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Economics and Finance

D-Index
66
Citations
42048
World Ranking
553
National Ranking
358

Research.com Recognitions

  • 2012 - Fellow of John Simon Guggenheim Memorial Foundation
  • 2011 - Fellow of the American Finance Association (AFA)
  • 2001 - Fellows of the Econometric Society

Overview

John H. Cochrane is affiliated with the Hoover Institution in the United States and has made substantial contributions across the fields of economics, econometrics, and finance. Their research focuses on a variety of topics including monetary policy and economic impact, economic theory and policy, financial markets and investment strategies, and fiscal policies and political economy.

Their recent publications include:

  • Portfolios for Long-Term Investors, 2021, European Finance Review
  • A fiscal theory of monetary policy with partially-repaid long-term debt, 2021, Review of Economic Dynamics
  • The fiscal roots of inflation, 2021, Review of Economic Dynamics
  • Fiscal Histories, 2022, The Journal of Economic Perspectives
  • Rethinking Production under Uncertainty, 2020, The Review of Asset Pricing Studies

Frequent coauthors include Lee E. Ohanian, George P. Shultz, James Hartley, and Michael Bordo.

Cochrane has published extensively in well-known academic venues, with multiple contributions in the SSRN Electronic Journal, Review of Economic Dynamics, European Finance Review, The Journal of Economic Perspectives, and The Review of Asset Pricing Studies.

Their scholarly output also encompasses book publications, notably two editions of The Fiscal Theory of the Price Level released by Princeton University Press in 2022 and 2023.

Their work spans several subfields such as general economics, econometrics and finance, economics and econometrics, finance, and accounting. Within their main topics of interest, emphasis is given to monetary policy, economic theories and models, housing market economics, and global financial crisis policies.

John H. Cochrane's academic achievements have been recognized through several fellowships, including:

  • Fellow of John Simon Guggenheim Memorial Foundation, 2012
  • Fellow of the American Finance Association (AFA), 2011
  • Fellows of the Econometric Society, 2001

Best Publications

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

    John Y. Campbell;John H. Cochrane

  • Asset Pricing: Revised Edition

    John H. Cochrane

  • Presidential Address: Discount Rates

    John H. Cochrane

  • Bond Risk Premia

    John H Cochrane;Monika Piazzesi

  • Financial Markets and the Real Economy

    John H. Cochrane

  • A Cross-Sectional Test of an Investment-Based Asset Pricing Model

    John H. Cochrane

  • How Big Is the Random Walk in GNP

    John H. Cochrane

  • Production-Based Asset Pricing and the Link Between Stock Returns and Economic Fluctuations

    John H. Cochrane

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

    John H. Cochrane

  • New Facts in Finance

    John H. Cochrane

  • A Simple Test of Consumption Insurance

    John H. Cochrane

  • The Risk and Return of Venture Capital

    John H. Cochrane

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

    John Y. Campbell;John Y. Campbell;John H. Cochrane;John H. Cochrane;John H. Cochrane

  • Financial Markets and the Real Economy

    John H. Cochrane;John H. Cochrane;John H. Cochrane

  • New Facts in Finance

    John H. Cochrane

  • Permanent and Transitory Components of GNP and Stock Prices

    John H. Cochrane

  • New Facts In Finance

    John H. Cochrane;John H. Cochrane

  • Explaining the Variance of Price–Dividend Ratios

    John H. Cochrane

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

    John H Cochrane;Jesus Saa-Requejo

  • Asset Pricing Explorations for Macroeconomics

    John Cochrane;Lars Hansen

  • Asset Pricing Explorations for Macroeconomics

    John H. Cochrane;Lars Peter Hansen

  • Explaining the Poor Performance of Consumption-based Asset Pricing Models

    John Y. Campbell;John H. Cochrane

  • The Squam Lake Report: Fixing the Financial System

    Kenneth R. French;Martin N. Baily;John Campbell;John H. Cochrane

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

    John H. Cochrane

Frequent Co-Authors

John Y. Campbell
John Y. Campbell Harvard University
Robert J. Shiller
Robert J. Shiller Yale University
Anil K. Kashyap
Anil K. Kashyap University of Chicago
Douglas W. Diamond
Douglas W. Diamond University of Chicago
Kenneth R. French
Kenneth R. French Dartmouth College
Darrell Duffie
Darrell Duffie Stanford University
Matthew J. Slaughter
Matthew J. Slaughter Dartmouth College
Frederic S. Mishkin
Frederic S. Mishkin Columbia University
David S. Scharfstein
David S. Scharfstein Harvard University
René M. Stulz
René M. Stulz The Ohio State University

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