Wouter J. den Haan - CV
- pdf version of cv & teaching evaluations
- research statement
- little blurb on Wikepedia with a contribution from my quick-witted nephew
Current positions:
- Professor of economics at London School of Economics and Political Science (since July 2011)
- Editor of the Economic Journal (Royal Economic Society) (since April 2011).
- Associate Editor of the Journal of Money, Credit and Banking
- Associate Editor of the Economica
- Advisory Editor of the Journal of Economic Dynamics and Control
- Programme director of the Monetary Economics Programme of the Centre for Economic Policy Research
- Council member of the European Economic Association
- Academic partner of the Netherlands Bureau of Economic Policy Analysis
- Research fellow of the Centre for Economic Policy Research
Education:
- Ph.D., 1991, GSIA, Carnegie Mellon University
- MA , 1986, Erasmus University Rotterdam
Visiting and past positions:
- Full time:
- Professor of economics at University of Amsterdam July 2006 - 2011
- Professor of economics at London Business School , January 2003 - 2007
- Professor of economics at UCSD , 2001-2004
- Associate professor of economics at UCSD , 1997-2001
- Assistant professor of economics at UCSD , 1991-1997
- Visiting Associate Professor at the Wharton School, University of Pennsylvania, Fall 2000
- Visiting assistant professor at the University of Rochester, Rochester, Fall 1994
- Not full time:
- Visiting researcher at Centre de Recerca en Ecnomia Internactional (CREI) - UPF, March 2009
- Visiting researcher at Institute for Economic Analysis (IAE) - UAB, October 2007
- Editor of Journal of Economic Dynamics and Control , 2002-2006
- Visiting researcher at Institute for International Economic Studies, Winter 2002
- Consultant for the European Central Bank, Frankfurt, September 2001
- Visiting scholar at Fundacao Getulio Vargas, Rio de Janeiro, Brasil, September 1997
- Visitng scholar at the Federal Reserve Bank of Chicago, Chicago, February 1997
- Visitng scholar at the CentER for Economic Research, Tilburg, The Netherlands, September 1996
- Visitng scholar at the Universitat Pompeu Fabra, Barcelona, Spain, October 1995
- Visiting scholar at the Federal Reserve Board, Washington D.C., March 1994
- Visiting scholar at the Institute of Empirical Macroeconomics, Federal Reserve Bank of Minneapolis, Summer 1992
-
As a visitor taught (mini) courses at
- University of Rochester, Fall 1994
- Wharton, University of Pennsylvania, Fall 2000
- Stockholm School of Economics, Fall 2003
- Mannheim University, Fall 2003
- European Central Bank, Fall 2007
- CREST-ENSAE, Spring 2008
- London School of Economics, Winter 2009, 2008, 2007
- Koç University, Fall 2009
- Bank of Portugal, Fall 2009
Awards:
- Professor of the year 2009/10, teaching award of the Tinbergen Institute
- Professor of the year 2006/07, teaching award of the Tinbergen Institute
- VICI grant from Nederlandse Organisatie voor Wetenschappelijk Onderzoek (NWO), 2006-2011.
- National Science Foundation (NSF) grants, 1996-'97,1997-'99,1999-'00,2000-'03.
- Alexander Henderson Award for excellence in economics, 1991, Carnegie Mellon dissertation award also won by Muth ('54), Mortensen ('65), Prescott ('67), Kydland ('73), Chari ('81) etc etc)
- Alfred P. Sloan Doctroal Fellowship, 1990-1991.
Publications:
- Covas, F. and W.J. Den Haan, forthcoming,
The Cyclical Behavior of Debt and Equity Finance
-
American Economic Review
-
American Economic Review
- Den Haan, W.J., and M. Lozej, forthcoming,
Pigou Cycles in Closed and Open Economies with Matching Frictions
-
NBER International Seminar on Macroeconomics
-
NBER International Seminar on Macroeconomics
- Den Haan, W.J., and V. Sterk, forthcoming,
The Myth of Financial Innovation and the Great Moderation
-
Economic Journal
-
Economic Journal
- Algan, Y., O. Allais, W.J. Den Haan, and P. Rendahl, forthcoming,
Solving and Simulating Models with Heterogeneous Agents and Aggregate Uncertainty
- Handbook of Computational Economics (Ken Judd and Karl Schmedders, editors)
- Handbook of Computational Economics (Ken Judd and Karl Schmedders, editors)
- Den Haan, W.J., K.L. Judd, M. Juillard, forthcoming,
Computational Suite of Models with Heterogeneous Agents II: Multi-Country Real Business Cycle Models
-
Journal of Economic Dynamics and Control
-
Journal of Economic Dynamics and Control
- Den Haan, W.J., S.W. Sumner and G.M. Yamashiro, forthcoming,
Bank Loan Components and
the Time-Varying Effects of Monetary Policy Shocks
-
Economica
-
Economica
- Den Haan, W.J., 2010,
Comparison of Solutions to the Incomplete Markets Model with Aggregate Uncertainty
-
Journal of Economic Dynamics and Control 34(1), 4-27.
