140		paper
2011Presidential Address: Discount Rates In: Journal of Finance.
[Citation analysis]		article762
2014A Mean-Variance Benchmark for Intertemporal Portfolio Theory In: Journal of Finance.
[Full Text][Citation analysis]		article31
2013A Mean-Variance Benchmark for Intertemporal Portfolio Theory.(2013) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 31		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]		paper9
2004Two Trees In: University of California at Los Angeles, Anderson Graduate School of Management.
[Full Text][Citation analysis]		paper0
2000The Risk and Return of Venture Capital In: University of California at Los Angeles, Anderson Graduate School of Management.
[Full Text][Citation analysis]		paper1
2003Where is the Market Going: Uncertain Facts and Novel Theories In: Levine's Working Paper Archive.
[Full Text][Citation analysis]		paper117
1997Where is the market going? Uncertain facts and novel theories.(1997) In: Economic Perspectives.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 117		article
1998Where is the Market Going? Uncertain Facts and Novel Theories.(1998) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 117		paper
2001International Risk Sharing is Better Than You Think (or Exchange Rates are Much Too Smooth) In: Working Papers.
[Full Text][Citation analysis]		paper14
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 nother version. Agregated cites: 14		paper
2001Long-Term Debt and Optimal Policy in the Fiscal Theory of the Price Level. In: Econometrica.
[Citation analysis]		article305
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 nother version. Agregated cites: 305		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 nother version. Agregated cites: 305		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 nother 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]		article38
1991A critique of the application of unit root tests In: Journal of Economic Dynamics and Control.
[Full Text][Citation analysis]		article172
2014Monetary policy with interest on reserves In: Journal of Economic Dynamics and Control.
[Full Text][Citation analysis]		article78
2014Monetary Policy with Interest on Reserves.(2014) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 78		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]		article7
2011Understanding policy in the great recession: Some unpleasant fiscal arithmetic In: European Economic Review.
[Full Text][Citation analysis]		article196
2010Understanding Policy in the Great Recession: Some Unpleasant Fiscal Arithmetic.(2010) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 196		paper
2005The risk and return of venture capital In: Journal of Financial Economics.
[Full Text][Citation analysis]		article324
2001The Risk and Return of Venture Capital.(2001) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 324		paper
1991Volatility tests and efficient markets : A review essay In: Journal of Monetary Economics.
[Full Text][Citation analysis]		article93
1991Volatility Tests and Efficient Markets: A Review Essay.(1991) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 93		paper
1998What do the VARs mean? Measuring the output effects of monetary policy In: Journal of Monetary Economics.
[Full Text][Citation analysis]		article141
1995What do the VARs Mean?: Measuring the Output Effects of Monetary Policy.(1995) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 141		paper
2005Money as stock In: Journal of Monetary Economics.
[Full Text][Citation analysis]		article131
2006International risk sharing is better than you think, or exchange rates are too smooth In: Journal of Monetary Economics.
[Full Text][Citation analysis]		article174
2009Can learnability save new-Keynesian models? In: Journal of Monetary Economics.
[Full Text][Citation analysis]		article45
2009Can Learnability Save New-Keynesian Models?.(2009) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 45		paper
1999New facts in finance In: Economic Perspectives.
[Full Text][Citation analysis]		article209
1999New Facts in Finance.(1999) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 209		paper
1999New Facts in Finance.(1999) In: CRSP working papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 209		paper
1999Portfolio advice of a multifactor world In: Economic Perspectives.
[Full Text][Citation analysis]		article78
1999Portfolio Advice for a Multifactor World.(1999) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 78		paper
1999Portfolio Advice for a Multifactor World.(1999) In: CRSP working papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 78		paper
2020Strategic Review and Beyond: Rethinking Monetary Policy and Independence In: Review.
[Full Text][Citation analysis]		article2
2007Commentary on \\Macroeconomic implications of changes in the term premium\\ In: Review.
[Full Text][Citation analysis]		article5
1994By force of habit: a consumption-based explanation of aggregate stock market behavior In: Working Papers.
[Citation analysis]		paper2718
1999By Force of Habit: A Consumption-Based Explanation of Aggregate Stock Market Behavior.(1999) In: Scholarly Articles.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 2718		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 nother version. Agregated cites: 2718		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 nother version. Agregated cites: 2718		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 nother version. Agregated cites: 2718		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]		paper3
1991Inflation Stabilization in Reforming Socialist Economies: The Myth of the Monetary Overhang.(1991) In: Comparative Economic Studies.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 3		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]		chapter1
2014Toward a Run-free Financial System In: Book Chapters.
[Full Text][Citation analysis]		chapter22
2015A New Structure for U.S. Federal Debt In: Economics Working Papers.
[Full Text][Citation analysis]		paper13
2016The Habit Habit In: Economics Working Papers.
[Full Text][Citation analysis]		paper8
1992Asset Pricing Explorations for Macroeconomics In: NBER Chapters.
[Full Text][Citation analysis]		chapter224
1992Asset Pricing Explorations for Macroeconomics.(1992) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 224		paper
1999A Frictionless View of US Inflation In: NBER Chapters.
[Full Text][Citation analysis]		chapter144
1998A Frictionless View of U.S. Inflation.(1998) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 144		paper
1998A Frictionless View of U.S. Inflation.(1998) In: CRSP working papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 144		paper
2017Michelson-Morley, Fisher, and Occam: The Radical Implications of Stable Quiet Inflation at the Zero Bound In: NBER Chapters.
