Access Statistics for Wouter Denhaan

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
A Practitioner's Guide to Robust Covariance Matrix Estimation 29 68 207 1,085 54 134 468 3,362
Contract-Theoretic Approaches to Wages and Displacement 0 0 0 44 0 6 20 422
Contract-Theoretic Approaches to Wages and Displacement 0 0 1 1 0 0 4 4
Contract-Theoretic Approaches to Wages and Displacement 0 0 1 31 0 2 9 197
Growth Expectations and Business Cycles 5 9 28 157 7 16 47 210
Inferences from Parametric and Non-Parametric Covariance Matrix Estimation Procedures 1 4 22 316 10 28 115 1,760
Inferences from parametric and non-parametric covariance matrix estimation procedures 1 2 12 12 4 10 38 342
Job Destruction and Propagation of Shocks 10 16 49 252 13 28 107 883
Job Destruction and the Experiences of Displaced Workers 0 0 3 3 1 2 6 6
Job Destruction and the Experiences of Displaced Workers 2 3 11 89 4 7 33 614
Liquidity Flows and Fragility of Business Enterprises 1 1 18 93 4 9 43 379
Liquidity Flows and Fragility of Business Enterprises 0 0 1 1 2 3 4 4
Liquidity Flows and Fragility of Business Enterprises 0 0 14 82 3 10 46 647
Liquidity Flows and Fragility of business Enterprises 0 2 8 55 2 8 24 231
Robust Covariance Matrix Estimation with Data-Dependent VAR Prewhitening Order 3 5 13 170 6 9 33 853
Robust Covariance Matrix Estimation with Data-Dependent VAR Prewhitening Order 1 6 40 344 9 48 212 1,885
Shocks and Institutions in a Job Market Model 0 0 0 0 2 2 8 136
Shocks and Institutions in a Job Matching Model 2 4 28 267 8 21 104 1,124
Shocks and Institutions in a Job Matching Model 1 1 13 85 5 6 27 249
Small Sample Properties of GMM for Business Cycle Analysis 0 0 0 0 0 3 9 150
Small Sample Properties of GMM for Business Cycle Analysis 2 6 27 218 10 26 96 1,178
Small sample properties of GMM for business cycle analysis 0 1 17 117 3 6 32 466
Small sample properties of GMM for business cycle analysis 0 0 0 2 2 8 28 332
THE IMPORTANCE OF THE NUMBER OF DIFFERENT AGENTS IN A HETEROGENEOUS ASSET-PRICING MODEL 0 0 0 0 12 17 40 276
Temporary Shocks and Unavoidable Transistions to a High-Unemployment Regime 0 0 1 44 0 0 8 362
The Comovements Between Real Activity and Prices 1 2 6 44 2 3 12 206
The Comovements Between Real Activity and Prices at Different Business Cycle Frequencies 1 2 2 80 1 5 10 552
The Comovements between Real Activity and Prices in the G7 0 3 13 89 3 10 28 343
The comovement between household loans and real activity 1 6 32 32 10 22 58 58
The role of debt and equity finance over the business cycle 4 7 47 139 17 48 238 605
Understanding Equilibrium Models with a Small and a Large Number of Agents 0 1 8 100 1 4 33 642
Total Working Papers 65 149 622 3,952 195 501 1,940 18,478
1 registered items for which data could not be found

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Heterogeneity, Aggregate Uncertainty, and the Short-Term Interest Rate 0 0 0 0 0 1 20 314
Job Destruction and Propagation of Shocks 8 11 54 281 12 24 117 741
Shocks and the Unavoidable Road to Higher Taxes and Higher Unemployment 2 2 7 54 4 6 35 260
Small-Sample Properties of GMM for Business-Cycle Analysis 0 0 0 0 1 5 26 297
Solving the Stochastic Growth Model by Parameterizing Expectations 0 0 0 0 13 25 73 893
Total Journal Articles 10 13 61 335 30 61 271 2,505

Software Item File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
FORTRAN code for Heterogeinity, Aggregate Uncertainty and the Short-Term Interest Rate 3 5 18 112 9 24 113 547
FORTRAN code for Job Destruction and Propagation of Shocks 5 9 37 183 10 28 111 607
FORTRAN code for Liquidity Flows and Fragility of Business Enterprises 1 6 19 81 3 19 80 462
FORTRAN code for Shocks and Institutions 0 3 27 120 3 10 68 398
FORTRAN code for Simulation Parameterized Expecations Algorithm 6 16 42 344 10 26 92 1,025
FORTRAN code for Solving Dynamic Models with Aggregate Shocks and Heterogeneous Agents 4 9 45 312 6 23 98 661
RATS code for Business Cycles Statistics and their Standard Errors 3 19 88 477 19 49 225 1,304
VARHAC Covariance Matrix Estimator (FORTRAN) 10 12 40 191 23 49 183 857
VARHAC Covariance Matrix Estimator (GAUSS) 2 8 32 234 11 46 172 847
VARHAC Covariance Matrix Estimator (RATS) 2 6 22 144 4 21 100 661
Total Software Items 36 93 370 2,198 98 295 1,242 7,369

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Statistics updated 2009-11-04