-
Journal of Economic Dynamics and Control 34(1), 4-27.
- Den Haan, W.J. 2010,
Assessing the Accuracy of the Aggregate Law of Motion in Models with Heterogeneous Agents
-
Journal of Economic Dynamics and Control 34(1), 79-99.
-
Journal of Economic Dynamics and Control 34(1), 79-99.
- Den Haan, W.J. and P. Rendahl, 2010,
Solving the Incomplete Markets Model with Aggregate Uncertainty Using Explicit Aggregation
-
Journal of Economic Dynamics and Control 34(1), 69-78.
-
Journal of Economic Dynamics and Control 34(1), 69-78.
- Algan, Y., O. Allais, and W.J. Den Haan, 2010,
Solving the Incomplete Markets Model with Aggregate Uncertainty Using Parameterized Cross-sectional Distributions
-
Journal of Economic Dynamics and Control 34(1), 59-68.
-
Journal of Economic Dynamics and Control 34(1), 59-68.
- Den Haan, W.J., K.L. Judd, and M. Juillard, 2010,
Computational Suite of Models with Heterogeneous Agents: Incomplete Markets and Aggregate Uncertainty
-
Journal of Economic Dynamics and Control 34(1), 1-3.
-
Journal of Economic Dynamics and Control 34(1), 1-3.
- Den Haan, Wouter J., Steven W. Sumner, and Guy Yamashiro, 2009,
Bank Loan Portfolios and the Canadian Monetary Transmission Mechanism
-
Canadian Journal of Economics 42(3), 1150-1175.
-
Canadian Journal of Economics 42(3), 1150-1175.
- Den Haan, Wouter J., and Georg Kaltenbrunner, 2009,
Anticipated Growth and Business Cycles in Matching
Models,
-
Journal of Monetary Economics 56(3), 309-327.
-
Journal of Monetary Economics 56(3), 309-327.
- Algan, Yann, Olivier Allais, and Wouter J. Den Haan, 2008,
Solving Heterogeneous-Agent Models with Parameterized Cross-Sectional Distributions
-
Journal of Economic Dynamics and Control 32(3), 875-908
-
Journal of Economic Dynamics and Control 32(3), 875-908
-
Den Haan, Wouter J., Steven Sumner, and Guy Yamashiro, 2007,
Bank Loan Portfolios and the Monetary Transmission Mechanism
- Journal of Monetary Economics 54(3), 904-924.
- robustness exercises
-
Den Haan, Wouter J., 2007,
Shocks and the Unavoidable Road to Higher Taxes and Higher Unemployment
-
Review of Economic Dynamics 10(3), 348-366.
-
Review of Economic Dynamics 10(3), 348-366.
-
Den Haan, W.J., C. Haefke, and G. Ramey, 2005,
Turbulence and Unemployment in a Job Matching Model,
-
Journal of the European Economic Association 3(6), 1360-1385.
-
Journal of the European Economic Association 3(6), 1360-1385.
-
Den Haan, W.J., and S.W. Sumner, 2004,
The Comovements between Real Activity and
Prices in the G7
-
European Economic Review 48, 1333-1347.
-
European Economic Review 48, 1333-1347.
-
Den Haan, W.J., G. Ramey, and J. Watson, 2003,
Liquidity Flows and Fragility of Business Enterprises
-
Journal of Monetary Economics 50(6), 1215-1241.
-
Journal of Monetary Economics 50(6), 1215-1241.
-
Den Haan, W.J., 2001,
Recursive Macroeconomic Theory by Lars Ljungqvist and
Thomas Sargent, book review
-
Journal of Economic Dynamics and Control 25(9), 1451-1456
-
Journal of Economic Dynamics and Control 25(5), 721-746
-
Journal of Economic Dynamics and Control 25(9), 1451-1456
-
Den Haan, W.J., G.Ramey, and J. Watson, 2000,
Job Destruction and Propagation
of Shocks,
-
American Economic Review 90(3), 482-498.
