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 5 8 5,108
Accuracy in simulations 0 0 0 81 5 8 12 375
Agnostic Structural Disturbances (ASDs): Detecting and Reducing Misspecification in Empirical Macroeconomic Models 0 0 0 33 4 6 8 116
Anticipated Growth and Business Cycles in Matching Models 0 0 0 145 2 5 10 518
Assessing the Accuracy of the Aggregate Law of Motion in Models with Heterogeneous Agents 0 0 1 55 6 6 11 298
Bank Loan Components and the Time-Varying Effects of Monetary Policy Shocks 0 0 0 92 1 4 6 452
Banks' Loan Portfolio and the Monetary Transmission Mechanism 0 0 0 195 12 15 17 542
Comparison of Solutions to the Incomplete Markets Model with Aggregate Uncertainty 0 0 1 55 23 28 34 189
Contract-Theoretic Approaches to Wages and Displacement 0 0 0 40 2 5 5 278
Contract-Theoretic Approaches to Wages and Displacement 0 0 0 49 4 7 8 501
Cyclical Behavior of Debt and Equity Using a Panel of Canadian Firms 0 0 0 133 3 6 8 307
Exact Present Solution with Consistent Future Approximation: A Gridless Algorithm to Solve Stochastic Dynamic Models 0 0 1 71 0 3 10 163
Growth Expectations and Business Cycles 0 0 0 210 2 6 7 467
Inefficient employment decisions, entry costs, and the cost of fluctuations 0 0 0 50 1 7 8 179
Inferences from Parametric and Non-Parametric Covariance Matrix Estimation Procedures 0 0 0 417 2 6 8 2,356
Inferences from parametric and non-parametric covariance matrix estimation procedures 0 0 1 54 1 5 8 529
Inventories and the Role of Goods-Market Frictions for Business Cycles 0 0 0 91 2 7 10 272
Job Destruction and Propagation of Shocks 0 0 0 502 6 11 18 1,621
Job Destruction and the Experiences of Displaced Workers 0 0 0 136 5 7 7 816
Liquidity Flows and Fragility of Business Enterprises 0 0 0 153 6 10 12 674
Liquidity Flows and Fragility of Business Enterprises 0 0 0 128 2 4 6 873
Loan components and time varying effects of monetary policy shocks 0 0 0 1 1 3 3 186
Predictable Recoveries 0 0 0 30 0 3 6 64
Predicting recoveries and the importance of using enough information 0 0 1 51 7 10 12 170
Robust Covariance Matrix Estimation with Data-Dependent VAR Prewhitening Order 0 0 1 418 1 6 9 2,293
Shocks and Institutions in a Job Market Model 0 0 0 0 2 5 8 209
Shocks and Institutions in a Job Matching Model 0 0 1 332 2 4 9 1,409
Shocks and Institutions in a Job Matching Model 0 0 0 49 3 7 9 304
Small Sample Properties of GMM for Business Cycle Analysis 0 0 0 293 4 7 9 1,570
Small sample properties of GMM for business cycle analysis 0 0 0 155 4 9 11 648
Small sample properties of GMM for business cycle analysis 0 0 0 2 3 5 6 434
Solving Heterogeneous-Agent Models with Parameterized Cross-Sectional Distributions 0 0 0 100 7 7 8 360
Solving the Incomplete Markets Model with Aggregate Uncertainty using Explicit Aggregation 0 0 0 99 1 6 11 271
THE IMPORTANCE OF THE NUMBER OF DIFFERENT AGENTS IN A HETEROGENEOUS ASSET-PRICING MODEL 0 0 0 0 3 4 7 376
Temporary Shocks and Unavoidable Transistions to a High-Unemployment Regime 0 0 0 50 4 4 6 439
Temporary Shocks and Unavoidable Transitions to a High-Unemployment Regime 0 0 0 43 5 7 9 302
The Comovements Between Real Activity and Prices at Different Business Cycle Frequencies 0 0 0 94 1 6 11 628
The Comovements between Real Activity and Prices in the G7 0 0 0 137 3 5 7 518
The Comovements between Real Activity and Prices in the G7 0 0 0 27 4 7 7 149
The Myth of Financial Innovation and the Great Moderation 0 0 0 181 1 4 6 472
The Role of Debt and Equity Finance over the Business Cycle 0 0 0 239 2 3 4 906
The Role of Debt and Equity Finance over the Business Cycle 0 0 0 533 5 11 17 2,418
The role of debt and equity finance over the business cycle 0 0 1 236 3 4 6 1,060
Turbulence and Unemployment in a Job Matching Model 0 0 0 100 5 5 8 349
Turbulence and Unemployment in a Job Matching Model 0 0 0 47 11 21 57 286
Turbulence and unemployment in a job matching model 0 0 1 91 1 2 3 374
Understanding Equilibrium Models with a Small and a Large Number of Agents 0 0 0 128 5 5 5 797
