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 4 6 7 552
Bank Deregulation, Credit Markets and the Control of Capital 0 0 0 0 1 4 6 931
Bank diversification: laws and fallacies of large numbers 0 0 0 31 3 4 6 360
Banking and Commerce: A Liquidity Approach 0 0 0 0 1 1 2 884
Banking and Insurance 0 0 0 133 3 5 5 483
Banking and commerce: a liquidity approach 0 0 0 51 3 4 5 426
Banking and commerce: a liquidity approach 0 0 0 240 1 2 3 912
Banking and commerce: an approach based on liquidity synergies 0 0 0 0 3 3 5 22
Causal Impact of Risk Oversight Functions on Bank Risk: Evidence from a Natural Experiment 0 0 0 24 2 4 6 78
Coalitions, power, and the FOMC 0 0 0 36 6 7 9 266
Commitment as investment under uncertainty 0 0 0 91 3 6 18 317
Commitment as investment under uncertainty 0 0 0 286 7 7 7 802
Commitment as irreversible investment 0 0 0 10 5 6 8 175
Committing and reneging: a dynamic model of policy regimes 0 0 0 46 2 3 5 181
Consumption and Fractional Differencing: Old and New Anomalies 0 0 0 0 3 6 7 146
Consumption and Fractional Differencing: Old and New Anomalies 0 0 0 0 4 6 6 80
Consumption and fractional differencing: old and new anomalies 0 0 0 8 3 5 11 240
Credit Crises, Money and Contractions: an historical view 0 0 0 302 0 4 6 637
Credit crises, money, and contractions: A historical view 0 0 0 228 2 8 10 332
Deep Recessions, Fast Recoveries, and Financial Crises: Evidence from the American Record 0 0 0 130 5 7 8 278
Deep recessions, fast recoveries, and financial crises: evidence from the American record 0 0 1 108 5 9 12 203
Does the Yield Curve Predict Output? 0 0 4 22 3 5 10 44
Dynamic commitment and imperfect policy rules 0 0 0 57 1 3 8 229
Dynamic commitment and imperfect policy rules 0 0 0 78 2 3 5 498
Estimating real and nominal term structures using Treasury yields, inflation, inflation forecasts, and inflation swap rates 0 0 0 344 4 6 13 1,084
Executive compensation: a calibration approach 0 0 0 44 0 2 3 719
Factors Affecting Regional Bank Health and Supervisory Rating: An Exploration 0 0 0 0 0 0 0 0
Federal Reserve Balance-Sheet Policy in an Ample Reserves Framework: An Inventory Approach 0 0 0 10 3 10 16 22
Financial Intermediation: Delegated Monitoring and Long-Term Relationships 0 0 0 0 4 6 7 600
Financial Intermediation: Delegated Monitoring and Long-Term Relationships 0 0 0 0 2 4 4 304
Forecasting with the yield curve; level, slope, and output 1875-1997 0 0 0 231 9 12 15 576
Getting the most out of a mandatory subordinated debt requirement 0 0 0 89 0 1 4 499
Getting the most out of mandatory subordinated debt requirement 0 0 0 0 2 3 3 38
Gross loan flows 0 0 0 76 11 17 18 380
Gross loan flows 0 0 0 84 4 6 6 527
How Cyclical Is Bank Capital? 0 0 0 4 1 4 5 26
How Cyclical Is Bank Capital? 0 0 0 63 2 3 4 85
Imperfect state verification and financial contracting 0 0 0 28 2 5 5 279
Inflation expectations, real rates, and risk premia: evidence from inflation swaps 0 0 1 160 6 10 19 451
Large shareholders and market discipline in a regulated industry: a clinical study of Mellon Bank 0 0 0 167 4 4 6 1,150
Loan Sales, Recourse, and Reputation: An Analysis of Secondary Loan Participations 0 0 0 3 10 14 18 3,235
Loan sales, implicit contracts, and bank structure 0 0 0 0 2 4 6 51
Loan sales, implicit contracts, and bank structure 0 0 0 98 2 3 6 670
Loan sales: Pacific Rim trade in nontradable assets 0 0 0 28 3 3 5 459
Low Interest Rates and the Predictive Content of the Yield Curve 0 0 0 25 1 6 9 36
Low Interest Rates, Policy, and the Predictive Content of the Yield Curve 0 1 1 21 0 5 7 48
Macroprudential Policy: Results from a Tabletop Exercise 0 0 0 27 1 5 9 57
Mechanisms, Multi-Lateral Incentive Compatibility, and the Core 0 0 0 0 2 3 4 52
Monopolistic Competition and the Theory of Private Money 0 0 0 0 0 0 1 93
Monopolistic Competition and the Theory of Private Money 0 0 0 0 1 1 4 69
Optimal Financial Structure in Exchange Economies 0 0 0 0 2 2 3 200
Pricing kernels, inflation, and the term structure of interest rates 0 0 1 225 1 4 9 513
Risk aversion, performance pay, and the principal-agent problem 0 0 0 326 2 7 14 2,279
Sharing with a risk-neutral agent 0 0 0 40 3 5 8 252
