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Information about:
Wouter Denhaan

Personal Details | Affiliation | Works
This is information that was supplied by Wouter Denhaan in registering through RePEc. If you are Wouter Denhaan , you may change this information at RePEc. Or if you are not registered and would like to be listed as well, register at RePEc. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

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Personal Details

First Name: Wouter
Middle Name:
Last Name: Denhaan
Suffix:

RePEc Short-ID: pde12

Email:
Homepage: http://www1.fee.uva.nl/toe/content/people/denhaan.shtm
Postal Address: Department of Economics University of Amsterdam Roetersstraat 11 1018 WB Amsterdam The Netherlands
Phone: +44 (0)20-72625050 x3362

Affiliation

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Lists

This author is among the top 5% authors according to these criteria:
  1. Number of Distinct Works, Weighted by Simple Impact Factor
  2. Number of Distinct Works, Weighted by Recursive Impact Factor
  3. Number of Distinct Works, Weighted by Number of Authors and Simple Impact Factors
  4. Number of Distinct Works, Weighted by Number of Authors and Recursive Impact Factors
  5. Number of Citations, Weighted by Simple Impact Factor
  6. Number of Citations, Weighted by Simple Impact Factor, Discounted by Citation Age
  7. Number of Citations, Weighted by Recursive Impact Factor
  8. Number of Citations, Weighted by Recursive Impact Factor, Discounted by Citation Age

Works

| Working papers | Articles | Software | Editor | Access and download statistics | Citations (if any)| NEP Fields |
Download all references for this author: available formats: HTML (with abstracts), plain text (with abstracts), BibTeX, RIS (EndNote), ReDIF

Working papers

  1. Francisco Covas & Wouter Denhaan, 2006. "The role of debt and equity finance over the business cycle," 2006 Meeting Papers 407, Society for Economic Dynamics. [Downloadable!]
    Other versions:

  2. Wouter J. Denhaan & Georg Kaltenbrunner, 2005. "Growth Expectations and Business Cycles," 2005 Meeting Papers 29, Society for Economic Dynamics. [Downloadable!]

  3. Wouter J. den Haan, 2002. "The Comovement between Real Activity and Prices in the G7," Tinbergen Institute Discussion Papers 02-092/2, Tinbergen Institute. [Downloadable!]

  4. Wouter J. DenHaan, 2002. "Temporary Shocks and Unavoidable Transistions to a High-Unemployment Regime," NBER Working Papers 9349, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)

  5. Wouter Den Haan, Christian Haefke, Garey Ramey, 2001. "Shocks and Institutions in a Job Market Model," Computing in Economics and Finance 2001 215, Society for Computational Economics.

  6. Wouter Den Haan & Christian Haefke & Garey Ramey, 2001. "Shocks and Institutions in a Job Matching Model," NBER Working Papers 8463, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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    Also available as:

  7. Wouter den Haan & STEVEN SUMNER, 2001. "The Comovements Between Real Activity and Prices," University of California at San Diego, Economics Working Paper Series 2001-05, Department of Economics, UC San Diego. [Downloadable!]

  8. Wouter J. Den Haan & Steven Sumner, 2001. "The Comovements between Real Activity and Prices in the G7," NBER Working Papers 8195, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)

  9. Wouter J. den Haan & Andrew T. Levin, 2000. "Robust Covariance Matrix Estimation with Data-Dependent VAR Prewhitening Order," NBER Technical Working Papers 0255, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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  10. Wouter J. Denhaan, 2000. "The Importance Of The Number Of Different Agents In A Heterogeneous Asset-Pricing Model," Computing in Economics and Finance 2000 349, Society for Computational Economics.

  11. Wouter J. den Haan & Garey Ramey & Joel Watson, 1999. "Job Destruction and the Experiences of Displaced Workers," NBER Working Papers 7218, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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    Published as:

  12. Wouter J. den Haan & Garey Ramey & Joel Watson, 1999. "Liquidity Flows and Fragility of Business Enterprises," Cowles Foundation Discussion Papers 1215, Cowles Foundation, Yale University. [Downloadable!]
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    Also available as:

  13. Wouter J. den Haan & Garey Ramey & Joel Watson, 1999. "Contract-Theoretic Approaches to Wages and Displacement," Cowles Foundation Discussion Papers 1216, Cowles Foundation, Yale University. [Downloadable!]
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  14. Wouter J. den Haan & Garey Ramey & Joel Watson, 1997. "Job Destruction and Propagation of Shocks," NBER Working Papers 6275, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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    Also available as:

  15. Wouter J. Den Haan, 1996. "Understanding Equilibrium Models with a Small and a Large Number of Agents," NBER Working Papers 5792, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)

  16. Wouter J. Den Haan & Andrew T. Levin, 1996. "A Practitioner's Guide to Robust Covariance Matrix Estimation," NBER Technical Working Papers 0197, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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    Also available as:

  17. Wouter J. Den Haan, 1996. "The Comovements Between Real Activity and Prices at Different Business Cycle Frequencies," NBER Working Papers 5553, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)

