Access Statistics for Joseph Haubrich

Author contact details at EconPapers.

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 1 5 7 932
Bank Deregulation, Credit Markets and the Control of Capital 0 0 0 0 0 5 7 552
Bank diversification: laws and fallacies of large numbers 0 0 0 31 1 5 6 361
Banking and Commerce: A Liquidity Approach 0 0 0 0 0 1 2 884
Banking and Insurance 0 0 0 133 5 9 10 488
Banking and commerce: a liquidity approach 0 0 0 51 1 5 6 427
Banking and commerce: a liquidity approach 0 0 0 240 0 1 3 912
Banking and commerce: an approach based on liquidity synergies 0 0 0 0 0 3 4 22
Causal Impact of Risk Oversight Functions on Bank Risk: Evidence from a Natural Experiment 0 0 0 24 0 4 6 78
Coalitions, power, and the FOMC 0 0 0 36 0 7 8 266
Commitment as investment under uncertainty 0 0 0 91 0 5 16 317
Commitment as investment under uncertainty 0 0 0 286 0 7 7 802
Commitment as irreversible investment 0 0 0 10 2 8 9 177
Committing and reneging: a dynamic model of policy regimes 0 0 0 46 0 3 5 181
Consumption and Fractional Differencing: Old and New Anomalies 0 0 0 0 0 3 7 146
Consumption and Fractional Differencing: Old and New Anomalies 0 0 0 0 1 5 7 81
Consumption and fractional differencing: old and new anomalies 0 0 0 8 0 4 10 240
Credit Crises, Money and Contractions: an historical view 0 0 0 302 1 3 7 638
Credit crises, money, and contractions: A historical view 0 0 0 228 2 7 12 334
Deep Recessions, Fast Recoveries, and Financial Crises: Evidence from the American Record 0 0 0 130 2 7 10 280
Deep recessions, fast recoveries, and financial crises: evidence from the American record 0 0 0 108 0 6 11 203
Does the Yield Curve Predict Output? 0 0 3 22 1 6 9 45
Dynamic commitment and imperfect policy rules 0 0 0 57 0 3 8 229
Dynamic commitment and imperfect policy rules 0 0 0 78 2 5 7 500
Estimating real and nominal term structures using Treasury yields, inflation, inflation forecasts, and inflation swap rates 0 0 0 344 0 5 11 1,084
Executive compensation: a calibration approach 0 0 0 44 2 2 4 721
Factors Affecting Regional Bank Health and Supervisory Rating: An Exploration 7 7 7 7 3 3 3 3
Federal Reserve Balance-Sheet Policy in an Ample Reserves Framework: An Inventory Approach 0 0 0 10 2 9 17 24
Financial Intermediation: Delegated Monitoring and Long-Term Relationships 0 0 0 0 0 6 7 600
Financial Intermediation: Delegated Monitoring and Long-Term Relationships 0 0 0 0 0 3 4 304
Forecasting with the yield curve; level, slope, and output 1875-1997 0 0 0 231 4 16 17 580
Getting the most out of a mandatory subordinated debt requirement 0 0 0 89 1 2 4 500
Getting the most out of mandatory subordinated debt requirement 0 0 0 0 1 3 4 39
Gross loan flows 0 0 0 84 3 9 9 530
Gross loan flows 0 0 0 76 0 14 18 380
How Cyclical Is Bank Capital? 0 0 0 63 0 3 4 85
How Cyclical Is Bank Capital? 0 0 0 4 1 4 6 27
Imperfect state verification and financial contracting 0 0 0 28 1 4 6 280
Inflation expectations, real rates, and risk premia: evidence from inflation swaps 0 0 1 160 2 10 20 453
Large shareholders and market discipline in a regulated industry: a clinical study of Mellon Bank 0 0 0 167 0 4 5 1,150
Loan Sales, Recourse, and Reputation: An Analysis of Secondary Loan Participations 0 0 0 3 0 13 18 3,235
Loan sales, implicit contracts, and bank structure 0 0 0 98 0 3 6 670
Loan sales, implicit contracts, and bank structure 0 0 0 0 0 3 6 51
Loan sales: Pacific Rim trade in nontradable assets 0 0 0 28 0 3 5 459
Low Interest Rates and the Predictive Content of the Yield Curve 0 0 0 25 2 7 11 38
Low Interest Rates, Policy, and the Predictive Content of the Yield Curve 0 0 1 21 2 3 8 50
Macroprudential Policy: Results from a Tabletop Exercise 0 0 0 27 2 7 10 59
Mechanisms, Multi-Lateral Incentive Compatibility, and the Core 0 0 0 0 0 2 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 0 1 3 69
Optimal Financial Structure in Exchange Economies 0 0 0 0 0 2 2 200
Pricing kernels, inflation, and the term structure of interest rates 0 0 1 225 1 5 10 514
Risk aversion, performance pay, and the principal-agent problem 0 0 0 326 1 7 15 2,280
Sharing with a risk-neutral agent 0 0 0 40 3 7 10 255
Sticky Prices, Money and Business Fluctuations 0 0 0 47 1 6 7 341
Sticky prices, money, and business fluctuations 0 0 0 27 0 1 1 331
The Loan Sales Market 0 0 0 8 7 11 23 10,443
The Optimal Non-Linear Bank 0 0 0 0 0 4 8 72
The Sources and Nature of Long-Term Memory in the Business Cycle 0 0 0 0 0 3 5 513
The Sources and Nature of Long-Term Memory in the Business Cycle 0 0 0 1 1 9 10 226
The Sources and Nature of Long-term Memory in the Business Cycle 0 1 1 91 1 10 12 475
The Yield Curve, Recession and the Credibility of the Monetary Regime: long run evidence 1875-1997 0 0 0 258 1 7 14 897
The Yield Curve, Recessions and the Credibility of the Monetary Regime: Long Run Evidence 1875-1997 0 1 2 130 0 8 16 441
The paradox of loan sales 0 0 0 0 1 5 5 52
The sources and nature of long-term memory in the business cycle 0 0 0 40 1 9 9 307
The yield curve, recessions, and the credibility of the monetary regime: long-run evidence, 1875-1997 0 0 1 262 2 9 15 654
What do we know about regional banks? An exploratory analysis 0 0 1 46 0 3 7 132
Who holds the toxic waste? an investigation of CMO holdings 0 0 0 0 1 1 4 34
Total Working Papers 7 9 18 4,891 66 363 568 38,798


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 0 1 4 34 5 26 86 242
A Conference Sponsored by the Federal Reserve Bank of Cleveland, October 24-26, 2001: Introduction 0 0 0 0 0 1 1 111
A conference on federal credit allocation 0 0 0 27 0 1 3 150
A conference on liquidity in frictional markets 0 0 0 18 0 7 8 77
A new approach to gauging inflation expectations 0 0 0 49 0 3 5 123
Assessing deregulation: Further considerations A reply to David Romer 0 0 0 1 0 4 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 0 1 4 156
Bank deregulation, credit markets, and the control of capital 0 0 1 98 6 10 11 319
Bank diversification: laws and fallacies of large numbers 0 0 0 92 1 3 5 347
Banking and commerce: A liquidity approach 0 0 0 95 0 5 7 333
Banking and insurance 0 0 0 110 0 4 15 530
Capital requirements and shifts in commercial bank portfolios 1 1 4 531 2 12 20 2,059
Capital requirements for financial firms 0 0 0 14 1 3 3 51
Central banks and crisis management 0 0 0 106 0 3 5 235
Combining bank supervision and monetary policy 0 0 0 591 0 4 6 1,282
Committing and reneging: A dynamic model of policy regimes 0 0 0 20 0 2 5 128
Comparative Financial Systems: Introduction 0 0 0 0 0 2 4 223
Comparative financial systems: a conference sponsored by the Federal Reserve Bank of Cleveland, November 5-7, 1997 0 0 0 0 0 3 6 57
Consumption and Fractional Differencing: Old and New Anomalies 0 0 0 20 1 3 6 158
Contracting Costs, Inflation, and Relative Price Variability: Comment 0 0 0 16 0 1 2 133
Credit crises, money and contractions: An historical view 1 1 3 207 1 23 29 655
Credit spreads and subordinated debt 0 0 0 42 0 1 1 136
DEEP RECESSIONS, FAST RECOVERIES, AND FINANCIAL CRISES: EVIDENCE FROM THE AMERICAN RECORD 0 0 0 10 1 6 13 72
Declining Treasury debt; a conference sponsored by the Federal Reserve Bank of Cleveland, October 24-26, 2001 0 0 0 0 0 5 5 47
Derivative mechanics: the CMO 0 0 0 127 0 1 4 589
Derivatives and intermediation: a conference sponsored by the Federal Reserve Bank of Cleveland, November 1-3, 1995 0 0 0 0 0 1 4 298
Do excess reserves reveal credit crunches? 0 0 0 14 0 2 3 221
Does the Yield Curve Predict Output? 0 0 0 5 0 6 12 40
Does the potency of monetary policy vary with capacity utilization? A comment 0 0 0 9 0 2 3 58
Does the yield curve signal recession? 0 0 0 100 0 2 8 332
Dynamic Commitment and Incomplete Policy Rules 0 0 0 0 0 4 11 170
Dynamic collusion in an open economy 0 0 0 34 0 2 4 232
Executive compensation: a calibration approach 0 0 0 151 2 14 17 953
Expensing stock options 0 0 0 90 0 4 4 250
Fear and loathing in executive pay 0 0 0 5 0 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 1 6 6 61
Financial Stability: Frontier Risks, a New Normal, and Policy Challenges 0 0 2 3 3 8 11 17
Financial Stability: Risks, Resilience, and Policy 0 0 0 15 0 2 2 70
Financial efficiency and aggregate fluctuations: an exploration 0 0 0 38 1 6 6 157
Financial intermediation: Delegated monitoring and long-term relationships 0 0 1 164 1 6 13 425
Focusing on the Future: Regional Banks and the Financial Marketplace 0 0 0 4 1 3 3 52
Forecasting with the yield curve; level, slope, and output 1875-1997 0 0 0 60 1 6 19 231
Getting the Most Out of a Mandatory Subordinated Debt Requirement 0 0 0 21 0 3 7 116
Gilt by association: uncovering expected inflation 0 0 0 14 0 1 4 153
Gold prices 0 0 1 392 1 4 9 1,668
Gross Loan Flows 0 0 0 14 1 8 10 115
Gross Loan Flows 0 0 0 2 0 8 11 23
Healthy Banks, Common Traits 0 0 0 2 0 2 2 16
