Joseph G. Haubrich

Federal Reserve Bank of Cleveland

Consultant and Economist

East 6th & Superior

Cleveland, OH 44101-1387

United States

  • Federal Reserve Bank of Cleveland

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    • Tel: 216-579-2802
    • Fax: 216-579-3050
SCHOLARLY PAPERS

30

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4,827

SSRN CITATIONS
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Top 6,921

in Total Papers Citations

80

CROSSREF CITATIONS

109

Scholarly Papers (30)

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1.

Alternative Forms of Mixing Banking with Commerce: Evidence from American History

Downloads 614 (66,788)
Citation 2

Alternative Forms of Mixing Banking with Commerce: Evidence from American History

Number of pages: 49 Posted: 28 Mar 2002
Joseph G. Haubrich and João A. C. Santos
Federal Reserve Bank of Cleveland and Federal Reserve Bank of New York
Downloads 614 (65,953)
Citation 2

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Banking, commerce, equity investments, trust departments, director interlocks

Alternative Forms of Mixing Banking with Commerce: Evidence from American History

Financial Markets, Institutions & Instruments, Vol 12, No. 2, 2003
Posted: 22 Sep 2003
Joseph G. Haubrich and João A. C. Santos
Federal Reserve Bank of Cleveland and Federal Reserve Bank of New York

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Banking, commerce, equity investments, trust departments, director interlocks

2.

Estimating Real and Nominal Term Structures Using Treasury Yields, Inflation, Inflation Forecasts, and Inflation Swap Rates

Downloads 539 (78,588)
Citation 12

Estimating Real and Nominal Term Structures Using Treasury Yields, Inflation, Inflation Forecasts, and Inflation Swap Rates

Number of pages: 52 Posted: 17 Mar 2009
Joseph G. Haubrich, Peter H. Ritchken and George Pennacchi
Federal Reserve Bank of Cleveland, Case Western Reserve University - Department of Banking & Finance and University of Illinois
Downloads 371 (121,242)
Citation 7

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Term Structure, Inflation-Indexed Securities

Estimating Real and Nominal Term Structures Using Treasury Yields, Inflation, Inflation Forecasts, and Inflation Swap Rates

FRB of Cleveland Working Paper No. 08-10
Number of pages: 53 Posted: 18 Apr 2012
Joseph G. Haubrich, George Pennacchi and Peter H. Ritchken
Federal Reserve Bank of Cleveland, University of Illinois and Case Western Reserve University - Department of Banking & Finance
Downloads 168 (266,267)

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Term structure of interest rates, infl ation expectations, asset pricing

3.

Some Lessons on the Rescue of Long-Term Capital Management

Federal Reserve Bank of Cleveland Policy Discussion Paper No. 19
Number of pages: 14 Posted: 21 May 2007
Joseph G. Haubrich
Federal Reserve Bank of Cleveland
Downloads 447 (98,548)
Citation 3

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Hedge Funds, Financial Crises

4.

Banking and Commerce: A Liquidity Approach

Downloads 413 (106,954)

Banking and Commerce: A Liquidity Approach

BIS Working Paper No. 78
Number of pages: 34 Posted: 13 Dec 2005
Joseph G. Haubrich and João A. C. Santos
Federal Reserve Bank of Cleveland and Federal Reserve Bank of New York
Downloads 413 (107,049)

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Banking, commerce, liquidity, synnergies, economies of scope

Banking and Commerce: A Liquidity Approach

Posted: 11 Jan 2005
Joseph G. Haubrich and João A. C. Santos
Federal Reserve Bank of Cleveland and Federal Reserve Bank of New York

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banking, commerce, liquidity

5.

Inflation Expectations, Real Rates, and Risk Premia: Evidence from Inflation Swaps

FRB of Cleveland Working Paper No. 1107
Number of pages: 58 Posted: 14 Mar 2011
Joseph G. Haubrich, George Pennacchi and Peter H. Ritchken
Federal Reserve Bank of Cleveland, University of Illinois and Case Western Reserve University - Department of Banking & Finance
Downloads 309 (148,887)
Citation 33

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Term structure of interest rates, infl ation expectations, asset pricing

6.

Forecasting With the Yield Curve; Level, Slope, and Output 1875-1997

FRB of Cleveland Working Paper No. 06-11
Number of pages: 14 Posted: 21 May 2007
Michael D. Bordo and Joseph G. Haubrich
Rutgers University, New Brunswick - Department of Economics and Federal Reserve Bank of Cleveland
Downloads 280 (164,985)
Citation 3

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Interest rates, Forecasting, GNP growth

7.

Who Holds the Toxic Waste? An Investigation of CMO Holdings

FRB of Cleveland Policy Discussion Paper No. 20
Number of pages: 20 Posted: 22 Oct 2007
Joseph G. Haubrich and Deborah J. Lucas
Federal Reserve Bank of Cleveland and Northwestern University - Kellogg School of Management
Downloads 260 (177,806)

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8.

