Access Statistics for Joseph Haubrich

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Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Bank Deregulation, Credit Markets and the Control of Capital 0 0 0 0 0 0 1 545
Bank Deregulation, Credit Markets and the Control of Capital 0 0 0 0 0 0 0 925
Bank diversification: laws and fallacies of large numbers 0 0 0 31 1 1 2 355
Banking and Commerce: A Liquidity Approach 0 0 0 0 0 0 0 882
Banking and Insurance 0 0 0 133 0 0 1 478
Banking and commerce: a liquidity approach 0 0 0 240 0 0 0 909
Banking and commerce: a liquidity approach 0 0 0 51 0 0 0 421
Banking and commerce: an approach based on liquidity synergies 0 0 0 0 1 1 1 18
Causal Impact of Risk Oversight Functions on Bank Risk: Evidence from a Natural Experiment 0 0 1 24 0 0 3 72
Coalitions, power, and the FOMC 0 0 0 36 1 1 1 258
Commitment as investment under uncertainty 0 0 0 286 0 1 1 795
Commitment as investment under uncertainty 0 1 1 91 2 6 17 301
Commitment as irreversible investment 0 0 0 10 1 1 1 168
Committing and reneging: a dynamic model of policy regimes 0 0 0 46 0 0 0 176
Consumption and Fractional Differencing: Old and New Anomalies 0 0 0 0 0 0 0 139
Consumption and Fractional Differencing: Old and New Anomalies 0 0 0 0 0 0 0 74
Consumption and fractional differencing: old and new anomalies 0 0 0 8 1 1 2 230
Credit Crises, Money and Contractions: an historical view 0 0 2 302 0 0 7 631
Credit crises, money, and contractions: A historical view 0 0 0 228 0 2 4 322
Deep Recessions, Fast Recoveries, and Financial Crises: Evidence from the American Record 0 0 2 130 0 1 4 270
Deep recessions, fast recoveries, and financial crises: evidence from the American record 1 2 2 108 1 4 11 192
Does the Yield Curve Predict Output? 1 1 1 19 2 2 4 36
Dynamic commitment and imperfect policy rules 0 0 0 78 0 0 1 493
Dynamic commitment and imperfect policy rules 0 0 0 57 0 0 2 221
Estimating real and nominal term structures using Treasury yields, inflation, inflation forecasts, and inflation swap rates 0 0 0 344 2 2 3 1,073
Executive compensation: a calibration approach 0 0 0 44 1 1 1 717
Federal Reserve Balance-Sheet Policy in an Ample Reserves Framework: An Inventory Approach 0 0 2 10 1 1 7 7
Financial Intermediation: Delegated Monitoring and Long-Term Relationships 0 0 0 0 0 1 1 593
Financial Intermediation: Delegated Monitoring and Long-Term Relationships 0 0 0 0 0 1 1 300
Forecasting with the yield curve; level, slope, and output 1875-1997 0 0 0 231 2 2 2 563
Getting the most out of a mandatory subordinated debt requirement 0 0 0 89 1 1 1 496
Getting the most out of mandatory subordinated debt requirement 0 0 0 0 0 0 0 35
Gross loan flows 0 0 0 84 0 0 1 521
Gross loan flows 0 0 0 76 0 0 0 362
How Cyclical Is Bank Capital? 0 0 0 63 0 0 1 81
How Cyclical Is Bank Capital? 0 0 0 4 0 0 1 21
Imperfect state verification and financial contracting 0 0 0 28 0 0 0 274
Inflation expectations, real rates, and risk premia: evidence from inflation swaps 0 1 3 159 1 3 14 433
Large shareholders and market discipline in a regulated industry: a clinical study of Mellon Bank 0 0 0 167 1 1 1 1,145
