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 4 7 552
Bank Deregulation, Credit Markets and the Control of Capital 0 0 0 0 1 3 8 933
Bank diversification: laws and fallacies of large numbers 0 0 0 31 0 4 6 361
Banking and Commerce: A Liquidity Approach 0 0 0 0 0 1 2 884
Banking and Insurance 0 0 0 133 1 9 11 489
Banking and commerce: a liquidity approach 0 0 0 51 0 4 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 2 6 78
Coalitions, power, and the FOMC 0 0 0 36 2 8 10 268
Commitment as investment under uncertainty 0 0 0 91 0 3 15 317
Commitment as investment under uncertainty 0 0 0 286 0 7 7 802
Commitment as irreversible investment 0 0 0 10 1 8 10 178
Committing and reneging: a dynamic model of policy regimes 0 0 0 46 0 2 5 181
Consumption and Fractional Differencing: Old and New Anomalies 0 0 0 0 0 5 7 81
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 8 0 3 10 240
Credit Crises, Money and Contractions: an historical view 0 0 0 302 1 2 8 639
Credit crises, money, and contractions: A historical view 0 0 0 228 2 6 14 336
Deep Recessions, Fast Recoveries, and Financial Crises: Evidence from the American Record 0 0 0 130 2 9 12 282
Deep recessions, fast recoveries, and financial crises: evidence from the American record 0 0 0 108 3 8 14 206
Does the Yield Curve Predict Output? 0 0 2 22 0 4 8 45
Dynamic commitment and imperfect policy rules 0 0 0 78 0 4 7 500
Dynamic commitment and imperfect policy rules 0 0 0 57 0 1 8 229
Estimating real and nominal term structures using Treasury yields, inflation, inflation forecasts, and inflation swap rates 0 0 0 344 2 6 13 1,086
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 4 4 4
Federal Reserve Balance-Sheet Policy in an Ample Reserves Framework: An Inventory Approach 0 0 0 10 2 7 19 26
Financial Intermediation: Delegated Monitoring and Long-Term Relationships 0 0 0 0 0 2 4 304
Financial Intermediation: Delegated Monitoring and Long-Term Relationships 0 0 0 0 0 4 7 600
Forecasting with the yield curve; level, slope, and output 1875-1997 0 0 0 231 1 14 18 581
Getting the most out of a mandatory subordinated debt requirement 0 0 0 89 1 2 4 501
Getting the most out of mandatory subordinated debt requirement 0 0 0 0 0 3 4 39
Gross loan flows 0 0 0 84 0 7 9 530
Gross loan flows 0 0 0 76 0 11 18 380
How Cyclical Is Bank Capital? 0 0 0 4 0 2 5 27
How Cyclical Is Bank Capital? 0 0 0 63 3 5 7 88
Imperfect state verification and financial contracting 0 0 0 28 0 3 6 280
Inflation expectations, real rates, and risk premia: evidence from inflation swaps 0 0 1 160 5 13 25 458
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 10 17 3,235
Loan sales, implicit contracts, and bank structure 0 0 0 98 1 3 7 671
Loan sales, implicit contracts, and bank structure 0 0 0 0 0 2 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 1 4 12 39
Low Interest Rates, Policy, and the Predictive Content of the Yield Curve 0 0 1 21 0 2 8 50
Macroprudential Policy: Results from a Tabletop Exercise 0 0 0 27 0 3 10 59
Mechanisms, Multi-Lateral Incentive Compatibility, and the Core 0 0 0 0 1 3 4 53
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 2 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 3 10 515
Risk aversion, performance pay, and the principal-agent problem 0 0 0 326 0 3 15 2,280
Sharing with a risk-neutral agent 1 1 1 41 1 7 11 256
Sticky Prices, Money and Business Fluctuations 0 0 0 47 0 3 7 341
Sticky prices, money, and business fluctuations 0 0 0 27 1 2 2 332
The Loan Sales Market 0 0 0 8 0 9 20 10,443
The Optimal Non-Linear Bank 0 0 0 0 0 2 8 72
The Sources and Nature of Long-Term Memory in the Business Cycle 0 0 0 0 2 3 7 515
The Sources and Nature of Long-Term Memory in the Business Cycle 0 0 0 1 1 7 11 227
The Sources and Nature of Long-term Memory in the Business Cycle 0 0 1 91 0 7 12 475
The Yield Curve, Recession and the Credibility of the Monetary Regime: long run evidence 1875-1997 0 0 0 258 2 7 16 899
The Yield Curve, Recessions and the Credibility of the Monetary Regime: Long Run Evidence 1875-1997 0 1 2 130 1 6 17 442
The paradox of loan sales 0 0 0 0 1 5 6 53
The sources and nature of long-term memory in the business cycle 0 0 0 40 3 12 12 310
The yield curve, recessions, and the credibility of the monetary regime: long-run evidence, 1875-1997 0 0 1 262 1 9 16 655
What do we know about regional banks? An exploratory analysis 0 0 1 46 0 1 7 132
Who holds the toxic waste? an investigation of CMO holdings 0 0 0 0 0 1 4 34
Total Working Papers 1 9 18 4,892 45 313 602 38,843

