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 1 8 1,690 2 5 23 5,038
Accuracy in simulations 0 0 1 80 0 2 8 347
Agnostic Structural Disturbances (ASDs): Detecting and Reducing Misspecification in Empirical Macroeconomic Models 0 0 2 30 0 4 19 95
Anticipated Growth and Business Cycles in Matching Models 0 0 0 145 0 1 9 497
Assessing the Accuracy of the Aggregate Law of Motion in Models with Heterogeneous Agents 0 0 1 50 0 0 6 276
Bank Loan Components and the Time-Varying Effects of Monetary Policy Shocks 0 0 0 92 0 0 7 445
Banks' Loan Portfolio and the Monetary Transmission Mechanism 0 0 1 187 0 1 7 501
Comparison of Solutions to the Incomplete Markets Model with Aggregate Uncertainty 0 0 0 49 0 1 4 142
Contract-Theoretic Approaches to Wages and Displacement 0 0 0 40 0 1 2 267
Contract-Theoretic Approaches to Wages and Displacement 0 0 0 49 0 0 3 489
Cyclical Behavior of Debt and Equity Using a Panel of Canadian Firms 0 0 0 131 0 1 7 293
Exact Present Solution with Consistent Future Approximation: A Gridless Algorithm to Solve Stochastic Dynamic Models 0 0 3 68 1 3 16 143
Growth Expectations and Business Cycles 0 0 0 209 0 0 1 458
Inefficient employment decisions, entry costs, and the cost of fluctuations 0 1 1 50 0 1 2 168
Inferences from Parametric and Non-Parametric Covariance Matrix Estimation Procedures 0 0 1 413 1 3 14 2,332
Inferences from parametric and non-parametric covariance matrix estimation procedures 0 0 3 49 0 3 13 514
Inventories and the Role of Goods-Market Frictions for Business Cycles 0 0 0 87 0 1 21 250
Job Destruction and Propagation of Shocks 0 0 0 495 1 3 14 1,582
Job Destruction and the Experiences of Displaced Workers 0 0 0 136 0 2 5 806
Liquidity Flows and Fragility of Business Enterprises 0 0 1 124 0 1 11 859
Liquidity Flows and Fragility of Business Enterprises 0 1 1 151 2 4 16 593
Loan components and time varying effects of monetary policy shocks 0 0 0 1 0 0 0 181
Predictable Recoveries 0 0 1 30 0 0 5 56
Predicting recoveries and the importance of using enough information 0 0 0 49 0 0 3 154
Robust Covariance Matrix Estimation with Data-Dependent VAR Prewhitening Order 0 0 0 416 0 0 3 2,277
Shocks and Institutions in a Job Market Model 0 0 0 0 0 3 4 196
Shocks and Institutions in a Job Matching Model 0 0 1 48 0 0 6 289
Shocks and Institutions in a Job Matching Model 0 1 1 330 1 2 9 1,385
Small Sample Properties of GMM for Business Cycle Analysis 0 0 0 293 0 0 5 1,555
Small sample properties of GMM for business cycle analysis 0 0 0 2 0 1 6 421
Small sample properties of GMM for business cycle analysis 0 0 0 155 1 4 10 633
Solving Heterogeneous-Agent Models with Parameterized Cross-Sectional Distributions 0 0 2 99 1 5 14 347
Solving the Incomplete Markets Model with Aggregate Uncertainty using Explicit Aggregation 0 0 0 96 0 3 7 249
THE IMPORTANCE OF THE NUMBER OF DIFFERENT AGENTS IN A HETEROGENEOUS ASSET-PRICING MODEL 0 0 0 0 0 1 3 364
Temporary Shocks and Unavoidable Transistions to a High-Unemployment Regime 0 0 0 50 0 1 5 433
Temporary Shocks and Unavoidable Transitions to a High-Unemployment Regime 0 0 0 43 0 0 2 288
The Comovements Between Real Activity and Prices at Different Business Cycle Frequencies 0 0 0 93 0 0 2 613
The Comovements between Real Activity and Prices in the G7 0 0 0 137 0 0 3 507
The Comovements between Real Activity and Prices in the G7 0 0 0 26 1 1 1 139
The Myth of Financial Innovation and the Great Moderation 0 1 3 179 1 2 21 446
The Role of Debt and Equity Finance over the Business Cycle 0 2 4 523 3 9 25 2,353
The Role of Debt and Equity Finance over the Business Cycle 0 0 2 231 5 12 30 796
The comovement between household loans and real activity 0 0 0 86 0 0 4 246
The role of debt and equity finance over the business cycle 0 0 0 233 3 8 22 1,009
Turbulence and Unemployment in a Job Matching Model 0 0 0 46 0 0 6 226
Turbulence and Unemployment in a Job Matching Model 0 0 0 100 0 0 7 338
Turbulence and unemployment in a job matching model 0 0 0 90 0 0 8 367
Understanding Equilibrium Models with a Small and a Large Number of Agents 0 0 0 127 0 0 8 788
Unemployment (Fears) and Deflationary Spirals 0 0 2 120 2 6 25 289
Total Working Papers 1 7 39 7,928 25 95 452 33,040


