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 1 1,714 1 3 6 5,104
Accuracy in simulations 0 0 0 81 1 4 5 368
Agnostic Structural Disturbances (ASDs): Detecting and Reducing Misspecification in Empirical Macroeconomic Models 0 0 0 33 0 2 2 110
Anticipated Growth and Business Cycles in Matching Models 0 0 0 145 1 1 6 514
Assessing the Accuracy of the Aggregate Law of Motion in Models with Heterogeneous Agents 0 0 1 55 0 3 5 292
Bank Loan Components and the Time-Varying Effects of Monetary Policy Shocks 0 0 0 92 0 1 2 448
Banks' Loan Portfolio and the Monetary Transmission Mechanism 0 0 0 195 2 2 6 529
Comparison of Solutions to the Incomplete Markets Model with Aggregate Uncertainty 0 0 1 55 5 7 11 166
Contract-Theoretic Approaches to Wages and Displacement 0 0 0 49 1 2 2 495
Contract-Theoretic Approaches to Wages and Displacement 0 0 0 40 1 1 2 274
Cyclical Behavior of Debt and Equity Using a Panel of Canadian Firms 0 0 1 133 1 2 4 302
Exact Present Solution with Consistent Future Approximation: A Gridless Algorithm to Solve Stochastic Dynamic Models 0 0 1 71 1 6 8 161
Growth Expectations and Business Cycles 0 0 0 210 2 2 3 463
Inefficient employment decisions, entry costs, and the cost of fluctuations 0 0 0 50 2 2 3 174
Inferences from Parametric and Non-Parametric Covariance Matrix Estimation Procedures 0 0 0 417 2 2 5 2,352
Inferences from parametric and non-parametric covariance matrix estimation procedures 0 0 1 54 1 1 5 525
Inventories and the Role of Goods-Market Frictions for Business Cycles 0 0 0 91 2 2 5 267
Job Destruction and Propagation of Shocks 0 0 0 502 0 2 10 1,610
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 3 4 6 667
Liquidity Flows and Fragility of Business Enterprises 0 0 0 128 0 0 2 869
Loan components and time varying effects of monetary policy shocks 0 0 0 1 1 1 1 184
Predictable Recoveries 0 0 0 30 1 3 5 62
Predicting recoveries and the importance of using enough information 0 0 1 51 2 2 4 162
Robust Covariance Matrix Estimation with Data-Dependent VAR Prewhitening Order 0 0 1 418 2 3 5 2,289
Shocks and Institutions in a Job Market Model 0 0 0 0 2 4 5 206
Shocks and Institutions in a Job Matching Model 0 0 0 49 1 2 3 298
Shocks and Institutions in a Job Matching Model 0 0 1 332 1 2 7 1,406
Small Sample Properties of GMM for Business Cycle Analysis 0 0 0 293 1 1 3 1,564
Small sample properties of GMM for business cycle analysis 0 0 0 2 1 1 2 430
Small sample properties of GMM for business cycle analysis 0 0 0 155 2 2 4 641
Solving Heterogeneous-Agent Models with Parameterized Cross-Sectional Distributions 0 0 0 100 0 1 1 353
Solving the Incomplete Markets Model with Aggregate Uncertainty using Explicit Aggregation 0 0 0 99 2 6 7 267
THE IMPORTANCE OF THE NUMBER OF DIFFERENT AGENTS IN A HETEROGENEOUS ASSET-PRICING MODEL 0 0 0 0 1 3 4 373
Temporary Shocks and Unavoidable Transistions to a High-Unemployment Regime 0 0 0 50 0 1 2 435
Temporary Shocks and Unavoidable Transitions to a High-Unemployment Regime 0 0 0 43 1 1 3 296
The Comovements Between Real Activity and Prices at Different Business Cycle Frequencies 0 0 0 94 1 5 6 623
The Comovements between Real Activity and Prices in the G7 0 0 0 27 1 1 1 143
The Comovements between Real Activity and Prices in the G7 0 0 0 137 0 1 2 513
The Myth of Financial Innovation and the Great Moderation 0 0 0 181 2 3 5 470
The Role of Debt and Equity Finance over the Business Cycle 0 0 0 239 0 1 1 903
The Role of Debt and Equity Finance over the Business Cycle 0 0 0 533 4 7 10 2,411
The role of debt and equity finance over the business cycle 0 0 1 236 0 0 3 1,056
Turbulence and Unemployment in a Job Matching Model 0 0 0 100 0 1 3 344
Turbulence and Unemployment in a Job Matching Model 0 0 0 47 1 1 37 266
