John Cochrane Data and Programs

Note: Booth computing services recently made us move and rename all faculty websites. As a result, some of the links here may not work. If there is something you want and the link is broken, please email me

• Bond Risk Premia
• CFI
• Debt Programs
• Debt Data for a Frictionless View of US Inflation
• Fed and Interest Rates - A High Frequency Identification
• Good Deal Programs
• Habit Programs
• JME What Do Vars Mean Programs and Data
• JPE Cross Sectional Test of Investment Based Asset Pricing 
• MacCready Programs
• NISC
• Permanent and Transistory (QJE 1994)
• Risk and Return of Venture Capital
• Shocks
• Stocks as Money
• The Dog the Didn't Bark
• Where is the market going programs
• Understanding Policy in the Great Recession (EER 2011) programs and data