[Citation analysis]		chapter36
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]		paper4
2004Two Trees: Asset Price Dynamics Induced by Market Clearing.(2004) In: 2004 Meeting Papers.
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This paper has nother version. Agregated cites: 4		paper
2005Financial Markets and the Real Economy In: NBER Working Papers.
[Full Text][Citation analysis]		paper108
2005Financial Markets and the Real Economy.(2005) In: Foundations and Trends(R) in Finance.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 108		article
2006The Dog That Did Not Bark: A Defense of Return Predictability In: NBER Working Papers.
[Full Text][Citation analysis]		paper504
2008The Dog That Did Not Bark: A Defense of Return Predictability.(2008) In: The Review of Financial Studies.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 504		article
2007Determinacy and Identification with Taylor Rules In: NBER Working Papers.
[Full Text][Citation analysis]		paper361
2007Determinacy and Identification with Taylor Rules.(2007) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 361		paper
2011Determinacy and Identification with Taylor Rules.(2011) In: Journal of Political Economy.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 361		article
2011Discount Rates In: NBER Working Papers.
[Full Text][Citation analysis]		paper37
2012Continuous-Time Linear Models In: NBER Working Papers.
[Full Text][Citation analysis]		paper1
2012Continuous-Time Linear Models.(2012) In: Foundations and Trends(R) in Finance.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 1		article
2013The New-Keynesian Liquidity Trap In: NBER Working Papers.
[Full Text][Citation analysis]		paper31
2016Macro-Finance In: NBER Working Papers.
[Full Text][Citation analysis]		paper0
2017Macro-Finance.(2017) In: Review of Finance.
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This paper has nother version. Agregated cites: 0		article
2016Stepping on a Rake: the Fiscal Theory of Monetary Policy In: NBER Working Papers.
[Full Text][Citation analysis]		paper2
2019The Fiscal Roots of Inflation In: NBER Working Papers.
[Full Text][Citation analysis]		paper5
2022The fiscal root of inflation.(2022) In: Review of Economic Dynamics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 5		article
2019The Value of Government Debt In: NBER Working Papers.
[Full Text][Citation analysis]		paper6
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]		paper22
2022A fiscal theory of monetary policy with partially repaid long-term debt.(2022) In: Review of Economic Dynamics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 22		article
1988Production Based Asset Pricing In: NBER Working Papers.
[Full Text][Citation analysis]		paper39
2021Portfolios for Long-Term Investors In: NBER Working Papers.
[Full Text][Citation analysis]		paper7
2022Inflation Past, Present and Future: Fiscal Shocks, Fed Response, and Fiscal Limits In: NBER Working Papers.
[Full Text][Citation analysis]		paper7
2022Fiscal Histories In: NBER Working Papers.
[Full Text][Citation analysis]		paper0
2022Expectations and the Neutrality of Interest Rates In: NBER Working Papers.
[Full Text][Citation analysis]		paper4
2024Expectations and the Neutrality of Interest Rates.(2024) In: Review of Economic Dynamics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 4		article
1989Explaining the Variance of Price Dividend Ratios In: NBER Working Papers.
[Full Text][Citation analysis]		paper171
1992Explaining the Variance of Price-Dividend Ratios..(1992) In: The Review of Financial Studies.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 171		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
2025Inflation Dynamics with a Generalized Lucas Phillips Curve In: NBER Working Papers.
[Full Text][Citation analysis]		paper0
2025Monetary-Fiscal Interactions 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]		paper14
1992A Cross-Sectional Test of a Production-Based Asset Pricing Model In: NBER Working Papers.
[Full Text][Citation analysis]		paper24
1996Beyond Arbitrage: Good-Deal Asset Price Bounds in Incomplete Markets In: NBER Working Papers.
[Full Text][Citation analysis]		paper219
2000Beyond Arbitrage: Good-Deal Asset Price Bounds in Incomplete Markets.(2000) In: Journal of Political Economy.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 219		article
1998Beyond Arbitrage: Good-Deal Asset Price Bounds in Incomplete Markets.(1998) In: CRSP working papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 219		paper
2000Money as Stock: Price Level Determination with no Money Demand In: NBER Working Papers.
[Full Text][Citation analysis]		paper45
2001A Rehabilitation of Stochastic Discount Factor Methodology In: NBER Working Papers.
[Full Text][Citation analysis]		paper14
2002Stocks as Money: Convenience Yield and the Tech-Stock Bubble In: NBER Working Papers.
[Full Text][Citation analysis]		paper49
1994Permanent and Transitory Components of GNP and Stock Prices In: The Quarterly Journal of Economics.
[Full Text][Citation analysis]		article338
2008Two Trees In: The Review of Financial Studies.
[Full Text][Citation analysis]		article19
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]		paper36
2014Challenges for Cost-Benefit Analysis of Financial Regulation In: The Journal of Legal Studies.
[Full Text][Citation analysis]		article19
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]		article110
1996A Cross-Sectional Test of an Investment-Based Asset Pricing Model. In: Journal of Political Economy.
[Full Text][Citation analysis]		article422
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]		article666
1991A Simple Test of Consumption Insurance. In: Journal of Political Economy.
[Full Text][Citation analysis]		article638

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