Identification with Taylor Rules: A Critical Review; John H. Cochrane; NBER Working Paper Series no. 13410; Cambridge: National Bureau of Economic Research, 2007.

http://www.nber.org/papers/w13410

Inflation Determination with Taylor Rules: A Critical Review; John H. Cochrane; NBER Working Paper Series no. 13409; Cambridge: National Bureau of Economic Research, 2007.

http://www.nber.org/papers/w13409

"Macroeconomic Implications of Changes in the Term Premium/Commentary." John H. Cochrane; Federal Reserve Bank of St. Louis Review, 2007, 89(4), pp. 271- 82.

http://research.stlouisfed.org/publications/review/07/07/Cochrane.pdf

The Dog That Did Not Bark: A Defense of Return Predictability; John H. Cochrane; NBER working paper series ; no. w12026; Cambridge, Mass.: National Bureau of Economic Research, 2006.

http://www.nber.org/papers/w12026

"Bond Risk Premia." John H. Cochrane and Monika Piazzesi; CFA Digest, 2005, 35(4), pp. 27-28.

http://search.epnet.com/login.aspx?direct=true&db=bth&an=18798736

Asset Pricing John H. Cochrane; Princeton, NJ: Princeton University Press, 2005

"Money as Stock." John H. Cochrane; Journal of Monetary Economics, 2005, 52(3), pp. 501-28.

http://dx.doi.org/10.1016/j.jmoneco.2004.07.004

"Bond Risk Premia." John H. Cochrane and Monika Piazzesi; American Economic Review, 2005, 95(1), pp. 138.

http://dx.doi.org/10.1257/0002828053828581

Financial Markets and the Real Economy; John H. Cochrane; NBER Working Papers Series no. 11193; Cambridge: National Bureau of Economic Research, 2005.

http://papers.nber.org/papers/W11193

Two Trees : Asset Price Dynamics Induced by Market Clearing; John H. Cochrane, Francis A. Longstaff and Pedro Santa-Clara; NBER working paper series ;; no. 10116; Cambridge: National Bureau of Economic Research, 2003.

http://www.nber.org/papers/W10116

International Risk Sharing Is Better Than You Think, or Exchange Rates Are Too Smooth.; Michael W. Brandt, John H. Cochrane and Pedro Santa-Clara; Working Papers -- Duke Fuqua School of Business, 2003.

http://search.epnet.com/login.aspx?direct=true&db=bth&an=12394649

Two Trees: Asset Price Dynamics Induced by Market Clearing; John H. Cochrane, Francis A. Longstaff and Pedro Santa-Clara; UCLA Department of Economics, Levine's Bibliography, 2003.

Stocks as Money : Convenience Yield and the Tech-Stock Bubble; John H. Cochrane; NBER working paper series ;; no. 8987; Cambridge: National Bureau of Economic Research, 2002.

http://papers.nber.org/papers/W8987

Bond Risk Premia; John H. Cochrane and Monika Piazzesi; NBER working paper series ;; no. 9178; Cambridge: National Bureau of Economic Research, 2002.

http://www.nber.org/papers/W9178

The Fed and Interest Rates: A High-Frequency Identification; John H. Cochrane and Monika Piazzesi; NBER working paper series no. 8839; Cambridge: National Bureau of Economic Research, 2002.

http://papers.nber.org/papers/8839

"Time-Consistent Health Insurance," John H. Cochrane, in A. Tabarrok: Entrepreneurial Economics: Bright Ideas from the Dismal Science. Oxford and New York: Oxford University Press, 2002, pp. 53-76

"The Fed and Interest Rates--a High-Frequency Identification." John H. Cochrane and Monika Piazzesi; American Economic Review, 2002, 92(2), pp. 90-95.

http://links.jstor.org/sici?sici=0002-8282%28200205%2992%3A2%3C90%3ATFAIRA%3E2.0.CO%3B2-0

