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 0 0 8 553
Bank Deregulation, Credit Markets and the Control of Capital 0 0 0 0 0 0 8 934
Bank diversification: laws and fallacies of large numbers 0 0 0 31 0 0 6 362
Banking and Commerce: A Liquidity Approach 0 0 0 0 0 0 4 886
Banking and Insurance 0 0 0 133 0 0 11 489
Banking and commerce: a liquidity approach 0 0 0 240 0 0 4 913
Banking and commerce: a liquidity approach 0 0 0 51 1 2 12 433
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 0 0 8 80
Coalitions, power, and the FOMC 0 0 0 36 0 0 11 269
Commitment as investment under uncertainty 0 0 0 91 0 1 14 320
Commitment as investment under uncertainty 0 0 0 286 0 3 13 808
Commitment as irreversible investment 0 0 0 10 0 0 13 182
Committing and reneging: a dynamic model of policy regimes 0 0 0 46 0 0 7 183
Consumption and Fractional Differencing: Old and New Anomalies 0 0 0 0 0 0 9 83
Consumption and Fractional Differencing: Old and New Anomalies 0 0 0 0 0 0 12 151
Consumption and fractional differencing: old and new anomalies 0 0 0 8 0 0 10 241
Credit Crises, Money and Contractions: an historical view 0 0 0 302 0 1 9 640
Credit crises, money, and contractions: A historical view 0 0 0 228 0 0 12 336
Deep Recessions, Fast Recoveries, and Financial Crises: Evidence from the American Record 0 0 0 130 1 1 14 285
Deep recessions, fast recoveries, and financial crises: evidence from the American record 0 0 0 108 2 2 15 208
Does the Yield Curve Predict Output? 0 0 0 22 0 2 11 50
Dynamic commitment and imperfect policy rules 0 0 0 78 1 1 12 506
Dynamic commitment and imperfect policy rules 0 0 0 57 0 0 9 231
Estimating real and nominal term structures using Treasury yields, inflation, inflation forecasts, and inflation swap rates 0 0 0 344 1 3 18 1,091
Executive compensation: a calibration approach 0 0 0 44 0 0 4 721
Factors Affecting Regional Bank Health and Supervisory Rating: An Exploration 0 0 7 7 0 1 6 6
Federal Reserve Balance-Sheet Policy in an Ample Reserves Framework: An Inventory Approach 0 0 0 10 0 6 32 39
Financial Intermediation: Delegated Monitoring and Long-Term Relationships 0 0 0 0 0 0 11 604
Financial Intermediation: Delegated Monitoring and Long-Term Relationships 0 0 0 0 0 2 7 307
Forecasting with the yield curve; level, slope, and output 1875-1997 0 0 0 231 0 0 25 588
Getting the most out of a mandatory subordinated debt requirement 0 0 0 89 0 0 4 501
Getting the most out of mandatory subordinated debt requirement 0 0 0 0 0 0 4 39
Gross loan flows 0 0 0 84 1 1 12 533
Gross loan flows 0 0 0 76 0 2 19 382
How Cyclical Is Bank Capital? 0 0 0 63 0 1 8 90
How Cyclical Is Bank Capital? 0 0 0 4 0 1 6 28
Imperfect state verification and financial contracting 0 0 0 28 0 2 11 285
Inflation expectations, real rates, and risk premia: evidence from inflation swaps 1 2 2 162 2 9 30 469
Large shareholders and market discipline in a regulated industry: a clinical study of Mellon Bank 0 0 0 167 0 1 7 1,153
Loan Sales, Recourse, and Reputation: An Analysis of Secondary Loan Participations 0 0 0 3 0 1 16 3,237
Loan sales, implicit contracts, and bank structure 0 0 0 0 0 0 6 52
Loan sales, implicit contracts, and bank structure 0 0 0 98 0 1 10 676
Loan sales: Pacific Rim trade in nontradable assets 0 0 0 28 0 2 7 461
Low Interest Rates and the Predictive Content of the Yield Curve 0 0 0 25 0 1 12 40
Low Interest Rates, Policy, and the Predictive Content of the Yield Curve 0 0 1 21 0 1 11 53
Macroprudential Policy: Results from a Tabletop Exercise 0 0 0 27 0 0 10 61
Mechanisms, Multi-Lateral Incentive Compatibility, and the Core 0 0 0 0 0 1 7 56
Monopolistic Competition and the Theory of Private Money 0 0 0 0 1 1 5 72
Monopolistic Competition and the Theory of Private Money 0 0 0 0 0 1 1 94
Optimal Financial Structure in Exchange Economies 0 0 0 0 0 0 4 202
Pricing kernels, inflation, and the term structure of interest rates 0 0 0 225 0 1 11 517
