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 2 11 1,706 2 6 24 5,076
Accuracy in simulations 0 0 0 80 0 2 8 361
Agnostic Structural Disturbances (ASDs): Detecting and Reducing Misspecification in Empirical Macroeconomic Models 0 0 1 33 0 0 3 106
Anticipated Growth and Business Cycles in Matching Models 0 0 0 145 0 0 1 504
Assessing the Accuracy of the Aggregate Law of Motion in Models with Heterogeneous Agents 0 0 1 53 0 0 2 283
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 1 4 191 0 3 10 515
Comparison of Solutions to the Incomplete Markets Model with Aggregate Uncertainty 0 0 2 51 0 0 3 151
Contract-Theoretic Approaches to Wages and Displacement 0 0 0 40 0 0 1 271
Contract-Theoretic Approaches to Wages and Displacement 0 0 0 49 0 0 0 491
Cyclical Behavior of Debt and Equity Using a Panel of Canadian Firms 0 0 0 132 0 0 1 298
Exact Present Solution with Consistent Future Approximation: A Gridless Algorithm to Solve Stochastic Dynamic Models 0 0 0 68 0 0 1 149
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 3 171
Inferences from Parametric and Non-Parametric Covariance Matrix Estimation Procedures 0 0 0 415 1 1 1 2,341
Inferences from parametric and non-parametric covariance matrix estimation procedures 0 0 1 50 0 0 2 517
Inventories and the Role of Goods-Market Frictions for Business Cycles 0 1 4 91 0 1 6 258
Job Destruction and Propagation of Shocks 0 1 4 500 0 2 5 1,591
Job Destruction and the Experiences of Displaced Workers 0 0 0 136 0 0 0 806
Liquidity Flows and Fragility of Business Enterprises 0 1 2 126 0 1 2 862
Liquidity Flows and Fragility of Business Enterprises 0 0 0 153 3 7 14 645
Loan components and time varying effects of monetary policy shocks 0 0 0 1 0 0 0 182
Predictable Recoveries 0 0 0 30 0 0 0 57
Predicting recoveries and the importance of using enough information 0 0 1 50 0 0 2 157
Robust Covariance Matrix Estimation with Data-Dependent VAR Prewhitening Order 0 0 0 416 0 1 3 2,283
Shocks and Institutions in a Job Market Model 0 0 0 0 0 0 1 200
Shocks and Institutions in a Job Matching Model 0 0 0 49 0 0 1 293
Shocks and Institutions in a Job Matching Model 0 0 1 331 0 0 2 1,395
Small Sample Properties of GMM for Business Cycle Analysis 0 0 0 293 0 0 1 1,558
Small sample properties of GMM for business cycle analysis 0 0 0 155 0 1 1 635
Small sample properties of GMM for business cycle analysis 0 0 0 2 0 0 0 422
Solving Heterogeneous-Agent Models with Parameterized Cross-Sectional Distributions 0 0 1 100 0 0 2 352
Solving the Incomplete Markets Model with Aggregate Uncertainty using Explicit Aggregation 0 0 0 98 1 1 1 258
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 2 292
The Comovements Between Real Activity and Prices at Different Business Cycle Frequencies 0 0 1 94 1 1 2 616
The Comovements between Real Activity and Prices in the G7 0 0 0 137 0 0 1 511
The Comovements between Real Activity and Prices in the G7 0 0 1 27 0 0 1 141
The Myth of Financial Innovation and the Great Moderation 0 0 1 180 1 1 8 463
The Role of Debt and Equity Finance over the Business Cycle 0 1 3 532 0 4 10 2,394
The Role of Debt and Equity Finance over the Business Cycle 1 3 3 238 3 16 52 889
The role of debt and equity finance over the business cycle 0 0 0 234 0 0 12 1,048
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 0 100 0 0 0 341
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 0 1 124 0 2 8 309
Volatile Hiring: Uncertainty in Search and Matching Models 0 1 1 1 0 1 2 2
Total Working Papers 2 11 44 7,921 12 51 199 33,292
