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 1 1 2 364
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 1 2 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 2 55 0 0 5 159
Contract-Theoretic Approaches to Wages and Displacement 0 0 0 49 0 0 0 493
Contract-Theoretic Approaches to Wages and Displacement 0 0 0 40 0 0 1 273
Cyclical Behavior of Debt and Equity Using a Panel of Canadian Firms 0 0 1 133 0 0 2 300
Exact Present Solution with Consistent Future Approximation: A Gridless Algorithm to Solve Stochastic Dynamic Models 0 0 1 71 0 0 2 155
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 1 1 4 524
Inventories and the Role of Goods-Market Frictions for Business Cycles 0 0 0 91 1 2 3 265
Job Destruction and Propagation of Shocks 0 0 1 502 2 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 0 153 1 1 2 663
Liquidity Flows and Fragility of Business Enterprises 0 0 0 128 1 2 2 869
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 1 1 418 0 2 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 1 2 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 0 0 0 352
Solving the Incomplete Markets Model with Aggregate Uncertainty using Explicit Aggregation 0 0 0 99 0 1 1 261
THE IMPORTANCE OF THE NUMBER OF DIFFERENT AGENTS IN A HETEROGENEOUS ASSET-PRICING MODEL 0 0 0 0 0 0 1 370
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 1 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 1 1 2 467
The Role of Debt and Equity Finance over the Business Cycle 0 0 0 239 0 0 2 902
The Role of Debt and Equity Finance over the Business Cycle 0 0 0 533 0 1 3 2,404
The role of debt and equity finance over the business cycle 0 0 1 236 1 1 5 1,056
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 0 100 0 0 2 343
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 1 2 6 323
Volatile Hiring: Uncertainty in Search and Matching Models 0 0 0 2 0 0 1 5
Total Working Papers 0 1 18 7,971 13 28 147 33,584
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 1 3 14 443
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 0 0 9 506 0 3 27 1,054
Comparison of solutions to the incomplete markets model with aggregate uncertainty 0 0 5 152 0 1 11 396
Computational suite of models with heterogeneous agents: Incomplete markets and aggregate uncertainty 0 1 16 404 2 4 25 892
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
Financial innovations and macroeconomic volatility - comments 0 0 0 5 0 0 1 71
Heterogeneity, Aggregate Uncertainty, and the Short-Term Interest Rate 0 0 0 0 0 2 13 491
Job Destruction and Propagation of Shocks 0 0 0 638 0 2 9 1,769
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 0 0 8 755
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 7 227 0 0 11 424
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 5 180 0 1 13 454
Solving the Stochastic Growth Model by Parameterizing Expectations 0 0 0 0 1 5 13 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 4 7 387
The Cyclical Behavior of Debt and Equity Finance 0 1 6 286 1 2 18 926
The Myth of Financial Innovation and the Great Moderation 0 0 0 0 0 0 4 858
The comovement between output and prices 0 1 2 530 0 4 13 1,071
The comovement between real activity and prices in the G7 0 1 1 60 0 1 4 253
The importance of the number of different agents in a heterogeneous asset-pricing model 1 1 1 51 1 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 1 4 509
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 1 5 66 5,513 8 43 244 17,562

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 1 1 222 0 2 4 969
FORTRAN code for Job Destruction and Propagation of Shocks 0 0 2 378 0 1 8 1,238
FORTRAN code for Liquidity Flows and Fragility of Business Enterprises 0 0 0 144 0 1 4 806
FORTRAN code for Shocks and Institutions 0 0 2 184 0 1 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 1 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) 1 1 2 468 1 2 4 2,024
VARHAC Covariance Matrix Estimator (GAUSS) 0 0 1 431 0 0 4 1,583
VARHAC Covariance Matrix Estimator (RATS) 0 1 4 279 0 1 10 1,239
Total Software Items 1 4 14 4,043 1 10 52 13,590

logo

LogEc Home

Top Working Papers
Top Journal Articles
Top Books
Top Chapters
Top Software Items

Top Authors

Top Working Paper series and Journals

About LogEc

Authors with papers registered in the RePEc Author Service.

Register yourself as an author or register more papers in the RePEc Author Service.

Authors with no registered papers

RePEc
LogEc provides access and usage statistics for services based on the RePEc data set.

Örebro UniversityLogEc is hosted by the Örebro University School of Business.

Questions or comments? Please see our explanation of how the statistics are collected or e-mail

Statistics updated 2025-09-05