-
American Economic Review 90(3), 482-498.
-
Den Haan, W.J., 2000,
The Comovement Between Output and Prices
-
Journal of
Monetary Economics 46(1), 3-30.
-
Journal of
Monetary Economics 46(1), 3-30.
-
Den Haan, W.J., G.Ramey, and J. Watson, 2000,
Job Destruction and the
Experiences of Displaced Workers
-
Carnegie-Rochester Series on Public Policy
, 52(1), 87-128.
-
Carnegie-Rochester Series on Public Policy
, 52(1), 87-128.
-
Den Haan, W.J., G. Ramey, and J. Watson, 1999,
Contract-Theoretic Approaches to Wages
and Displacement,
-
Federal Reserve Bank of St. Louis Review, May/June, 55-68
- Commentary by Christopher Foote
-
Federal Reserve Bank of St. Louis Review, May/June, 55-68
-
Den Haan, W.J. and S. Spear, 1998,
Volatility Clustering in Real Interest Rates: Theory and Evidence,
-
Journal of Monetary Economics 41(3), 432-454.
-
Journal of Monetary Economics 41(3), 432-454.
-
Den Haan, W.J., and A. Levin, 1997,
A Practioner's Guide to Robust Covariance Matrix Estimation,
-
Handbook of Statistics 15 Chapter 12, 291-341.
-
Handbook of Statistics 15 Chapter 12, 291-341.
-
Den Haan, W.J., 1997,
Solving Dynamic Models with Aggregate Shocks and Heterogeneous Agents,
-
Macroeconomic Dynamics , 1(2), 355-386.
-
Macroeconomic Dynamics , 1(2), 355-386.
-
Den Haan, W.J., 1996,
Heterogeneity, aggregate uncertainty and the short
term interest rate,
-
Journal of Business and Economic Statistics, 14(4) 399-411.
-
Journal of Business and Economic Statistics, 14(4) 399-411.
-
Den Haan, W.J., and L.J. Christiano, 1996,
Small sample properties of GMM
for business cycle analysis,
-
Journal of Business and Economic Statistics, 14(3) 309-327.
-
Journal of Business and Economic Statistics, 14(3) 309-327.
-
Den Haan, W.J., 1995,
Convergence in stochastic models; the importance of
understanding why income levels differ,
-
Journal of Monetary Economics 35(1), 65-82.
-
Journal of Monetary Economics 35(1), 65-82.
-
Den Haan, W.J., 1995,
The term structure of interest rates in real and
monetary economies,
-
Journal of Economic Dynamics and Control 19(5/6), 909-940
-
Journal of Economic Dynamics and Control 19(5/6), 909-940
-
Den Haan, W.J. and A. Marcet, 1994,
Accuracy in Simulations,
-
Review of Economic Studies 61(1), 3-18.
-
Review of Economic Studies 61(1), 3-18.
-
Den Haan, W.J., 1991, Introduccion a los metodos numericos para resolver
modelos dinamicos estocasticos (An introduction to numerical methods
to solve stochastic dynamic models),
-
Cuadernos Economicos Numero 48(2), 157-176.
-
Cuadernos Economicos Numero 48(2), 157-176.
-
Den Haan, W.J., 1990,
The optimal inflation path in a Sidrauski-type model with uncertainty,
- Journal of Monetary Economics 25(3), 389-409.
- Reprinted in The theory of Inflation, Michael Parkin (editor), Elgar Publishing, 367-390.
-
Den Haan, W.J. and A. Marcet, 1990,
Solving the stochastic growth model by parameterizing expectations,
-
Journal of Business and Economic Statistics vol 8 no 1, 31-34.
-
Journal of Business and Economic Statistics vol 8 no 1, 31-34.
-
Bomhoff, E.J., W.J. den Haan and C.G. Koedijk, 1985, Hoe (on)evenwichtig is de dollar?,
-
Economische Statistische Berichten 3503, 352-357.
-
Economische Statistische Berichten 3503, 352-357.
-
Den Haan, W.J. and C.G. Koedijk, 1986, De risikopremie in valutamarkten, In
W.M. van den Bergh, P.H.A.M. Verhaegen and R.E. Wessels (eds.),
-
Financiering en Belegging, Stand van Zaken anno 1986, Rotterdam.
-
Financiering en Belegging, Stand van Zaken anno 1986, Rotterdam.