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 1 10 923
Bank Deregulation, Credit Markets and the Control of Capital 0 0 0 0 0 0 2 543
Bank diversification: laws and fallacies of large numbers 0 0 1 31 0 0 3 353
Banking and Commerce: A Liquidity Approach 0 0 0 0 0 0 7 877
Banking and Insurance 0 0 0 133 0 0 3 474
Banking and commerce: a liquidity approach 0 0 0 240 0 1 8 905
Banking and commerce: a liquidity approach 0 0 0 51 0 1 9 414
Banking and commerce: an approach based on liquidity synergies 0 0 0 0 0 0 1 15
Causal Impact of Risk Oversight Functions on Bank Risk: Evidence from a Natural Experiment 0 2 4 18 0 4 8 55
Coalitions, power, and the FOMC 0 0 0 35 0 0 2 255
Commitment as investment under uncertainty 0 0 0 286 0 2 2 793
Commitment as investment under uncertainty 0 0 1 90 0 0 2 271
Commitment as irreversible investment 0 0 0 10 0 0 0 161
Committing and reneging: a dynamic model of policy regimes 0 0 0 46 0 0 6 176
Consumption and Fractional Differencing: Old and New Anomalies 0 0 0 0 0 0 1 139
Consumption and Fractional Differencing: Old and New Anomalies 0 0 0 0 0 0 2 74
Consumption and fractional differencing: old and new anomalies 0 0 0 8 0 0 3 227
Credit Crises, Money and Contractions: an historical view 0 0 0 298 0 1 12 619
Credit crises, money, and contractions: A historical view 0 0 0 227 0 0 4 312
Deep Recessions, Fast Recoveries, and Financial Crises: Evidence from the American Record 0 1 1 128 0 4 8 265
Deep recessions, fast recoveries, and financial crises: evidence from the American record 0 1 1 106 0 3 9 175
Does the Yield Curve Predict Output? 0 0 2 13 0 0 5 21
Dynamic commitment and imperfect policy rules 0 0 0 57 0 0 1 218
Dynamic commitment and imperfect policy rules 0 0 0 78 0 1 1 490
Estimating real and nominal term structures using Treasury yields, inflation, inflation forecasts, and inflation swap rates 0 0 1 341 0 0 6 1,066
Executive compensation: a calibration approach 0 0 0 44 0 2 6 712
Financial Intermediation: Delegated Monitoring and Long-Term Relationships 0 0 0 0 0 0 0 592
Financial Intermediation: Delegated Monitoring and Long-Term Relationships 0 0 0 0 0 0 3 299
Forecasting with the yield curve; level, slope, and output 1875-1997 0 1 1 230 0 1 2 558
Getting the most out of a mandatory subordinated debt requirement 0 0 0 89 0 0 1 494
Getting the most out of mandatory subordinated debt requirement 0 0 0 0 0 0 1 35
Gross loan flows 1 1 1 76 1 1 2 360
Gross loan flows 0 0 1 82 1 1 4 516
How Cyclical Is Bank Capital? 0 0 1 3 0 0 1 18
How Cyclical Is Bank Capital? 0 0 0 62 0 0 0 78
Imperfect state verification and financial contracting 0 0 1 28 0 0 2 273
Inflation expectations, real rates, and risk premia: evidence from inflation swaps 0 1 6 144 0 3 14 385
Large shareholders and market discipline in a regulated industry: a clinical study of Mellon Bank 0 0 0 166 0 0 3 1,142
Loan Sales, Recourse, and Reputation: An Analysis of Secondary Loan Participations 0 0 0 3 3 14 82 3,162
Loan sales, implicit contracts, and bank structure 0 0 0 98 0 0 1 664
Loan sales, implicit contracts, and bank structure 0 0 0 0 0 0 0 43
Loan sales: Pacific Rim trade in nontradable assets 0 0 0 28 0 0 7 454
Low Interest Rates and the Predictive Content of the Yield Curve 0 0 0 24 0 1 5 25
Low Interest Rates, Policy, and the Predictive Content of the Yield Curve 0 1 2 17 0 2 5 35
Macroprudential Policy: Results from a Tabletop Exercise 0 0 2 26 2 3 9 42
Mechanisms, Multi-Lateral Incentive Compatibility, and the Core 0 0 0 0 0 0 1 48
Monopolistic Competition and the Theory of Private Money 0 0 0 0 0 1 3 92
Monopolistic Competition and the Theory of Private Money 0 0 0 0 0 0 2 65
Optimal Financial Structure in Exchange Economies 0 0 0 0 0 0 4 195
Pricing kernels, inflation, and the term structure of interest rates 1 1 1 223 1 1 3 499
