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 22 51 171 1,006 43 117 404 3,190
Contract-Theoretic Approaches to Wages and Displacement 0 0 0 44 3 5 13 412
Contract-Theoretic Approaches to Wages and Displacement 1 1 1 1 1 2 4 4
Contract-Theoretic Approaches to Wages and Displacement 0 0 1 31 0 1 9 195
Growth Expectations and Business Cycles 3 7 24 148 5 12 43 193
Inferences from Parametric and Non-Parametric Covariance Matrix Estimation Procedures 1 5 25 311 8 27 114 1,726
Inferences from parametric and non-parametric covariance matrix estimation procedures 0 4 9 9 0 12 33 331
Job Destruction and Propagation of Shocks 4 12 46 233 12 29 103 847
Job Destruction and the Experiences of Displaced Workers 2 2 3 3 2 2 4 4
Job Destruction and the Experiences of Displaced Workers 1 2 11 85 3 8 34 603
Liquidity Flows and Fragility of Business Enterprises 0 4 20 92 2 10 44 368
Liquidity Flows and Fragility of Business Enterprises 0 1 1 1 0 1 1 1
Liquidity Flows and Fragility of Business Enterprises 2 5 13 80 4 12 43 632
Liquidity Flows and Fragility of business Enterprises 0 1 10 52 0 3 25 222
Robust Covariance Matrix Estimation with Data-Dependent VAR Prewhitening Order 2 3 12 164 5 8 40 842
Robust Covariance Matrix Estimation with Data-Dependent VAR Prewhitening Order 4 15 37 333 17 58 194 1,818
Shocks and Institutions in a Job Market Model 0 0 0 0 1 2 7 134
Shocks and Institutions in a Job Matching Model 1 8 26 261 6 24 91 1,091
Shocks and Institutions in a Job Matching Model 1 3 16 82 2 5 29 241
Small Sample Properties of GMM for Business Cycle Analysis 0 0 0 0 0 2 13 146
Small Sample Properties of GMM for Business Cycle Analysis 1 4 24 209 5 27 83 1,147
Small sample properties of GMM for business cycle analysis 0 3 19 115 0 7 40 459
Small sample properties of GMM for business cycle analysis 0 0 0 2 1 5 39 324
THE IMPORTANCE OF THE NUMBER OF DIFFERENT AGENTS IN A HETEROGENEOUS ASSET-PRICING MODEL 0 0 0 0 3 6 28 255
Temporary Shocks and Unavoidable Transistions to a High-Unemployment Regime 0 1 1 44 1 3 12 361
The Comovement between Real Activity and Prices in the G7 1 3 10 95 4 7 23 288
The Comovements Between Real Activity and Prices 0 1 2 40 0 1 8 201
The Comovements Between Real Activity and Prices at Different Business Cycle Frequencies 0 0 1 78 3 4 7 547
The Comovements between Real Activity and Prices in the G7 1 3 11 85 3 6 23 331
The comovement between household loans and real activity 2 8 23 23 8 19 28 28
The role of debt and equity finance over the business cycle 4 14 47 128 25 99 224 544
Understanding Equilibrium Models with a Small and a Large Number of Agents 0 4 11 99 2 13 43 638
Total Working Papers 53 165 575 3,854 169 537 1,806 18,123

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 2 9 23 310
Job Destruction and Propagation of Shocks 4 15 48 265 11 33 116 708
Shocks and the Unavoidable Road to Higher Taxes and Higher Unemployment 0 2 11 51 3 9 48 253
Small-Sample Properties of GMM for Business-Cycle Analysis 0 0 0 0 3 10 33 292
Solving the Stochastic Growth Model by Parameterizing Expectations 0 0 0 0 6 19 62 862
Total Journal Articles 4 17 59 316 25 80 282 2,425

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 1 4 19 106 7 31 115 515
FORTRAN code for Job Destruction and Propagation of Shocks 4 9 33 171 14 31 113 570
FORTRAN code for Liquidity Flows and Fragility of Business Enterprises 1 2 16 73 10 24 82 433
FORTRAN code for Shocks and Institutions 5 6 29 116 7 11 86 383
FORTRAN code for Simulation Parameterized Expecations Algorithm 3 13 32 326 6 25 84 989
FORTRAN code for Solving Dynamic Models with Aggregate Shocks and Heterogeneous Agents 5 15 40 299 12 29 96 631
RATS code for Business Cycles Statistics and their Standard Errors 10 27 87 454 17 54 233 1,239
VARHAC Covariance Matrix Estimator (FORTRAN) 4 8 43 177 22 53 175 791
VARHAC Covariance Matrix Estimator (GAUSS) 0 7 29 224 15 58 150 791
VARHAC Covariance Matrix Estimator (RATS) 2 4 22 136 8 29 109 633
Total Software Items 35 95 350 2,082 118 345 1,243 6,975

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Statistics updated 2009-07-03