John H. Cochrane

Research

Books and notes

Articles. By topic, in reverse chronological order

Asset Pricing and Financial Economics

OK, the whole point of my research agenda is that asset pricing and macroeconomics are the same thing, but it's still a little helpful to separate papers by their main focus.

Macroeconomics, Monetary Economics, and Fiscal Theory of the Price Level

"A prince, who should enact that a certain proportion of his taxes be paid in a paper money of a certain kind, might thereby give a certain value to this paper money." (Adam Smith, Wealth of Nations, Vol. I, Book II, Chapter II. Thanks to Ross Starr for the quote).

Health insurance, health economics

Time-series; Unit roots; Permanent and transitory components

Talks and Comments

(Most are written, some are published, a few are only the slides)