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 2 5 1,686 3 8 21 5,028
Accuracy in simulations 0 0 1 80 0 1 16 345
Agnostic Structural Disturbances (ASDs): Detecting and Reducing Misspecification in Empirical Macroeconomic Models 0 0 2 29 0 5 22 86
Anticipated Growth and Business Cycles in Matching Models 0 0 2 145 1 2 12 494
Assessing the Accuracy of the Aggregate Law of Motion in Models with Heterogeneous Agents 0 1 1 50 0 1 7 276
Bank Loan Components and the Time-Varying Effects of Monetary Policy Shocks 0 0 0 92 0 2 8 443
Banks' Loan Portfolio and the Monetary Transmission Mechanism 0 0 2 187 0 0 12 500
Comparison of Solutions to the Incomplete Markets Model with Aggregate Uncertainty 0 0 1 49 0 1 5 141
Contract-Theoretic Approaches to Wages and Displacement 0 0 0 49 0 1 4 489
Contract-Theoretic Approaches to Wages and Displacement 0 0 0 40 0 1 3 266
Cyclical Behavior of Debt and Equity Using a Panel of Canadian Firms 0 0 0 131 1 2 5 289
Exact Present Solution with Consistent Future Approximation: A Gridless Algorithm to Solve Stochastic Dynamic Models 1 2 2 67 3 5 15 136
Growth Expectations and Business Cycles 0 0 1 209 0 0 5 458
Inefficient employment decisions, entry costs, and the cost of fluctuations 0 0 0 49 0 0 1 166
Inferences from Parametric and Non-Parametric Covariance Matrix Estimation Procedures 0 0 1 413 4 5 11 2,328
Inferences from parametric and non-parametric covariance matrix estimation procedures 0 1 1 47 1 4 8 509
Inventories and the Role of Goods-Market Frictions for Business Cycles 0 0 1 87 1 4 46 247
Job Destruction and Propagation of Shocks 0 0 2 495 1 3 18 1,578
Job Destruction and the Experiences of Displaced Workers 0 0 0 136 0 1 5 804
Liquidity Flows and Fragility of Business Enterprises 0 0 0 123 0 1 15 855
Liquidity Flows and Fragility of Business Enterprises 0 0 1 150 2 3 19 586
Loan components and time varying effects of monetary policy shocks 0 0 0 1 0 0 1 181
Predictable Recoveries 0 0 1 30 0 0 5 56
Predicting recoveries and the importance of using enough information 0 0 0 49 0 0 3 154
Robust Covariance Matrix Estimation with Data-Dependent VAR Prewhitening Order 0 0 0 416 0 2 3 2,277
Shocks and Institutions in a Job Market Model 0 0 0 0 0 1 5 193
Shocks and Institutions in a Job Matching Model 0 0 2 329 2 4 14 1,383
Shocks and Institutions in a Job Matching Model 0 0 1 48 1 2 11 289
Small Sample Properties of GMM for Business Cycle Analysis 0 0 0 293 1 3 4 1,553
Small sample properties of GMM for business cycle analysis 0 0 0 155 0 1 8 626
Small sample properties of GMM for business cycle analysis 0 0 0 2 0 2 7 419
Solving Heterogeneous-Agent Models with Parameterized Cross-Sectional Distributions 0 0 1 98 0 0 10 340
Solving the Incomplete Markets Model with Aggregate Uncertainty using Explicit Aggregation 0 0 1 96 0 0 6 245
THE IMPORTANCE OF THE NUMBER OF DIFFERENT AGENTS IN A HETEROGENEOUS ASSET-PRICING MODEL 0 0 0 0 0 1 3 362
Temporary Shocks and Unavoidable Transistions to a High-Unemployment Regime 0 0 1 50 0 0 7 431
Temporary Shocks and Unavoidable Transitions to a High-Unemployment Regime 0 0 0 43 0 0 2 288
The Comovements Between Real Activity and Prices at Different Business Cycle Frequencies 0 0 0 93 0 0 2 612
The Comovements between Real Activity and Prices in the G7 0 0 0 137 0 1 4 507
The Comovements between Real Activity and Prices in the G7 0 0 1 26 0 0 3 138
The Myth of Financial Innovation and the Great Moderation 1 1 1 177 4 8 16 439
The Role of Debt and Equity Finance over the Business Cycle 0 0 4 231 1 4 17 774
The Role of Debt and Equity Finance over the Business Cycle 0 0 2 519 2 4 21 2,337
The comovement between household loans and real activity 0 0 0 86 1 3 7 246
The role of debt and equity finance over the business cycle 0 0 0 233 2 5 15 995
Turbulence and Unemployment in a Job Matching Model 0 0 0 46 0 1 10 225
Turbulence and Unemployment in a Job Matching Model 0 0 0 100 1 2 9 338
Turbulence and unemployment in a job matching model 0 0 0 90 0 2 11 366
Understanding Equilibrium Models with a Small and a Large Number of Agents 0 0 0 127 1 2 7 785
Unemployment (Fears) and Deflationary Spirals 1 1 3 119 2 8 26 279
Total Working Papers 3 8 41 7,908 35 106 495 32,862