The Yield Curve, Recessions, and the Credibility of the Monetary Regime: Long-Run Evidence, 1875-1997

Downloads 222 (207,304)
Citation 13

The Yield Curve, Recessions, and the Credibility of the Monetary Regime: Long-Run Evidence, 1875-1997

FRB of Cleveland Working Paper No. 04-02
Number of pages: 32 Posted: 30 Oct 2007
Michael D. Bordo and Joseph G. Haubrich
Rutgers University, New Brunswick - Department of Economics and Federal Reserve Bank of Cleveland
Downloads 137 (314,907)
Citation 3

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yield curve, monetary regime, business cycles

The Yield Curve, Recessions and the Credibility of the Monetary Regime: Long Run Evidence 1875-1997

NBER Working Paper No. w10431
Number of pages: 36 Posted: 03 May 2004 Last Revised: 02 Jan 2022
Michael D. Bordo and Joseph G. Haubrich
Rutgers University, New Brunswick - Department of Economics and Federal Reserve Bank of Cleveland
Downloads 85 (440,389)
Citation 2

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9.

Umbrella Supervision and the Role of the Central Bank

FRB of Cleveland Policy Discussion Paper No. 11
Number of pages: 13 Posted: 22 Jan 2006
Joseph G. Haubrich and James B. Thomson
Federal Reserve Bank of Cleveland and University of Akron
Downloads 208 (220,388)

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umbrella supervision, deregulation, financial consolidation

10.

Getting the Most Out of a Mandatory Subordinated Debt Requirement

Downloads 144 (302,072)
Citation 4

Getting the Most Out of a Mandatory Subordinated Debt Requirement

FRB of Cleveland Working Paper No. 02-14
Number of pages: 36 Posted: 27 Apr 2002 Last Revised: 18 Nov 2007
Rong Fan, Joseph G. Haubrich, Peter H. Ritchken and James B. Thomson
Gifford Fong Associates, Federal Reserve Bank of Cleveland, Case Western Reserve University - Department of Banking & Finance and University of Akron
Downloads 144 (302,709)
Citation 4

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subordinated debt, banks, asset pricing

Getting the Most Out of a Mandatory Subordinated Debt Requirement

Posted: 17 Feb 2004
Rong Fan, Joseph G. Haubrich, James B. Thomson and Peter H. Ritchken
Gifford Fong Associates, Federal Reserve Bank of Cleveland, University of Akron and Case Western Reserve University - Department of Banking & Finance

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Subordinated debt, banks, asset pricing

11.

How Cyclical is Bank Capital?

Downloads 133 (321,320)

How Cyclical is Bank Capital?

FRB of Cleveland Working Paper No. 15-04
Number of pages: 35 Posted: 25 Mar 2015
Joseph G. Haubrich
Federal Reserve Bank of Cleveland
Downloads 86 (437,162)

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Bank capital, business cycles

How Cyclical is Bank Capital?

FRB of Cleveland Working Paper No. 1504R
Number of pages: 40 Posted: 16 Feb 2018
Joseph G. Haubrich
Federal Reserve Bank of Cleveland
Downloads 47 (599,118)

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bank capital, business cycles

12.

Causal Impact of Risk Oversight Functions on Bank Risk: Evidence from a Natural Experiment

FRB of Cleveland Working Paper No. 19-01
Number of pages: 49 Posted: 25 Jan 2019
Lakshmi Balasubramanyan, Naveen D. Daniel, Joseph G. Haubrich and Lalitha Naveen
Case Western Reserve University - Weatherhead School of Management, Drexel University - Department of Finance, Federal Reserve Bank of Cleveland and Temple University - Department of Finance
Downloads 126 (334,603)

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Bank Holding Companies, Risk, Chief Risk Officer, Risk Committee, Dodd Frank Act, Bank Risk

13.

Identifying and Resolving Financial Crises: A Conference Overview

FRB of Cleveland Policy Discussion Paper No. 24
Number of pages: 10 Posted: 17 Dec 2008
Joseph G. Haubrich and James B. Thomson
Federal Reserve Bank of Cleveland and University of Akron
Downloads 121 (344,667)

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14.

