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 0 1,714 2 3 11 5,111
Accuracy in simulations 0 0 0 81 7 8 20 383
Agnostic Structural Disturbances (ASDs): Detecting and Reducing Misspecification in Empirical Macroeconomic Models 0 0 0 33 1 2 10 118
Anticipated Growth and Business Cycles in Matching Models 0 0 0 145 3 5 12 523
Assessing the Accuracy of the Aggregate Law of Motion in Models with Heterogeneous Agents 0 0 1 55 6 9 19 307
Bank Loan Components and the Time-Varying Effects of Monetary Policy Shocks 0 0 0 92 0 1 6 453
Banks' Loan Portfolio and the Monetary Transmission Mechanism 0 0 0 195 3 10 25 552
Comparison of Solutions to the Incomplete Markets Model with Aggregate Uncertainty 0 0 0 55 2 8 38 197
Contract-Theoretic Approaches to Wages and Displacement 0 1 1 41 2 11 16 289
Contract-Theoretic Approaches to Wages and Displacement 0 0 0 49 2 6 14 507
Cyclical Behavior of Debt and Equity Using a Panel of Canadian Firms 0 0 0 133 2 3 11 310
Exact Present Solution with Consistent Future Approximation: A Gridless Algorithm to Solve Stochastic Dynamic Models 0 1 1 72 0 1 9 164
Growth Expectations and Business Cycles 0 0 0 210 1 3 9 470
Inefficient employment decisions, entry costs, and the cost of fluctuations 0 0 0 50 1 2 9 181
Inferences from Parametric and Non-Parametric Covariance Matrix Estimation Procedures 0 0 0 417 1 2 8 2,358
Inferences from parametric and non-parametric covariance matrix estimation procedures 0 0 0 54 3 5 11 534
Inventories and the Role of Goods-Market Frictions for Business Cycles 0 0 0 91 0 3 13 275
Job Destruction and Propagation of Shocks 0 0 0 502 9 12 29 1,633
Job Destruction and the Experiences of Displaced Workers 0 0 0 136 5 6 13 822
Liquidity Flows and Fragility of Business Enterprises 0 0 0 153 1 3 15 677
Liquidity Flows and Fragility of Business Enterprises 0 0 0 128 1 1 7 874
Loan components and time varying effects of monetary policy shocks 0 0 0 1 3 3 6 189
Predictable Recoveries 0 0 0 30 4 4 10 68
Predicting recoveries and the importance of using enough information 0 1 1 52 0 1 11 171
Robust Covariance Matrix Estimation with Data-Dependent VAR Prewhitening Order 0 0 1 418 3 4 13 2,297
Shocks and Institutions in a Job Market Model 0 0 0 0 5 6 13 215
Shocks and Institutions in a Job Matching Model 0 0 0 332 1 2 9 1,411
Shocks and Institutions in a Job Matching Model 0 0 0 49 4 4 12 308
Small Sample Properties of GMM for Business Cycle Analysis 0 0 0 293 0 1 10 1,571
Small sample properties of GMM for business cycle analysis 0 0 0 2 1 1 7 435
Small sample properties of GMM for business cycle analysis 0 0 0 155 0 0 9 648
Solving Heterogeneous-Agent Models with Parameterized Cross-Sectional Distributions 0 0 0 100 2 3 11 363
Solving the Incomplete Markets Model with Aggregate Uncertainty using Explicit Aggregation 0 0 0 99 3 6 17 277
THE IMPORTANCE OF THE NUMBER OF DIFFERENT AGENTS IN A HETEROGENEOUS ASSET-PRICING MODEL 0 0 0 0 3 6 12 382
Temporary Shocks and Unavoidable Transistions to a High-Unemployment Regime 0 0 0 50 2 3 8 442
Temporary Shocks and Unavoidable Transitions to a High-Unemployment Regime 0 0 0 43 1 1 9 303
The Comovements Between Real Activity and Prices at Different Business Cycle Frequencies 0 0 0 94 1 1 12 629
The Comovements between Real Activity and Prices in the G7 0 0 0 27 4 5 12 154
The Comovements between Real Activity and Prices in the G7 0 0 0 137 7 9 16 527
The Myth of Financial Innovation and the Great Moderation 0 0 0 181 3 5 11 477
The Role of Debt and Equity Finance over the Business Cycle 0 0 0 533 1 4 19 2,422
The Role of Debt and Equity Finance over the Business Cycle 0 0 0 239 0 0 4 906
The role of debt and equity finance over the business cycle 0 0 0 236 4 7 12 1,067
Turbulence and Unemployment in a Job Matching Model 0 0 0 47 2 12 33 298
Turbulence and Unemployment in a Job Matching Model 0 0 0 100 2 3 9 352
Turbulence and unemployment in a job matching model 0 0 0 91 3 3 5 377
Understanding Equilibrium Models with a Small and a Large Number of Agents 0 0 0 128 4 7 12 804
Unemployment (Fears) and Deflationary Spirals 0 0 0 129 7 9 27 347