"Review of 'Famous First Bubbles: The Fundamentals of Early Manias'." John H. Cochrane; Journal of Political Economy, 2001, 109(5), pp. 1150.

http://links.jstor.org/sici?sici=0022-3808%28200110%29109%3A5%3C1150%3AFFBTFO%3E2.0.CO%3B2-A

The Risk and Return of Venture Capital; John H. Cochrane; NBER working paper series ;; no. 8066; Cambridge: National Bureau of Economic Research, 2001.

http://www.nber.org/papers/W8066

International Risk Sharing Is Better Than You Think : Or Exchange Rates Are Much Too Smooth; Michael W. Brandt, John H. Cochrane and Pedro Santa Clara; NBER working paper series ;; no. 8404; Cambridge: National Bureau of Economic Research, 2001.

http://papers.nber.org/papers/W8404

A Rehabilitation of Stochastic Discount Factor Methodology; John H. Cochrane; NBER working paper series ;; no. 8533; Cambridge: National Bureau of Economic Research, 2001.

http://www.nber.org/papers/W8533

"Long-Term Debt and Optimal Policy in the Fiscal Theory of the Price Level." John H. Cochrane; Econometrica, 2001, 69(1), pp. 69-116.

http://dx.doi.org/10.1111/1468-0262.00179

Asset Pricing John H. Cochrane; Princeton and Oxford: Princeton University Press, 2001 Money as Stock : Price Level Determination with No Money Demand; John H. Cochrane; NBER working paper series ;; no. 7498; Cambridge: National Bureau of Economic Research, 2000.

http://www.nber.org/papers/W7498

"Beyond Arbitrage: Good-Deal Asset Price Bounds in Incomplete Markets." John H. Cochrane and Jesus Saa-Requejo; Journal of Political Economy, 2000, 108(1), pp. 79-119.

http://links.jstor.org/sici?sici=0022-3808%28200002%29108%3A1%3C79%3ABAGAPB%3E2.0.CO%3B2-1

"Explaining the Poor Performance of Consumption-Based Asset Pricing Models." John Y. Campbell and John H. Cochrane; Journal of Finance, 2000, 55(6), pp. 2863-78.

http://links.jstor.org/sici?sici=0022-1082%28200012%2955%3A6%3C2863%3AETPPOC%3E2.0.CO%3B2-T

Portfolio Advice for a Multifactor World; John H. Cochrane; NBER working paper series ;; working paper 7170; Cambridge: National Bureau of Economic Research, 1999.

http://papers.nber.org/papers/w7170

Explaining the Poor Performance of Consumption-Based Asset Pricing Models; John Y. Campbell and John H. Cochrane; NBER working paper series ;; working paper 7237; Cambridge: National Bureau of Economic Research, 1999.

http://papers.nber.org/papers/w7237.pdf

New Facts in Finance; John H. Cochrane; NBER working paper series ;; working paper 7169; Cambridge: National Bureau of Economic Research, 1999.

http://papers.nber.org/papers/w7169

"New Facts in Finance." John H. Cochrane; Economic Perspectives, 1999, 23(3), pp. 36-58.

http://www.chicagofed.org/publications/economicperspectives/1999/ep3Q99_3.pdf

"Portfolio Advice for a Multifactor World." John H. Cochrane; Economic Perspectives, 1999, 23(3), pp. 59-78.

http://search.epnet.com/login.aspx?direct=true&db=bth&an=2267528

"Reinsurance for Catastrophes and Cataclysms: Comment," John H. Cochrane, in K. A. Froot: The Financing of Catastrophe Risk. Chicago and London: University of Chicago Press, 1999, pp. 269-74

"By Force of Habit: A Consumption-Based Explanation of Aggregate Stock Market Behavior." John Y. Campbell and John H. Cochrane; Journal of Political Economy, 1999, 107(2), pp. 205-51.

http://links.jstor.org/sici?sici=0022-3808%28199904%29107%3A2%3C205%3ABFOHAC%3E2.0.CO%3B2-M