Loan Sales, Recourse, and Reputation: An Analysis of Secondary Loan Participations 0 0 0 3 0 2 6 3,217
Loan sales, implicit contracts, and bank structure 0 0 0 98 0 0 0 664
Loan sales, implicit contracts, and bank structure 0 0 0 0 0 0 1 45
Loan sales: Pacific Rim trade in nontradable assets 0 0 0 28 0 0 0 454
Low Interest Rates and the Predictive Content of the Yield Curve 0 0 1 25 0 0 1 27
Low Interest Rates, Policy, and the Predictive Content of the Yield Curve 0 0 0 20 1 1 1 42
Macroprudential Policy: Results from a Tabletop Exercise 0 0 1 27 1 3 4 49
Mechanisms, Multi-Lateral Incentive Compatibility, and the Core 0 0 0 0 0 0 0 48
Monopolistic Competition and the Theory of Private Money 0 0 0 0 0 0 0 92
Monopolistic Competition and the Theory of Private Money 0 0 0 0 1 1 1 66
Optimal Financial Structure in Exchange Economies 0 0 0 0 1 1 1 198
Pricing kernels, inflation, and the term structure of interest rates 0 0 0 224 0 1 3 504
Risk aversion, performance pay, and the principal-agent problem 0 0 1 326 0 2 5 2,265
Sharing with a risk-neutral agent 0 0 0 40 1 2 3 245
Sticky Prices, Money and Business Fluctuations 0 0 0 47 0 0 0 334
Sticky prices, money, and business fluctuations 0 0 0 27 1 1 1 330
The Loan Sales Market 0 0 0 8 0 9 50 10,420
The Optimal Non-Linear Bank 0 0 0 0 0 0 0 64
The Sources and Nature of Long-Term Memory in the Business Cycle 0 0 0 1 0 0 1 216
The Sources and Nature of Long-Term Memory in the Business Cycle 0 0 0 0 0 0 2 508
The Sources and Nature of Long-term Memory in the Business Cycle 0 0 0 90 0 0 1 463
The Yield Curve, Recession and the Credibility of the Monetary Regime: long run evidence 1875-1997 0 0 0 258 0 0 0 883
The Yield Curve, Recessions and the Credibility of the Monetary Regime: Long Run Evidence 1875-1997 0 1 3 128 0 1 5 425
The paradox of loan sales 0 0 0 0 0 1 1 47
The sources and nature of long-term memory in the business cycle 0 0 0 40 0 0 0 298
The yield curve, recessions, and the credibility of the monetary regime: long-run evidence, 1875-1997 0 0 1 261 1 1 5 639
What do we know about regional banks? An exploratory analysis 0 0 2 45 0 1 7 125
Who holds the toxic waste? an investigation of CMO holdings 0 0 0 0 0 0 2 30
Total Working Papers 2 6 23 4,873 26 61 198 38,230


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Brief History of Bank Capital Requirements in the United States 1 1 2 30 15 44 51 156
A Conference Sponsored by the Federal Reserve Bank of Cleveland, October 24-26, 2001: Introduction 0 0 0 0 0 0 0 110
A conference on federal credit allocation 0 0 0 27 0 0 1 147
A conference on liquidity in frictional markets 0 0 0 18 0 0 1 69
A new approach to gauging inflation expectations 0 0 0 49 0 0 1 118
Assessing deregulation: Further considerations A reply to David Romer 0 0 0 1 0 0 0 39
Bank concentration and competition: an evolution in the making; a conference sponsored by the Federal Reserve Bank of Cleveland, May 21-23, 2003 0 0 0 0 1 2 7 152
Bank deregulation, credit markets, and the control of capital 0 0 0 97 1 1 2 308
Bank diversification: laws and fallacies of large numbers 0 0 0 92 0 0 0 342
Banking and commerce: A liquidity approach 0 0 0 95 0 0 1 326
Banking and insurance 0 0 0 110 1 2 26 515
