Wouter den Haan's AcademicInfluence.com Rankings Wouter den Haan's Degrees Why Is Wouter den Haan Influential? (Suggest an Edit or Addition)
According to Wikipedia , Wouter J. den Haan is a professor of economics at the London School of Economics, research fellow and programme director of the CEPR, and co-director of the Centre for Macroeconomics. Currently, his main areas of interest are business cycles, frictions in financial and labor markets, and numerical methods to solve models with a large number of heterogeneous agents.
(See a Problem?) Wouter den Haan's Published Works
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Total number of citations to an author for the works they published in a given year. This highlights publication of the most important work(s) by the author
1980 1990 2000 2010 2020 0 100 200 300 400 500 600 700 800 900 Published Works Job Destruction and Propagation of Shocks (1997) Solving the Stochastic Growth Model by Parameterizing Expectations (1990) The Cyclical Behavior of Debt and Equity Finance (2011) A Practitioner's Guide to Robust Covariance Matrix Estimation (1996) Accuracy in Simulations (1994) The Comovement Between Output And Prices (2000) The Rise and Fall of American Growth (2016) Bank loan portfolios and the monetary transmission mechanism (2007) Anticipated Growth and Business Cycles in Matching Models (2007) The Role of Debt and Equity Finance over the Business Cycle (2007) Liquidity Flows and Fragility of Business Enterprises (1999) Assessing the accuracy of the aggregate law of motion in models with heterogeneous agents (2010) Comparison of Solutions to the Incomplete Markets Model with Aggregate Uncertainty (2008) The term structure of interest rates in real and monetary economies (1995) Temporary Shocks and Unavoidable Transitions to a High-Unemployment Regime (2002) Unemployment (Fears) and Deflationary Spirals (2015) The Comovements between Real Activity and Prices in the G7 (2001) Computational suite of models with heterogeneous agents: Incomplete markets and aggregate uncertainty (2010) Heterogeneity, Aggregate Uncertainty, and the Short-Term Interest Rate (1996) Inferences from Parametric and Non-Parametric Covariance Matrix Estimation Procedures (1995) The Myth of Financial Innovation and the Great Moderation (2009) Small Sample Properties of GMM for Business Cycle Analysis (1995) The optimal inflation path in a Sidrauski-type model with uncertainty (1990) Solving the Incomplete Markets Model with Aggregate Uncertainty Using Explicit Aggregation (2008) Turbulence and Unemployment in a Job Matching Model (2004) Solving Heterogeneous-Agent Models with Parameterized Cross-Sectional Distributions (2007) Robust Covariance Matrix Estimation with Data-Dependent VAR Prewhitening Order (2000) Nonlinear and stable perturbation-based approximations (2012) Job Destruction and the Experiences of Displaced Workers (1999) Solving and Simulating Models with Heterogeneous Agents and Aggregate Uncertainty (2010) The importance of the number of different agents in a heterogeneous asset-pricing model (2001) Computational suite of models with heterogeneous agents: Multi-country real business cycle models (2011) Shocks and Institutions in a Job Matching Model (2001) VECTOR AUTOREGRESSIVE COVARIANCE MATRIX ESTIMATION (2003) (44)Convergence in stochastic growth models The importance of understanding why income levels differ (1995) Volatility clustering in real interest rates Theory and evidence (1998) Predicting Recoveries and the Importance of Using Enough Information (2009) (32)Solving the incomplete markets model with aggregate uncertainty using parameterized cross-sectional distributions (2010) Banks' Loan Portfolio and the Monetary Transmission Mechanism (2004) (30)The Comovements between Real Activity and Prices at Different Business Cycle Frequencies (1996) Understanding Equilibrium Models with a Small and a Large Number of Agents (1996) How Well-Behaved are Higher-Order Perturbation Solutions? (2009) (24)Bank Loan Portfolios and the Canadian Monetary Transmission Mechanism (2009) Bank Loan Components and the Time‐Varying Effects of Monetary Policy Shocks (2004) Pigou Cycles in Closed and Open Economies with Matching Frictions (2011) Contract-Theoretic Approaches to Wages and Displacement (1999) Unemployment (fears), precautionary savings, and aggregate demand (2013) (13)Cyclical Behavior of Debt and Equity Using a Panel of Canadian Firms (2007) (13)Solving Dynamic Models with Heterogeneous Agents and Aggregate Uncertainty with Dynare or Dynare (2009) (12)The Comovements