John H. Cochrane
#3,427
Most Influential Person Now
American economist
John H. Cochrane's AcademicInfluence.com Rankings
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Economics
John H. Cochrane's Degrees
- PhD Economics University of California, Berkeley
Why Is John H. Cochrane Influential?
(Suggest an Edit or Addition)According to Wikipedia, John Howland Cochrane is an American economist specializing in financial economics and macroeconomics. Formerly a professor of economics and finance at the University of Chicago, Cochrane serves full-time as the Rose-Marie and Jack Anderson Senior Fellow at the Hoover Institution at Stanford University.
John H. Cochrane's Published Works
Number of citations in a given year to any of this author's works
Total number of citations to an author for the works they published in a given year. This highlights publication of the most important work(s) by the author
Published Works
- By Force of Habit: A Consumption‐Based Explanation of Aggregate Stock Market Behavior (1995) (4804)
- Presidential Address: Discount Rates (2011) (1517)
- How Big Is the Random Walk in GNP? (1988) (1347)
- Production‐Based Asset Pricing and the Link Between Stock Returns and Economic Fluctuations (1991) (1124)
- A Cross-Sectional Test of an Investment-Based Asset Pricing Model (1996) (1064)
- A Simple Test of Consumption Insurance (1991) (1052)
- Asset Pricing: Revised Edition (2005) (810)
- Permanent and Transitory Components of GNP and Stock Prices (1994) (557)
- Explaining the Variance of Price Dividend Ratios (1989) (520)
- Beyond Arbitrage: 'Good Deal' Asset Price Bounds in Incomplete Markets (1996) (508)
- The Fed and Interest Rates: A High-Frequency Identification (2002) (437)
- New Facts in Finance (1999) (430)
- Determinacy and Identification with Taylor Rules (2007) (380)
- Explaining the Poor Performance of Consumption-Based Asset Pricing Models (1999) (363)
- Asset Pricing Explorations for Macroeconomics (1992) (363)
- Shocks (1994) (345)
- Decomposing the Yield Curve (2009) (340)
- A critique of the application of unit root tests (1991) (336)
- Long-Term Debt and Optimal Policy in the Fiscal Theory of the Price Level (1998) (302)
- International Risk Sharing is Better than You Think (or Exchange Rates are Much Too Smooth) (2001) (291)
- Understanding Policy in the Great Recession: Some Unpleasant Fiscal Arithmetic (2010) (264)
- Where is the Market Going? Uncertain Facts and Novel Theories (1998) (261)
- A Frictionless View of U.S. Inflation (1998) (238)
- Volatility Tests and Efficient Markets: A Review Essay (1991) (230)
- The Sensitivity of Tests of the Intertemporal Allocation of Consumption to Near-Rational Alternatives (1988) (229)
- What Do the Vars Mean?: Measuring the Output Effects of Monetary Policy (1995) (220)
- Time-Consistent Health Insurance (1995) (213)
- Macro-Finance (2016) (210)
- Money as stock (2005) (190)
- Portfolio Advice for a Multifactor World (1999) (184)
- Long‐Term Debt and Optimal Policy in the Fiscal Theory of the Price Level (2001) (172)
- Discount Rates (2011) (171)
- The New-Keynesian Liquidity Trap (2013) (155)
- How Did Paul Krugman Get it so Wrong? (2011) (122)
- Toward a Run-Free Financial System (2014) (114)
- Beyond Arbitrage: Good‐Deal Asset Price Bounds in Incomplete Markets (2000) (112)
- The Return of the Liquidity Effect: A Study of the Short-Run Relation Between Money Growth and Interest Rates (1989) (96)
- Money as Stock: Price Level Determination with No Money Demand (2000) (95)
- Spurious Factors in Linear Asset Pricing Models (2015) (94)
- A Mean-Variance Benchmark for Intertemporal Portfolio Theory (2013) (84)
- MULTIVARIATE ESTIMATES OF THE PERMANENT COMPONENTS OF GNP AND STOCK PRICES (1988) (83)
- By force of habit (1995) (83)
- Monetary Policy with Interest on Reserves (2014) (82)
