Wouter J. den Haan - Papers
Theoretical macro:
-
The Role of Debt and Equity Finance over the Business Cycle
- with Francisco Covas, 2010 (new updated version)
-
Pigou Cycles in Closed and Open Economies with Matching Frictions
- with Matija Lozej, 2010
-
Inefficient employment decisions, entry costs, and the cost of fluctuations
- with Petr Sedlacek, 2009
-
Anticipated Growth and Business Cycles in Matching models
- with Georg Kaltenbrunner, 2009
- analytical results in simplified version
- data
- Dynare source file
-
Temporary Shocks and the Unavoidable Road to High Taxes
and High-Unemployment
- 2006
Empirical macro (business cycles, firm finance, banking):
- Predicting recoveries and the importance of using enough information
- with Xiaoming Cai, 2009
- short version
- long version
- The Myth of Financial Innovation and the Great Moderation
- Bank Loan Components and
the Time-Varying Effects of Monetary Policy Shocks
- with Steven W. Sumner and Guy Yamashiro, 2009
-
The Cyclical Behavior of Debt and Equity Finance
- with Francisco Covas, 2008
- robustness exercises.
-
Bank Loan
Portfolios and the Canadian Monetary Transmission Mechanism
- with Steven W. Sumner and Guy Yamashiro, 2008
- robustness exercises.
-
Cyclical Behavior of Debt and Equity Using a Panel of Canadian Firms
- with Francisco Covas, 2007
Numerical methods for DSGE models:
- Nonlinear and stable perturbation-based approximations
- with Joris de Wind, 2009
-
Computational Suite of Models with Heterogeneous Agents: Incomplete Markets and Aggregate Uncertainty
- with Kenneth L. Judd and Michel Juillard, 2009
- Comparison of solutions to the incomplete markets model with aggregate uncertainty
-
Assessing the Accuracy of the Aggregate Law of Motion in Models with Heterogeneous Agents
- 2008
-
Solving the incomplete marekts model with aggregate uncertainty
using explicit aggregation
- with Pontus Rendahl, 2008
- software
-
Solving the incomplete marekts model with aggregate uncertainty
using parameterized cross-sectional distributions
- with Yann Algan and Olivier Allais, 2008
- software
-
Solving and Simulating Models with Heterogeneous Agents and Aggregate Uncertainty
- with Yann Algan, Olivier Allais, and Pontus Rendahl, 2008
-
Solving Heterogeneous-Agent Models with Parameterized Cross-Sectional Distributions
- with Yann Alganand Olivier Allais, 2007
Sleeping and hard to get:
-
Shocks and Institutions in a Job
Matching Model
- with Christian Haefke and Garey Ramey, 2001
-
Vector Autoregressive Covariance Matrix Estimation
- with Andrew Levin, 1998
- software
-
Robust Covariance Matrix Estimation with
Data-Dependent Prewhitening Order
- with Andrew Levin, 2000
- with Andrew Levin, 1997, Handbook of Statistics chapter.
Easy reading:
