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 0 0 2 1,714 0 0 7 5,101
Accuracy in simulations 0 0 0 81 0 1 1 364
Agnostic Structural Disturbances (ASDs): Detecting and Reducing Misspecification in Empirical Macroeconomic Models 0 0 0 33 0 0 0 108
Anticipated Growth and Business Cycles in Matching Models 0 0 0 145 0 1 5 513
Assessing the Accuracy of the Aggregate Law of Motion in Models with Heterogeneous Agents 0 0 2 55 0 0 4 289
Bank Loan Components and the Time-Varying Effects of Monetary Policy Shocks 0 0 0 92 0 0 1 447
Banks' Loan Portfolio and the Monetary Transmission Mechanism 0 0 0 195 0 0 5 527
Comparison of Solutions to the Incomplete Markets Model with Aggregate Uncertainty 0 0 1 55 0 0 4 159
Contract-Theoretic Approaches to Wages and Displacement 0 0 0 40 0 0 1 273
Contract-Theoretic Approaches to Wages and Displacement 0 0 0 49 0 0 0 493
Cyclical Behavior of Debt and Equity Using a Panel of Canadian Firms 0 0 1 133 1 1 3 301
Exact Present Solution with Consistent Future Approximation: A Gridless Algorithm to Solve Stochastic Dynamic Models 0 0 1 71 3 3 5 158
Growth Expectations and Business Cycles 0 0 0 210 0 0 1 461
Inefficient employment decisions, entry costs, and the cost of fluctuations 0 0 0 50 0 0 1 172
Inferences from Parametric and Non-Parametric Covariance Matrix Estimation Procedures 0 0 1 417 0 0 4 2,350
Inferences from parametric and non-parametric covariance matrix estimation procedures 0 0 1 54 0 1 4 524
Inventories and the Role of Goods-Market Frictions for Business Cycles 0 0 0 91 0 1 3 265
Job Destruction and Propagation of Shocks 0 0 1 502 0 4 10 1,608
Job Destruction and the Experiences of Displaced Workers 0 0 0 136 0 0 0 809
Liquidity Flows and Fragility of Business Enterprises 0 0 0 128 0 2 2 869
Liquidity Flows and Fragility of Business Enterprises 0 0 0 153 1 2 3 664
Loan components and time varying effects of monetary policy shocks 0 0 0 1 0 0 0 183
Predictable Recoveries 0 0 0 30 0 0 2 59
Predicting recoveries and the importance of using enough information 0 0 1 51 0 0 2 160
Robust Covariance Matrix Estimation with Data-Dependent VAR Prewhitening Order 0 0 1 418 0 1 2 2,286
Shocks and Institutions in a Job Market Model 0 0 0 0 0 0 1 202
Shocks and Institutions in a Job Matching Model 0 0 1 332 0 2 5 1,404
Shocks and Institutions in a Job Matching Model 0 0 0 49 0 0 2 296
Small Sample Properties of GMM for Business Cycle Analysis 0 0 0 293 0 1 2 1,563
Small sample properties of GMM for business cycle analysis 0 0 0 155 0 0 2 639
Small sample properties of GMM for business cycle analysis 0 0 0 2 0 1 1 429
Solving Heterogeneous-Agent Models with Parameterized Cross-Sectional Distributions 0 0 0 100 1 1 1 353
Solving the Incomplete Markets Model with Aggregate Uncertainty using Explicit Aggregation 0 0 0 99 0 0 1 261
THE IMPORTANCE OF THE NUMBER OF DIFFERENT AGENTS IN A HETEROGENEOUS ASSET-PRICING MODEL 0 0 0 0 1 1 2 371
Temporary Shocks and Unavoidable Transistions to a High-Unemployment Regime 0 0 0 50 0 0 1 434
Temporary Shocks and Unavoidable Transitions to a High-Unemployment Regime 0 0 0 43 0 1 2 295
The Comovements Between Real Activity and Prices at Different Business Cycle Frequencies 0 0 0 94 0 0 1 618
The Comovements between Real Activity and Prices in the G7 0 0 0 137 0 1 1 512
The Comovements between Real Activity and Prices in the G7 0 0 0 27 0 0 1 142
The Myth of Financial Innovation and the Great Moderation 0 0 0 181 0 1 2 467
The Role of Debt and Equity Finance over the Business Cycle 0 0 0 533 0 0 3 2,404
The Role of Debt and Equity Finance over the Business Cycle 0 0 0 239 0 0 1 902
The role of debt and equity finance over the business cycle 0 0 1 236 0 1 4 1,056
Turbulence and Unemployment in a Job Matching Model 0 0 0 100 0 0 2 343
Turbulence and Unemployment in a Job Matching Model 0 0 0 47 0 0 36 265
Turbulence and unemployment in a job matching model 0 0 1 91 0 0 1 372
Understanding Equilibrium Models with a Small and a Large Number of Agents 0 0 0 128 0 0 1 792