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 0 5 155 0 0 11 423
Assessing the accuracy of the aggregate law of motion in models with heterogeneous agents 0 0 5 138 0 0 8 422
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 0 2 86
Bank loan portfolios and the monetary transmission mechanism 1 4 15 483 2 7 28 992
Comparison of solutions to the incomplete markets model with aggregate uncertainty 1 2 4 143 2 3 12 369
Computational suite of models with heterogeneous agents: Incomplete markets and aggregate uncertainty 1 1 23 349 2 12 70 789
Contract-theoretic approaches to wages and displacement 0 0 0 19 0 0 5 190
Convergence in stochastic growth models The importance of understanding why income levels differ 0 0 0 53 1 1 3 159
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 2 3 469
Job Destruction and Propagation of Shocks 1 2 6 635 2 9 28 1,740
Job destruction and the experiences of displaced workers 0 0 0 94 0 0 0 347
Liquidity flows and fragility of business enterprises 0 1 6 281 3 5 18 730
Recursive macroeconomic theory, Lars Ljungqvist and Thomas J. Sargent; The MIT Press, Cambridge, MA, 2000, pp. 737, $60 0 1 4 650 0 2 11 1,493
SOLVING DYNAMIC MODELS WITH AGGREGATE SHOCKS AND HETEROGENEOUS AGENTS 0 0 10 205 0 0 15 389
Shocks and the Unavoidable Road to Higher Taxes and Higher Unemployment 0 1 2 93 0 1 2 524
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 1 3 8 158 3 7 22 404
Solving the Stochastic Growth Model by Parameterizing Expectations 0 0 0 0 0 0 17 1,459
Solving the incomplete markets model with aggregate uncertainty using explicit aggregation 0 0 7 251 2 4 21 566
Solving the incomplete markets model with aggregate uncertainty using parameterized cross-sectional distributions 0 0 1 99 1 1 5 376
The Cyclical Behavior of Debt and Equity Finance 0 2 6 274 1 8 24 889
The Myth of Financial Innovation and the Great Moderation 0 0 0 0 2 7 16 846
The comovement between output and prices 0 0 4 522 0 2 16 1,043
The comovement between real activity and prices in the G7 0 0 2 58 0 0 5 244
The importance of the number of different agents in a heterogeneous asset-pricing model 0 0 0 50 0 0 1 235
The optimal inflation path in a Sidrauski-type model with uncertainty 0 0 1 95 0 0 3 183
The term structure of interest rates in real and monetary economies 0 0 3 264 1 2 9 493
Turbulence And Unemployment In A Job Matching Model 0 0 0 107 0 1 1 333
Volatility clustering in real interest rates Theory and evidence 0 0 1 52 0 0 1 160
Total Journal Articles 5 17 113 5,314 24 74 357 16,942


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 1 2 110
Total Chapters 0 0 0 35 0 1 2 110


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 1 1 221 0 1 1 954
FORTRAN code for Job Destruction and Propagation of Shocks 0 1 2 371 1 2 6 1,220
FORTRAN code for Liquidity Flows and Fragility of Business Enterprises 0 1 1 144 1 2 3 799
FORTRAN code for Shocks and Institutions 0 0 1 182 1 3 6 614
FORTRAN code for Simulation Parameterized Expecations Algorithm 1 2 2 517 1 2 2 1,522
FORTRAN code for Solving Dynamic Models with Aggregate Shocks and Heterogeneous Agents 0 1 4 640 0 2 12 1,417
RATS code for Business Cycles Statistics and their Standard Errors 0 1 5 768 0 3 9 2,136
VARHAC Covariance Matrix Estimator (FORTRAN) 0 0 2 462 1 4 19 2,002
VARHAC Covariance Matrix Estimator (GAUSS) 0 0 2 429 0 2 10 1,569
VARHAC Covariance Matrix Estimator (RATS) 0 1 4 271 0 4 12 1,219
Total Software Items 1 8 24 4,005 5 25 80 13,452


Statistics updated 2023-05-07