Risk aversion, performance pay, and the principal-agent problem 0 0 0 326 0 2 23 2,288
Sharing with a risk-neutral agent 0 0 1 41 2 2 14 260
Sticky Prices, Money and Business Fluctuations 0 0 0 47 0 0 7 342
Sticky prices, money, and business fluctuations 0 0 0 27 0 3 6 336
The Loan Sales Market 0 0 0 8 1 1 19 10,445
The Optimal Non-Linear Bank 0 0 0 0 0 0 7 72
The Sources and Nature of Long-Term Memory in the Business Cycle 0 0 0 0 0 1 8 516
The Sources and Nature of Long-Term Memory in the Business Cycle 0 0 0 1 0 0 12 228
The Sources and Nature of Long-term Memory in the Business Cycle 0 0 1 91 0 0 13 476
The Yield Curve, Recession and the Credibility of the Monetary Regime: long run evidence 1875-1997 0 0 0 258 0 0 16 903
The Yield Curve, Recessions and the Credibility of the Monetary Regime: Long Run Evidence 1875-1997 0 0 2 130 0 1 18 448
The paradox of loan sales 0 0 0 0 2 3 12 59
The sources and nature of long-term memory in the business cycle 0 0 0 40 0 1 13 311
The yield curve, recessions, and the credibility of the monetary regime: long-run evidence, 1875-1997 0 0 1 262 0 0 14 656
What do we know about regional banks? An exploratory analysis 0 0 1 46 0 0 10 135
Who holds the toxic waste? an investigation of CMO holdings 0 0 0 0 0 1 5 36
Total Working Papers 1 2 16 4,894 15 67 737 39,033

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 3 34 2 10 49 257
A Conference Sponsored by the Federal Reserve Bank of Cleveland, October 24-26, 2001: Introduction 0 0 0 0 1 2 8 118
A conference on federal credit allocation 0 0 0 27 0 0 3 151
A conference on liquidity in frictional markets 0 0 0 18 0 0 11 80
A new approach to gauging inflation expectations 0 0 0 49 0 0 7 125
Assessing deregulation: Further considerations A reply to David Romer 0 0 0 1 0 0 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 0 0 3 157
Bank deregulation, credit markets, and the control of capital 0 0 1 98 0 0 11 319
Bank diversification: laws and fallacies of large numbers 0 0 0 92 0 0 4 347
Banking and commerce: A liquidity approach 0 0 0 95 2 2 13 339
Banking and insurance 0 0 0 110 1 2 12 536
Capital requirements and shifts in commercial bank portfolios 0 0 3 531 1 2 21 2,061
Capital requirements for financial firms 0 0 0 14 0 0 6 54
Central banks and crisis management 0 0 0 106 0 0 8 239
Combining bank supervision and monetary policy 0 0 0 591 0 0 6 1,283
Committing and reneging: A dynamic model of policy regimes 0 0 0 20 0 1 6 129
Comparative Financial Systems: Introduction 0 0 0 0 0 0 6 227
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 0 6 158
Contracting Costs, Inflation, and Relative Price Variability: Comment 0 0 0 16 1 2 7 138
Credit crises, money and contractions: An historical view 0 0 2 207 1 2 35 663
Credit spreads and subordinated debt 0 0 0 42 0 1 3 138
DEEP RECESSIONS, FAST RECOVERIES, AND FINANCIAL CRISES: EVIDENCE FROM THE AMERICAN RECORD 0 0 0 10 0 1 11 74
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 1 1 5 592
Derivatives and intermediation: a conference sponsored by the Federal Reserve Bank of Cleveland, November 1-3, 1995 0 0 0 0 0 0 7 301
Do excess reserves reveal credit crunches? 0 0 0 14 0 0 3 222
Does the Yield Curve Predict Output? 0 0 0 5 2 2 20 49
Does the potency of monetary policy vary with capacity utilization? A comment 0 0 0 9 0 0 5 60
Does the yield curve signal recession? 0 0 0 100 0 1 7 336
Dynamic Commitment and Incomplete Policy Rules 0 0 0 0 0 0 11 171
Dynamic collusion in an open economy 0 0 0 34 0 0 3 232
Executive compensation: a calibration approach 0 0 0 151 0 0 18 955
Expensing stock options 0 0 0 90 0 1 7 253
Fear and loathing in executive pay 0 0 0 5 0 0 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 0 6 61
Financial Stability: Frontier Risks, a New Normal, and Policy Challenges 0 0 1 3 1 2 16 23
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 1 2 10 161
Financial intermediation: Delegated monitoring and long-term relationships 0 0 1 164 0 0 16 429
