John H. Cochrane
Books
- Getting Global Monetary Policy on Track
- Currencies, Capital, and Central Bank Balances
- Asset pricing explorations for macroeconomics
- The Fed and interest rates
- Long-term debt and optimal policy in the fiscal theory of the price level
- Production based asset pricing
- Stocks as money
- Volatility tests and efficient markets
- How Monetary Policy Got Behind the Curve--And How to Get Back
- Asset Pricing
- A cross-sectional test of a production-based asset pricing model
- Identifying the output effects of monetary policy
- New facts in finance
- The sensitivity of tests of the intertemporal allocation of consumption to near-rational alternatives
- Univariate vs. multivariate forecasts of GNP growth and stock returns
- Financial markets and the real economy
- Crisis Cycle
- The Structural Foundations of Monetary Policy
- Beyond arbitrage
- A frictionless view of U.S. inflation
- Money as stock
- A rehabilitation of stochastic discount factor methodology
- A test of consumption insurance
- Where is the market going?
- By force of habit
- Fiscal Theory of the Price Level
- Financial markets and the real economy
- The dog that did not bark
- Inflation determination with Taylor rules
- Portfolio advice for a multifactor world
- Shocks
- Using production based asset pricing to explain the behavior of stock returns over the business cycle
- Understanding policy in the great recession
- Getting Monetary Policy Back on Track
- Strategies for Monetary Policy
- Bond risk premia
- Identification with Taylor Rules
- The risk and return of venture capital
- Two trees
- Asset Pricing
Author data: Open Library