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Details about Wouter Denhaan

E-mail:
Homepage:http://www.wouterdenhaan.com
Postal address:Department of Economics London School of Econmics and Political Science London WC2A 2AE
Workplace:Economics Department, London School of Economics (LSE), (more information at EDIRC)
Centre for Macroeconomics (CFM), (more information at EDIRC)
Centre for Economic Policy Research (CEPR), (more information at EDIRC)

Access statistics for papers by Wouter Denhaan.

Last updated 2014-03-29. Update your information in the RePEc Author Service.

Short-id: pde12


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Working Papers

2009

  1. Inefficient employment decisions, entry costs, and the cost of fluctuations
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (2)
  2. Predicting recoveries and the importance of using enough information
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (8)
  3. The Myth of Financial Innovation and the Great Moderation
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads
    See also Journal Article in Economic Journal (2011)
  4. The comovement between household loans and real activity
    DNB Working Papers, Netherlands Central Bank, Research Department Downloads

2008

  1. Assessing the Accuracy of the Aggregate Law of Motion in Models with Heterogeneous Agents
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (3)
    See also Journal Article in Journal of Economic Dynamics and Control (2010)
  2. Comparison of Solutions to the Incomplete Markets Model with Aggregate Uncertainty
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (2)
    See also Journal Article in Journal of Economic Dynamics and Control (2010)
  3. Solving the Incomplete Markets Model with Aggregate Uncertainty using Explicit Aggregation
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (2)
    See also Journal Article in Journal of Economic Dynamics and Control (2010)

2007

  1. Anticipated Growth and Business Cycles in Matching Models
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (14)
    See also Journal Article in Journal of Monetary Economics (2009)
  2. Cyclical Behavior of Debt and Equity Using a Panel of Canadian Firms
    Working Papers, Bank of Canada Downloads View citations (2)
  3. Solving Heterogeneous-Agent Models with Parameterized Cross-Sectional Distributions
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (3)
    See also Journal Article in Journal of Economic Dynamics and Control (2008)
  4. The Role of Debt and Equity Finance over the Business Cycle
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (17)
    Also in Working Papers, Bank of Canada (2006) Downloads View citations (8)
    2006 Meeting Papers, Society for Economic Dynamics (2006) Downloads View citations (3)

2005

  1. Growth Expectations and Business Cycles
    2005 Meeting Papers, Society for Economic Dynamics Downloads View citations (3)

2004

  1. Bank Loan Components and the Time-Varying Effects of Monetary Policy Shocks
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads
    See also Journal Article in Economica (2011)
  2. Banks' Loan Portfolio and the Monetary Transmission Mechanism
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (1)
    See also Journal Article in Journal of Monetary Economics (2007)
  3. Loan components and time varying effects of monetary policy shocks
    2004 Meeting Papers, Society for Economic Dynamics
  4. Turbulence and Unemployment in a Job Matching Model
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (3)
    Also in IZA Discussion Papers, Institute for the Study of Labor (IZA) (2004) Downloads View citations (2)
    Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra (2004) Downloads View citations (2)

    See also Journal Article in Journal of the European Economic Association (2005)

2003

  1. Temporary Shocks and Unavoidable Transitions to a High-Unemployment Regime
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (4)
    Also in Working Paper Series, European Central Bank (2003) Downloads View citations (2)
    NBER Working Papers, National Bureau of Economic Research, Inc (2002) Downloads

2002

  1. The Comovement between Real Activity and Prices in the G7
    Tinbergen Institute Discussion Papers, Tinbergen Institute Downloads
    Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2001) Downloads View citations (7)
    NBER Working Papers, National Bureau of Economic Research, Inc (2001) Downloads View citations (7)

    See also Journal Article in European Economic Review (2004)

2001

  1. Shocks and Institutions in a Job Market Model
    Computing in Economics and Finance 2001, Society for Computational Economics
  2. Shocks and Institutions in a Job Matching Model
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (24)
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (2001) Downloads View citations (30)

2000

  1. Robust Covariance Matrix Estimation with Data-Dependent VAR Prewhitening Order
    NBER Technical Working Papers, National Bureau of Economic Research, Inc Downloads View citations (7)
  2. THE IMPORTANCE OF THE NUMBER OF DIFFERENT AGENTS IN A HETEROGENEOUS ASSET-PRICING MODEL
    Computing in Economics and Finance 2000, Society for Computational Economics View citations (1)
    See also Journal Article in Journal of Economic Dynamics and Control (2001)

1999

  1. Contract-Theoretic Approaches to Wages and Displacement
    Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University Downloads View citations (11)
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (1999) Downloads View citations (8)

    See also Journal Article in Review (1999)
  2. Job Destruction and the Experiences of Displaced Workers
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (2)
    See also Journal Article in Carnegie-Rochester Conference Series on Public Policy (2000)
  3. Liquidity Flows and Fragility of Business Enterprises
    Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University Downloads View citations (14)
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (1999) Downloads View citations (23)

    See also Journal Article in Journal of Monetary Economics (2003)
    Software Item (1999)