- Michelson-Morley, Fisher, and Occam: The Radical Implications of Stable Quiet Inflation at the Zero Bound (2018) (82)
- Inflation Determination With Taylor Rules: A Critical Review (2007) (81)
- [Pitfalls and Opportunities: What Macroeconomists Should Know about Unit Roots]: Comment (1991) (76)
- Finance: Function Matters, Not Size (2013) (74)
- Do Higher Interest Rates Raise or Lower Inflation ? (2016) (72)
- Identification With Taylor Rules: A Critical Review (2007) (65)
- The Squam Lake Report (2010) (65)
- A Cross-Sectional Test of a Production-Based Asset Pricing Model (1992) (63)
- Can Learnability Save New-Keynesian Models? (2009) (51)
- Lessons from the Financial Crisis (2010) (46)
- MacCREADY THEORY WITH UNCERTAIN LIFT AND LIMITED ALTITUDE (1999) (44)
- Production Based Asset Pricing (1988) (42)
- Challenges for Cost-Benefit Analysis of Financial Regulation (2014) (40)
- State-Space vs . VAR Models for Stock Returns (2008) (38)
- Stepping on a Rake: The Fiscal Theory of Monetary Policy (2016) (22)
- Commentary on "Macroeconomic implications of changes in the term premium" (2007) (21)
- On the Welfare Costs of Consumption Uncertainty made this article openly available. Please share how this access benefits you. Your story matters (2007) (21)
- Univariate vs. Multivariate Forecasts of Gnp Growth and Stock Returns: Evidence and Implications for the Persistence of Shocks, Detrending Methods (1990) (20)
- Reforming Money Market Funds (2011) (20)
- Asset Pricing Program Review : Liquidity , Trading and Asset Prices (2004) (19)
- A New Structure for U.S. Federal Debt (2015) (19)
- A Fiscal Theory of Monetary Policy with Partially-Repaid Long-Term Debt (2020) (18)
- The Fiscal Roots of Inflation (2019) (18)
- Health-Status Insurance: How Markets Can Provide Health Security (2009) (17)
- Health-Status Insurance: How Markets Can Provide Health Security (2009) (17)
- Beyond Arbitrage: "Good-Deal" Asset Price Bounds in Incomplete Markets (2000) (17)
- Health-Status Insurance: How Markets Can Provide Health Security (2009) (17)
- The response of consumption to income: A Cross-Country investigation: by J.Y. Campbell and N.G. Mankiw why test the permanent income hypothesis? (1991) (16)
- Asset pricing: Liquidity, trading, and asset prices (2004) (15)
- Fiscal Foundations of Monetary Regimes (2003) (14)
- Inflation Stabilization in Reforming Socialist Economies: The Myth of the Monetary Overhang (1991) (13)
- Fiscal theory, and fiscal and monetary policy in the financial crisis (2009) (13)
- Inside the Black Box: Hamilton, Wu, and QE2 ∗ (2011) (13)
- Comments on "Robust Bond Risk Premia" by Michael Bauer and Jim Hamilton (2015) (12)
- The Value of Government Debt (2019) (12)
- Aligning Incentives at Systemically Important Financial Institutions: A Proposal by the Squam Lake Group (2013) (12)
- Portfolios for Long-Term Investors (2021) (10)
- Understanding fiscal and monetary policy in 2008-2009 (2009) (10)
- Review of Peter M. Garber, Famous First Bubbles: The Fundamentals of Early Manias (2001) (10)
- Evaluating Rules in the Fed’s Report and Measuring Discretion (2019) (9)
- Cost-Benefit Analysis as a Framework for Financial Regulation (2014) (9)
- Continuous-Time Linear Models (2012) (9)
- Rethinking Production Under Uncertainty (2019) (8)
- Trade and Immigration (2021) (8)
- Aligning Incentives at Systemically Important Financial Institutions (2013) (8)
- After the ACA: Freeing the Market for Health Care (2013) (7)
- A Test of Consumption Insurance (1988) (7)
- Using Production Based Asset Pricing to Explain the Behavior of Stock Returns Over the Business Cycle (1989) (7)
- Chapter 6. Regulation of Executive Compensation in Financial Services (2010) (6)
- Chapter 9. Credit Default Swaps, Clearinghouses, and Exchanges (2010) (6)
- The Habit Habit (2016) (6)