Turbulence and unemployment in a job matching model 0 0 1 91 1 1 2 373
Understanding Equilibrium Models with a Small and a Large Number of Agents 0 0 0 128 0 0 0 792
Unemployment (Fears) and Deflationary Spirals 0 0 1 129 6 6 11 329
Volatile Hiring: Uncertainty in Search and Matching Models 0 0 0 2 1 4 5 9
Total Working Papers 0 0 12 7,971 61 113 240 33,697
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 0 3 429
Assessing the accuracy of the aggregate law of motion in models with heterogeneous agents 0 1 4 145 0 7 17 450
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 5 93
Bank loan portfolios and the monetary transmission mechanism 0 1 8 507 0 1 19 1,055
Comparison of solutions to the incomplete markets model with aggregate uncertainty 0 0 1 152 7 11 18 407
Computational suite of models with heterogeneous agents: Incomplete markets and aggregate uncertainty 0 2 11 406 1 10 24 902
Contract-theoretic approaches to wages and displacement 0 0 0 19 0 2 5 198
Convergence in stochastic growth models The importance of understanding why income levels differ 0 0 0 53 1 2 4 167
Heterogeneity, Aggregate Uncertainty, and the Short-Term Interest Rate 0 0 0 0 2 3 11 494
Job Destruction and Propagation of Shocks 0 0 0 638 1 5 10 1,774
Job destruction and the experiences of displaced workers 0 0 0 94 5 6 7 356
Liquidity flows and fragility of business enterprises 0 0 0 286 2 3 6 758
Recursive macroeconomic theory, Lars Ljungqvist and Thomas J. Sargent; The MIT Press, Cambridge, MA, 2000, pp. 737, $60 0 0 2 658 1 3 8 1,511
SOLVING DYNAMIC MODELS WITH AGGREGATE SHOCKS AND HETEROGENEOUS AGENTS 0 0 4 227 1 1 8 425
Shocks and the Unavoidable Road to Higher Taxes and Higher Unemployment 0 0 1 95 1 1 6 534
Small-Sample Properties of GMM for Business-Cycle Analysis 0 0 0 0 1 2 7 412
Solving heterogeneous-agent models with parameterized cross-sectional distributions 0 0 3 180 4 9 17 463
Solving the Stochastic Growth Model by Parameterizing Expectations 0 0 0 0 1 3 14 1,497
Solving the incomplete markets model with aggregate uncertainty using explicit aggregation 0 0 3 260 0 2 8 592
Solving the incomplete markets model with aggregate uncertainty using parameterized cross-sectional distributions 0 0 0 99 2 6 12 393
The Cyclical Behavior of Debt and Equity Finance 0 0 4 286 3 7 22 933
The Myth of Financial Innovation and the Great Moderation 0 0 0 0 3 3 4 861
The comovement between output and prices 0 0 1 530 1 1 7 1,072
The comovement between real activity and prices in the G7 0 2 3 62 0 2 4 255
The importance of the number of different agents in a heterogeneous asset-pricing model 0 0 1 51 1 1 3 239
The optimal inflation path in a Sidrauski-type model with uncertainty 0 0 1 98 0 2 4 191
The term structure of interest rates in real and monetary economies 0 0 1 270 2 7 10 516
Turbulence And Unemployment In A Job Matching Model 0 0 0 107 1 1 1 336
Volatility clustering in real interest rates Theory and evidence 0 0 0 52 0 0 1 162
Total Journal Articles 0 6 48 5,514 41 102 268 17,593
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 1 2 223 1 2 6 971
FORTRAN code for Job Destruction and Propagation of Shocks 0 0 2 378 2 4 12 1,242
FORTRAN code for Liquidity Flows and Fragility of Business Enterprises 0 0 0 144 1 1 4 807
FORTRAN code for Shocks and Institutions 0 0 2 184 0 0 5 620
FORTRAN code for Simulation Parameterized Expecations Algorithm 0 0 1 520 1 4 8 1,538
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 1 1 1 770 1 1 4 2,144
VARHAC Covariance Matrix Estimator (FORTRAN) 0 0 1 468 0 0 3 2,024
VARHAC Covariance Matrix Estimator (GAUSS) 0 0 1 431 0 1 4 1,584
VARHAC Covariance Matrix Estimator (RATS) 1 1 2 280 4 6 11 1,245
Total Software Items 2 3 13 4,046 10 19 62 13,609


Statistics updated 2025-12-06