Capital requirements and shifts in commercial bank portfolios 0 1 4 527 0 1 9 2,039
Capital requirements for financial firms 0 0 0 14 1 1 1 48
Central banks and crisis management 0 1 3 106 0 1 4 230
Combining bank supervision and monetary policy 0 0 0 591 0 0 1 1,276
Committing and reneging: A dynamic model of policy regimes 0 0 0 20 1 1 1 123
Comparative Financial Systems: Introduction 0 0 0 0 0 0 1 219
Comparative financial systems: a conference sponsored by the Federal Reserve Bank of Cleveland, November 5-7, 1997 0 0 0 0 0 1 1 51
Consumption and Fractional Differencing: Old and New Anomalies 0 0 0 20 0 0 1 152
Contracting Costs, Inflation, and Relative Price Variability: Comment 0 0 0 16 1 1 1 131
Credit crises, money and contractions: An historical view 0 0 10 204 1 1 22 626
Credit spreads and subordinated debt 1 1 1 42 1 1 1 135
DEEP RECESSIONS, FAST RECOVERIES, AND FINANCIAL CRISES: EVIDENCE FROM THE AMERICAN RECORD 0 0 3 10 0 2 13 59
Declining Treasury debt; a conference sponsored by the Federal Reserve Bank of Cleveland, October 24-26, 2001 0 0 0 0 0 0 0 42
Derivative mechanics: the CMO 0 0 0 127 0 0 1 585
Derivatives and intermediation: a conference sponsored by the Federal Reserve Bank of Cleveland, November 1-3, 1995 0 0 0 0 0 0 2 294
Do excess reserves reveal credit crunches? 0 0 0 14 0 0 0 218
Does the Yield Curve Predict Output? 0 0 0 5 1 2 5 28
Does the potency of monetary policy vary with capacity utilization? A comment 0 0 0 9 0 0 1 55
Does the yield curve signal recession? 0 0 0 100 2 2 7 324
Dynamic Commitment and Incomplete Policy Rules 0 0 0 0 0 0 0 159
Dynamic collusion in an open economy 0 0 0 34 0 0 0 228
Executive compensation: a calibration approach 0 0 0 151 1 1 2 936
Expensing stock options 0 0 0 90 0 0 0 246
Fear and loathing in executive pay 0 0 0 5 0 0 1 98
Federal credit allocation: theory, evidence, and history; a conference sponsored by the Federal Reserve Bank of Cleveland, October 17-19, 1993 0 0 0 0 0 0 0 55
Financial Stability: Frontier Risks, a New Normal, and Policy Challenges 0 0 1 1 0 1 4 6
Financial Stability: Risks, Resilience, and Policy 0 0 0 15 1 1 4 68
Financial efficiency and aggregate fluctuations: an exploration 0 0 0 38 0 0 0 151
Financial intermediation: Delegated monitoring and long-term relationships 0 1 1 163 0 1 4 412
Focusing on the Future: Regional Banks and the Financial Marketplace 0 0 1 4 1 1 7 49
Forecasting with the yield curve; level, slope, and output 1875-1997 0 0 0 60 1 1 3 212
Getting the Most Out of a Mandatory Subordinated Debt Requirement 0 0 0 21 2 2 2 109
Gilt by association: uncovering expected inflation 0 0 0 14 0 0 0 149
Gold prices 0 0 1 391 1 1 3 1,659
Gross Loan Flows 0 0 0 2 1 1 1 12
Gross Loan Flows 0 0 0 14 0 0 0 105
Healthy Banks, Common Traits 0 0 1 2 1 1 2 14
How Cyclical Is Bank Capital? 0 0 1 4 0 0 2 23
Identifying and resolving financial crises: a conference overview 0 0 0 57 0 0 0 124
Inflation Expectations, Real Rates, and Risk Premia: Evidence from Inflation Swaps 0 1 6 194 2 7 20 455
Inflation: noise, risk, and expectations 0 0 0 25 2 3 5 129
Information and prices 0 0 0 43 0 0 0 141
Integrating business and personal income taxes 0 0 1 14 1 1 2 115
