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Details about Joseph Haubrich

E-mail:
Homepage:http://www.clevelandfed.org/Research/Economists/haubrich/index.htm
Phone:(216) 579-2802
Postal address:Research Department Federal Reserve Bank of Cleveland PO Box 6387 Cleveland, OH 44101-1387
Workplace:Economic Research, Federal Reserve Bank of Cleveland, (more information at EDIRC)

Access statistics for papers by Joseph Haubrich.

Last updated 2018-04-04. Update your information in the RePEc Author Service.

Short-id: pha107


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Working Papers

2019

  1. Causal Impact of Risk Oversight Functions on Bank Risk: Evidence from a Natural Experiment
    Working Papers, Federal Reserve Bank of Cleveland Downloads
  2. Macroprudential Policy: Results from a Tabletop Exercise
    Working Papers, Federal Reserve Bank of Cleveland Downloads

2018

  1. How Cyclical Is Bank Capital?
    Working Papers (Old Series), Federal Reserve Bank of Cleveland Downloads
    Also in Working Papers, Federal Reserve Bank of Cleveland (2018) Downloads

2014

  1. What do we know about regional banks? An exploratory analysis
    Working Papers (Old Series), Federal Reserve Bank of Cleveland Downloads

2012

  1. Deep Recessions, Fast Recoveries, and Financial Crises: Evidence from the American Record
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (30)
    Also in Working Papers (Old Series), Federal Reserve Bank of Cleveland (2012) Downloads View citations (37)

2011

  1. Inflation expectations, real rates, and risk premia: evidence from inflation swaps
    Working Papers (Old Series), Federal Reserve Bank of Cleveland Downloads View citations (22)
    See also Journal Article in Review of Financial Studies (2012)

2009

  1. Credit Crises, Money and Contractions: an historical view
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (5)
    Also in Working Papers (Old Series), Federal Reserve Bank of Cleveland (2009) Downloads View citations (4)

    See also Journal Article in Journal of Monetary Economics (2010)

2008

  1. Estimating real and nominal term structures using Treasury yields, inflation, inflation forecasts, and inflation swap rates
    Working Papers (Old Series), Federal Reserve Bank of Cleveland Downloads View citations (25)

2006

  1. Forecasting with the yield curve; level, slope, and output 1875-1997
    Working Papers (Old Series), Federal Reserve Bank of Cleveland Downloads
    See also Journal Article in Economics Letters (2008)
  2. Gross loan flows
    Working Papers (Old Series), Federal Reserve Bank of Cleveland Downloads
    Also in Working Papers (Old Series), Federal Reserve Bank of Cleveland (2000) Downloads View citations (6)

    See also Journal Article in Journal of Money, Credit and Banking (2013)
  3. Who holds the toxic waste? an investigation of CMO holdings
    Proceedings, Federal Reserve Bank of Chicago
    See also Journal Article in Policy Discussion Papers (2007)

2004

  1. The Yield Curve, Recession and the Credibility of the Monetary Regime: long run evidence 1875-1997
    Econometric Society 2004 North American Summer Meetings, Econometric Society Downloads View citations (10)
    Also in Working Papers (Old Series), Federal Reserve Bank of Cleveland (2004) Downloads View citations (13)
    NBER Working Papers, National Bureau of Economic Research, Inc (2004) Downloads View citations (19)

2003

  1. Getting the most out of mandatory subordinated debt requirement
    Proceedings, Federal Reserve Bank of Chicago View citations (3)
    Also in Working Papers (Old Series), Federal Reserve Bank of Cleveland (2002) Downloads

    See also Journal Article in Journal of Financial Services Research (2003)
  2. Pricing kernels, inflation, and the term structure of interest rates
    Working Papers (Old Series), Federal Reserve Bank of Cleveland Downloads

2001

  1. Coalitions, power, and the FOMC
    Working Papers (Old Series), Federal Reserve Bank of Cleveland Downloads View citations (1)

1999

  1. Banking and Commerce: A Liquidity Approach
    Working Papers, London School of Economics - Centre for Labour Economics View citations (2)
    Also in BIS Working Papers, Bank for International Settlements (1999) Downloads
    Working Papers (Old Series), Federal Reserve Bank of Cleveland (1999) Downloads

    See also Journal Article in Journal of Banking & Finance (2005)
  2. Committing and reneging: a dynamic model of policy regimes
    Working Papers, Federal Reserve Bank of St. Louis Downloads View citations (1)
    See also Journal Article in International Review of Economics & Finance (2004)

1998

  1. Banking and commerce: an approach based on liquidity synergies
    Proceedings, Federal Reserve Bank of Chicago
  2. Dynamic commitment and imperfect policy rules
    Working Papers, Federal Reserve Bank of St. Louis Downloads View citations (2)
    Also in Working Papers (Old Series), Federal Reserve Bank of Cleveland (1996)
  3. Large shareholders and market discipline in a regulated industry: a clinical study of Mellon Bank
    Working Papers (Old Series), Federal Reserve Bank of Cleveland Downloads View citations (1)

1996

  1. Commitment as investment under uncertainty
    Working Papers, Federal Reserve Bank of St. Louis Downloads
    Also in Working Papers (Old Series), Federal Reserve Bank of Cleveland (1996) Downloads View citations (1)

1995

  1. Imperfect state verification and financial contracting
    Working Papers (Old Series), Federal Reserve Bank of Cleveland Downloads View citations (3)

1994

  1. Bank diversification: laws and fallacies of large numbers
    Working Papers (Old Series), Federal Reserve Bank of Cleveland Downloads
    See also Journal Article in Economic Review (1998)
  2. Executive compensation: a calibration approach
    Working Papers (Old Series), Federal Reserve Bank of Cleveland
    See also Journal Article in Economic Theory (1998)
  3. Loan sales: Pacific Rim trade in nontradable assets
    Working Papers (Old Series), Federal Reserve Bank of Cleveland Downloads

1993

  1. Loan sales, implicit contracts, and bank structure
    Proceedings, Federal Reserve Bank of Chicago View citations (3)
    Also in Working Papers (Old Series), Federal Reserve Bank of Cleveland (1993) Downloads View citations (6)

    See also Journal Article in Review of Quantitative Finance and Accounting (1996)
  2. Sharing with a risk-neutral agent
    Working Papers (Old Series), Federal Reserve Bank of Cleveland Downloads View citations (1)
    See also Journal Article in Economic Review (2001)

1992

  1. Commitment as irreversible investment
    Working Papers (Old Series), Federal Reserve Bank of Cleveland Downloads View citations (1)

1991

  1. Risk aversion, performance pay, and the principal-agent problem
    Working Papers (Old Series), Federal Reserve Bank of Cleveland Downloads View citations (1)
    See also Journal Article in Journal of Political Economy (1994)
  2. The sources and nature of long-term memory in the business cycle
    Working Papers (Old Series), Federal Reserve Bank of Cleveland Downloads View citations (6)
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (1989) Downloads View citations (15)
    Rodney L. White Center for Financial Research Working Papers, Wharton School Rodney L. White Center for Financial Research View citations (3)
    Rodney L. White Center for Financial Research Working Papers, Wharton School Rodney L. White Center for Financial Research View citations (6)

1990

  1. Consumption and fractional differencing: old and new anomalies
    Working Papers (Old Series), Federal Reserve Bank of Cleveland Downloads
    Also in Rodney L. White Center for Financial Research Working Papers, Wharton School Rodney L. White Center for Financial Research View citations (1)
    Rodney L. White Center for Financial Research Working Papers, Wharton School Rodney L. White Center for Financial Research View citations (1)

    See also Journal Article in The Review of Economics and Statistics (1993)
  2. Sticky prices, money, and business fluctuations
    Working Papers (Old Series), Federal Reserve Bank of Cleveland Downloads
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (1983) Downloads

    See also Journal Article in Journal of Money, Credit and Banking (1991)

1987

  1. The paradox of loan sales
    Proceedings, Federal Reserve Bank of Chicago View citations (4)

1984

  1. Banking and Insurance
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (5)
    See also Journal Article in Journal of Monetary Economics (1990)

Undated

  1. Bank Deregulation, Credit Markets and the Control of Capital
    Rodney L. White Center for Financial Research Working Papers, Wharton School Rodney L. White Center for Financial Research View citations (2)
    Also in Rodney L. White Center for Financial Research Working Papers, Wharton School Rodney L. White Center for Financial Research View citations (1)

    See also Journal Article in Carnegie-Rochester Conference Series on Public Policy (1987)
  2. Financial Intermediation: Delegated Monitoring and Long-Term Relationships
    Rodney L. White Center for Financial Research Working Papers, Wharton School Rodney L. White Center for Financial Research View citations (8)
    Also in Rodney L. White Center for Financial Research Working Papers, Wharton School Rodney L. White Center for Financial Research View citations (3)

