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 1 3 11 5,112
Accuracy in simulations 0 0 0 81 0 9 22 385
Agnostic Structural Disturbances (ASDs): Detecting and Reducing Misspecification in Empirical Macroeconomic Models 0 0 0 33 0 3 12 120
Anticipated Growth and Business Cycles in Matching Models 0 0 0 145 1 6 14 526
Assessing the Accuracy of the Aggregate Law of Motion in Models with Heterogeneous Agents 0 0 0 55 0 6 18 307
Bank Loan Components and the Time-Varying Effects of Monetary Policy Shocks 0 0 0 92 0 0 6 453
Banks' Loan Portfolio and the Monetary Transmission Mechanism 0 0 0 195 0 5 27 554
Comparison of Solutions to the Incomplete Markets Model with Aggregate Uncertainty 0 0 0 55 0 3 39 198
Contract-Theoretic Approaches to Wages and Displacement 0 0 0 49 0 2 14 507
Contract-Theoretic Approaches to Wages and Displacement 0 0 1 41 0 2 16 289
Cyclical Behavior of Debt and Equity Using a Panel of Canadian Firms 0 0 0 133 0 2 10 310
Exact Present Solution with Consistent Future Approximation: A Gridless Algorithm to Solve Stochastic Dynamic Models 0 0 1 72 0 0 9 164
Growth Expectations and Business Cycles 0 0 0 210 0 1 9 470
Inefficient employment decisions, entry costs, and the cost of fluctuations 0 0 0 50 0 1 9 181
Inferences from Parametric and Non-Parametric Covariance Matrix Estimation Procedures 0 0 0 417 0 2 9 2,359
Inferences from parametric and non-parametric covariance matrix estimation procedures 0 0 0 54 0 3 11 534
Inventories and the Role of Goods-Market Frictions for Business Cycles 0 0 0 91 0 0 11 275
Job Destruction and Propagation of Shocks 0 0 0 502 1 14 34 1,638
Job Destruction and the Experiences of Displaced Workers 0 0 0 136 1 8 16 825
Liquidity Flows and Fragility of Business Enterprises 0 0 0 128 0 1 7 874
Liquidity Flows and Fragility of Business Enterprises 0 0 0 153 0 1 15 677
Loan components and time varying effects of monetary policy shocks 0 0 0 1 0 3 6 189
Predictable Recoveries 0 0 0 30 0 5 10 69
Predicting recoveries and the importance of using enough information 0 0 1 52 0 0 11 171
Robust Covariance Matrix Estimation with Data-Dependent VAR Prewhitening Order 0 0 0 418 0 4 13 2,298
Shocks and Institutions in a Job Market Model 0 0 0 0 0 5 13 215
Shocks and Institutions in a Job Matching Model 0 0 0 332 0 2 10 1,412
Shocks and Institutions in a Job Matching Model 0 0 0 49 1 5 13 309
Small Sample Properties of GMM for Business Cycle Analysis 0 0 0 293 1 2 11 1,573
Small sample properties of GMM for business cycle analysis 0 0 0 2 1 2 8 436
Small sample properties of GMM for business cycle analysis 0 0 0 155 0 2 11 650
Solving Heterogeneous-Agent Models with Parameterized Cross-Sectional Distributions 0 0 0 100 0 3 12 364
Solving the Incomplete Markets Model with Aggregate Uncertainty using Explicit Aggregation 0 0 0 99 0 3 16 277
THE IMPORTANCE OF THE NUMBER OF DIFFERENT AGENTS IN A HETEROGENEOUS ASSET-PRICING MODEL 0 0 0 0 0 3 12 382
Temporary Shocks and Unavoidable Transistions to a High-Unemployment Regime 0 0 0 50 0 3 9 443
Temporary Shocks and Unavoidable Transitions to a High-Unemployment Regime 0 0 0 43 1 2 10 304
The Comovements Between Real Activity and Prices at Different Business Cycle Frequencies 0 0 0 94 0 2 12 630
The Comovements between Real Activity and Prices in the G7 0 0 0 27 0 4 12 154
The Comovements between Real Activity and Prices in the G7 0 0 0 137 0 7 16 527
The Myth of Financial Innovation and the Great Moderation 0 0 0 181 0 3 11 477
The Role of Debt and Equity Finance over the Business Cycle 0 0 0 533 0 2 19 2,423
The Role of Debt and Equity Finance over the Business Cycle 0 0 0 239 1 1 5 907
The role of debt and equity finance over the business cycle 0 0 0 236 1 5 13 1,068
Turbulence and Unemployment in a Job Matching Model 0 0 0 100 0 2 9 352
Turbulence and Unemployment in a Job Matching Model 0 0 0 47 0 2 33 298
Turbulence and unemployment in a job matching model 0 0 0 91 0 3 5 377
Understanding Equilibrium Models with a Small and a Large Number of Agents 0 0 0 128 0 4 12 804