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 2 19 85 244
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 1 5 9 78
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 3 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 3 156
Bank deregulation, credit markets, and the control of capital 0 0 1 98 0 9 11 319
Bank diversification: laws and fallacies of large numbers 0 0 0 92 0 3 5 347
Banking and commerce: A liquidity approach 0 0 0 95 2 6 9 335
Banking and insurance 0 0 0 110 1 5 15 531
Capital requirements and shifts in commercial bank portfolios 0 1 4 531 0 8 20 2,059
Capital requirements for financial firms 0 0 0 14 0 3 3 51
Central banks and crisis management 0 0 0 106 2 4 6 237
Combining bank supervision and monetary policy 0 0 0 591 1 5 7 1,283
Committing and reneging: A dynamic model of policy regimes 0 0 0 20 0 1 5 128
Comparative Financial Systems: Introduction 0 0 0 0 0 1 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 0 2 6 158
Contracting Costs, Inflation, and Relative Price Variability: Comment 0 0 0 16 1 2 3 134
Credit crises, money and contractions: An historical view 0 1 2 207 3 20 31 658
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 0 5 13 72
Declining Treasury debt; a conference sponsored by the Federal Reserve Bank of Cleveland, October 24-26, 2001 0 0 0 0 0 4 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 0 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 4 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 1 4 332
Dynamic Commitment and Incomplete Policy Rules 0 0 0 0 0 1 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 0 11 17 953
Expensing stock options 0 0 0 90 0 1 4 250
Fear and loathing in executive pay 0 0 0 5 0 2 3 102
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 0 5 6 61
Financial Stability: Frontier Risks, a New Normal, and Policy Challenges 0 0 1 3 1 6 11 18
Financial Stability: Risks, Resilience, and Policy 0 0 0 15 0 1 2 70
Financial efficiency and aggregate fluctuations: an exploration 0 0 0 38 0 5 6 157
Financial intermediation: Delegated monitoring and long-term relationships 0 0 1 164 3 8 16 428
Focusing on the Future: Regional Banks and the Financial Marketplace 0 0 0 4 0 3 3 52
Forecasting with the yield curve; level, slope, and output 1875-1997 0 0 0 60 0 5 17 231
Getting the Most Out of a Mandatory Subordinated Debt Requirement 0 0 0 21 0 2 7 116
Gilt by association: uncovering expected inflation 0 0 0 14 0 1 4 153
Gold prices 0 0 0 392 1 4 9 1,669
Gross Loan Flows 0 0 0 2 0 6 10 23
Gross Loan Flows 0 0 0 14 0 8 10 115
Healthy Banks, Common Traits 0 0 0 2 0 1 2 16
How Cyclical Is Bank Capital? 0 0 0 4 1 3 5 29
Identifying and resolving financial crises: a conference overview 0 0 0 57 0 4 5 129
Inflation Expectations, Real Rates, and Risk Premia: Evidence from Inflation Swaps 0 1 8 202 4 16 28 484
Inflation: noise, risk, and expectations 0 0 0 25 0 0 3 132
Information and prices 0 0 0 43 0 1 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 1 3 3 295
Introduction 0 0 0 0 0 4 6 92
Introduction 0 0 0 0 0 2 5 122
Introduction: Bank concentration and competition: an evolution in the making 0 0 0 2 0 10 22 878
Loan Sales, Implicit Contracts, and Bank Structure 0 0 0 2 0 4 7 313
Nonmonetary effects of financial crises: Lessons from the great depression in Canada 0 0 1 312 1 4 6 1,211
Oil prices: backward to the future? 0 0 0 101 0 3 7 269
Optimal Financial Structure in Exchange Economies 0 0 0 84 0 2 5 351
Past Performance, Future Results? 0 0 0 3 0 2 3 37
Peak oil 0 0 0 52 0 2 3 121
Planning for Surprises, Learning from Crises: The 2021 Financial Stability Conference 0 0 0 1 0 7 8 14
Predicting real growth using the yield curve 0 0 4 648 3 9 32 1,955
Productivity and the term structure 0 0 0 72 0 3 6 247
Putting systemic risk on the radar screen 0 0 0 19 1 2 5 173
QT, Ample Reserves, and the Changing Fed Balance Sheet 0 0 3 3 3 13 22 22
Risk Aversion, Performance Pay, and the Principal-Agent Problem 0 0 0 665 1 6 14 2,336
Risk management and financial crises 0 0 0 97 0 2 5 346
Sharing with a risk-neutral agent 0 0 0 191 0 5 10 986
Sizing Up Systemic Risk 0 0 0 9 2 7 8 44
Sluggish deposit rates: endogenous institutions and aggregate fluctuations 0 0 0 18 0 4 7 128
Some international evidence on the causal impact of the yield curve 0 0 0 9 1 6 10 33
Some lessons on the rescue of Long-Term Capital Management 0 0 0 61 1 4 4 185
Sticky Prices, Money, and Business Fluctuations 0 0 0 47 0 4 7 308
Stock market fundamentals 0 1 2 1,232 0 4 8 3,422
Stress, Contagion, and Transmission: 2020 Financial Stability Conference 0 0 0 5 3 6 10 18
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 4 5 850
Term structure economics from A to B 0 0 0 200 0 2 4 625
The Yield Curve as a Predictor of Growth: Long-Run Evidence, 1875-1997 0 0 1 178 1 3 13 476
The dark side of liquidity 0 0 0 108 0 1 3 389
The evolving loan sales market 0 0 0 79 0 3 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 0 9 13 449
Too much risk? 0 0 0 8 1 2 2 71
Trends in the Noninterest Income of Banks 0 0 1 40 0 3 18 194
Umbrella supervision 0 0 0 38 0 1 2 196
Umbrella supervision and the role of the central bank 0 0 0 59 2 4 6 247
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 4 61
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 0 3 4 74
Who holds the toxic waste? An investigation of CMO holdings 0 0 1 58 0 4 8 232
Why are interest rates so low? 0 0 0 49 0 0 0 97
Total Journal Articles 0 5 34 8,907 45 391 807 34,135

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 5 28 40 472
Total Books 0 0 0 0 5 28 40 472

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 1 1 1 52
Introduction to "Quantifying Systemic Risk" 0 0 0 62 0 5 8 147
Total Chapters 0 0 0 72 1 6 9 199

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Statistics updated 2026-04-09