Details about Wouter Denhaan

Access statistics for papers by Wouter Denhaan.

Last updated 2009-11-05. Update your information in the RePEc Author Service.

Short-id: pde12

Working Papers

2006

1. The role of debt and equity finance over the business cycle
   2006 Meeting Papers, Society for Economic Dynamics View citations

2005

2. Growth Expectations and Business Cycles
   2005 Meeting Papers, Society for Economic Dynamics View citations

2002

3. Temporary Shocks and Unavoidable Transistions to a High-Unemployment Regime
   NBER Working Papers, National Bureau of Economic Research, Inc

2001

4. Shocks and Institutions in a Job Market Model
   Computing in Economics and Finance 2001, Society for Computational Economics
5. Shocks and Institutions in a Job Matching Model
   NBER Working Papers, National Bureau of Economic Research, Inc View citations
   Also in University of California at San Diego, Economics Working Paper Series, Department of Economics, UC San Diego (2001) View citations
   See also Software Item (2001)
6. The Comovements Between Real Activity and Prices
   University of California at San Diego, Economics Working Paper Series, Department of Economics, UC San Diego View citations
7. The Comovements between Real Activity and Prices in the G7
   NBER Working Papers, National Bureau of Economic Research, Inc View citations

2000

8. Liquidity Flows and Fragility of Business Enterprises
   University of California at San Diego, Economics Working Paper Series, Department of Economics, UC San Diego
   Also in NBER Working Papers, National Bureau of Economic Research, Inc (1999) View citations
   Cowles Foundation Discussion Papers, Cowles Foundation, Yale University (1999) View citations
   University of California at San Diego, Economics Working Paper Series, Department of Economics, UC San Diego (2000)
9. Robust Covariance Matrix Estimation with Data-Dependent VAR Prewhitening Order
   NBER Technical Working Papers, National Bureau of Economic Research, Inc View citations
   Also in University of California at San Diego, Economics Working Paper Series, Department of Economics, UC San Diego (2000) View citations
10. 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

1999

11. Contract-Theoretic Approaches to Wages and Displacement
    Cowles Foundation Discussion Papers, Cowles Foundation, Yale University View citations
    Also in University of California at San Diego, Economics Working Paper Series, Department of Economics, UC San Diego (1999) View citations
    NBER Working Papers, National Bureau of Economic Research, Inc (1999) View citations
12. Job Destruction and the Experiences of Displaced Workers
    NBER Working Papers, National Bureau of Economic Research, Inc View citations
    Also in University of California at San Diego, Economics Working Paper Series, Department of Economics, UC San Diego (1999) View citations

1997

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

1996

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

1995

18. Small Sample Properties of GMM for Business Cycle Analysis
    NBER Technical Working Papers, National Bureau of Economic Research, Inc View citations
    Also in Working Paper Series, Macroeconomic Issues, Federal Reserve Bank of Chicago (1995) View citations
    University of California at San Diego, Economics Working Paper Series, Department of Economics, UC San Diego (1994)
    Staff Report, Federal Reserve Bank of Minneapolis (1995) View citations
    See also Journal Article in Journal of Business & Economic Statistics (1996)

Journal Articles

2007

1. Shocks and the Unavoidable Road to Higher Taxes and Higher Unemployment
   Review of Economic Dynamics, 2007, 10, (3), 348-366

2000

2. Job Destruction and Propagation of Shocks
   American Economic Review, 2000, 90, (3), 482-498 View citations
   See also Working Paper (1997)
   Software Item (1997)

1996

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

1990

5. Solving the Stochastic Growth Model by Parameterizing Expectations
   Journal of Business & Economic Statistics, 1990, 8, (1), 31-34 View citations
   See also Software Item (1990)

Software Items

2001

1. FORTRAN code for Shocks and Institutions
   QM&RBC Codes, Quantitative Macroeconomics & Real Business Cycles
   See also Working Paper (2001)

1999

2. FORTRAN code for Liquidity Flows and Fragility of Business Enterprises
   QM&RBC Codes, Quantitative Macroeconomics & Real Business Cycles

1997

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

1996

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

1995

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

1990

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

Editor

1. Journal of Economic Dynamics and Control
   Elsevier