Focusing on the Future: Regional Banks and the Financial Marketplace 0 0 0 4 0 0 6 55
Forecasting with the yield curve; level, slope, and output 1875-1997 0 0 0 60 2 4 18 241
Getting the Most Out of a Mandatory Subordinated Debt Requirement 0 0 0 21 0 0 8 117
Gilt by association: uncovering expected inflation 0 0 0 14 0 1 7 156
Gold prices 0 0 0 392 1 3 11 1,673
Gross Loan Flows 0 0 0 14 1 2 14 120
Gross Loan Flows 0 0 0 2 1 1 12 26
Healthy Banks, Common Traits 0 0 0 2 0 0 3 17
How Cyclical Is Bank Capital? 0 0 0 4 0 0 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 2 3 204 0 13 39 502
Inflation: noise, risk, and expectations 0 0 0 25 0 0 4 134
Information and prices 0 0 0 43 0 1 5 146
Integrating business and personal income taxes 0 0 0 14 0 0 5 120
Interest rates, yield curves, and the monetary regime 0 0 0 91 0 0 4 296
Introduction 0 0 0 0 0 0 4 122
Introduction 0 0 0 0 0 0 6 92
Introduction: Bank concentration and competition: an evolution in the making 0 0 0 2 1 5 26 887
Loan Sales, Implicit Contracts, and Bank Structure 0 0 0 2 0 1 9 315
Nonmonetary effects of financial crises: Lessons from the great depression in Canada 1 1 1 313 1 1 6 1,212
Oil prices: backward to the future? 0 0 0 101 0 0 8 270
Optimal Financial Structure in Exchange Economies 0 0 0 84 0 0 6 352
Past Performance, Future Results? 0 0 0 3 0 0 3 37
Peak oil 0 0 0 52 0 0 4 122
Planning for Surprises, Learning from Crises: The 2021 Financial Stability Conference 0 0 0 1 0 0 9 15
Predicting real growth using the yield curve 0 0 1 648 0 3 33 1,963
Productivity and the term structure 0 0 0 72 0 0 6 247
Putting systemic risk on the radar screen 0 0 0 19 0 0 7 177
QT, Ample Reserves, and the Changing Fed Balance Sheet 0 1 4 4 4 61 100 101
Risk Aversion, Performance Pay, and the Principal-Agent Problem 0 0 0 665 0 3 16 2,342
Risk management and financial crises 0 0 0 97 0 1 10 352
Sharing with a risk-neutral agent 0 0 0 191 2 2 12 989
Sizing Up Systemic Risk 0 0 0 9 0 2 10 46
Sluggish deposit rates: endogenous institutions and aggregate fluctuations 0 0 0 18 1 1 8 129
Some international evidence on the causal impact of the yield curve 0 0 1 10 0 2 12 36
Some lessons on the rescue of Long-Term Capital Management 0 0 0 61 0 0 4 185
Sticky Prices, Money, and Business Fluctuations 0 0 0 47 0 3 10 313
Stock market fundamentals 0 0 2 1,233 0 0 10 3,425
Stress, Contagion, and Transmission: 2020 Financial Stability Conference 0 0 0 5 0 3 15 24
Subordinated debt: tough love for banks? 0 0 0 92 0 0 3 419
Swaps and the swaps yield curve 0 0 0 401 0 2 7 852
Term structure economics from A to B 0 0 0 200 1 4 11 632
The Yield Curve as a Predictor of Growth: Long-Run Evidence, 1875-1997 0 0 0 178 1 2 12 478
The dark side of liquidity 0 0 0 108 0 0 2 390
The evolving loan sales market 0 0 0 79 0 0 7 334
The future of inflation 0 0 0 14 0 0 5 78
The sources and nature of long-term memory in aggregate output 0 0 0 80 1 5 20 456
Too much risk? 0 0 0 8 0 0 5 74
Trends in the Noninterest Income of Banks 0 0 1 41 1 3 24 204
Umbrella supervision 0 0 0 38 0 1 6 200
Umbrella supervision and the role of the central bank 0 0 0 59 0 2 9 250
Vagueness, credibility, and government policy 0 0 0 31 0 1 4 254
W(h)ither the Fed’s balance sheet? 0 0 0 18 0 0 6 63
Waiting for policy rules 0 0 0 40 1 1 7 122
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 5 75
Who holds the toxic waste? An investigation of CMO holdings 0 0 0 58 0 0 7 232
Why are interest rates so low? 0 0 0 49 0 0 4 101
Total Journal Articles 1 4 24 8,914 33 169 1,023 34,494

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 4 45 478
Total Books 0 0 0 0 0 4 45 478

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 3 54
Introduction to "Quantifying Systemic Risk" 0 0 0 62 0 1 11 150
Total Chapters 0 0 0 72 0 1 14 204

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Statistics updated 2026-08-07