Interest rates, yield curves, and the monetary regime 0 0 0 91 0 0 0 292
Introduction 0 0 0 0 0 0 0 86
Introduction 0 0 0 0 0 0 0 117
Introduction: Bank concentration and competition: an evolution in the making 0 0 0 2 1 3 18 856
Loan Sales, Implicit Contracts, and Bank Structure 0 0 0 2 1 1 2 305
Nonmonetary effects of financial crises: Lessons from the great depression in Canada 0 1 5 311 0 2 8 1,205
Oil prices: backward to the future? 0 0 0 101 1 1 2 262
Optimal Financial Structure in Exchange Economies 0 0 0 84 0 0 0 346
Past Performance, Future Results? 0 0 0 3 0 0 0 34
Peak oil 0 0 0 52 0 1 2 118
Planning for Surprises, Learning from Crises: The 2021 Financial Stability Conference 0 0 0 1 1 1 1 6
Predicting real growth using the yield curve 0 1 5 644 1 2 22 1,922
Productivity and the term structure 0 0 0 72 0 0 0 241
Putting systemic risk on the radar screen 0 0 0 19 2 2 2 168
Risk Aversion, Performance Pay, and the Principal-Agent Problem 0 1 4 665 0 1 7 2,322
Risk management and financial crises 0 0 1 97 0 1 2 341
Sharing with a risk-neutral agent 0 0 0 191 0 0 1 976
Sizing Up Systemic Risk 0 0 0 9 0 0 1 36
Sluggish deposit rates: endogenous institutions and aggregate fluctuations 0 0 0 18 0 0 0 121
Some international evidence on the causal impact of the yield curve 1 1 2 9 1 1 5 22
Some lessons on the rescue of Long-Term Capital Management 0 0 0 61 0 0 0 181
Sticky Prices, Money, and Business Fluctuations 0 0 0 47 0 1 1 301
Stock market fundamentals 1 1 5 1,229 1 2 6 3,413
Stress, Contagion, and Transmission: 2020 Financial Stability Conference 0 0 0 5 0 0 0 8
Subordinated debt: tough love for banks? 0 0 0 92 0 0 0 416
Swaps and the swaps yield curve 0 0 0 401 0 0 0 845
Term structure economics from A to B 0 0 0 200 0 0 0 621
The Yield Curve as a Predictor of Growth: Long-Run Evidence, 1875-1997 0 0 4 177 0 0 6 463
The dark side of liquidity 0 0 0 108 0 0 0 386
The evolving loan sales market 0 0 0 79 0 0 0 321
The future of inflation 0 0 0 14 1 2 4 73
The sources and nature of long-term memory in aggregate output 0 0 0 80 0 0 1 436
Too much risk? 0 0 0 8 1 1 1 69
Trends in the Noninterest Income of Banks 0 1 1 39 1 3 8 175
Umbrella supervision 0 0 0 38 0 0 1 194
Umbrella supervision and the role of the central bank 0 0 0 59 0 0 1 241
Vagueness, credibility, and government policy 0 0 0 31 1 2 3 250
W(h)ither the Fed’s balance sheet? 0 0 0 18 1 1 2 57
Waiting for policy rules 0 0 0 40 1 1 2 115
What should central banks do?; a conference sponsored by the Federal Reserve Bank of Cleveland, Oct. 27-29, 1999 0 0 0 0 0 0 1 70
Who holds the toxic waste? An investigation of CMO holdings 0 0 0 57 1 1 2 224
Why are interest rates so low? 0 0 0 49 0 0 0 97
Total Journal Articles 4 12 63 8,869 56 115 336 33,304


Book File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Quantifying Systemic Risk 0 0 0 0 0 0 2 432
Total Books 0 0 0 0 0 0 2 432


Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Comment on "The Quantification of Systemic Risk and Stability: New Methods and Measures" 0 0 0 10 1 1 1 51
Introduction to "Quantifying Systemic Risk" 0 0 1 62 0 0 2 139
Total Chapters 0 0 1 72 1 1 3 190


Statistics updated 2025-03-03