How Cyclical Is Bank Capital? 0 0 0 4 0 3 5 28
Identifying and resolving financial crises: a conference overview 0 0 0 57 0 5 5 129
Inflation Expectations, Real Rates, and Risk Premia: Evidence from Inflation Swaps 1 1 8 202 6 14 25 480
Inflation: noise, risk, and expectations 0 0 0 25 0 1 3 132
Information and prices 0 0 0 43 0 2 2 143
Integrating business and personal income taxes 0 0 0 14 0 2 2 117
Interest rates, yield curves, and the monetary regime 0 0 0 91 0 2 2 294
Introduction 0 0 0 0 0 3 5 122
Introduction 0 0 0 0 0 5 6 92
Introduction: Bank concentration and competition: an evolution in the making 0 0 0 2 3 10 22 878
Loan Sales, Implicit Contracts, and Bank Structure 0 0 0 2 0 4 8 313
Nonmonetary effects of financial crises: Lessons from the great depression in Canada 0 0 1 312 1 3 5 1,210
Oil prices: backward to the future? 0 0 0 101 2 3 7 269
Optimal Financial Structure in Exchange Economies 0 0 0 84 0 4 5 351
Past Performance, Future Results? 0 0 0 3 0 2 3 37
Peak oil 0 0 0 52 0 3 3 121
Planning for Surprises, Learning from Crises: The 2021 Financial Stability Conference 0 0 0 1 0 8 8 14
Predicting real growth using the yield curve 0 1 4 648 2 14 30 1,952
Productivity and the term structure 0 0 0 72 1 4 6 247
Putting systemic risk on the radar screen 0 0 0 19 0 1 4 172
QT, Ample Reserves, and the Changing Fed Balance Sheet 0 0 3 3 4 14 19 19
Risk Aversion, Performance Pay, and the Principal-Agent Problem 0 0 0 665 2 7 13 2,335
Risk management and financial crises 0 0 0 97 0 3 5 346
Sharing with a risk-neutral agent 0 0 0 191 2 6 10 986
Sizing Up Systemic Risk 0 0 0 9 0 5 6 42
Sluggish deposit rates: endogenous institutions and aggregate fluctuations 0 0 0 18 1 4 7 128
Some international evidence on the causal impact of the yield curve 0 0 0 9 0 6 10 32
Some lessons on the rescue of Long-Term Capital Management 0 0 0 61 1 3 3 184
Sticky Prices, Money, and Business Fluctuations 0 0 0 47 1 5 7 308
Stock market fundamentals 1 1 3 1,232 1 5 9 3,422
Stress, Contagion, and Transmission: 2020 Financial Stability Conference 0 0 0 5 0 5 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 0 5 5 850
Term structure economics from A to B 0 0 0 200 0 3 4 625
The Yield Curve as a Predictor of Growth: Long-Run Evidence, 1875-1997 0 0 1 178 0 4 12 475
The dark side of liquidity 0 0 0 108 0 1 3 389
The evolving loan sales market 0 0 0 79 0 4 10 331
The future of inflation 0 0 0 14 0 1 3 76
The sources and nature of long-term memory in aggregate output 0 0 0 80 2 12 13 449
Too much risk? 0 0 0 8 0 1 1 70
Trends in the Noninterest Income of Banks 0 0 1 40 0 6 19 194
Umbrella supervision 0 0 0 38 0 1 2 196
Umbrella supervision and the role of the central bank 0 0 0 59 2 2 4 245
Vagueness, credibility, and government policy 0 0 0 31 0 2 3 253
W(h)ither the Fed’s balance sheet? 0 0 0 18 1 3 3 60
Waiting for policy rules 0 0 0 40 0 5 5 120
What should central banks do?; a conference sponsored by the Federal Reserve Bank of Cleveland, Oct. 27-29, 1999 0 0 0 0 1 3 4 74
Who holds the toxic waste? An investigation of CMO holdings 0 0 1 58 1 7 8 232
Why are interest rates so low? 0 0 0 49 0 0 0 97
Total Journal Articles 4 6 38 8,907 64 453 786 34,090


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 9 27 35 467
Total Books 0 0 0 0 9 27 35 467


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 0 51
Introduction to "Quantifying Systemic Risk" 0 0 0 62 2 7 8 147
Total Chapters 0 0 0 72 2 7 8 198


Statistics updated 2026-03-04