1997

  1. Job Destruction and Propagation of Shocks
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (54)
    See also Journal Article in American Economic Review (2000)
    Software Item (1997)

1996

  1. A Practitioner's Guide to Robust Covariance Matrix Estimation
    NBER Technical Working Papers, National Bureau of Economic Research, Inc Downloads View citations (28)
    See also Software Item (1996)
    Software Item (1996)
    Software Item (1996)
  2. Inferences from Parametric and Non-Parametric Covariance Matrix Estimation Procedures
    NBER Technical Working Papers, National Bureau of Economic Research, Inc Downloads View citations (13)
    Also in International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) (1995) Downloads
  3. The Comovements Between Real Activity and Prices at Different Business Cycle Frequencies
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (4)
  4. Understanding Equilibrium Models with a Small and a Large Number of Agents
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (7)

1995

  1. Small Sample Properties of GMM for Business Cycle Analysis
    NBER Technical Working Papers, National Bureau of Economic Research, Inc Downloads View citations (13)
    Also in Working Paper Series, Macroeconomic Issues, Federal Reserve Bank of Chicago (1995) View citations (4)
    Staff Report, Federal Reserve Bank of Minneapolis (1995) Downloads View citations (4)

    See also Journal Article in Journal of Business & Economic Statistics (1996)

1993

  1. Accuracy in simulations
    Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra Downloads View citations (8)
    See also Journal Article in Review of Economic Studies (1994)

Journal Articles

2011

  1. Bank Loan Components and the Time‐varying Effects of Monetary Policy Shocks
    Economica, 2011, 78, (312), 593-617 Downloads
    See also Working Paper (2004)
  2. The Cyclical Behavior of Debt and Equity Finance
    American Economic Review, 2011, 101, (2), 877-99 Downloads View citations (16)
  3. The Myth of Financial Innovation and the Great Moderation
    Economic Journal, 2011, 121, (553), 707-739 View citations (2)
    See also Working Paper (2009)

2010

  1. Assessing the accuracy of the aggregate law of motion in models with heterogeneous agents
    Journal of Economic Dynamics and Control, 2010, 34, (1), 79-99 Downloads View citations (5)
    See also Working Paper (2008)
  2. Comparison of solutions to the incomplete markets model with aggregate uncertainty
    Journal of Economic Dynamics and Control, 2010, 34, (1), 4-27 Downloads View citations (11)
    See also Working Paper (2008)
  3. Computational suite of models with heterogeneous agents: Incomplete markets and aggregate uncertainty
    Journal of Economic Dynamics and Control, 2010, 34, (1), 1-3 Downloads View citations (6)
  4. Solving the incomplete markets model with aggregate uncertainty using explicit aggregation
    Journal of Economic Dynamics and Control, 2010, 34, (1), 69-78 Downloads View citations (9)
    See also Working Paper (2008)
  5. Solving the incomplete markets model with aggregate uncertainty using parameterized cross-sectional distributions
    Journal of Economic Dynamics and Control, 2010, 34, (1), 59-68 Downloads View citations (3)

2009

  1. Anticipated growth and business cycles in matching models
    Journal of Monetary Economics, 2009, 56, (3), 309-327 Downloads View citations (32)
    See also Working Paper (2007)
  2. Bank loan portfolios and the Canadian monetary transmission mechanism
    Canadian Journal of Economics, 2009, 42, (3), 1150-1175 Downloads

2008

  1. Solving heterogeneous-agent models with parameterized cross-sectional distributions
    Journal of Economic Dynamics and Control, 2008, 32, (3), 875-908 Downloads View citations (9)
    See also Working Paper (2007)

2007

  1. Bank loan portfolios and the monetary transmission mechanism
    Journal of Monetary Economics, 2007, 54, (3), 904-924 Downloads View citations (22)
    See also Working Paper (2004)
  2. Shocks and the Unavoidable Road to Higher Taxes and Higher Unemployment
    Review of Economic Dynamics, 2007, 10, (3), 348-366 Downloads

2006

  1. Financial innovations and macroeconomic volatility - comments
    Proceedings, 2006, (Nov) Downloads View citations (1)

2005

  1. Turbulence And Unemployment In A Job Matching Model
    Journal of the European Economic Association, 2005, 3, (6), 1360-1385 Downloads View citations (12)
    See also Working Paper (2004)

2004

  1. The comovement between real activity and prices in the G7
    European Economic Review, 2004, 48, (6), 1333-1347 Downloads View citations (19)
    See also Working Paper (2002)

2003

  1. Liquidity flows and fragility of business enterprises
    Journal of Monetary Economics, 2003, 50, (6), 1215-1241 Downloads View citations (14)
    See also Working Paper (1999)

2001

  1. Recursive macroeconomic theory, Lars Ljungqvist and Thomas J. Sargent; The MIT Press, Cambridge, MA, 2000, pp. 737, $60
    Journal of Economic Dynamics and Control, 2001, 25, (9), 1451-1456 Downloads
  2. The importance of the number of different agents in a heterogeneous asset-pricing model
    Journal of Economic Dynamics and Control, 2001, 25, (5), 721-746 Downloads View citations (13)
    See also Working Paper (2000)