Unemployment (Fears) and Deflationary Spirals 0 0 1 129 7 15 20 338
Volatile Hiring: Uncertainty in Search and Matching Models 0 0 0 2 1 4 8 12
Total Working Papers 0 0 10 7,971 187 340 503 33,976
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 1 3 430
Assessing the accuracy of the aggregate law of motion in models with heterogeneous agents 0 0 4 145 5 11 28 461
Bank Loan Components and the Time‐varying Effects of Monetary Policy Shocks 0 0 0 53 0 1 4 119
Bank loan portfolios and the Canadian monetary transmission mechanism 0 0 0 28 1 2 7 95
Bank loan portfolios and the monetary transmission mechanism 0 0 7 507 13 13 29 1,068
Comparison of solutions to the incomplete markets model with aggregate uncertainty 0 1 1 153 2 10 18 410
Computational suite of models with heterogeneous agents: Incomplete markets and aggregate uncertainty 0 1 10 407 5 13 32 914
Contract-theoretic approaches to wages and displacement 0 0 0 19 4 4 9 202
Convergence in stochastic growth models The importance of understanding why income levels differ 0 0 0 53 3 5 7 171
Heterogeneity, Aggregate Uncertainty, and the Short-Term Interest Rate 0 0 0 0 2 4 7 496
Job Destruction and Propagation of Shocks 0 0 0 638 4 7 15 1,780
Job destruction and the experiences of displaced workers 0 0 0 94 9 16 17 367
Liquidity flows and fragility of business enterprises 0 0 0 286 7 11 15 767
Recursive macroeconomic theory, Lars Ljungqvist and Thomas J. Sargent; The MIT Press, Cambridge, MA, 2000, pp. 737, $60 0 0 1 658 3 7 13 1,517
SOLVING DYNAMIC MODELS WITH AGGREGATE SHOCKS AND HETEROGENEOUS AGENTS 0 1 3 228 2 6 9 430
Shocks and the Unavoidable Road to Higher Taxes and Higher Unemployment 0 0 0 95 2 4 6 537
Small-Sample Properties of GMM for Business-Cycle Analysis 0 0 0 0 6 8 13 419
Solving heterogeneous-agent models with parameterized cross-sectional distributions 0 1 3 181 3 12 22 471
Solving the Stochastic Growth Model by Parameterizing Expectations 0 0 0 0 11 14 26 1,510
Solving the incomplete markets model with aggregate uncertainty using explicit aggregation 0 0 3 260 4 6 13 598
Solving the incomplete markets model with aggregate uncertainty using parameterized cross-sectional distributions 0 0 0 99 0 3 13 394
The Cyclical Behavior of Debt and Equity Finance 0 0 4 286 6 14 25 944
The Myth of Financial Innovation and the Great Moderation 0 0 0 0 4 9 9 867
The comovement between output and prices 0 1 2 531 5 8 12 1,079
The comovement between real activity and prices in the G7 0 0 3 62 6 7 11 262
The importance of the number of different agents in a heterogeneous asset-pricing model 0 0 1 51 2 5 7 243
The optimal inflation path in a Sidrauski-type model with uncertainty 0 0 1 98 4 4 8 195
The term structure of interest rates in real and monetary economies 0 0 1 270 15 40 47 554
Turbulence And Unemployment In A Job Matching Model 0 0 0 107 4 5 5 340
Volatility clustering in real interest rates Theory and evidence 0 0 0 52 3 3 4 165
Total Journal Articles 0 5 44 5,519 136 253 434 17,805
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 3 3 3 113
Total Chapters 0 0 0 35 3 3 3 113

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 3 7 12 977
FORTRAN code for Job Destruction and Propagation of Shocks 0 0 2 378 4 9 17 1,249
FORTRAN code for Liquidity Flows and Fragility of Business Enterprises 0 0 0 144 2 5 8 811
FORTRAN code for Shocks and Institutions 0 0 2 184 1 1 5 621
FORTRAN code for Simulation Parameterized Expecations Algorithm 0 0 1 520 4 7 12 1,544
FORTRAN code for Solving Dynamic Models with Aggregate Shocks and Heterogeneous Agents 0 0 1 648 5 5 9 1,439
RATS code for Business Cycles Statistics and their Standard Errors 0 1 1 770 3 5 6 2,148
VARHAC Covariance Matrix Estimator (FORTRAN) 0 0 1 468 2 3 6 2,027
VARHAC Covariance Matrix Estimator (GAUSS) 0 0 0 431 0 0 2 1,584
VARHAC Covariance Matrix Estimator (RATS) 0 2 3 281 4 11 16 1,252
Total Software Items 0 3 13 4,047 28 53 93 13,652

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Statistics updated 2026-02-12