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 3 9 934
Bank Deregulation, Credit Markets and the Control of Capital 0 0 0 0 1 1 8 553
Bank diversification: laws and fallacies of large numbers 0 0 0 31 1 2 7 362
Banking and Commerce: A Liquidity Approach 0 0 0 0 2 2 4 886
Banking and Insurance 0 0 0 133 0 6 11 489
Banking and commerce: a liquidity approach 0 0 0 51 4 5 10 431
Banking and commerce: a liquidity approach 0 0 0 240 1 1 4 913
Banking and commerce: an approach based on liquidity synergies 0 0 0 0 0 0 4 22
Causal Impact of Risk Oversight Functions on Bank Risk: Evidence from a Natural Experiment 0 0 0 24 2 2 8 80
Coalitions, power, and the FOMC 0 0 0 36 1 3 11 269
Commitment as investment under uncertainty 0 0 0 91 2 2 16 319
Commitment as investment under uncertainty 0 0 0 286 3 3 10 805
Commitment as irreversible investment 0 0 0 10 4 7 14 182
Committing and reneging: a dynamic model of policy regimes 0 0 0 46 2 2 7 183
Consumption and Fractional Differencing: Old and New Anomalies 0 0 0 0 5 5 12 151
Consumption and Fractional Differencing: Old and New Anomalies 0 0 0 0 2 3 9 83
Consumption and fractional differencing: old and new anomalies 0 0 0 8 1 1 11 241
Credit Crises, Money and Contractions: an historical view 0 0 0 302 0 2 8 639
Credit crises, money, and contractions: A historical view 0 0 0 228 0 4 14 336
Deep Recessions, Fast Recoveries, and Financial Crises: Evidence from the American Record 0 0 0 130 2 6 14 284
Deep recessions, fast recoveries, and financial crises: evidence from the American record 0 0 0 108 0 3 14 206
Does the Yield Curve Predict Output? 0 0 0 22 3 4 9 48
Dynamic commitment and imperfect policy rules 0 0 0 57 2 2 10 231
Dynamic commitment and imperfect policy rules 0 0 0 78 5 7 12 505
Estimating real and nominal term structures using Treasury yields, inflation, inflation forecasts, and inflation swap rates 0 0 0 344 2 4 15 1,088
Executive compensation: a calibration approach 0 0 0 44 0 2 4 721
Factors Affecting Regional Bank Health and Supervisory Rating: An Exploration 0 7 7 7 1 5 5 5
Federal Reserve Balance-Sheet Policy in an Ample Reserves Framework: An Inventory Approach 0 0 0 10 7 11 26 33
Financial Intermediation: Delegated Monitoring and Long-Term Relationships 0 0 0 0 1 1 5 305
Financial Intermediation: Delegated Monitoring and Long-Term Relationships 0 0 0 0 4 4 11 604
Forecasting with the yield curve; level, slope, and output 1875-1997 0 0 0 231 7 12 25 588
Getting the most out of a mandatory subordinated debt requirement 0 0 0 89 0 2 4 501
Getting the most out of mandatory subordinated debt requirement 0 0 0 0 0 1 4 39
Gross loan flows 0 0 0 84 2 5 11 532
Gross loan flows 0 0 0 76 0 0 17 380
How Cyclical Is Bank Capital? 0 0 0 4 0 1 5 27
How Cyclical Is Bank Capital? 0 0 0 63 1 4 8 89
Imperfect state verification and financial contracting 0 0 0 28 3 4 9 283
Inflation expectations, real rates, and risk premia: evidence from inflation swaps 0 0 1 160 2 9 24 460
Large shareholders and market discipline in a regulated industry: a clinical study of Mellon Bank 0 0 0 167 2 2 7 1,152
Loan Sales, Recourse, and Reputation: An Analysis of Secondary Loan Participations 0 0 0 3 1 1 17 3,236
Loan sales, implicit contracts, and bank structure 0 0 0 98 4 5 10 675
Loan sales, implicit contracts, and bank structure 0 0 0 0 1 1 7 52
Loan sales: Pacific Rim trade in nontradable assets 0 0 0 28 0 0 5 459
Low Interest Rates and the Predictive Content of the Yield Curve 0 0 0 25 0 3 12 39
Low Interest Rates, Policy, and the Predictive Content of the Yield Curve 0 0 1 21 2 4 10 52
Macroprudential Policy: Results from a Tabletop Exercise 0 0 0 27 2 4 11 61
Mechanisms, Multi-Lateral Incentive Compatibility, and the Core 0 0 0 0 2 3 6 55
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 2 2 4 71
Optimal Financial Structure in Exchange Economies 0 0 0 0 2 2 4 202
Pricing kernels, inflation, and the term structure of interest rates 0 0 1 225 1 3 11 516
Risk aversion, performance pay, and the principal-agent problem 0 0 0 326 6 7 21 2,286
Sharing with a risk-neutral agent 0 1 1 41 2 6 13 258