Risk aversion, performance pay, and the principal-agent problem 0 0 2 325 0 0 10 2,248
Sharing with a risk-neutral agent 0 0 0 40 0 0 3 240
Sticky Prices, Money and Business Fluctuations 0 0 1 47 0 0 3 332
Sticky prices, money, and business fluctuations 0 0 0 27 0 0 0 327
The Loan Sales Market 0 0 0 8 22 91 514 10,133
The Optimal Non-Linear Bank 0 0 0 0 1 1 2 64
The Sources and Nature of Long-Term Memory in the Business Cycle 0 0 0 1 0 0 2 212
The Sources and Nature of Long-Term Memory in the Business Cycle 0 0 0 0 0 0 0 501
The Sources and Nature of Long-term Memory in the Business Cycle 0 0 1 87 0 0 3 456
The Yield Curve, Recession and the Credibility of the Monetary Regime: long run evidence 1875-1997 0 0 0 258 0 0 4 877
The Yield Curve, Recessions and the Credibility of the Monetary Regime: Long Run Evidence 1875-1997 0 1 3 120 0 1 7 409
The paradox of loan sales 0 0 0 0 1 1 4 43
The sources and nature of long-term memory in the business cycle 0 0 0 38 0 0 3 294
The yield curve, recessions, and the credibility of the monetary regime: long-run evidence, 1875-1997 0 0 1 259 0 0 3 630
What do we know about regional banks? An exploratory analysis 0 0 1 43 0 0 4 117
Who holds the toxic waste? an investigation of CMO holdings 0 0 0 0 0 0 2 26
Total Working Papers 2 10 36 4,792 32 142 840 37,516


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 5 20 1 4 21 76
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 3 146
A conference on liquidity in frictional markets 0 0 0 18 0 0 1 68
A new approach to gauging inflation expectations 0 0 0 49 0 0 0 115
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 1 3 137
Bank deregulation, credit markets, and the control of capital 0 0 2 93 2 3 18 296
Bank diversification: laws and fallacies of large numbers 0 0 0 92 0 0 1 340
Banking and commerce: A liquidity approach 0 0 1 95 0 1 11 320
Banking and insurance 0 0 1 104 2 7 23 436
Capital requirements and shifts in commercial bank portfolios 0 1 1 516 0 2 8 2,015
Capital requirements for financial firms 0 0 0 10 0 0 1 43
Central banks and crisis management 0 0 1 102 0 0 1 222
Combining bank supervision and monetary policy 0 0 3 587 0 1 7 1,267
Committing and reneging: A dynamic model of policy regimes 0 0 0 20 0 0 4 122
Comparative Financial Systems: Introduction 0 0 0 0 1 1 4 217
Comparative financial systems: a conference sponsored by the Federal Reserve Bank of Cleveland, November 5-7, 1997 0 0 0 0 1 1 2 47
Consumption and Fractional Differencing: Old and New Anomalies 0 0 0 20 0 0 2 151
Contracting Costs, Inflation, and Relative Price Variability: Comment 0 0 0 16 0 0 1 130
Credit crises, money and contractions: An historical view 0 0 1 187 0 1 19 563
Credit spreads and subordinated debt 0 0 0 40 1 3 5 128
DEEP RECESSIONS, FAST RECOVERIES, AND FINANCIAL CRISES: EVIDENCE FROM THE AMERICAN RECORD 0 0 0 6 1 1 8 41
Declining Treasury debt; a conference sponsored by the Federal Reserve Bank of Cleveland, October 24-26, 2001 0 0 0 0 0 0 2 42
Derivative mechanics: the CMO 0 0 0 127 0 1 4 573
Derivatives and intermediation: a conference sponsored by the Federal Reserve Bank of Cleveland, November 1-3, 1995 0 0 0 0 0 0 0 292
Do excess reserves reveal credit crunches? 0 0 0 14 0 0 2 217
Does the potency of monetary policy vary with capacity utilization? A comment 0 0 0 9 0 0 0 54
Does the yield curve signal recession? 0 0 0 99 0 0 5 308
Dynamic Commitment and Incomplete Policy Rules 0 0 0 0 0 0 3 159
Dynamic collusion in an open economy 0 0 0 34 0 0 0 228
Executive compensation: a calibration approach 0 0 0 150 0 0 0 925
Expensing stock options 0 0 0 89 0 0 0 244
Fear and loathing in executive pay 0 0 0 5 0 0 0 96
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 5 54
Financial Stability: Risks, Resilience, and Policy 0 0 1 14 0 2 12 50
Financial efficiency and aggregate fluctuations: an exploration 0 0 0 38 0 0 2 151
