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John H. Cochrane

Institution: Hoover Institution on War Revolution

Primary Field: Macro (weighted toward more recent publications)

Homepage: https://www.johnhcochrane.com

First Publication: 1988

Most Recent: 2024

RePEc ID: pco57 ↗

Publication Scores

Scores use coauthorship adjustment: α/n credit per paper, where n = number of authors. α = 2.02: calibrated so average adjusted count equals average raw count (a zero-sum adjustment).

Period S (4x) A (2x) B (1x) C (½x) Total Percentile
Last 5 Years 0.00 0.00 6.05 0.00 6.05 88%
Last 10 Years 0.00 0.00 8.07 0.00 8.07 84%
All Time 88.80 45.07 17.15 0.00 151.03 99%

Publication Statistics

Raw Publications 35
Coauthorship-Adjusted Count 60.92

Publications (35)

Year Article Journal Tier Authors
2024 Expectations and the Neutrality of Interest Rates Review of Economic Dynamics B 1
2022 A fiscal theory of monetary policy with partially repaid long-term debt Review of Economic Dynamics B 1
2022 The fiscal root of inflation Review of Economic Dynamics B 1
2017 Macro-Finance Review of Finance B 1
2015 The Fragile Benefits of Endowment Destruction Journal of Political Economy S 2
2014 A Mean-Variance Benchmark for Intertemporal Portfolio Theory Journal of Finance A 1
2014 Monetary policy with interest on reserves Journal of Economic Dynamics and Control B 1
2011 Presidential Address: Discount Rates Journal of Finance A 1
2011 Understanding policy in the great recession: Some unpleasant fiscal arithmetic European Economic Review B 1
2011 Determinacy and Identification with Taylor Rules Journal of Political Economy S 1
2009 Can learnability save new-Keynesian models? Journal of Monetary Economics A 1
2008 Two Trees The Review of Financial Studies A 3
2008 The Dog That Did Not Bark: A Defense of Return Predictability The Review of Financial Studies A 1
2006 International risk sharing is better than you think, or exchange rates are too smooth Journal of Monetary Economics A 3
2005 Bond Risk Premia American Economic Review S 2
2005 The risk and return of venture capital Journal of Financial Economics A 1
2005 Money as stock Journal of Monetary Economics A 1
2002 The Fed and Interest Rates - A High-Frequency Identification American Economic Review S 1
2001 Beyond Arbitrage: Good-Deal Asset Price Bounds in Incomplete Markets Journal of Political Economy S 2
2001 Review of Peter M. Garber, Famous First Bubbles: The Fundamentals of Early Manias Journal of Political Economy S 1
2000 Explaining the Poor Performance of Consumption‐based Asset Pricing Models Journal of Finance A 2
1999 Force of Habit: A Consumption-Based Explanation of Aggregate Stock Market Behavior Journal of Political Economy S 2
1998 What do the VARs mean? Measuring the output effects of monetary policy Journal of Monetary Economics A 1
1996 A Cross-Sectional Test of an Investment-Based Asset Pricing Model. Journal of Political Economy S 1
1995 Time-Consistent Health Insurance. Journal of Political Economy S 1
1994 Permanent and Transitory Components of GNP and Stock Prices Quarterly Journal of Economics S 1
1992 Explaining the Variance of Price-Dividend Ratios. The Review of Financial Studies A 1
1991 Production-Based Asset Pricing and the Link between Stock Returns and Economic Fluctuations. Journal of Finance A 1
1991 A critique of the application of unit root tests Journal of Economic Dynamics and Control B 1
1991 The response of consumption to income: A Cross-Country investigation : by J.Y. Campbell and N.G. Mankiw why test the permanent income hypothesis? European Economic Review B 1
1991 Volatility tests and efficient markets : A review essay Journal of Monetary Economics A 1
1991 A Simple Test of Consumption Insurance. Journal of Political Economy S 1
1989 The Sensitivity of Tests of the Intertemporal Allocation of Consumption to Near-Rational Alternatives. American Economic Review S 1
1988 Multivariate estimates of the permanent components of GNP and stock prices Journal of Economic Dynamics and Control B 2
1988 How Big Is the Random Walk in GNP? Journal of Political Economy S 1