Sticky Prices, Money and Business Fluctuations 0 0 0 47 1 2 8 342
Sticky prices, money, and business fluctuations 0 0 0 27 1 2 3 333
The Loan Sales Market 0 0 0 8 1 8 20 10,444
The Optimal Non-Linear Bank 0 0 0 0 0 0 8 72
The Sources and Nature of Long-Term Memory in the Business Cycle 0 0 0 0 0 2 7 515
The Sources and Nature of Long-Term Memory in the Business Cycle 0 0 0 1 1 3 12 228
The Sources and Nature of Long-term Memory in the Business Cycle 0 0 1 91 1 2 13 476
The Yield Curve, Recession and the Credibility of the Monetary Regime: long run evidence 1875-1997 0 0 0 258 4 7 18 903
The Yield Curve, Recessions and the Credibility of the Monetary Regime: Long Run Evidence 1875-1997 0 0 2 130 5 6 20 447
The paradox of loan sales 0 0 0 0 3 5 9 56
The sources and nature of long-term memory in the business cycle 0 0 0 40 0 4 12 310
The yield curve, recessions, and the credibility of the monetary regime: long-run evidence, 1875-1997 0 0 1 262 1 4 17 656
What do we know about regional banks? An exploratory analysis 0 0 1 46 3 3 10 135
Who holds the toxic waste? an investigation of CMO holdings 0 0 0 0 1 2 5 35
Total Working Papers 0 8 16 4,892 123 234 710 38,966

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 0 4 34 3 10 87 247
A Conference Sponsored by the Federal Reserve Bank of Cleveland, October 24-26, 2001: Introduction 0 0 0 0 5 5 6 116
A conference on federal credit allocation 0 0 0 27 1 1 4 151
A conference on liquidity in frictional markets 0 0 0 18 2 3 11 80
A new approach to gauging inflation expectations 0 0 0 49 2 2 7 125
Assessing deregulation: Further considerations A reply to David Romer 0 0 0 1 1 1 8 47
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 4 157
Bank deregulation, credit markets, and the control of capital 0 0 1 98 0 6 11 319
Bank diversification: laws and fallacies of large numbers 0 0 0 92 0 1 5 347
Banking and commerce: A liquidity approach 0 0 0 95 2 4 11 337
Banking and insurance 0 0 0 110 3 4 16 534
Capital requirements and shifts in commercial bank portfolios 0 1 4 531 0 2 20 2,059
Capital requirements for financial firms 0 0 0 14 3 4 6 54
Central banks and crisis management 0 0 0 106 2 4 8 239
Combining bank supervision and monetary policy 0 0 0 591 0 1 6 1,283
Committing and reneging: A dynamic model of policy regimes 0 0 0 20 0 0 5 128
Comparative Financial Systems: Introduction 0 0 0 0 4 4 7 227
Comparative financial systems: a conference sponsored by the Federal Reserve Bank of Cleveland, November 5-7, 1997 0 0 0 0 0 0 6 57
Consumption and Fractional Differencing: Old and New Anomalies 0 0 0 20 0 1 6 158
Contracting Costs, Inflation, and Relative Price Variability: Comment 0 0 0 16 2 3 5 136
Credit crises, money and contractions: An historical view 0 1 2 207 3 7 34 661
Credit spreads and subordinated debt 0 0 0 42 1 1 2 137
DEEP RECESSIONS, FAST RECOVERIES, AND FINANCIAL CRISES: EVIDENCE FROM THE AMERICAN RECORD 0 0 0 10 1 2 13 73
Declining Treasury debt; a conference sponsored by the Federal Reserve Bank of Cleveland, October 24-26, 2001 0 0 0 0 0 0 5 47
Derivative mechanics: the CMO 0 0 0 127 2 2 6 591
Derivatives and intermediation: a conference sponsored by the Federal Reserve Bank of Cleveland, November 1-3, 1995 0 0 0 0 3 3 7 301
Do excess reserves reveal credit crunches? 0 0 0 14 1 1 4 222
Does the Yield Curve Predict Output? 0 0 0 5 7 7 18 47
Does the potency of monetary policy vary with capacity utilization? A comment 0 0 0 9 2 2 5 60
Does the yield curve signal recession? 0 0 0 100 3 3 6 335
Dynamic Commitment and Incomplete Policy Rules 0 0 0 0 1 1 12 171
Dynamic collusion in an open economy 0 0 0 34 0 0 4 232
Executive compensation: a calibration approach 0 0 0 151 2 4 19 955
Expensing stock options 0 0 0 90 2 2 6 252
Fear and loathing in executive pay 0 0 0 5 2 2 5 104
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 1 6 61
Financial Stability: Frontier Risks, a New Normal, and Policy Challenges 0 0 1 3 3 7 14 21
Financial Stability: Risks, Resilience, and Policy 0 0 0 15 0 0 2 70
Financial efficiency and aggregate fluctuations: an exploration 0 0 0 38 2 3 8 159
Financial intermediation: Delegated monitoring and long-term relationships 0 0 1 164 1 5 17 429
