What is he best known for?
The fields of study he is best known for:
- Finance
- Statistics
- Macroeconomics
His scientific interests lie mostly in Econometrics, Capital asset pricing model, Financial economics, Interest rate and Bond.
His Econometrics research is multidisciplinary, incorporating elements of Dividend, Variance and Random walk.
His Capital asset pricing model research includes elements of Modern portfolio theory and Microeconomics.
His work carried out in the field of Financial economics brings together such families of science as Returns to scale and Capital market.
John H. Cochrane has researched Interest rate in several fields, including Taylor rule, Financial market and Inflation.
John H. Cochrane combines subjects such as Asset, Value, Discounting, Stock market and Consumption with his study of Equity premium puzzle.
His most cited work include:
- By Force of Habit: A Consumption-Based Explanation of Aggregate Stock Market Behavior (3277 citations)
- How Big Is the Random Walk in GNP (1078 citations)
- Bond Risk Premia (904 citations)
What are the main themes of his work throughout his whole career to date?
The scientist’s investigation covers issues in Econometrics, Capital asset pricing model, Interest rate, Monetary economics and Monetary policy.
His Econometrics research incorporates elements of Shock, Forward rate, Dividend, Discounting and Consumption.
His research integrates issues of Microeconomics and Investment in his study of Capital asset pricing model.
His Interest rate research is multidisciplinary, incorporating perspectives in Deflation, Quantitative easing, Risk premium, Bond and Recession.
His Monetary policy research integrates issues from Vector autoregression and Inflation.
His studies deal with areas such as Stock market and Equity risk as well as Equity premium puzzle.
He most often published in these fields:
- Econometrics (66.87%)
- Capital asset pricing model (47.55%)
- Interest rate (46.93%)
What were the highlights of his more recent work (between 2012-2021)?
- Interest rate (46.93%)
- Monetary economics (42.94%)
- Monetary policy (43.56%)
In recent papers he was focusing on the following fields of study:
His primary scientific interests are in Interest rate, Monetary economics, Monetary policy, Inflation and Debt.
His Interest rate study combines topics in areas such as Quantitative easing and Deflation.
His Monetary economics study integrates concerns from other disciplines, such as Present value and Recession.
His work investigates the relationship between Capital asset pricing model and topics such as Microeconomics that intersect with problems in Modern portfolio theory.
His biological study spans a wide range of topics, including Econometrics and Multiplier.
The study incorporates disciplines such as Mean variance, Asset and Distribution in addition to Econometrics.
Between 2012 and 2021, his most popular works were:
- The new-Keynesian liquidity trap (49 citations)
- A Mean‐Variance Benchmark for Intertemporal Portfolio Theory (46 citations)
- Toward a run-free financial system (37 citations)
In his most recent research, the most cited papers focused on:
- Finance
- Statistics
- Macroeconomics
Econometrics, Interest rate, Financial regulation, Financial crisis and Inflation are his primary areas of study.
The concepts of his Econometrics study are interwoven with issues in Modern portfolio theory, New Keynesian economics and Government spending.
His work in Modern portfolio theory addresses issues such as Hedge, which are connected to fields such as Capital asset pricing model, Perpetuity, Microeconomics and Mean variance.
His Interest rate study incorporates themes from Deflation and Recession.
His Financial crisis research also works with subjects such as
- Capital requirement, which have a strong connection to Tranche, Debt, Financial system, Internal debt and Narrow banking,
- Finance that intertwine with fields like Risk premium, Supply and demand, Distortion and Preference.
His Inflation study frequently draws connections between related disciplines such as Monetary policy.
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