Deep Recessions, Fast Recoveries, and Financial Crises: Evidence from the American Record

Downloads 113 (361,900)
Citation 9

Deep Recessions, Fast Recoveries, and Financial Crises: Evidence from the American Record

FRB of Cleveland Working Paper No. 12-14
Number of pages: 46 Posted: 18 Jun 2012
Michael D. Bordo and Joseph G. Haubrich
Rutgers University, New Brunswick - Department of Economics and Federal Reserve Bank of Cleveland
Downloads 72 (485,539)
Citation 1

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E32, E44, E52, N11, N12

Deep Recessions, Fast Recoveries, and Financial Crises: Evidence from the American Record

NBER Working Paper No. w18194
Number of pages: 45 Posted: 29 Jun 2012 Last Revised: 20 Mar 2022
Michael D. Bordo and Joseph G. Haubrich
Rutgers University, New Brunswick - Department of Economics and Federal Reserve Bank of Cleveland
Downloads 40 (639,713)
Citation 5

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Deep Recessions, Fast Recoveries, and Financial Crises: Evidence from the American Record

Economic Inquiry, Vol. 55, Issue 1, pp. 527-541, 2017
Number of pages: 15 Posted: 21 Nov 2016
Michael D. Bordo and Joseph G. Haubrich
Rutgers University, New Brunswick - Department of Economics and Federal Reserve Bank of Cleveland
Downloads 1 (1,000,687)

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15.

Does the Yield Curve Predict Output?

Downloads 103 (385,816)

Does the Yield Curve Predict Output?

Annual Review of Financial Economics, Vol. 13, pp. 341-362, 2021
Posted: 09 Nov 2021
Joseph G. Haubrich
Federal Reserve Bank of Cleveland

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Does the Yield Curve Predict Output?

FRB of Cleveland Working Paper No. 20-34
Number of pages: 37 Posted: 06 Nov 2020
Joseph G. Haubrich
Federal Reserve Bank of Cleveland
Downloads 103 (388,348)

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yield curve, term structure, prediction, recessions

16.

The Sources and Nature of Long-Term Memory in the Business Cycle

NBER Working Paper No. w2951
Number of pages: 42 Posted: 08 Aug 2007 Last Revised: 27 Jul 2022
Joseph G. Haubrich and Andrew W. Lo
Federal Reserve Bank of Cleveland and Massachusetts Institute of Technology (MIT) - Laboratory for Financial Engineering
Downloads 100 (393,448)

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17.

Committing and Reneging: A Dynamic Model of Policy Regimes

Number of pages: 31 Posted: 23 Jan 2002
Joseph G. Haubrich and Joseph A. Ritter
Federal Reserve Bank of Cleveland and University of Minnesota - Twin Cities - Hubert H. Humphrey Institute of Public Affairs
Downloads 99 (396,034)

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commitment, dynamic inconsistency, rules versus discretion

18.

Pricing Kernels, Inflation, and the Term Structure of Interest Rates

FRB of Cleveland Working Paper No. 03-08
Number of pages: 35 Posted: 01 Nov 2007
Ben R. Craig and Joseph G. Haubrich
Federal Reserve Bank of Cleveland and Federal Reserve Bank of Cleveland
Downloads 85 (436,277)

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inflation, term structure, asset pricing

19.

Credit Crises, Money, and Contractions: A Historical View

FRB of Cleveland Policy Discussion Paper No. 09-08
Number of pages: 47 Posted: 24 Apr 2010
Michael D. Bordo and Joseph G. Haubrich
Rutgers University, New Brunswick - Department of Economics and Federal Reserve Bank of Cleveland
Downloads 84 (439,277)
Citation 10

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credit, monetary policy, business cycles

20.

A Conference on Liquidity in Frictional Markets

FRB of Cleveland Policy Discussion Paper No. 26
Number of pages: 10 Posted: 21 May 2009
Joseph G. Haubrich, Guillaume Rocheteau, Pierre-Olivier Weill and Randall Wright
Federal Reserve Bank of Cleveland, Federal Reserve Bank of Cleveland, University of California, Los Angeles and University of Wisconsin - Madison - Department of Finance, Investment and Banking
Downloads 80 (452,017)

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Liquidity, Frictional Markets, Walrasian market clearing alternatives, search, game theory

21.

Credit Crises, Money and Contractions: An Historical View

NBER Working Paper No. w15389
Number of pages: 46 Posted: 28 Sep 2009 Last Revised: 19 Jan 2023
Michael D. Bordo and Joseph G. Haubrich
Rutgers University, New Brunswick - Department of Economics and Federal Reserve Bank of Cleveland
Downloads 67 (498,271)

Abstract:

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22.

What Do We Know About Regional Banks? An Exploratory Analysis

FRB of Cleveland Working Paper No. 13-16
Number of pages: 27 Posted: 11 Jan 2014
Lakshmi Balasubramanyan and Joseph G. Haubrich
Case Western Reserve University - Weatherhead School of Management and Federal Reserve Bank of Cleveland
Downloads 57 (539,612)

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Regional Banking Organizations; Banks and Banking; Supervisory Ratings

23.

Banking and Insurance

NBER Working Paper No. w1312
Number of pages: 38 Posted: 04 Apr 2004 Last Revised: 04 Aug 2022
Joseph G. Haubrich and Robert G. King
Federal Reserve Bank of Cleveland and Boston University - Department of Economics
Downloads 55 (548,644)
Citation 1

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24.