"A Frictionless View of U.S. Inflation." John H. Cochrane; NBER Macroeconomics Annual, 1998, 13( 1), pp. 323.

http://search.epnet.com/login.aspx?direct=true&db=bth&an=1663622

A Frictionless View of U.S. Inflation; John H. Cochrane; NBER working paper series ;; working paper 6646; Cambridge: National Bureau of Economic Research, 1998.

http://www.nber.org/papers/w6646

Long-Term Debt and Optimal Policy in the Fiscal Theory of the Price Level; John H. Cochrane; NBER working paper series ;; working paper 6771; Cambridge: National Bureau of Economic Research, 1998.

http://www.nber.org/papers/w6771

"What Do the Vars Mean? Measuring the Output Effects of Monetary Policy." John H. Cochrane; Journal of Monetary Economics, 1998, 41(2), pp. 277-300.

http://dx.doi.org/10.1016/S0304-3932(97)00075-5

Where Is the Market Going? : Uncertain Facts and Novel Theories; John H. Cochrane; NBER working paper series ;; no. 6207; Cambridge: National Bureau of Economic Research, 1997.

http://papers.nber.org/papers/6207

"Where Is the Market Going? Uncertain Facts and Novel Theories." John H. Cochrane; Economic Perspectives, 1997, 21(6), pp. 3-37.

http://www.chicagofed.org/publications/economicperspectives/1997/epnov97.pdf

"A Cross Sectional Test of an Investment Based Asset Pricing Model." John H. Cochrane; Journal of Political Economy, 1996, 104(3), pp. 572.

http://links.jstor.org/sici?sici=0022-3808%28199606%29104%3A3%3C572%3AACTOAI%3E2.0.CO%3B2-7

Beyond Arbitrage : "Good-Deal" Asset Price Bounds in Incomplete Markets; John H. Cochrane and Jesus Saa-Requejo; NBER working paper series ;; working paper 5489; Cambridge: National Bureau of Economic Research, 1996.

http://www.nber.org/papers/W5489

"A Cross-Sectional Test of an Investment-Based Asset Pricing Model." John H. Cochrane; Journal of Political Economy, 1996, 104(3), pp. 572-621.

http://links.jstor.org/sici?sici=0022-3808%28199606%29104%3A3%3C572%3AACTOAI%3E2.0.CO%3B2-7

By Force of Habit : A Consumption-Based Explanation of Aggregate Stock Market Behavior; John Y. Campbell and John H. Cochrane; NBER working paper series ;; working paper no. 4995; Cambridge: National Bureau of Economic Research, 1995.

http://www.nber.org/papers/W4995

What Do the Vars Mean?: Measuring the Output Effects of Monetary Policy; John H. Cochrane; NBER Working Papers series ;; no. 5154; Cambridge: National Bureau of Economic Research, 1995.

http://papers.nber.org/papers/5157

"Time-Consistent Health Insurance." John H. Cochrane; Journal of Political Economy, 1995, 103(3), pp. 445-73.

http://links.jstor.org/sici?sici=0022-3808%28199506%29103%3A3%3C445%3ATHI%3E2.0.CO%3B2-6

By Force of Habit : A Consumption-Based Explanation of Aggregate Stock Market Behavior; John Y. Campbell and John H. Cochrane; Working paper ;; no. 94-17; Philadelphia, PA: Federal Reserve Bank of Philadelphia Economic Research Dept., 1994.