2000

  1. Job Destruction and Propagation of Shocks
    American Economic Review, 2000, 90, (3), 482-498 Downloads View citations (258)
    See also Working Paper (1997)
    Software Item (1997)
  2. Job destruction and the experiences of displaced workers
    Carnegie-Rochester Conference Series on Public Policy, 2000, 52, (1), 87-128 Downloads View citations (22)
    See also Working Paper (1999)
  3. The comovement between output and prices
    Journal of Monetary Economics, 2000, 46, (1), 3-30 Downloads View citations (52)

1999

  1. Contract-theoretic approaches to wages and displacement
    Review, 1999, (May), 55-68 Downloads View citations (5)
    See also Working Paper (1999)

1998

  1. Volatility clustering in real interest rates Theory and evidence
    Journal of Monetary Economics, 1998, 41, (3), 431-453 Downloads View citations (14)

1997

  1. SOLVING DYNAMIC MODELS WITH AGGREGATE SHOCKS AND HETEROGENEOUS AGENTS
    Macroeconomic Dynamics, 1997, 1, (02), 355-386 Downloads View citations (35)

1996

  1. Heterogeneity, Aggregate Uncertainty, and the Short-Term Interest Rate
    Journal of Business & Economic Statistics, 1996, 14, (4), 399-411 View citations (1)
    See also Software Item (1996)
  2. Small-Sample Properties of GMM for Business-Cycle Analysis
    Journal of Business & Economic Statistics, 1996, 14, (3), 309-27 View citations (16)
    See also Working Paper (1995)

1995

  1. Convergence in stochastic growth models The importance of understanding why income levels differ
    Journal of Monetary Economics, 1995, 35, (1), 65-82 Downloads View citations (5)
  2. The term structure of interest rates in real and monetary economies
    Journal of Economic Dynamics and Control, 1995, 19, (5-7), 909-940 Downloads View citations (36)

1994

  1. Accuracy in Simulations
    Review of Economic Studies, 1994, 61, (1), 3-17 Downloads View citations (89)
    See also Working Paper (1993)

1990

  1. Solving the Stochastic Growth Model by Parameterizing Expectations
    Journal of Business & Economic Statistics, 1990, 8, (1), 31-34 View citations (103)
    See also Software Item (1990)
  2. The optimal inflation path in a Sidrauski-type model with uncertainty
    Journal of Monetary Economics, 1990, 25, (3), 389-409 Downloads View citations (11)

Chapters

2010

  1. Pigou Cycles in Closed and Open Economies with Matching Frictions
    A chapter in NBER International Seminar on Macroeconomics 2010, 2010, pp 193-233 Downloads

Software Items

2001

  1. FORTRAN code for Shocks and Institutions
    QM&RBC Codes, Quantitative Macroeconomics & Real Business Cycles Downloads

1999

  1. FORTRAN code for Liquidity Flows and Fragility of Business Enterprises
    QM&RBC Codes, Quantitative Macroeconomics & Real Business Cycles Downloads
    See also Working Paper (1999)

1997

  1. FORTRAN code for Job Destruction and Propagation of Shocks
    QM&RBC Codes, Quantitative Macroeconomics & Real Business Cycles Downloads
    See also Working Paper (1997)
    Journal Article in American Economic Review (2000)
  2. FORTRAN code for Solving Dynamic Models with Aggregate Shocks and Heterogeneous Agents
    QM&RBC Codes, Quantitative Macroeconomics & Real Business Cycles Downloads

1996

  1. FORTRAN code for Heterogeinity, Aggregate Uncertainty and the Short-Term Interest Rate
    QM&RBC Codes, Quantitative Macroeconomics & Real Business Cycles Downloads
    See also Journal Article in Journal of Business & Economic Statistics (1996)
  2. VARHAC Covariance Matrix Estimator (FORTRAN)
    QM&RBC Codes, Quantitative Macroeconomics & Real Business Cycles Downloads
    See also Working Paper (1996)
  3. VARHAC Covariance Matrix Estimator (GAUSS)
    QM&RBC Codes, Quantitative Macroeconomics & Real Business Cycles Downloads
    See also Working Paper (1996)
  4. VARHAC Covariance Matrix Estimator (RATS)
    QM&RBC Codes, Quantitative Macroeconomics & Real Business Cycles Downloads
    See also Working Paper (1996)

1995

  1. RATS code for Business Cycles Statistics and their Standard Errors
    QM&RBC Codes, Quantitative Macroeconomics & Real Business Cycles Downloads

1990

  1. FORTRAN code for Simulation Parameterized Expecations Algorithm
    QM&RBC Codes, Quantitative Macroeconomics & Real Business Cycles Downloads
    See also Journal Article in Journal of Business & Economic Statistics (1990)

Editor

  1. Journal of Economic Dynamics and Control
    Elsevier
 
Page updated 2014-04-18