Unemployment (Fears) and Deflationary Spirals 0 0 0 129 0 9 28 349
Volatile Hiring: Uncertainty in Search and Matching Models 0 0 0 2 1 4 12 17
Total Working Papers 0 0 3 7,974 11 164 671 34,233
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 2 11 439
Assessing the accuracy of the aggregate law of motion in models with heterogeneous agents 0 0 1 145 3 11 31 472
Bank Loan Components and the Time‐varying Effects of Monetary Policy Shocks 0 0 0 53 0 2 5 123
Bank loan portfolios and the Canadian monetary transmission mechanism 0 0 0 28 0 1 6 97
Bank loan portfolios and the monetary transmission mechanism 1 2 3 509 2 5 23 1,076
Comparison of solutions to the incomplete markets model with aggregate uncertainty 0 0 1 153 1 7 27 422
Computational suite of models with heterogeneous agents: Incomplete markets and aggregate uncertainty 0 0 5 408 0 3 31 919
Contract-theoretic approaches to wages and displacement 0 0 1 20 0 0 10 206
Convergence in stochastic growth models The importance of understanding why income levels differ 0 0 0 53 0 2 9 173
Heterogeneity, Aggregate Uncertainty, and the Short-Term Interest Rate 0 0 0 0 0 5 12 502
Job Destruction and Propagation of Shocks 0 0 0 638 0 11 27 1,794
Job destruction and the experiences of displaced workers 0 0 0 94 0 3 24 374
Liquidity flows and fragility of business enterprises 0 0 0 286 1 8 24 779
Recursive macroeconomic theory, Lars Ljungqvist and Thomas J. Sargent; The MIT Press, Cambridge, MA, 2000, pp. 737, $60 0 0 0 658 0 3 15 1,521
SOLVING DYNAMIC MODELS WITH AGGREGATE SHOCKS AND HETEROGENEOUS AGENTS 0 0 1 228 1 3 10 434
Shocks and the Unavoidable Road to Higher Taxes and Higher Unemployment 0 0 0 95 0 3 8 540
Small-Sample Properties of GMM for Business-Cycle Analysis 0 0 0 0 0 2 16 426
Solving heterogeneous-agent models with parameterized cross-sectional distributions 0 1 2 182 0 3 22 475
Solving the Stochastic Growth Model by Parameterizing Expectations 0 0 0 0 2 6 30 1,522
Solving the incomplete markets model with aggregate uncertainty using explicit aggregation 0 0 0 260 0 2 14 602
Solving the incomplete markets model with aggregate uncertainty using parameterized cross-sectional distributions 0 0 0 99 0 4 15 398
The Cyclical Behavior of Debt and Equity Finance 0 0 0 286 2 3 23 948
The Myth of Financial Innovation and the Great Moderation 0 0 0 0 0 1 12 870
The comovement between output and prices 0 0 1 531 1 4 15 1,085
The comovement between real activity and prices in the G7 0 0 2 62 0 8 22 275
The importance of the number of different agents in a heterogeneous asset-pricing model 0 0 1 51 0 1 9 246
The optimal inflation path in a Sidrauski-type model with uncertainty 1 1 1 99 1 2 8 197
The term structure of interest rates in real and monetary economies 0 0 0 270 0 3 51 559
Turbulence And Unemployment In A Job Matching Model 0 0 0 107 1 3 10 345
Volatility clustering in real interest rates Theory and evidence 0 0 0 52 0 1 5 166
Total Journal Articles 2 4 19 5,525 16 112 525 17,985
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 3 6 116
Total Chapters 0 0 0 35 0 3 6 116


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 1 223 0 4 15 984
FORTRAN code for Job Destruction and Propagation of Shocks 0 0 0 378 1 9 24 1,262
FORTRAN code for Liquidity Flows and Fragility of Business Enterprises 0 0 0 144 0 2 12 817
FORTRAN code for Shocks and Institutions 0 0 0 184 0 3 7 627
FORTRAN code for Simulation Parameterized Expecations Algorithm 0 0 1 520 1 3 16 1,549
FORTRAN code for Solving Dynamic Models with Aggregate Shocks and Heterogeneous Agents 0 0 0 648 1 3 11 1,445
RATS code for Business Cycles Statistics and their Standard Errors 0 0 1 770 0 1 7 2,150
VARHAC Covariance Matrix Estimator (FORTRAN) 0 0 1 468 1 4 10 2,033
VARHAC Covariance Matrix Estimator (GAUSS) 0 0 0 431 0 3 6 1,589
VARHAC Covariance Matrix Estimator (RATS) 0 0 3 281 1 4 20 1,258
Total Software Items 0 0 7 4,047 5 36 128 13,714


Statistics updated 2026-07-10