Volatile Hiring: Uncertainty in Search and Matching Models 0 0 0 2 3 4 11 16
Total Working Papers 0 3 5 7,974 125 218 645 34,194
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 1 8 10 438
Assessing the accuracy of the aggregate law of motion in models with heterogeneous agents 0 0 2 145 8 8 31 469
Bank Loan Components and the Time‐varying Effects of Monetary Policy Shocks 0 0 0 53 2 4 5 123
Bank loan portfolios and the Canadian monetary transmission mechanism 0 0 0 28 1 2 6 97
Bank loan portfolios and the monetary transmission mechanism 0 0 2 507 1 4 23 1,072
Comparison of solutions to the incomplete markets model with aggregate uncertainty 0 0 1 153 3 8 23 418
Computational suite of models with heterogeneous agents: Incomplete markets and aggregate uncertainty 0 1 6 408 2 4 31 918
Contract-theoretic approaches to wages and displacement 0 1 1 20 0 4 11 206
Convergence in stochastic growth models The importance of understanding why income levels differ 0 0 0 53 1 1 8 172
Heterogeneity, Aggregate Uncertainty, and the Short-Term Interest Rate 0 0 0 0 3 4 11 500
Job Destruction and Propagation of Shocks 0 0 0 638 10 13 26 1,793
Job destruction and the experiences of displaced workers 0 0 0 94 1 5 22 372
Liquidity flows and fragility of business enterprises 0 0 0 286 6 10 22 777
Recursive macroeconomic theory, Lars Ljungqvist and Thomas J. Sargent; The MIT Press, Cambridge, MA, 2000, pp. 737, $60 0 0 0 658 3 4 15 1,521
SOLVING DYNAMIC MODELS WITH AGGREGATE SHOCKS AND HETEROGENEOUS AGENTS 0 0 2 228 0 1 8 431
Shocks and the Unavoidable Road to Higher Taxes and Higher Unemployment 0 0 0 95 3 3 8 540
Small-Sample Properties of GMM for Business-Cycle Analysis 0 0 0 0 2 7 17 426
Solving heterogeneous-agent models with parameterized cross-sectional distributions 0 0 1 181 1 2 20 473
Solving the Stochastic Growth Model by Parameterizing Expectations 0 0 0 0 3 9 31 1,519
Solving the incomplete markets model with aggregate uncertainty using explicit aggregation 0 0 1 260 2 4 15 602
Solving the incomplete markets model with aggregate uncertainty using parameterized cross-sectional distributions 0 0 0 99 3 3 15 397
The Cyclical Behavior of Debt and Equity Finance 0 0 3 286 1 2 25 946
The Myth of Financial Innovation and the Great Moderation 0 0 0 0 0 2 11 869
The comovement between output and prices 0 0 2 531 3 5 17 1,084
The comovement between real activity and prices in the G7 0 0 3 62 8 13 23 275
The importance of the number of different agents in a heterogeneous asset-pricing model 0 0 1 51 0 2 8 245
The optimal inflation path in a Sidrauski-type model with uncertainty 0 0 1 98 0 0 8 195
The term structure of interest rates in real and monetary economies 0 0 0 270 3 5 51 559
Turbulence And Unemployment In A Job Matching Model 0 0 0 107 2 4 9 344
Volatility clustering in real interest rates Theory and evidence 0 0 0 52 1 1 5 166
Total Journal Articles 0 2 26 5,521 74 142 515 17,947
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 2 2 5 115
Total Chapters 0 0 0 35 2 2 5 115

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 2 223 4 7 17 984
FORTRAN code for Job Destruction and Propagation of Shocks 0 0 0 378 6 10 23 1,259
FORTRAN code for Liquidity Flows and Fragility of Business Enterprises 0 0 0 144 1 5 12 816
FORTRAN code for Shocks and Institutions 0 0 0 184 3 6 8 627
FORTRAN code for Simulation Parameterized Expecations Algorithm 0 0 1 520 2 4 15 1,548
FORTRAN code for Solving Dynamic Models with Aggregate Shocks and Heterogeneous Agents 0 0 0 648 2 5 12 1,444
RATS code for Business Cycles Statistics and their Standard Errors 0 0 1 770 1 2 8 2,150
VARHAC Covariance Matrix Estimator (FORTRAN) 0 0 1 468 3 5 10 2,032
VARHAC Covariance Matrix Estimator (GAUSS) 0 0 0 431 3 5 6 1,589
VARHAC Covariance Matrix Estimator (RATS) 0 0 3 281 1 3 17 1,255
Total Software Items 0 0 8 4,047 26 52 128 13,704

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

Since October 2025, abstract view statistics are potentially heavily influenced by traffic from AI bots and tools that we could not eliminate despite our best efforts.

Statistics updated 2026-05-06