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List of works by John H. Cochrane

A Cross-Sectional Test of a Production-Based Asset Pricing Model

A Fiscal Theory of Monetary Policy with Partially-Repaid Long-Term Debt

scientific article published in February 2020

A Frictionless View of U.S. Inflation

scientific article published in July 1998

A Mean-Variance Benchmark for Intertemporal Portfolio Theory

scientific article published in February 2013

A Rehabilitation of Stochastic Discount Factor Methodology

scientific article published in October 2001

A Test of Consumption Insurance

Asset Pricing Explorations for Macroeconomics

scientific article published in June 1992

Beyond Arbitrage: "Good-Deal" Asset Price Bounds in Incomplete Markets

scientific article published in March 1996

Bond Risk Premia

scientific article published in September 2002

By Force of Habit: A Consumption-Based Explanation of Aggregate Stock Market Behavior

scientific article published in January 1995

Can Learnability Save New-Keynesian Models?

scientific article published in October 2009

Continuous-Time Linear Models

scientific article published in June 2012

Determinacy and Identification with Taylor Rules

scientific article published in September 2007

Discount Rates

scientific article published in April 2011

Explaining the Poor Performance of Consumption-Based Asset Pricing Models

scientific article published in July 1999

Explaining the Variance of Price Dividend Ratios

scientific article published in November 1989

Finance: Function Matters, not Size.

scientific article published in April 2013

Financial Markets and the Real Economy

scientific article published in March 2005

International Risk Sharing is Better Than You Think (or Exchange Rates are Much Too Smooth)

scientific article published in July 2001

Long-term Debt and Optimal Policy in the Fiscal Theory of the Price Level

scientific article published in October 1998

Macro-Finance

scientific article published in August 2016

Monetary Policy with Interest on Reserves

scientific article published in October 2014

Money as Stock: Price Level Determination with no Money Demand

scientific article published in January 2000

New Facts in Finance

Portfolio Advice for a Multifactor World

Portfolios for Long-Term Investors

scientific article published in March 2021

Production Based Asset Pricing

Rethinking Production Under Uncertainty

scientific article published in December 2019

Shocks

scientific article published in April 1994

Stepping on a Rake: the Fiscal Theory of Monetary Policy

scientific article published in December 2016

The Dog That Did Not Bark: A Defense of Return Predictability

scientific article published in February 2006

The Fed and Interest Rates: A High-Frequency Identification

The Fiscal Roots of Inflation

scientific article published in May 2019

The New-Keynesian Liquidity Trap

scientific article published in September 2013

The Risk and Return of Venture Capital

scientific article published in January 2001

The Sensitivity of Tests of the Intertemporal Allocation of Consumption to Near-Rational Alternatives

article published in 1988

The Value of Government Debt

scientific article published in July 2019

Two Trees: Asset Price Dynamics Induced by Market Clearing

Understanding Policy in the Great Recession: Some Unpleasant Fiscal Arithmetic

scientific article published in June 2010

Understanding policy in the great recession: Some unpleasant fiscal arithmetic

scientific article published in 2011

Univariate vs. Multivariate Forecasts of GNP Growth and Stock Returns: Evidence and Implications for the Persistence of Shocks, Detrending Methods

Using Production Based Asset Pricing to Explain the Behavior of Stock Returns Over the Business Cycle

scientific article published in December 1989

Volatility Tests and Efficient Markets: A Review Essay

scientific article published in January 1991

What do the VARs Mean?: Measuring the Output Effects of Monetary Policy

scientific article published in June 1995

Where is the Market Going? Uncertain Facts and Novel Theories

scientific article published in February 1998