Low Interest Rates and the Predictive Content of the Yield Curve

Downloads 43 (608,395)

Low Interest Rates and the Predictive Content of the Yield Curve

FRB of Cleveland Working Paper No. 20-24R
Number of pages: 32 Posted: 22 Sep 2020 Last Revised: 21 Dec 2021
Michael D. Bordo and Joseph G. Haubrich
Rutgers University, New Brunswick - Department of Economics and Federal Reserve Bank of Cleveland
Downloads 26 (739,540)

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low interest rates, policy, predictive content of the yield curve

Low Interest Rates, Policy, and the Predictive Content of the Yield Curve

NBER Working Paper No. w27691
Number of pages: 33 Posted: 17 Aug 2020 Last Revised: 31 Aug 2022
Michael D. Bordo and Joseph G. Haubrich
Rutgers University, New Brunswick - Department of Economics and Federal Reserve Bank of Cleveland
Downloads 12 (870,201)

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Low Interest Rates and the Predictive Content of the Yield Curve

Number of pages: 31 Posted: 14 Dec 2022
Joseph G. Haubrich and Michael D. Bordo
Federal Reserve Bank of Cleveland and Rutgers University, New Brunswick - Department of Economics
Downloads 5 (944,981)

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Low Interest Rates, Policy, and the Predictive Content of the Yield Curve

25.

Impact of Risk Oversight Functions on Bank Risk: Evidence from the Dodd-Frank Act

Number of pages: 55 Posted: 23 Aug 2022
Lakshmi Balasubramanyan, Naveen D. Daniel, Joseph G. Haubrich and Lalitha Naveen
Case Western Reserve University - Weatherhead School of Management, Drexel University - Department of Finance, Federal Reserve Bank of Cleveland and Temple University - Department of Finance
Downloads 35 (654,836)

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Bank holding companies, Risk, Chief risk officer, Risk Committee, Dodd Frank Act, Bank risk, Corporate Governance

26.

Sticky Prices, Money and Business Fluctuations

NBER Working Paper No. w1216
Number of pages: 21 Posted: 04 Jul 2004 Last Revised: 30 Oct 2022
Robert G. King and Joseph G. Haubrich
Boston University - Department of Economics and Federal Reserve Bank of Cleveland
Downloads 35 (654,836)

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27.

Commitment as Investment Under Uncertainty

FRB of Cleveland Working Paper No. 9606
Number of pages: 39 Posted: 17 Jan 2015
Joseph A. Ritter and Joseph G. Haubrich
University of Minnesota - Twin Cities - Hubert H. Humphrey Institute of Public Affairs and Federal Reserve Bank of Cleveland
Downloads 22 (749,245)

Abstract:

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28.

Macroprudential Policy: Results from a Tabletop Exercise

FRB of Cleveland Working Paper No. 19-11, May 2019
Number of pages: 31 Posted: 17 Jul 2019
Denise J. Duffy, Joseph G. Haubrich, Anna Kovner, Alex Musatov, Edward S. Prescott, Richard J. Rosen, Thomas D. Tallarini, Alexandros Vardoulakis, Emily Yang and Andrei Zlate
Federal Reserve Banks - Federal Reserve Bank of Cleveland, Federal Reserve Bank of Cleveland, Federal Reserve Bank of New York, Federal Reserve Banks - Federal Reserve Bank of Dallas, Federal Reserve Banks - Federal Reserve Bank of Cleveland, Federal Reserve Bank of Chicago - Economic Research, Federal Reserve Banks - Federal Reserve Bank of Minneapolis, Board of Governors of the Federal Reserve System, Federal Reserve Bank of New York and Board of Governors of the Federal Reserve System
Downloads 19 (774,493)

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financial stability, macroprudential policy, monetary policy

29.

Dynamic Commitment and Imperfect Policy Rules

FRB of Cleveland Working Paper No. 9601
Number of pages: 35 Posted: 17 Jan 2015
Joseph G. Haubrich and Joseph A. Ritter
Federal Reserve Bank of Cleveland and University of Minnesota - Twin Cities - Hubert H. Humphrey Institute of Public Affairs
Downloads 14 (819,400)
Citation 1

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30.

Executive Compensation: A Calibration Approach

Downloads 0 (970,967)

Executive Compensation: A Calibration Approach

Posted: 30 Dec 1998
Joseph G. Haubrich and Ivilina Popova
Federal Reserve Bank of Cleveland and Purdue University - Krannert School of Management

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Executive Compensation: A Calibration Approach

Posted: 20 Dec 1998
Joseph G. Haubrich and Ivilina Popova
Federal Reserve Bank of Cleveland and Purdue University - Krannert School of Management

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