Financial intermediation: Delegated monitoring and long-term relationships 0 3 6 158 0 3 10 398
Focusing on the Future: Regional Banks and the Financial Marketplace 0 0 0 3 0 0 1 41
Forecasting with the yield curve; level, slope, and output 1875-1997 0 0 1 55 0 0 6 193
Getting the Most Out of a Mandatory Subordinated Debt Requirement 0 0 0 21 0 0 2 107
Gilt by association: uncovering expected inflation 0 0 0 14 0 0 2 146
Gold prices 0 0 2 388 0 2 6 1,650
Gross Loan Flows 0 0 0 14 0 1 6 102
Gross Loan Flows 0 0 1 1 0 1 7 9
Healthy Banks, Common Traits 0 0 0 1 0 0 0 10
How Cyclical Is Bank Capital? 0 0 1 3 1 2 5 20
Identifying and resolving financial crises: a conference overview 0 0 0 57 0 0 4 123
Inflation Expectations, Real Rates, and Risk Premia: Evidence from Inflation Swaps 1 4 10 170 1 7 23 387
Inflation: noise, risk, and expectations 0 0 0 25 0 0 1 121
Information and prices 0 0 0 43 0 1 2 141
Integrating business and personal income taxes 0 0 0 13 0 0 1 110
Interest rates, yield curves, and the monetary regime 0 0 1 90 0 0 6 286
Introduction 0 0 0 0 0 0 2 86
Introduction 0 0 0 0 0 0 1 117
Introduction: Bank concentration and competition: an evolution in the making 0 0 0 2 1 8 24 807
Loan Sales, Implicit Contracts, and Bank Structure 0 0 0 2 0 0 2 302
Nonmonetary effects of financial crises: Lessons from the great depression in Canada 0 0 0 300 0 0 5 1,187
Oil prices: backward to the future? 0 0 0 100 0 1 1 256
Optimal Financial Structure in Exchange Economies 0 0 0 84 1 1 6 345
Past Performance, Future Results? 0 0 0 3 0 0 1 31
Peak oil 0 0 1 51 1 1 4 114
Planning for Surprises, Learning from Crises: The 2021 Financial Stability Conference 1 1 1 1 3 3 3 3
Predicting real growth using the yield curve 0 0 5 629 1 7 36 1,865
Productivity and the term structure 0 0 0 72 0 0 0 241
Putting systemic risk on the radar screen 0 0 0 19 0 0 3 165
Risk Aversion, Performance Pay, and the Principal-Agent Problem 0 0 9 654 0 3 22 2,293
Risk management and financial crises 0 1 3 93 1 2 9 334
Sharing with a risk-neutral agent 0 0 0 191 0 0 2 974
Sizing Up Systemic Risk 0 1 1 9 0 2 3 34
Sluggish deposit rates: endogenous institutions and aggregate fluctuations 0 0 0 18 0 0 1 121
Some lessons on the rescue of Long-Term Capital Management 2 2 3 58 2 2 4 178
Sticky Prices, Money, and Business Fluctuations 0 0 0 47 0 0 0 299
Stock market fundamentals 0 1 5 1,220 0 2 9 3,398
Stress, Contagion, and Transmission: 2020 Financial Stability Conference 0 1 3 5 0 1 3 8
Subordinated debt: tough love for banks? 0 0 0 92 0 0 0 416
Swaps and the swaps yield curve 0 0 0 399 0 1 4 840
Term structure economics from A to B 0 0 0 199 0 0 2 619
The Yield Curve as a Predictor of Growth: Long-Run Evidence, 1875-1997 0 1 4 168 1 3 6 443
The dark side of liquidity 0 0 0 108 0 0 0 386
The evolving loan sales market 0 0 0 79 0 0 1 321
The future of inflation 0 0 0 13 0 0 1 67
The sources and nature of long-term memory in aggregate output 0 0 0 80 1 2 36 388
Too much risk? 0 0 0 8 0 0 0 68
Trends in the Noninterest Income of Banks 0 1 5 30 1 5 19 143
Umbrella supervision 0 0 0 38 0 1 6 185
Umbrella supervision and the role of the central bank 0 0 1 59 0 0 3 238
Vagueness, credibility, and government policy 0 0 0 30 0 0 5 244
W(h)ither the Fed’s balance sheet? 0 0 0 18 0 0 1 55
Waiting for policy rules 0 0 0 40 0 0 0 113
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 0 67
Who holds the toxic waste? An investigation of CMO holdings 0 0 0 57 0 0 2 219
Why are interest rates so low? 0 0 1 47 0 0 1 94
Total Journal Articles 4 18 80 8,661 25 91 488 32,330


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 1 10 426
Total Books 0 0 0 0 0 1 10 426


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 50
Introduction to "Quantifying Systemic Risk" 0 0 1 60 0 0 1 136
Total Chapters 0 0 1 70 0 0 2 186


Statistics updated 2022-08-04