NATIONAL BUREAU OF ECONOMIC RESEARCH
NATIONAL BUREAU OF ECONOMIC RESEARCH

NBER Publications by John H. Cochrane

Contact and additional information for this authorAll publicationsWorking Papers only

Working Papers and Chapters

September 2013The New-Keynesian Liquidity Trap
w19476
April 2013Finance: Function Matters, not Size.
w18944
February 2013A Mean-Variance Benchmark for Intertemporal Portfolio Theory
w18768
June 2012Continuous-Time Linear Models
w18181
April 2011Discount Rates
w16972
June 2010Understanding Policy in the Great Recession: Some Unpleasant Fiscal Arithmetic
w16087
October 2009Can Learnability Save New-Keynesian Models?
w15459
April 2009Comment on "On the Need for a New Approach to Analyzing Monetary Policy"
in NBER Macroeconomics Annual 2008, Volume 23, Daron Acemoglu, Kenneth Rogoff and Michael Woodford, editors
September 2007Determinacy and Identification with Taylor Rules
w13409
Determinacy and Identification with Taylor Rules
w13410
February 2006The Dog That Did Not Bark: A Defense of Return Predictability
w12026
March 2005Financial Markets and the Real Economy
w11193
November 2003Two Trees: Asset Price Dynamics Induced by Market Clearing
with Francis A. Longstaff, Pedro Santa-Clara: w10116
September 2002Bond Risk Premia
with Monika Piazzesi: w9178
June 2002Stocks as Money: Convenience Yield and the Tech-Stock Bubble
w8987
March 2002The Fed and Interest Rates: A High-Frequency Identification
with Monika Piazzesi: w8839
October 2001A Rehabilitation of Stochastic Discount Factor Methodology
w8533
July 2001International Risk Sharing is Better Than You Think (or Exchange Rates are Much Too Smooth)
with Michael W. Brandt, Pedro Santa-Clara: w8404
January 2001The Risk and Return of Venture Capital
w8066
January 2000Money as Stock: Price Level Determination with no Money Demand
w7498
July 1999Explaining the Poor Performance of Consumption-Based Asset Pricing Models
with John Y. Campbell: w7237
June 1999New Facts in Finance
w7169
Portfolio Advice for a Multifactor World
w7170
January 1999A Frictionless View of U.S. Inflation
in NBER Macroeconomics Annual 1998, volume 13, Ben S. Bernanke and Julio J. Rotemberg, editors
October 1998Long-term Debt and Optimal Policy in the Fiscal Theory of the Price Level
w6771
July 1998A Frictionless View of U.S. Inflation
w6646
February 1998Where is the Market Going? Uncertain Facts and Novel Theories
w6207
October 1996A Cross-Sectional Test of a Production-Based Asset Pricing Model
w4025
March 1996Beyond Arbitrage: "Good-Deal" Asset Price Bounds in Incomplete Markets
with Jesus Saa-Requejo: w5489
December 1995Shocks
w4698
June 1995What do the VARs Mean?: Measuring the Output Effects of Monetary Policy
w5154
January 1995By Force of Habit: A Consumption-Based Explanation of Aggregate Stock Market Behavior
with John Y. Campbell: w4995
April 1994Univariate vs. Multivariate Forecasts of GNP Growth and Stock Returns: Evidence and Implications for the Persistence of Shocks, Detrending Methods
w3427
April 1993Asset Pricing Explorations for Macroeconomics
with Lars Peter Hansen: w4088
July 1992Explaining the Variance of Price Dividend Ratios
w3157
March 1992Volatility Tests and Efficient Markets: A Review Essay
w3591
A Test of Consumption Insurance
w2642
January 1992Using Production Based Asset Pricing to Explain the Behavior of Stock Returns Over the Business Cycle
w3212
Asset Pricing Explorations for Macroeconomics
with Lars Peter Hansen
in NBER Macroeconomics Annual 1992, Volume 7, Olivier Jean Blanchard and Stanley Fischer, editors
November 1989The Sensitivity of Tests of the Intertemporal Allocation of Consumption to Near-Rational Alternatives
w2730
November 1988Production Based Asset Pricing
w2776

Contact and additional information for this authorAll publicationsWorking Papers only

 
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