Unemployment (Fears) and Deflationary Spirals 0 0 2 129 0 2 6 323
Volatile Hiring: Uncertainty in Search and Matching Models 0 0 0 2 1 1 2 6
Total Working Papers 0 0 17 7,971 8 30 151 33,592
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 0 158 0 1 3 429
Assessing the accuracy of the aggregate law of motion in models with heterogeneous agents 0 0 4 144 0 2 13 443
Bank Loan Components and the Time‐varying Effects of Monetary Policy Shocks 0 0 0 53 0 0 3 118
Bank loan portfolios and the Canadian monetary transmission mechanism 0 0 0 28 0 1 4 92
Bank loan portfolios and the monetary transmission mechanism 1 1 10 507 1 2 24 1,055
Comparison of solutions to the incomplete markets model with aggregate uncertainty 0 0 4 152 1 2 11 397
Computational suite of models with heterogeneous agents: Incomplete markets and aggregate uncertainty 2 3 17 406 2 6 25 894
Contract-theoretic approaches to wages and displacement 0 0 0 19 0 0 3 196
Convergence in stochastic growth models The importance of understanding why income levels differ 0 0 0 53 0 1 3 165
Heterogeneity, Aggregate Uncertainty, and the Short-Term Interest Rate 0 0 0 0 0 1 11 491
Job Destruction and Propagation of Shocks 0 0 0 638 2 4 11 1,771
Job destruction and the experiences of displaced workers 0 0 0 94 0 0 1 350
Liquidity flows and fragility of business enterprises 0 0 1 286 1 1 6 756
Recursive macroeconomic theory, Lars Ljungqvist and Thomas J. Sargent; The MIT Press, Cambridge, MA, 2000, pp. 737, $60 0 0 3 658 0 2 7 1,508
SOLVING DYNAMIC MODELS WITH AGGREGATE SHOCKS AND HETEROGENEOUS AGENTS 0 0 5 227 0 0 9 424
Shocks and the Unavoidable Road to Higher Taxes and Higher Unemployment 0 0 1 95 0 1 6 533
Small-Sample Properties of GMM for Business-Cycle Analysis 0 0 0 0 0 0 5 410
Solving heterogeneous-agent models with parameterized cross-sectional distributions 0 0 4 180 2 3 14 456
Solving the Stochastic Growth Model by Parameterizing Expectations 0 0 0 0 0 2 12 1,494
Solving the incomplete markets model with aggregate uncertainty using explicit aggregation 0 0 3 260 0 2 7 590
Solving the incomplete markets model with aggregate uncertainty using parameterized cross-sectional distributions 0 0 0 99 1 5 8 388
The Cyclical Behavior of Debt and Equity Finance 0 0 6 286 0 1 17 926
The Myth of Financial Innovation and the Great Moderation 0 0 0 0 0 0 4 858
The comovement between output and prices 0 0 1 530 0 1 9 1,071
The comovement between real activity and prices in the G7 0 0 1 60 0 0 4 253
The importance of the number of different agents in a heterogeneous asset-pricing model 0 1 1 51 0 1 2 238
The optimal inflation path in a Sidrauski-type model with uncertainty 0 0 1 98 0 0 3 189
The term structure of interest rates in real and monetary economies 0 0 1 270 1 2 5 510
Turbulence And Unemployment In A Job Matching Model 0 0 0 107 0 0 1 335
Volatility clustering in real interest rates Theory and evidence 0 0 0 52 0 1 1 162
Total Journal Articles 3 5 63 5,511 11 42 232 17,502
1 registered items for which data could not be found

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 1 222 0 0 4 969
FORTRAN code for Job Destruction and Propagation of Shocks 0 0 2 378 0 0 8 1,238
FORTRAN code for Liquidity Flows and Fragility of Business Enterprises 0 0 0 144 0 1 3 806
FORTRAN code for Shocks and Institutions 0 0 2 184 0 0 5 620
FORTRAN code for Simulation Parameterized Expecations Algorithm 0 1 1 520 0 1 5 1,534
FORTRAN code for Solving Dynamic Models with Aggregate Shocks and Heterogeneous Agents 0 0 1 648 0 0 5 1,434
RATS code for Business Cycles Statistics and their Standard Errors 0 0 0 769 0 0 3 2,143
VARHAC Covariance Matrix Estimator (FORTRAN) 0 1 2 468 0 1 4 2,024
VARHAC Covariance Matrix Estimator (GAUSS) 0 0 1 431 0 0 4 1,583
VARHAC Covariance Matrix Estimator (RATS) 0 1 3 279 1 2 9 1,240
Total Software Items 0 3 13 4,043 1 5 50 13,591

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Statistics updated 2025-10-06