Focusing on the Future: Regional Banks and the Financial Marketplace 0 0 0 4 3 4 6 55
Forecasting with the yield curve; level, slope, and output 1875-1997 0 0 0 60 6 7 23 237
Getting the Most Out of a Mandatory Subordinated Debt Requirement 0 0 0 21 1 1 8 117
Gilt by association: uncovering expected inflation 0 0 0 14 2 2 6 155
Gold prices 0 0 0 392 1 3 10 1,670
Gross Loan Flows 0 0 0 14 3 4 13 118
Gross Loan Flows 0 0 0 2 2 2 12 25
Healthy Banks, Common Traits 0 0 0 2 1 1 3 17
How Cyclical Is Bank Capital? 0 0 0 4 3 4 8 32
Identifying and resolving financial crises: a conference overview 0 0 0 57 0 0 5 129
Inflation Expectations, Real Rates, and Risk Premia: Evidence from Inflation Swaps 0 1 4 202 5 15 29 489
Inflation: noise, risk, and expectations 0 0 0 25 2 2 5 134
Information and prices 0 0 0 43 2 2 4 145
Integrating business and personal income taxes 0 0 0 14 3 3 5 120
Interest rates, yield curves, and the monetary regime 0 0 0 91 1 2 4 296
Introduction 0 0 0 0 0 0 5 122
Introduction 0 0 0 0 0 0 6 92
Introduction: Bank concentration and competition: an evolution in the making 0 0 0 2 4 7 25 882
Loan Sales, Implicit Contracts, and Bank Structure 0 0 0 2 1 1 8 314
Nonmonetary effects of financial crises: Lessons from the great depression in Canada 0 0 1 312 0 2 6 1,211
Oil prices: backward to the future? 0 0 0 101 1 3 8 270
Optimal Financial Structure in Exchange Economies 0 0 0 84 1 1 6 352
Past Performance, Future Results? 0 0 0 3 0 0 3 37
Peak oil 0 0 0 52 1 1 4 122
Planning for Surprises, Learning from Crises: The 2021 Financial Stability Conference 0 0 0 1 1 1 9 15
Predicting real growth using the yield curve 0 0 4 648 5 10 36 1,960
Productivity and the term structure 0 0 0 72 0 1 6 247
Putting systemic risk on the radar screen 0 0 0 19 4 5 9 177
QT, Ample Reserves, and the Changing Fed Balance Sheet 0 0 3 3 18 25 40 40
Risk Aversion, Performance Pay, and the Principal-Agent Problem 0 0 0 665 3 6 16 2,339
Risk management and financial crises 0 0 0 97 5 5 10 351
Sharing with a risk-neutral agent 0 0 0 191 1 3 10 987
Sizing Up Systemic Risk 0 0 0 9 0 2 8 44
Sluggish deposit rates: endogenous institutions and aggregate fluctuations 0 0 0 18 0 1 7 128
Some international evidence on the causal impact of the yield curve 1 1 1 10 1 2 10 34
Some lessons on the rescue of Long-Term Capital Management 0 0 0 61 0 2 4 185
Sticky Prices, Money, and Business Fluctuations 0 0 0 47 2 3 9 310
Stock market fundamentals 1 2 3 1,233 3 4 11 3,425
Stress, Contagion, and Transmission: 2020 Financial Stability Conference 0 0 0 5 3 6 13 21
Subordinated debt: tough love for banks? 0 0 0 92 2 2 3 419
Swaps and the swaps yield curve 0 0 0 401 0 0 5 850
Term structure economics from A to B 0 0 0 200 3 3 7 628
The Yield Curve as a Predictor of Growth: Long-Run Evidence, 1875-1997 0 0 1 178 0 1 13 476
The dark side of liquidity 0 0 0 108 1 1 4 390
The evolving loan sales market 0 0 0 79 3 3 13 334
The future of inflation 0 0 0 14 2 2 5 78
The sources and nature of long-term memory in aggregate output 0 0 0 80 2 4 15 451
Too much risk? 0 0 0 8 3 4 5 74
Trends in the Noninterest Income of Banks 1 1 2 41 7 7 23 201
Umbrella supervision 0 0 0 38 3 3 5 199
Umbrella supervision and the role of the central bank 0 0 0 59 1 5 7 248
Vagueness, credibility, and government policy 0 0 0 31 0 0 3 253
W(h)ither the Fed’s balance sheet? 0 0 0 18 2 4 6 63
Waiting for policy rules 0 0 0 40 1 1 6 121
What should central banks do?; a conference sponsored by the Federal Reserve Bank of Cleveland, Oct. 27-29, 1999 0 0 0 0 0 1 4 74
Who holds the toxic waste? An investigation of CMO holdings 0 0 1 58 0 1 8 232
Why are interest rates so low? 0 0 0 49 4 4 4 101
Total Journal Articles 3 7 33 8,910 190 299 978 34,325

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 2 16 42 474
Total Books 0 0 0 0 2 16 42 474

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 2 3 3 54
Introduction to "Quantifying Systemic Risk" 0 0 0 62 2 4 10 149
Total Chapters 0 0 0 72 4 7 13 203

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Statistics updated 2026-05-06