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