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 1 4 1,714 0 2 13 5,100
Accuracy in simulations 0 0 0 81 0 0 1 363
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 2 2 4 510
Assessing the Accuracy of the Aggregate Law of Motion in Models with Heterogeneous Agents 0 0 1 54 1 1 3 288
Bank Loan Components and the Time-Varying Effects of Monetary Policy Shocks 0 0 0 92 1 1 1 447
Banks' Loan Portfolio and the Monetary Transmission Mechanism 0 0 0 195 1 3 5 526
Comparison of Solutions to the Incomplete Markets Model with Aggregate Uncertainty 0 0 1 54 2 2 3 157
Contract-Theoretic Approaches to Wages and Displacement 0 0 0 40 0 1 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 1 1 133 0 1 1 299
Exact Present Solution with Consistent Future Approximation: A Gridless Algorithm to Solve Stochastic Dynamic Models 1 1 1 71 2 2 3 155
Growth Expectations and Business Cycles 0 0 0 210 1 1 1 461
Inefficient employment decisions, entry costs, and the cost of fluctuations 0 0 0 50 1 1 1 172
Inferences from Parametric and Non-Parametric Covariance Matrix Estimation Procedures 0 0 2 417 1 2 6 2,349
Inferences from parametric and non-parametric covariance matrix estimation procedures 1 1 2 54 1 2 3 522
Inventories and the Role of Goods-Market Frictions for Business Cycles 0 0 0 91 0 0 2 262
Job Destruction and Propagation of Shocks 0 0 1 502 0 3 6 1,603
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 0 1 3 662
Liquidity Flows and Fragility of Business Enterprises 0 0 0 128 0 0 0 867
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 1 1 58
Predicting recoveries and the importance of using enough information 0 0 0 50 0 0 0 158
Robust Covariance Matrix Estimation with Data-Dependent VAR Prewhitening Order 0 0 0 417 0 0 0 2,284
Shocks and Institutions in a Job Market Model 0 0 0 0 0 0 1 201
Shocks and Institutions in a Job Matching Model 0 0 0 331 0 1 1 1,400
Shocks and Institutions in a Job Matching Model 0 0 0 49 0 0 1 295
Small Sample Properties of GMM for Business Cycle Analysis 0 0 0 293 0 0 0 1,561
Small sample properties of GMM for business cycle analysis 0 0 0 2 0 0 2 428
Small sample properties of GMM for business cycle analysis 0 0 0 155 2 2 3 639
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 1 99 0 0 1 260
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 1 1 1 294
The Comovements Between Real Activity and Prices at Different Business Cycle Frequencies 0 0 0 94 0 0 1 617
The Comovements between Real Activity and Prices in the G7 0 0 0 27 0 0 1 142
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 0 181 0 1 1 466
The Role of Debt and Equity Finance over the Business Cycle 0 0 0 239 0 0 4 902
The Role of Debt and Equity Finance over the Business Cycle 0 0 1 533 2 2 5 2,403
The role of debt and equity finance over the business cycle 1 1 1 236 1 2 5 1,055
Turbulence and Unemployment in a Job Matching Model 0 0 0 100 2 2 2 343
Turbulence and Unemployment in a Job Matching Model 0 0 0 47 36 36 36 265
Turbulence and unemployment in a job matching model 1 1 1 91 1 1 2 372
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 1 128 0 0 3 318
Volatile Hiring: Uncertainty in Search and Matching Models 0 0 0 2 0 0 0 4
Total Working Papers 4 6 18 7,965 58 74 129 33,531
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 1 158 0 1 2 427
Assessing the accuracy of the aggregate law of motion in models with heterogeneous agents 1 1 2 142 3 3 8 436
Bank Loan Components and the Time‐varying Effects of Monetary Policy Shocks 0 0 0 53 0 0 1 115
Bank loan portfolios and the Canadian monetary transmission mechanism 0 0 0 28 2 2 2 90
Bank loan portfolios and the monetary transmission mechanism 2 3 8 502 3 6 26 1,042
Comparison of solutions to the incomplete markets model with aggregate uncertainty 0 1 5 152 0 3 8 392
Computational suite of models with heterogeneous agents: Incomplete markets and aggregate uncertainty 3 5 21 400 3 7 39 885
Contract-theoretic approaches to wages and displacement 0 0 0 19 2 2 2 195
Convergence in stochastic growth models The importance of understanding why income levels differ 0 0 0 53 0 1 4 164
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 6 15 489
Job Destruction and Propagation of Shocks 0 0 2 638 0 1 10 1,765
Job destruction and the experiences of displaced workers 0 0 0 94 0 1 1 350
Liquidity flows and fragility of business enterprises 0 0 3 286 0 0 13 752
Recursive macroeconomic theory, Lars Ljungqvist and Thomas J. Sargent; The MIT Press, Cambridge, MA, 2000, pp. 737, $60 0 1 3 657 0 1 6 1,504
SOLVING DYNAMIC MODELS WITH AGGREGATE SHOCKS AND HETEROGENEOUS AGENTS 0 2 6 225 1 5 13 422
Shocks and the Unavoidable Road to Higher Taxes and Higher Unemployment 0 1 2 95 0 3 7 531
Small-Sample Properties of GMM for Business-Cycle Analysis 0 0 0 0 1 2 2 407
Solving heterogeneous-agent models with parameterized cross-sectional distributions 1 2 12 179 3 6 22 452
Solving the Stochastic Growth Model by Parameterizing Expectations 0 0 0 0 3 4 11 1,487
Solving the incomplete markets model with aggregate uncertainty using explicit aggregation 1 1 2 258 1 2 10 586
Solving the incomplete markets model with aggregate uncertainty using parameterized cross-sectional distributions 0 0 0 99 1 1 3 382
The Cyclical Behavior of Debt and Equity Finance 1 1 6 283 1 9 23 920
The Myth of Financial Innovation and the Great Moderation 0 0 0 0 0 1 4 858
The comovement between output and prices 0 0 1 529 0 2 9 1,067
The comovement between real activity and prices in the G7 0 0 1 59 0 0 4 251
The importance of the number of different agents in a heterogeneous asset-pricing model 0 0 0 50 1 1 1 237
The optimal inflation path in a Sidrauski-type model with uncertainty 0 0 0 97 0 0 1 187
The term structure of interest rates in real and monetary economies 0 0 1 269 0 1 7 507
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 0 0 161
Total Journal Articles 9 18 76 5,489 25 71 256 17,467


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 1 5 966
FORTRAN code for Job Destruction and Propagation of Shocks 0 0 0 376 2 4 5 1,234
FORTRAN code for Liquidity Flows and Fragility of Business Enterprises 0 0 0 144 0 0 1 803
FORTRAN code for Shocks and Institutions 0 0 0 182 1 2 3 617
FORTRAN code for Simulation Parameterized Expecations Algorithm 0 0 1 519 0 2 5 1,532
FORTRAN code for Solving Dynamic Models with Aggregate Shocks and Heterogeneous Agents 0 0 5 647 0 1 8 1,430
RATS code for Business Cycles Statistics and their Standard Errors 0 0 1 769 0 2 4 2,142
VARHAC Covariance Matrix Estimator (FORTRAN) 0 0 2 467 1 1 9 2,022
VARHAC Covariance Matrix Estimator (GAUSS) 0 1 1 431 1 3 7 1,583
VARHAC Covariance Matrix Estimator (RATS) 0 0 5 278 0 2 10 1,236
Total Software Items 0 1 15 4,034 6 18 57 13,565


Statistics updated 2025-03-03