  18. Wouter J. den Haan & Andrew T. Levin, 1995. "Inferences from parametric and non-parametric covariance matrix estimation procedures," International Finance Discussion Papers 504, Board of Governors of the Federal Reserve System (U.S.). [Downloadable!]
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  19. Lawrence J. Christiano & Wouter den Haan, 1995. "Small sample properties of GMM for business cycle analysis," Working Paper Series, Macroeconomic Issues 95-3, Federal Reserve Bank of Chicago.
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Articles

  1. Wouter Denhaan, 2007. "Shocks and the Unavoidable Road to Higher Taxes and Higher Unemployment," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 10(3), pages 348-366, July. [Downloadable!] (restricted)

  2. Wouter J. den Haan & Garey Ramey & Joel Watson, 2000. "Job Destruction and Propagation of Shocks," American Economic Review, American Economic Association, vol. 90(3), pages 482-498, June. [Downloadable!] (restricted)
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    Also available as:

  3. Chistiano, Lawrence J & den Haan, Wouter J, 1996. "Small-Sample Properties of GMM for Business-Cycle Analysis," Journal of Business & Economic Statistics, American Statistical Association, vol. 14(3), pages 309-27, July.
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  4. Den Haan, Wouter J, 1996. "Heterogeneity, Aggregate Uncertainty, and the Short-Term Interest Rate," Journal of Business & Economic Statistics, American Statistical Association, vol. 14(4), pages 399-411, October.
    Also available as:

  5. den Haan, Wouter J & Marcet, Albert, 1990. "Solving the Stochastic Growth Model by Parameterizing Expectations," Journal of Business & Economic Statistics, American Statistical Association, vol. 8(1), pages 31-34, January.
    Also available as:

Software components

  1. Wouter Denhaan, 2001. "FORTRAN code for Shocks and Institutions," QM&RBC Codes 62, Quantitative Macroeconomics & Real Business Cycles. [Downloadable!]
    Other versions:

  2. Wouter Denhaan & Garey Ramey & Joel Watson, 1999. "FORTRAN code for Liquidity Flows and Fragility of Business Enterprises," QM&RBC Codes 58, Quantitative Macroeconomics & Real Business Cycles. [Downloadable!]
    Other versions:

  3. Wouter Denhaan & Garey Ramey & Joel Watson, 1997. "FORTRAN code for Job Destruction and Propagation of Shocks," QM&RBC Codes 61, Quantitative Macroeconomics & Real Business Cycles. [Downloadable!]
    Other versions:
    Published as:

  4. Wouter Denhaan, 1997. "FORTRAN code for Solving Dynamic Models with Aggregate Shocks and Heterogeneous Agents," QM&RBC Codes 59, Quantitative Macroeconomics & Real Business Cycles. [Downloadable!]

  5. Wouter Denhaan, 1996. "FORTRAN code for Heterogeinity, Aggregate Uncertainty and the Short-Term Interest Rate," QM&RBC Codes 60, Quantitative Macroeconomics & Real Business Cycles. [Downloadable!]
    Published as:

  6. Wouter Denhaan & Andrew T. Levin, 1996. "VARHAC Covariance Matrix Estimator (GAUSS)," QM&RBC Codes 64, Quantitative Macroeconomics & Real Business Cycles. [Downloadable!]
    Other versions:

  7. Wouter Denhaan & Andrew T. Levin, 1996. "VARHAC Covariance Matrix Estimator (FORTRAN)," QM&RBC Codes 63, Quantitative Macroeconomics & Real Business Cycles. [Downloadable!]
    Other versions:

  8. Wouter Denhaan & Andrew T. Levin, 1996. "VARHAC Covariance Matrix Estimator (RATS)," QM&RBC Codes 65, Quantitative Macroeconomics & Real Business Cycles. [Downloadable!]
    Other versions:

  9. Wouter Denhaan & Andrew T. Levin, 1995. "RATS code for Business Cycles Statistics and their Standard Errors," QM&RBC Codes 66, Quantitative Macroeconomics & Real Business Cycles. [Downloadable!]

  10. Wouter Denhaan & Albert Marcet, 1990. "FORTRAN code for Simulation Parameterized Expecations Algorithm," QM&RBC Codes 57, Quantitative Macroeconomics & Real Business Cycles. [Downloadable!]
    Published as:

Editor

  1. Journal of Economic Dynamics and Control, Elsevier.

NEP Fields

9 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-DGE: Dynamic General Equilibrium (5) 1999-03-01 1999-04-27 2002-12-02 2005-12-01 2007-01-13 Author is listed
  2. NEP-ECM: Econometrics (1) 2000-07-03
  3. NEP-ETS: Econometric Time Series (1) 2000-07-03
  4. NEP-LAB: Labour Economics (2) 1999-07-28 2001-09-10
  5. NEP-LTV: Unemployment, Inequality & Poverty (2) 1999-03-30 1999-09-01
  6. NEP-MAC: Macroeconomics (2) 2005-12-01 2007-01-13
  7. NEP-MIC: Microeconomics (1) 1999-03-01
  8. NEP-PKE: Post Keynesian Economics (3) 1999-03-08 1999-04-27 1999-07-28 Author is listed
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This page was last updated on 2009-11-15.

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