Sticky Prices, Money and Business Fluctuations 0 0 0 47 2 5 6 340
Sticky prices, money, and business fluctuations 0 0 0 27 1 1 2 331
The Loan Sales Market 0 0 0 8 2 6 16 10,436
The Optimal Non-Linear Bank 0 0 0 0 2 6 8 72
The Sources and Nature of Long-Term Memory in the Business Cycle 0 0 0 1 5 9 9 225
The Sources and Nature of Long-Term Memory in the Business Cycle 0 0 0 0 1 3 5 513
The Sources and Nature of Long-term Memory in the Business Cycle 0 1 1 91 6 10 11 474
The Yield Curve, Recession and the Credibility of the Monetary Regime: long run evidence 1875-1997 0 0 0 258 4 8 13 896
The Yield Curve, Recessions and the Credibility of the Monetary Regime: Long Run Evidence 1875-1997 1 1 2 130 5 9 16 441
The paradox of loan sales 0 0 0 0 3 4 4 51
The sources and nature of long-term memory in the business cycle 0 0 0 40 8 8 8 306
The yield curve, recessions, and the credibility of the monetary regime: long-run evidence, 1875-1997 0 0 1 262 6 8 14 652
What do we know about regional banks? An exploratory analysis 0 0 1 46 1 4 7 132
Who holds the toxic waste? an investigation of CMO holdings 0 0 0 0 0 2 3 33
Total Working Papers 1 3 13 4,884 202 356 528 38,732

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 5 34 12 22 96 237
A Conference Sponsored by the Federal Reserve Bank of Cleveland, October 24-26, 2001: Introduction 0 0 0 0 1 1 1 111
A conference on federal credit allocation 0 0 0 27 1 1 3 150
A conference on liquidity in frictional markets 0 0 0 18 4 7 8 77
A new approach to gauging inflation expectations 0 0 0 49 3 3 5 123
Assessing deregulation: Further considerations A reply to David Romer 0 0 0 1 3 5 7 46
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 5 156
Bank deregulation, credit markets, and the control of capital 0 0 1 98 3 4 6 313
Bank diversification: laws and fallacies of large numbers 0 0 0 92 2 3 4 346
Banking and commerce: A liquidity approach 0 0 0 95 4 5 7 333
Banking and insurance 0 0 0 110 4 4 16 530
Capital requirements and shifts in commercial bank portfolios 0 0 3 530 6 14 18 2,057
Capital requirements for financial firms 0 0 0 14 2 2 3 50
Central banks and crisis management 0 0 0 106 2 4 5 235
Combining bank supervision and monetary policy 0 0 0 591 4 4 6 1,282
Committing and reneging: A dynamic model of policy regimes 0 0 0 20 1 3 6 128
Comparative Financial Systems: Introduction 0 0 0 0 1 2 4 223
Comparative financial systems: a conference sponsored by the Federal Reserve Bank of Cleveland, November 5-7, 1997 0 0 0 0 3 4 6 57
Consumption and Fractional Differencing: Old and New Anomalies 0 0 0 20 1 2 5 157
Contracting Costs, Inflation, and Relative Price Variability: Comment 0 0 0 16 1 2 3 133
Credit crises, money and contractions: An historical view 0 1 2 206 16 23 29 654
Credit spreads and subordinated debt 0 0 1 42 1 1 2 136
DEEP RECESSIONS, FAST RECOVERIES, AND FINANCIAL CRISES: EVIDENCE FROM THE AMERICAN RECORD 0 0 0 10 4 7 12 71
Declining Treasury debt; a conference sponsored by the Federal Reserve Bank of Cleveland, October 24-26, 2001 0 0 0 0 4 5 5 47
Derivative mechanics: the CMO 0 0 0 127 1 2 4 589
Derivatives and intermediation: a conference sponsored by the Federal Reserve Bank of Cleveland, November 1-3, 1995 0 0 0 0 0 2 4 298
Do excess reserves reveal credit crunches? 0 0 0 14 2 2 3 221
Does the Yield Curve Predict Output? 0 0 0 5 4 10 13 40
Does the potency of monetary policy vary with capacity utilization? A comment 0 0 0 9 2 2 3 58
Does the yield curve signal recession? 0 0 0 100 1 3 10 332
Dynamic Commitment and Incomplete Policy Rules 0 0 0 0 1 7 11 170
Dynamic collusion in an open economy 0 0 0 34 2 2 4 232
Executive compensation: a calibration approach 0 0 0 151 9 14 16 951
Expensing stock options 0 0 0 90 1 4 4 250
Fear and loathing in executive pay 0 0 0 5 2 3 4 102
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 4 5 5 60
Financial Stability: Frontier Risks, a New Normal, and Policy Challenges 0 0 2 3 2 5 8 14
Financial Stability: Risks, Resilience, and Policy 0 0 0 15 1 2 3 70
Financial efficiency and aggregate fluctuations: an exploration 0 0 0 38 4 5 5 156