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 5 144 2 6 35 386
Assessing the accuracy of the aggregate law of motion in models with heterogeneous agents 1 4 7 126 2 5 21 399
Bank Loan Components and the Time‐varying Effects of Monetary Policy Shocks 0 0 0 53 0 0 1 114
Bank loan portfolios and the Canadian monetary transmission mechanism 0 1 2 28 0 1 3 83
Bank loan portfolios and the monetary transmission mechanism 2 5 17 459 6 12 48 936
Comparison of solutions to the incomplete markets model with aggregate uncertainty 1 3 7 134 1 6 23 338
Computational suite of models with heterogeneous agents: Incomplete markets and aggregate uncertainty 1 3 23 314 5 13 74 677
Contract-theoretic approaches to wages and displacement 0 0 0 18 0 1 5 182
Convergence in stochastic growth models The importance of understanding why income levels differ 0 0 0 53 0 1 3 156
Financial innovations and macroeconomic volatility - comments 0 0 0 5 1 1 5 68
Heterogeneity, Aggregate Uncertainty, and the Short-Term Interest Rate 0 0 0 0 0 2 7 462
Job Destruction and Propagation of Shocks 0 1 5 625 5 14 59 1,639
Job destruction and the experiences of displaced workers 0 0 0 93 1 4 11 337
Liquidity flows and fragility of business enterprises 1 4 6 265 2 9 33 694
Recursive macroeconomic theory, Lars Ljungqvist and Thomas J. Sargent; The MIT Press, Cambridge, MA, 2000, pp. 737, $60 0 0 1 644 0 1 11 1,471
SOLVING DYNAMIC MODELS WITH AGGREGATE SHOCKS AND HETEROGENEOUS AGENTS 2 6 15 185 3 9 29 350
Shocks and the Unavoidable Road to Higher Taxes and Higher Unemployment 0 0 0 89 0 1 7 516
Small-Sample Properties of GMM for Business-Cycle Analysis 0 0 0 0 0 0 5 404
Solving heterogeneous-agent models with parameterized cross-sectional distributions 2 5 16 138 3 9 34 353
Solving the Stochastic Growth Model by Parameterizing Expectations 0 0 0 0 0 5 26 1,422
Solving the incomplete markets model with aggregate uncertainty using explicit aggregation 1 5 10 229 1 11 31 500
Solving the incomplete markets model with aggregate uncertainty using parameterized cross-sectional distributions 0 0 0 94 1 3 6 362
The Cyclical Behavior of Debt and Equity Finance 2 2 8 265 4 11 35 841
The Myth of Financial Innovation and the Great Moderation 0 0 0 0 3 6 41 801
The comovement between output and prices 2 6 14 507 3 11 31 998
The comovement between real activity and prices in the G7 0 0 4 56 1 3 13 238
The importance of the number of different agents in a heterogeneous asset-pricing model 1 1 1 50 1 2 11 231
The optimal inflation path in a Sidrauski-type model with uncertainty 0 1 1 93 0 1 6 179
The term structure of interest rates in real and monetary economies 0 0 4 252 0 0 11 466
Turbulence And Unemployment In A Job Matching Model 0 0 0 106 0 0 7 327
Volatility clustering in real interest rates Theory and evidence 0 0 0 51 0 0 2 154
Total Journal Articles 16 48 146 5,076 45 148 634 16,084


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 33 1 1 3 105
Total Chapters 0 0 0 33 1 1 3 105


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 2 2 217 0 3 18 942
FORTRAN code for Job Destruction and Propagation of Shocks 0 1 2 364 5 16 32 1,199
FORTRAN code for Liquidity Flows and Fragility of Business Enterprises 0 1 2 142 1 3 19 794
FORTRAN code for Shocks and Institutions 0 2 3 179 0 5 9 601
FORTRAN code for Simulation Parameterized Expecations Algorithm 0 0 2 513 1 3 20 1,512
FORTRAN code for Solving Dynamic Models with Aggregate Shocks and Heterogeneous Agents 0 2 11 632 2 5 26 1,394
RATS code for Business Cycles Statistics and their Standard Errors 0 1 5 761 1 3 13 2,118
VARHAC Covariance Matrix Estimator (FORTRAN) 0 2 7 457 1 8 32 1,969
VARHAC Covariance Matrix Estimator (GAUSS) 0 0 4 425 2 6 34 1,544
VARHAC Covariance Matrix Estimator (RATS) 0 1 5 266 0 3 20 1,203
Total Software Items 0 12 43 3,956 13 55 223 13,276


Statistics updated 2021-06-03