Macroeconomics in Russia John H. Cochrane and Barry William Ickes; University Park, Pa.: Pennsylvania State University, 1994

Shocks; John H. Cochrane; NBER working paper series no. 4698; Cambridge: National Bureau of Economic Research, 1994.

http://papers.nber.org/papers/4698

"Shocks." John H. Cochrane; Carnegie-Rochester Conference Series on Public Policy, 1994, 41, pp. 295-364.

http://dx.doi.org/10.1016/0167-2231(94)00024-7

"What Ends Recessions? Comment," John H. Cochrane, in S. Fischer and J. J. Rotemberg: NBER Macroeconomics Annual 1994. Cambridge and London: MIT Press, 1994, pp. 58-74

"Permanent and Transitory Components of GNP and Stock Prices." John H. Cochrane; The Quarterly Journal of Economics, 1994, 109(1), pp. 241-65.

http://links.jstor.org/sici?sici=0033-5533%28199402%29109%3A1%3C241%3APATCOG%3E2.0.CO%3B2-K

Asset Pricing Explorations for Macroeconomics; John H. Cochrane and Lars Peter Hansen; Working paper series no. 353.; Chicago: Center for Research in Security Prices Graduate School of Business University of Chicago, 1992.

Asset Pricing Explorations for Macroeconomics; John H. Cochrane and Lars Peter Hansen; NBER working papers series no. 4088; Cambridge: National Bureau of Economic Research, 1992.

http://papers.nber.org/papers/W4088

A Cross-Sectional Test of a Production-Based Asset Pricing Model; John H. Cochrane; NBER working papers series no. 4025; Cambridge: National Bureau of Economic Research, 1992.

http://papers.nber.org/papers/4025

"Asset Pricing Explorations for Macroeconomics," John H. Cochrane and Lars Peter Hansen, in O. J. Blanchard and S. Fischer: NBER Macroeconomics Annual, 1992. Cambridge and London: MIT Press, 1992, pp. 115-65

"Explaining the Variance of Price-Dividend Ratios." John H. Cochrane; Review of Financial Studies, 1992, 5(2), pp. 243-80.

http://links.jstor.org/sici?sici=0893-9454%281992%295%3A2%3C243%3AETVOPR%3E2.0.CO%3B2-O

"Comments on 'the Response of Consumption to Income: A Cross Country Investigation'." John H. Cochrane; European Economic Review, 1991, 35(4), pp. 723.

http://dx.doi.org/10.1016/0014-2921(91)90034-G

"Volatility Tests and Efficient Markets: A Review Essay." John H. Cochrane; Journal of Monetary Economics, 1991, 27(3), pp. 463.

http://dx.doi.org/10.1016/0304-3932(91)90018-J

Univariate Vs. Multivariate Forecasts of GNP Growth and Stock Returns : Evidence and Implications for the Persistance of Shocks, Detrending Methods, and Tests of the Permanent Income Hypothesis; John H. Cochrane; Working paper series ;; 339; Chicago: Center for Research in Security Prices Graduate School of Business University of Chicago, 1991.

A Cross-Sectional Test of a Production-Based Asset Pricing Model; John H. Cochrane; Working paper series ;; 338; Chicago: Center for Research in Security Prices Graduate School of Business University of Chicago, 1991.

Stopping Inflation in Reforming Socialist Economies : Some Pleasant Socialist Arithmetic; John H. Cochrane and Barry William Ickes; Department of Economics Papers 12-90-1; University Park: Pennsylvania State University, 1991.

Volatility Tests and Efficient Markets : A Review Essay; John H. Cochrane; NBER working papers series no. 3591; Cambridge: National Bureau of Economic Research, 1991.

http://papers.nber.org/papers/3591

"Pitfalls and Opportunities: What Macroeconomists Should Know About Unit Roots: Comment," John H. Cochrane, in O. J. Blanchard and S. Fischer: NBER Macroeconomics Annual 1991. Cambridge and London: MIT Press, 1991, pp. 201-10

"Inflation Stabilization in Reforming Socialist Economies: The Myth of the Monetary Overhang." John H. Cochrane and Barry W. Ickes; Comparative Economic Studies, 1991, 33(2), pp. 97-122.

http://search.epnet.com/login.aspx?direct=true&db=bth&an=9608070865

"A Critique of the Application of Unit Root Tests." John H. Cochrane; Journal of Economic Dynamics and Control, 1991, 15(2), pp. 275-84.