    See also Journal Article in Journal of Banking & Finance (1989)
  3. Loan Sales, Recourse, and Reputation: An Analysis of Secondary Loan Participations
    Rodney L. White Center for Financial Research Working Papers, Wharton School Rodney L. White Center for Financial Research
  4. Mechanisms, Multi-Lateral Incentive Compatibility, and the Core
    Rodney L. White Center for Financial Research Working Papers, Wharton School Rodney L. White Center for Financial Research
  5. Monopolistic Competition and the Theory of Private Money
    Rodney L. White Center for Financial Research Working Papers, Wharton School Rodney L. White Center for Financial Research
    Also in Rodney L. White Center for Financial Research Working Papers, Wharton School Rodney L. White Center for Financial Research
  6. Optimal Financial Structure in Exchange Economies
    Rodney L. White Center for Financial Research Working Papers, Wharton School Rodney L. White Center for Financial Research View citations (1)
    See also Journal Article in International Economic Review (1988)
  7. The Loan Sales Market
    Rodney L. White Center for Financial Research Working Papers, Wharton School Rodney L. White Center for Financial Research View citations (9)
  8. The Optimal Non-Linear Bank
    Rodney L. White Center for Financial Research Working Papers, Wharton School Rodney L. White Center for Financial Research

Journal Articles

2019

  1. Trends in the Noninterest Income of Banks
    Economic Commentary, 2019, (September) Downloads

2017

  1. Sizing Up Systemic Risk
    Economic Commentary, 2017, (August) Downloads

2013

  1. Focusing on the Future: Regional Banks and the Financial Marketplace
    Forefront, 2013, (Winter), 4-9 Downloads View citations (1)
  2. Gross Loan Flows
    Journal of Money, Credit and Banking, 2013, 45, (2-3), 401-421 Downloads View citations (6)
    See also Working Paper (2006)
  3. Healthy Banks, Common Traits
    Forefront, 2013, (Winter), 1-36 Downloads
  4. Past Performance, Future Results?
    Forefront, 2013, (Spring), 1-36 Downloads
  5. Why are interest rates so low?
    Economic Commentary, 2013, (Apr) Downloads

2012

  1. Capital requirements for financial firms
    Economic Commentary, 2012, (Nov) Downloads
  2. Inflation Expectations, Real Rates, and Risk Premia: Evidence from Inflation Swaps
    Review of Financial Studies, 2012, 25, (5), 1588-1629 Downloads View citations (31)
    See also Working Paper (2011)

2011

  1. The future of inflation
    Economic Commentary, 2011, (Oct) Downloads

2010

  1. Credit crises, money and contractions: An historical view
    Journal of Monetary Economics, 2010, 57, (1), 1-18 Downloads View citations (62)
    See also Working Paper (2009)
  2. Inflation: noise, risk, and expectations
    Economic Commentary, 2010, (Jun) Downloads
  3. W(h)ither the Fed’s balance sheet?
    Economic Commentary, 2010, (Jul) Downloads

2009

  1. A conference on liquidity in frictional markets
    Policy Discussion Papers, 2009, (May) Downloads
  2. A new approach to gauging inflation expectations
    Economic Commentary, 2009, (Aug) Downloads View citations (1)
  3. Putting systemic risk on the radar screen
    Annual Report, 2009, 5-17 Downloads

2008

  1. Forecasting with the yield curve; level, slope, and output 1875-1997
    Economics Letters, 2008, 99, (1), 48-50 Downloads View citations (17)
    See also Working Paper (2006)
  2. Identifying and resolving financial crises: a conference overview
    Policy Discussion Papers, 2008, (Aug) Downloads
  3. The Yield Curve as a Predictor of Growth: Long-Run Evidence, 1875-1997
    The Review of Economics and Statistics, 2008, 90, (1), 182-185 Downloads View citations (14)

2007

  1. Central banks and crisis management
    Annual Report, 2007, 7-20 Downloads View citations (1)
  2. Credit spreads and subordinated debt
    Economic Commentary, 2007, (Mar) Downloads
  3. Peak oil
    Economic Commentary, 2007, (Aug) Downloads View citations (1)
  4. Some lessons on the rescue of Long-Term Capital Management
    Policy Discussion Papers, 2007, (Apr) Downloads
  5. Who holds the toxic waste? An investigation of CMO holdings
    Policy Discussion Papers, 2007, (Jun) Downloads View citations (1)
    See also Working Paper (2006)