Financial intermediation: Delegated monitoring and long-term relationships 0 0 1 164 4 9 12 424
Focusing on the Future: Regional Banks and the Financial Marketplace 0 0 0 4 2 2 3 51
Forecasting with the yield curve; level, slope, and output 1875-1997 0 0 0 60 4 5 19 230
Getting the Most Out of a Mandatory Subordinated Debt Requirement 0 0 0 21 2 5 9 116
Gilt by association: uncovering expected inflation 0 0 0 14 1 2 4 153
Gold prices 0 0 1 392 2 4 9 1,667
Gross Loan Flows 0 0 0 2 6 9 12 23
Gross Loan Flows 0 0 0 14 7 7 9 114
Healthy Banks, Common Traits 0 0 0 2 1 2 3 16
How Cyclical Is Bank Capital? 0 0 0 4 2 4 5 28
Identifying and resolving financial crises: a conference overview 0 0 0 57 4 5 5 129
Inflation Expectations, Real Rates, and Risk Premia: Evidence from Inflation Swaps 0 0 7 201 6 10 21 474
Inflation: noise, risk, and expectations 0 0 0 25 0 2 5 132
Information and prices 0 0 0 43 1 2 2 143
Integrating business and personal income taxes 0 0 0 14 2 2 3 117
Interest rates, yield curves, and the monetary regime 0 0 0 91 2 2 2 294
Introduction 0 0 0 0 2 4 5 122
Introduction 0 0 0 0 4 6 6 92
Introduction: Bank concentration and competition: an evolution in the making 0 0 0 2 7 8 20 875
Loan Sales, Implicit Contracts, and Bank Structure 0 0 0 2 4 4 9 313
Nonmonetary effects of financial crises: Lessons from the great depression in Canada 0 0 1 312 2 2 4 1,209
Oil prices: backward to the future? 0 0 0 101 1 2 6 267
Optimal Financial Structure in Exchange Economies 0 0 0 84 2 5 5 351
Past Performance, Future Results? 0 0 0 3 2 2 3 37
Peak oil 0 0 0 52 2 3 3 121
Planning for Surprises, Learning from Crises: The 2021 Financial Stability Conference 0 0 0 1 7 8 9 14
Predicting real growth using the yield curve 0 1 4 648 4 15 29 1,950
Productivity and the term structure 0 0 0 72 2 5 5 246
Putting systemic risk on the radar screen 0 0 0 19 1 2 6 172
QT, Ample Reserves, and the Changing Fed Balance Sheet 0 2 3 3 6 12 15 15
Risk Aversion, Performance Pay, and the Principal-Agent Problem 0 0 0 665 3 6 11 2,333
Risk management and financial crises 0 0 0 97 2 3 5 346
Sharing with a risk-neutral agent 0 0 0 191 3 6 8 984
Sizing Up Systemic Risk 0 0 0 9 5 6 6 42
Sluggish deposit rates: endogenous institutions and aggregate fluctuations 0 0 0 18 3 5 6 127
Some international evidence on the causal impact of the yield curve 0 0 1 9 5 7 11 32
Some lessons on the rescue of Long-Term Capital Management 0 0 0 61 2 2 2 183
Sticky Prices, Money, and Business Fluctuations 0 0 0 47 3 4 6 307
Stock market fundamentals 0 0 3 1,231 3 4 9 3,421
Stress, Contagion, and Transmission: 2020 Financial Stability Conference 0 0 0 5 3 6 7 15
Subordinated debt: tough love for banks? 0 0 0 92 0 0 1 417
Swaps and the swaps yield curve 0 0 0 401 4 5 5 850
Term structure economics from A to B 0 0 0 200 2 3 4 625
The Yield Curve as a Predictor of Growth: Long-Run Evidence, 1875-1997 0 0 1 178 2 6 12 475
The dark side of liquidity 0 0 0 108 1 1 3 389
The evolving loan sales market 0 0 0 79 3 4 10 331
The future of inflation 0 0 0 14 1 1 4 76
The sources and nature of long-term memory in aggregate output 0 0 0 80 7 11 11 447
Too much risk? 0 0 0 8 1 1 2 70
Trends in the Noninterest Income of Banks 0 0 1 40 3 9 20 194
Umbrella supervision 0 0 0 38 1 1 2 196
Umbrella supervision and the role of the central bank 0 0 0 59 0 0 2 243
Vagueness, credibility, and government policy 0 0 0 31 2 3 4 253
W(h)ither the Fed’s balance sheet? 0 0 0 18 1 2 3 59
Waiting for policy rules 0 0 0 40 5 5 6 120
What should central banks do?; a conference sponsored by the Federal Reserve Bank of Cleveland, Oct. 27-29, 1999 0 0 0 0 2 3 3 73
Who holds the toxic waste? An investigation of CMO holdings 0 0 1 58 3 6 8 231
Why are interest rates so low? 0 0 0 49 0 0 0 97
Total Journal Articles 1 5 38 8,903 282 458 778 34,026

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 14 23 26 458
Total Books 0 0 0 0 14 23 26 458

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 0 0 1 51
Introduction to "Quantifying Systemic Risk" 0 0 0 62 3 5 6 145
Total Chapters 0 0 0 72 3 5 7 196

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Statistics updated 2026-02-12