http://dx.doi.org/10.1016/0165-1889(91)90013-Q

"Production-Based Asset Pricing and the Link between Stock Returns and Economic Fluctuations." John H. Cochrane; Journal of Finance, 1991, 46(1), pp. 209-37.

http://links.jstor.org/sici?sici=0022-1082%28199103%2946%3A1%3C209%3APAPATL%3E2.0.CO%3B2-7

"A Simple Test of Consumption Insurance." John H. Cochrane; Journal of Political Economy, 1991, 99(5), pp. 957-76.

http://links.jstor.org/sici?sici=0022-3808%28199110%2999%3A5%3C957%3AASTOCI%3E2.0.CO%3B2-T

Production-Based Asset Pricing and the Link between Stock Returns and Economic Fluctuations; John H. Cochrane; Working paper series ;; W.P. 290; Chicago, Ill.: Center for Research in Security Prices University of Chicago, 1990.

Explaining the Variance of Price-Dividend Ratios; John H. Cochrane; Working paper series ;; no. 291; Chicago: Center for Research in Security Prices Graduate School of Business University of Chicago, 1990.

Univariate Vs. Multivariate Forecasts of GNP Growth and Stock Returns : Evidence and Implications for the Persistence of Shocks, Detrending Methods, and Tests of the Permanent Income Hypothesis; John H. Cochrane; NBER working paper series ;; working paper no. 3427; Cambridge: National Bureau of Economic Research, 1990.

http://papers.nber.org/papers/3427

Explaining the Variance of Price Dividend Ratios; John H. Cochrane; NBER working paper series ; working paper ;; no. 3157; Cambridge: National Bureau of Economic Research, 1989.

http://papers.nber.org/papers/3157

Using Production Based Asset Pricing to Explain the Behavior of Stock Returns over the Business Cycle; John H. Cochrane; NBER working paper series ; working paper ;; no. 3212; Cambridge: National Bureau of Economic Research, 1989.

http://papers.nber.org/papers/3212

"The Return of the Liquidity Effect: A Study of the Short-Run Relation between Money Growth and Interest Rates." John H. Cochrane; Journal of Business and Economic Statistics, 1989, 7(1), pp. 75-83.

http://links.jstor.org/sici?sici=0735-0015%28198901%297%3A1%3C75%3ATROTLE%3E2.0.CO%3B2-M

"The Sensitivity of Tests of the Intertemporal Allocation of Consumption to near-Rational Alternatives." John H. Cochrane; American Economic Review, 1989, 79(3), pp. 319-37.

http://links.jstor.org/sici?sici=0002-8282%28198906%2979%3A3%3C319%3ATSOTOT%3E2.0.CO%3B2-P

A Test of Consumption Insurance; John H. Cochrane; NBER working paper series ; working paper ;; no. 2642; Cambridge: National Bureau of Economic Research, 1988.

http://papers.nber.org/papers/2642

Production Based Asset Pricing; John H. Cochrane; NBER working paper series ; working paper ;; no. 2776; Cambridge: National Bureau of Economic Research, 1988.

http://papers.nber.org/papers/2776

The Sensitivity of Tests of the Intertemporal Allocation of Consumption to near-Rational Alternatives; John H. Cochrane; NBER working paper series ; working paper ;; no. 2730; Cambridge: National Bureau of Economic Research, 1988.

http://papers.nber.org/papers/2730

"Multivariate Estimates of the Permanent Components of GNP and Stock Prices." John H. Cochrane and Argia M. Sbordone; Journal of Economic Dynamics and Control, 1988, 12(2-3), pp. 255-96.

http://dx.doi.org/10.1016/0165-1889(88)90042-5

"How Big Is the Random Walk in GNP?" John H. Cochrane; The Journal of Political Economy, 1988, 96(5), pp. 893-920.

http://links.jstor.org/sici?sici=0022-3808%28198810%2996%3A5%3C893%3AHBITRW%3E2.0.CO%3B2-P

Essays in Macroeconomics; John Howland Cochrane; Ph.D. Dissertation, University of California, Berkeley, 1986.