2006

  1. Does the yield curve signal recession?
    Economic Commentary, 2006, (Apr) Downloads View citations (3)

2005

  1. Banking and commerce: A liquidity approach
    Journal of Banking & Finance, 2005, 29, (2), 271-294 Downloads View citations (10)
    See also Working Paper (1999)
  2. Too much risk?
    Economic Commentary, 2005, (Mar) Downloads View citations (1)
  3. Umbrella supervision
    Economic Commentary, 2005, (Sep) Downloads
  4. Umbrella supervision and the role of the central bank
    Policy Discussion Papers, 2005, (Dec) Downloads

2004

  1. Bank concentration and competition: an evolution in the making; a conference sponsored by the Federal Reserve Bank of Cleveland, May 21-23, 2003
    Proceedings, 2004, (Jun) View citations (6)
  2. Committing and reneging: A dynamic model of policy regimes
    International Review of Economics & Finance, 2004, 13, (1), 1-18 Downloads View citations (1)
    See also Working Paper (1999)
  3. Interest rates, yield curves, and the monetary regime
    Economic Commentary, 2004, (Jun) Downloads
  4. Introduction: Bank concentration and competition: an evolution in the making
    Proceedings, 2004, 433-451 View citations (125)
  5. Oil prices: backward to the future?
    Economic Commentary, 2004, (Dec) Downloads View citations (4)

2003

  1. Expensing stock options
    Economic Commentary, 2003, (Nov) Downloads
  2. Getting the Most Out of a Mandatory Subordinated Debt Requirement
    Journal of Financial Services Research, 2003, 24, (2), 149-179 Downloads View citations (7)
    See also Working Paper (2003)
  3. Information and prices
    Economic Commentary, 2003, (May) Downloads

2002

  1. A Conference Sponsored by the Federal Reserve Bank of Cleveland, October 24-26, 2001: Introduction
    Journal of Money, Credit and Banking, 2002, 34, (3), 701-06
  2. Declining Treasury debt; a conference sponsored by the Federal Reserve Bank of Cleveland, October 24-26, 2001
    Proceedings, 2002
  3. Introduction
    Proceedings, 2002, 701-706

2001

  1. Risk management and financial crises
    Economic Commentary, 2001, (Feb) Downloads
  2. Sharing with a risk-neutral agent
    Economic Review, 2001, (Q I), 2-8 Downloads
    See also Working Paper (1993)
  3. Swaps and the swaps yield curve
    Economic Commentary, 2001, (Dec) Downloads View citations (2)
  4. The sources and nature of long-term memory in aggregate output
    Economic Review, 2001, (Q II), 15-30 Downloads View citations (20)

2000

  1. Dynamic Commitment and Incomplete Policy Rules
    Journal of Money, Credit and Banking, 2000, 32, (4), 766-84 View citations (6)
  2. Productivity and the term structure
    Economic Review, 2000, (Q IV), 2-9 Downloads
  3. Waiting for policy rules
    Economic Commentary, 2000, (Jan) Downloads
  4. What should central banks do?; a conference sponsored by the Federal Reserve Bank of Cleveland, Oct. 27-29, 1999
    Proceedings, 2000, (Aug)

1999

  1. Term structure economics from A to B
    Economic Review, 1999, (Q III), 2-9 Downloads

1998

  1. Bank diversification: laws and fallacies of large numbers
    Economic Review, 1998, (Q II), 2-9 Downloads View citations (8)
    See also Working Paper (1994)
  2. Comparative Financial Systems: Introduction
    Journal of Money, Credit and Banking, 1998, 30, (3), 421-25
  3. Comparative financial systems: a conference sponsored by the Federal Reserve Bank of Cleveland, November 5-7, 1997
    Proceedings, 1998, (Aug)
  4. Executive compensation: a calibration approach
    Economic Theory, 1998, 12, (3), 561-581 Downloads View citations (7)
    See also Working Paper (1994)
  5. Gold prices
    Economic Commentary, 1998, (Mar) Downloads View citations (3)
  6. Subordinated debt: tough love for banks?
    Economic Commentary, 1998, (Dec) Downloads View citations (3)

1997

  1. Stock market fundamentals
    Economic Commentary, 1997, (Jan) Downloads
  2. The dark side of liquidity
    Economic Commentary, 1997, (Sep) Downloads

1996

  1. Combining bank supervision and monetary policy
    Economic Commentary, 1996, (Nov) Downloads View citations (23)
  2. Derivatives and intermediation: a conference sponsored by the Federal Reserve Bank of Cleveland, November 1-3, 1995
    Proceedings, 1996
  3. Loan Sales, Implicit Contracts, and Bank Structure
    Review of Quantitative Finance and Accounting, 1996, 7, (2), 137-62 View citations (6)
    See also Working Paper (1993)
  4. Predicting real growth using the yield curve
    Economic Review, 1996, (Q I), 26-35 Downloads View citations (76)

