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 1 4 5 1,711 2 5 13 5,089
Accuracy in simulations 0 0 1 81 0 0 1 362
Agnostic Structural Disturbances (ASDs): Detecting and Reducing Misspecification in Empirical Macroeconomic Models 0 0 0 33 0 0 2 108
Anticipated Growth and Business Cycles in Matching Models 0 0 0 145 1 3 4 508
Assessing the Accuracy of the Aggregate Law of Motion in Models with Heterogeneous Agents 0 0 0 53 0 0 2 285
Bank Loan Components and the Time-Varying Effects of Monetary Policy Shocks 0 0 0 92 0 0 0 446
Banks' Loan Portfolio and the Monetary Transmission Mechanism 0 0 4 195 0 0 6 521
Comparison of Solutions to the Incomplete Markets Model with Aggregate Uncertainty 0 0 2 53 0 0 3 154
Contract-Theoretic Approaches to Wages and Displacement 0 0 0 49 0 1 2 493
Contract-Theoretic Approaches to Wages and Displacement 0 0 0 40 0 0 1 272
Cyclical Behavior of Debt and Equity Using a Panel of Canadian Firms 0 0 0 132 0 0 0 298
Exact Present Solution with Consistent Future Approximation: A Gridless Algorithm to Solve Stochastic Dynamic Models 0 0 2 70 0 0 3 152
Growth Expectations and Business Cycles 0 0 0 210 0 0 0 460
Inefficient employment decisions, entry costs, and the cost of fluctuations 0 0 0 50 0 0 0 171
Inferences from Parametric and Non-Parametric Covariance Matrix Estimation Procedures 1 1 1 416 2 3 5 2,346
Inferences from parametric and non-parametric covariance matrix estimation procedures 0 0 2 52 0 0 2 519
Inventories and the Role of Goods-Market Frictions for Business Cycles 0 0 0 91 0 2 3 261
Job Destruction and Propagation of Shocks 0 0 1 501 1 2 7 1,598
Job Destruction and the Experiences of Displaced Workers 0 0 0 136 0 1 3 809
Liquidity Flows and Fragility of Business Enterprises 0 0 0 153 1 1 15 660
Liquidity Flows and Fragility of Business Enterprises 0 0 2 128 0 0 5 867
Loan components and time varying effects of monetary policy shocks 0 0 0 1 0 0 1 183
Predictable Recoveries 0 0 0 30 0 0 0 57
Predicting recoveries and the importance of using enough information 0 0 0 50 0 0 1 158
Robust Covariance Matrix Estimation with Data-Dependent VAR Prewhitening Order 0 0 1 417 0 0 1 2,284
Shocks and Institutions in a Job Market Model 0 0 0 0 0 1 1 201
Shocks and Institutions in a Job Matching Model 0 0 0 331 0 0 4 1,399
Shocks and Institutions in a Job Matching Model 0 0 0 49 0 0 1 294
Small Sample Properties of GMM for Business Cycle Analysis 0 0 0 293 0 1 3 1,561
Small sample properties of GMM for business cycle analysis 0 0 0 155 0 0 1 636
Small sample properties of GMM for business cycle analysis 0 0 0 2 0 0 4 426
Solving Heterogeneous-Agent Models with Parameterized Cross-Sectional Distributions 0 0 0 100 0 0 0 352
Solving the Incomplete Markets Model with Aggregate Uncertainty using Explicit Aggregation 0 0 0 98 0 0 1 259
THE IMPORTANCE OF THE NUMBER OF DIFFERENT AGENTS IN A HETEROGENEOUS ASSET-PRICING MODEL 0 0 0 0 0 0 0 369
Temporary Shocks and Unavoidable Transistions to a High-Unemployment Regime 0 0 0 50 0 0 0 433
Temporary Shocks and Unavoidable Transitions to a High-Unemployment Regime 0 0 0 43 0 0 1 293
The Comovements Between Real Activity and Prices at Different Business Cycle Frequencies 0 0 0 94 0 0 0 616
The Comovements between Real Activity and Prices in the G7 0 0 0 27 0 0 0 141
The Comovements between Real Activity and Prices in the G7 0 0 0 137 0 0 0 511
The Myth of Financial Innovation and the Great Moderation 0 0 1 181 0 0 2 465
The Role of Debt and Equity Finance over the Business Cycle 0 0 0 532 1 2 5 2,399
The Role of Debt and Equity Finance over the Business Cycle 0 0 1 239 1 1 10 899
The role of debt and equity finance over the business cycle 0 0 1 235 0 1 2 1,050
Turbulence and Unemployment in a Job Matching Model 0 0 0 100 0 0 0 341
Turbulence and Unemployment in a Job Matching Model 0 0 0 47 0 0 0 229
Turbulence and unemployment in a job matching model 0 0 0 90 0 0 0 370
Understanding Equilibrium Models with a Small and a Large Number of Agents 0 0 0 128 0 0 0 791
Unemployment (Fears) and Deflationary Spirals 0 1 3 127 0 1 6 315
Volatile Hiring: Uncertainty in Search and Matching Models 0 0 1 2 0 0 2 4
Total Working Papers 2 6 28 7,949 9 25 123 33,415
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
Anticipated growth and business cycles in matching models 0 1 2 157 0 1 2 425
Assessing the accuracy of the aggregate law of motion in models with heterogeneous agents 0 0 2 140 1 1 7 429
Bank Loan Components and the Time‐varying Effects of Monetary Policy Shocks 0 0 0 53 0 0 0 114
Bank loan portfolios and the Canadian monetary transmission mechanism 0 0 0 28 0 1 2 88
Bank loan portfolios and the monetary transmission mechanism 0 1 11 494 0 2 25 1,017
Comparison of solutions to the incomplete markets model with aggregate uncertainty 0 0 4 147 0 2 16 385
Computational suite of models with heterogeneous agents: Incomplete markets and aggregate uncertainty 2 5 34 383 5 12 66 855
Contract-theoretic approaches to wages and displacement 0 0 0 19 0 0 3 193
Convergence in stochastic growth models The importance of understanding why income levels differ 0 0 0 53 0 1 2 161
Financial innovations and macroeconomic volatility - comments 0 0 0 5 0 0 0 70
Heterogeneity, Aggregate Uncertainty, and the Short-Term Interest Rate 0 0 0 0 2 5 9 478
Job Destruction and Propagation of Shocks 1 1 2 637 1 3 17 1,757
Job destruction and the experiences of displaced workers 0 0 0 94 0 0 2 349
Liquidity flows and fragility of business enterprises 0 0 2 283 1 3 11 741
Recursive macroeconomic theory, Lars Ljungqvist and Thomas J. Sargent; The MIT Press, Cambridge, MA, 2000, pp. 737, $60 0 0 4 654 0 1 6 1,499
SOLVING DYNAMIC MODELS WITH AGGREGATE SHOCKS AND HETEROGENEOUS AGENTS 0 5 14 219 2 7 22 411
Shocks and the Unavoidable Road to Higher Taxes and Higher Unemployment 0 0 0 93 0 0 0 524
Small-Sample Properties of GMM for Business-Cycle Analysis 0 0 0 0 0 0 0 405
Solving heterogeneous-agent models with parameterized cross-sectional distributions 0 1 10 168 1 6 28 432
Solving the Stochastic Growth Model by Parameterizing Expectations 0 0 0 0 0 0 17 1,476
Solving the incomplete markets model with aggregate uncertainty using explicit aggregation 0 0 5 256 0 1 11 577
Solving the incomplete markets model with aggregate uncertainty using parameterized cross-sectional distributions 0 0 0 99 0 2 4 380
The Cyclical Behavior of Debt and Equity Finance 0 1 4 278 2 5 13 902
The Myth of Financial Innovation and the Great Moderation 0 0 0 0 0 0 8 854
The comovement between output and prices 0 1 6 528 0 1 15 1,058
The comovement between real activity and prices in the G7 0 1 1 59 1 2 5 249
The importance of the number of different agents in a heterogeneous asset-pricing model 0 0 0 50 0 1 1 236
The optimal inflation path in a Sidrauski-type model with uncertainty 0 0 2 97 0 1 3 186
The term structure of interest rates in real and monetary economies 0 0 4 268 0 2 8 501
Turbulence And Unemployment In A Job Matching Model 0 0 0 107 0 0 1 334
Volatility clustering in real interest rates Theory and evidence 0 0 0 52 0 0 1 161
Total Journal Articles 3 17 107 5,421 16 60 305 17,247


Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Pigou Cycles in Closed and Open Economies with Matching Frictions 0 0 0 35 0 0 0 110
Total Chapters 0 0 0 35 0 0 0 110


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 0 0 0 221 1 3 8 962
FORTRAN code for Job Destruction and Propagation of Shocks 0 0 5 376 0 0 9 1,229
FORTRAN code for Liquidity Flows and Fragility of Business Enterprises 0 0 0 144 0 0 3 802
FORTRAN code for Shocks and Institutions 0 0 0 182 0 0 0 614
FORTRAN code for Simulation Parameterized Expecations Algorithm 0 0 1 518 0 0 5 1,527
FORTRAN code for Solving Dynamic Models with Aggregate Shocks and Heterogeneous Agents 2 2 4 644 2 4 8 1,425
RATS code for Business Cycles Statistics and their Standard Errors 0 1 1 769 0 1 3 2,139
VARHAC Covariance Matrix Estimator (FORTRAN) 0 0 3 465 1 2 13 2,015
VARHAC Covariance Matrix Estimator (GAUSS) 0 0 1 430 1 1 8 1,577
VARHAC Covariance Matrix Estimator (RATS) 1 2 4 275 1 2 9 1,228
Total Software Items 3 5 19 4,024 6 13 66 13,518


Statistics updated 2024-05-04