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 1 1 8 142 5 10 30 370
Assessing the accuracy of the aggregate law of motion in models with heterogeneous agents 0 0 4 121 0 3 28 391
Bank Loan Components and the Time‐varying Effects of Monetary Policy Shocks 0 0 0 53 0 0 2 114
Bank loan portfolios and the Canadian monetary transmission mechanism 0 1 1 27 0 1 1 81
Bank loan portfolios and the monetary transmission mechanism 1 4 16 451 2 7 58 918
Comparison of solutions to the incomplete markets model with aggregate uncertainty 0 2 6 129 2 6 26 329
Computational suite of models with heterogeneous agents: Incomplete markets and aggregate uncertainty 2 7 32 308 4 21 78 648
Contract-theoretic approaches to wages and displacement 0 0 0 18 0 2 2 179
Convergence in stochastic growth models The importance of understanding why income levels differ 0 0 0 53 0 0 7 155
Financial innovations and macroeconomic volatility - comments 0 0 0 5 3 3 5 67
Heterogeneity, Aggregate Uncertainty, and the Short-Term Interest Rate 0 0 0 0 0 3 10 460
Job Destruction and Propagation of Shocks 0 1 5 623 7 13 50 1,611
Job destruction and the experiences of displaced workers 0 0 0 93 0 2 7 331
Liquidity flows and fragility of business enterprises 0 0 5 260 1 6 39 680
Recursive macroeconomic theory, Lars Ljungqvist and Thomas J. Sargent; The MIT Press, Cambridge, MA, 2000, pp. 737, $60 0 1 3 644 0 3 18 1,467
SOLVING DYNAMIC MODELS WITH AGGREGATE SHOCKS AND HETEROGENEOUS AGENTS 1 2 9 175 2 6 26 335
Shocks and the Unavoidable Road to Higher Taxes and Higher Unemployment 0 0 0 89 1 5 7 514
Small-Sample Properties of GMM for Business-Cycle Analysis 0 0 0 0 0 1 5 403
Solving heterogeneous-agent models with parameterized cross-sectional distributions 4 6 14 130 5 12 38 341
Solving the Stochastic Growth Model by Parameterizing Expectations 0 0 0 0 1 8 47 1,414
Solving the incomplete markets model with aggregate uncertainty using explicit aggregation 0 0 9 221 1 4 29 481
Solving the incomplete markets model with aggregate uncertainty using parameterized cross-sectional distributions 0 0 0 94 0 0 7 358
The Cyclical Behavior of Debt and Equity Finance 0 1 6 261 4 8 39 826
The Myth of Financial Innovation and the Great Moderation 0 0 0 0 7 16 28 783
The comovement between output and prices 1 2 13 499 4 10 35 984
The comovement between real activity and prices in the G7 1 1 4 56 1 2 9 232
The importance of the number of different agents in a heterogeneous asset-pricing model 0 0 0 49 0 1 7 225
The optimal inflation path in a Sidrauski-type model with uncertainty 0 0 0 92 1 2 5 176
The term structure of interest rates in real and monetary economies 0 3 6 252 0 5 13 464
Turbulence And Unemployment In A Job Matching Model 0 0 0 106 1 3 8 326
Volatility clustering in real interest rates Theory and evidence 0 0 0 51 0 0 2 153
Total Journal Articles 11 32 141 5,002 52 163 666 15,816


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 1 33 0 0 4 104
Total Chapters 0 0 1 33 0 0 4 104


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 0 215 1 3 14 936
FORTRAN code for Job Destruction and Propagation of Shocks 0 0 3 362 3 6 27 1,182
FORTRAN code for Liquidity Flows and Fragility of Business Enterprises 0 1 3 141 2 5 21 787
FORTRAN code for Shocks and Institutions 0 0 2 177 1 2 9 596
FORTRAN code for Simulation Parameterized Expecations Algorithm 0 1 4 513 1 5 30 1,506
FORTRAN code for Solving Dynamic Models with Aggregate Shocks and Heterogeneous Agents 1 4 17 629 2 8 31 1,384
RATS code for Business Cycles Statistics and their Standard Errors 2 2 5 759 2 4 11 2,112
VARHAC Covariance Matrix Estimator (FORTRAN) 1 2 2 452 4 8 31 1,956
VARHAC Covariance Matrix Estimator (GAUSS) 1 1 2 423 5 10 30 1,530
VARHAC Covariance Matrix Estimator (RATS) 2 2 5 264 3 5 19 1,197
Total Software Items 7 13 43 3,935 24 56 223 13,186


Statistics updated 2021-01-03