1995

  1. Derivative mechanics: the CMO
    Economic Commentary, 1995, (Sep)
  2. Vagueness, credibility, and government policy
    Economic Review, 1995, (Q I), 13-19 Downloads View citations (2)

1994

  1. A conference on federal credit allocation
    Economic Review, 1994, (Q III), 2-13 Downloads
  2. Fear and loathing in executive pay
    Economic Commentary, 1994, (Nov) Downloads
  3. Federal credit allocation: theory, evidence, and history; a conference sponsored by the Federal Reserve Bank of Cleveland, October 17-19, 1993
    Proceedings, 1994, (Aug)
  4. Introduction
    Proceedings, 1994, 517-522 View citations (1)
  5. Risk Aversion, Performance Pay, and the Principal-Agent Problem
    Journal of Political Economy, 1994, 102, (2), 258-76 Downloads View citations (92)
    See also Working Paper (1991)

1993

  1. Capital requirements and shifts in commercial bank portfolios
    Economic Review, 1993, (Q III), 2-15 Downloads View citations (72)
  2. Consumption and Fractional Differencing: Old and New Anomalies
    The Review of Economics and Statistics, 1993, 75, (4), 767-72 Downloads View citations (4)
    See also Working Paper (1990)
  3. Contracting Costs, Inflation, and Relative Price Variability: Comment
    Journal of Money, Credit and Banking, 1993, 25, (3), 609-11 Downloads
  4. The evolving loan sales market
    Economic Commentary, 1993, (Jul) Downloads View citations (1)

1992

  1. Gilt by association: uncovering expected inflation
    Economic Commentary, 1992, (Jun) Downloads View citations (1)
  2. Integrating business and personal income taxes
    Economic Commentary, 1992, (Oct) Downloads
  3. Sluggish deposit rates: endogenous institutions and aggregate fluctuations
    Economic Review, 1992, (Q II), 23-35 Downloads

1991

  1. Do excess reserves reveal credit crunches?
    Economic Commentary, 1991, (Jul) Downloads
  2. Financial efficiency and aggregate fluctuations: an exploration
    Economic Review, 1991, (Q IV), 25-36 Downloads
  3. Sticky Prices, Money, and Business Fluctuations
    Journal of Money, Credit and Banking, 1991, 23, (2), 243-59 Downloads
    See also Working Paper (1990)

1990

  1. Banking and insurance
    Journal of Monetary Economics, 1990, 26, (3), 361-386 Downloads View citations (36)
    See also Working Paper (1984)
  2. Nonmonetary effects of financial crises: Lessons from the great depression in Canada
    Journal of Monetary Economics, 1990, 25, (2), 223-252 Downloads View citations (27)

1989

  1. Financial intermediation: Delegated monitoring and long-term relationships
    Journal of Banking & Finance, 1989, 13, (1), 9-20 Downloads View citations (41)
    See also Working Paper

1988

  1. Optimal Financial Structure in Exchange Economies
    International Economic Review, 1988, 29, (2), 217-35 Downloads View citations (9)
    See also Working Paper

1987

  1. Assessing deregulation: Further considerations A reply to David Romer
    Carnegie-Rochester Conference Series on Public Policy, 1987, 26, (1), 345-348 Downloads
  2. Bank deregulation, credit markets, and the control of capital
    Carnegie-Rochester Conference Series on Public Policy, 1987, 26, (1), 289-333 Downloads View citations (12)
    See also Working Paper

1986

  1. Does the potency of monetary policy vary with capacity utilization? A comment
    Carnegie-Rochester Conference Series on Public Policy, 1986, 24, (1), 333-337 Downloads
  2. Dynamic collusion in an open economy
    Economics Letters, 1986, 20, (1), 75-78 Downloads View citations (1)

Books

2013

  1. Quantifying Systemic Risk
    NBER Books, National Bureau of Economic Research, Inc View citations (14)

Edited books

2013

  1. Quantifying Systemic Risk
    National Bureau of Economic Research Books, University of Chicago Press View citations (5)

Chapters

2012

  1. Introduction to "Quantifying Systemic Risk"
    A chapter in Quantifying Systemic Risk, 2012, pp 1-10 Downloads View citations (3)

2011

  1. Comment on "The Quantification of Systemic Risk and Stability: New Methods and Measures"
    A chapter in Quantifying Systemic Risk, 2011, pp 262-263 Downloads
 
Page updated 2019-10-16