- Chapter 7. An Expedited Mechanism to Recapitalize Distressed Financial Firms: Regulatory Hybrid Securities (2010) (5)
- The Fiscal Theory of the Price Level: An Introduction and Overview (2021) (5)
- Wealth and Taxes (2020) (4)
- Chapter 3. A New Information Infrastructure for Financial Markets (2010) (4)
- Fiscal Inflation (2022) (4)
- Comment on "On the Need for a New Approach to Analyzing Monetary Policy" (2009) (4)
- Strategic Review and Beyond: Rethinking Monetary Policy and Independence (2020) (4)
- Stepping on a Rake: Replication and Diagnosis (2016) (3)
- By Force of Habit: A Consumption-Based Explanation of Plantation of Aggregate Stock Market Behavior (1998) (3)
- Comments on "Macroeconomic Implications of Changes in the Term Premium" by Glenn Rudebusch, Brian Sack and Eric Swanson (2006) (3)
- The Fragile Benefits of Endowment Destruction (2015) (3)
- Central Bank Governance & Oversight Reform (2016) (2)
- Appendix B from John H . Cochrane , “ Determinacy and Identification with Taylor Rules ” (2011) (2)
- Long-Run Mean-Variance Analysis in a Diffusion Environment (2012) (2)
- Chapter 2. A Systemic Regulator for Financial Markets (2010) (2)
- Inflation Past, Present and Future: Fiscal Shocks, Fed Response, and Fiscal Limits (2022) (2)
- Expectations and the Neutrality of Interest Rates (2022) (2)
- Conclusions and Solutions (2015) (1)
- [What Ends Recessions?]: Comment (1994) (1)
- Chapter 10. Prime Brokers, Derivatives Dealers, and Runs (2010) (1)
- Lessons from the Quiet Zero Lower Bound (2018) (1)
- Asset Prices and Persistent Macroeconomic Uncertainty (2010) (1)
- Free to grow (2011) (1)
- Preface - The Structural Foundations of Monetary Policy (2018) (1)
- 7. After the ACA: Freeing the Market for Healthcare - John H. Cochrane (2015) (1)
- The Fiscal Theory of the Price Level (2022) (1)
- Using Markets to Evaluate Policy: The Case of the Iraq War (2004) (0)
- A Blueprint for Effective Financial Reform (2016) (0)
- Inflation Past, Present and Future: Fiscal Shocks and Fiscal Limits (2022) (0)
- Chapter 5. Reforming Capital Requirements (2010) (0)
- Restoring Sound Economic Policy - Three Views (2012) (0)
- Introduction to Empirical Methods in Finance (2008) (0)
- Online Appendix to Why Do Discount Rates Vary? (2019) (0)
- NBER WORKING PAPER SERIES THE FISCAL ROOTS OF INFLATION (2021) (0)
- COCHRANE KEEPS ZEST FOR TRUCKING (1999) (0)
- Federal Reserve Bank of St. Louis Review, Annual Index, 2007 (2007) (0)
- Chapter 8. Improving Resolution Options for Systemically Important Financial Institutions (2010) (0)
- Portfolio Theory (2020) (0)
- Preface - Central Bank Governance & Oversight Reform (2016) (0)
- DISCIPLINA: Macroeconometria SIGLA: ME CÓDIGO: MDPEMF011 PROFESSOR: (2017) (0)
- John Cochrane versus Walter E. Block: Debate on Austrian Economics and Libertarianism (2016) (0)
- 1 Endowment Destruction and the Effect of Consumption on Habit (2014) (0)
- The Dog and the Straw Man: Response to “Dividend Growth Does Not Help Predict Returns Compared to Likelihood-Based Tests: An Anatomy of the Dog” (2021) (0)
- Chapter 11. Conclusions (2010) (0)
- Panel on the Financial Crisis (2010) (0)
- An Agnostic and Practically Useful Estimator of the Stochastic Discount Factor By Kuntara Pukthuanthong and Richard Roll (2016) (0)
- Monte Carlo study of the scanning problem with a visibility distribution (1979) (0)
- THE START-TIME GAME IN COMPETITION SOARING (1998) (0)
- Comment (2008) (0)
- TRUCKING IN A CHANGING ENVIRONMENT (1983) (0)
- The new-Keynesian Liqudity Trap (2013) (0)
- 1 Gene Fama ’ s Nobel Prize (0)
- Making Decisions Without Perfect Information: A Key to Leadership in Senior Living (2021) (0)
- Fiscal Histories (2022) (0)
- Prediction and impulse responses in linear systems (in Russian) (2006) (0)
- Chapter 4. Regulation of Retirement Savings (2010) (0)
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