Between Real Activity and Prices (2001) (12)Robust Covariance Matrix Estimation with Data-Dependent VAR Prewhitening Order (2000) (12)1 Construction of Aggregate and Regional Bank Data Using the Call Reports Data Manual (2004) (10)Volatile hiring: uncertainty in search and matching models (2020) Agnostic Structural Disturbances (ASDs): Detecting and Reducing Misspecification in Empirical Macroeconomic Models (2018) The Cost Channel of Monetary Transmissions (8)Inefficient continuation decisions, job creation costs, and the cost of business cycles (2014) Exact Present Solution with Consistent Future Approximation: A Gridless Algorith to Solve Stochastic Dynamic Models (2015) (6)Functional Approximations of Impulse Responses: New Insights into the Asymmetric Effects of Monetary Policy∗ (2017) (6)The importance of the number of di ! erent agents in a heterogeneous asset-pricing model q (6)Evaluation and Combination of Conditional Quantile Forecasts (2000) (4)Inventories and the Role of Goods-Market Frictions for Business Cycles (2013) (4)Inefficient Employment Decisions, Entry Costs, and the Cost of Fluctuations (2009) (4)Assessing the Accuracy of the Aggregate Law of Motion in Models with Heterogeneous Agents (2008) (4)Understanding Equilibrium Models with a Small and a Large Number of Agents (1996) (2)Recursive macroeconomic theory, Lars Ljungqvist and Thomas J. Sargent; The MIT Press, Cambridge, MA, 2000, pp. 737, $60. (2001) The Comovements between Real Activity and Prices at Different Business Cycle Frequencies (1996) (2)Dynare & Bayesian Estimation (2011) (1)Vector Autoregressions (VARs) (2014) (1)How Well-Behaved are Higher-Order Perturbation Solutions? (2009) (1)Comparison of Solutions to the Incomplete Markets Model with Aggregate Uncertainty (2008) (1)UNEMPLOYMENT (FEARS) AND DEFLATIONARY SPIRALS (2017) (1)Behavior and Importance of Bank Loan Components after Monetary and Non-Monetary Shocks (2002) (1)Are academic economists out of touch with voters and politicians (2016) (1)Predictable Recoveries (2015) Parameterized Expectations Algorithm (2011) (1)Brexit and the economy: are economists out of touch with voters and politicians? (2016) (1)Is the era of central bank independence drawing to a close (2017) (1)Financial innovations and macroeconomic volatility - comments (2006) (0)Solving Models with Heterogeneous Agents - KS algorithm (2011) (0)Introduction to Bayesian Estimation (2011) (0)Models with Heterogeneous Agents (2011) (0)Is a loose monetary policy still appropriate for the Eurozone (2016) (0)The comovement between household loans and real activity (2009) (0)Hoe (on)evenwichtig is de dollar (1985) (0)Loan components and time varying effects of monetary policy shocks (2004) (0)VERY PRELIMINARY SOLVING HETEROGENEOUS AGENT MODELS : AN APPLICATION TO ASSET PRICING WITH INCOMPLETE MARKETS January 1993 (2008) (0)Solving labor market matching models accurately (2008) (0)Global risks from rising debt and asset prices (2017) (0)Discussion of “Estimating linearized heterogeneous agent models using panel data” (2020) Learning in Macroeconomic Models (2014) (0)Stability, Multiplicity, and Sun Spots (Blanchard-Kahn conditions) (2011) (0)Monopsony, Wage Bargaining and the Phillips Curve (2020) (0)Pruning and Higher-Order Perturbation Solutions (2010) (0)Contract-Theoretic Approaches to Wages and Displacement / Commentary (1999) (0)A vote to leave will increase financial market volatility (2016) (0)Models With Heterogeneous Agents Introduction (2011) (0)Discussion of (cid:147)Pigou Cycles in Closed and Open Economies with Matching Frictions(cid:148) (2010) (0)Asset Pri ing with Idiosyn rati Risk andOverlapping Generations (2001) (0)Flexible labour markets, real wages and economic recoveries (2017) (0)Value Function Iteration versus Euler equation methods (2011) (0)What are the external e ¤ ects of US economic uctuations ? (2008) (0)Solving Models with Heterogeneous Expectations (2011) (0)interaction between demand for labor and consumption over the business cycle (2012) (0)ADEMU WORKING PAPER SERIES Unemployment (Fears) and Deflationary Spirals (2015) (0)Why the Bank of England should stay put and not raise rates now: the view of leading economists (2018) (0)Solving Models with Heterogeneous Agents Applications (2011) (0)Misspecification in Macroeconomics: Difficult but Not Impossible to deal with (2019) (0)More Papers This paper list is powered by the following services:
Other Resources About Wouter den Haan What Schools Are Affiliated With Wouter den Haan? Wouter den Haan is affiliated with the following schools:
