Wouter J. den Haan

University of Amsterdam

Professor of Economics

Spui 21

Amsterdam, 1018 WB

Netherlands

http://www1.feb.uva.nl/toe/content/people/content/denhaan/pers.htm

Centre for Economic Policy Research (CEPR)

Fellow

77 Bastwick Street

London, EC1V 3PZ

United Kingdom

Tinbergen Institute

Burg. Oudlaan 50

Rotterdam, 3062 PA

Netherlands

SCHOLARLY PAPERS

34

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894

CITATIONS
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49

Scholarly Papers (34)

1.
Downloads 125 (179,955)
Citation 1

Job Destruction and Propagation of Shocks

UCSD Economics Discussion Paper 97-23
Number of pages: 56 Posted: 26 Jan 1998
Wouter J. den Haan, Garey Ramey and Joel Watson
University of Amsterdam, University of California, San Diego (UCSD) - Department of Economics and University of California, San Diego (UCSD) - Department of Economics
Downloads 82 (242,901)
Citation 1

Abstract:

Job Destruction and Propagation of Shocks

NBER Working Paper No. w6275
Number of pages: 58 Posted: 14 Jul 2000
Wouter J. den Haan, Garey Ramey and Joel Watson
University of Amsterdam, University of California, San Diego (UCSD) - Department of Economics and University of California, San Diego (UCSD) - Department of Economics
Downloads 43 (339,112)
Citation 1

Abstract:

Liquidity Flows and Fragility of Business Enterprises

UCSD Economics Discussion Paper 99-07R
Number of pages: 29 Posted: 23 Apr 2001
Wouter J. den Haan, Garey Ramey and Joel Watson
University of Amsterdam, University of California, San Diego (UCSD) - Department of Economics and University of California, San Diego (UCSD) - Department of Economics
Downloads 85 (237,431)

Abstract:

Credit Market Relationships, Coordination Failure, Propagation of Shocks, Financial Collapse

Liquidity Flows and Fragility of Business Enterprises

NBER Working Paper No. w7057
Number of pages: 51 Posted: 14 Aug 2012
Wouter J. den Haan, Garey Ramey and Joel Watson
University of Amsterdam, University of California, San Diego (UCSD) - Department of Economics and University of California, San Diego (UCSD) - Department of Economics
Downloads 17 (456,864)

Abstract:

Shocks and Institutions in a Job Matching Model

UPF Economics and Business Working Paper No. 568
Number of pages: 52 Posted: 10 Nov 2003
Wouter J. den Haan, Christian Haefke and Garey Ramey
University of Amsterdam, Institute for Advanced Studies (IHS) and University of California, San Diego (UCSD) - Department of Economics
Downloads 38 (356,219)

Abstract:

Job matching model, unemployment, unemployment benefits, turbulence, TFP slowdown

Shocks and Institutions in a Job Matching Model

CEPR Discussion Paper No. 2970
Number of pages: 56 Posted: 08 Oct 2001
Wouter J. den Haan, Christian Haefke and Garey Ramey
University of Amsterdam, Institute for Advanced Studies (IHS) and University of California, San Diego (UCSD) - Department of Economics
Downloads 23 (422,942)

Abstract:

Job matching model, unemployment, unemployment benefits, turbulence, TFP slowdown

Shocks and Institutions in a Job Matching Model

NBER Working Paper No. w8463
Number of pages: 53 Posted: 10 Sep 2001
Wouter J. den Haan, Christian Haefke and Garey Ramey
University of Amsterdam, Institute for Advanced Studies (IHS) and University of California, San Diego (UCSD) - Department of Economics
Downloads 17 (456,864)

Abstract:

Temporary Shocks and Unavoidable Transitions to a High-Unemployment Regime

ECB Working Paper No. 239
Number of pages: 55 Posted: 04 Dec 2003
Wouter J. den Haan
University of Amsterdam
Downloads 42 (342,369)

Abstract:

Multiple Equilibria, Matching Model, Unemployment Benefits, Tax burden, Fiscal Policy

Temporary Shocks and Unavoidable Transistions to a High-Unemployment Regime

NBER Working Paper No. w9349
Number of pages: 37 Posted: 21 Nov 2002
Wouter J. den Haan
University of Amsterdam
Downloads 18 (451,080)

Abstract:

Temporary Shocks and Unavoidable Transitions to a High-Unemployment Regime

CEPR Discussion Paper No. 3704
Number of pages: 39 Posted: 05 Feb 2003
Wouter J. den Haan
University of Amsterdam
Downloads 17 (456,864)

Abstract:

Multiple equilibria, sunspots, matching model, unemployment benefits, tax burden, fiscal policy

Turbulence and Unemployment in a Job Matching Model

IZA Discussion Paper No. 1403
Number of pages: 41 Posted: 19 Nov 2004
Wouter J. den Haan, Christian Haefke and Garey Ramey
University of Amsterdam, Institute for Advanced Studies (IHS) and University of California, San Diego (UCSD) - Department of Economics
Downloads 61 (287,923)

Abstract:

skill loss, European unemployment puzzle

Turbulence and Unemployment in a Job Matching Model

CEPR Discussion Paper No. 4765
Number of pages: 42 Posted: 15 Feb 2005
Wouter J. den Haan, Christian Haefke and Garey Ramey
University of Amsterdam, Institute for Advanced Studies (IHS) and University of California, San Diego (UCSD) - Department of Economics
Downloads 13 (479,677)

Abstract:

Skill loss, European unemployment puzzle

6.

The Comovement Between Real Activity and Prices in the G7

Tinbergen Institute Discussion Paper No. TI 2002-092/2
Number of pages: 18 Posted: 31 Mar 2003
Wouter J. den Haan and Steven Sumner
University of Amsterdam and University of San Diego
Downloads 55 (291,354)

Abstract:

comovement, vector autoregressive models

7.

A Practitioner's Guide to Robust Covariance Matrix Estimation

NBER Working Paper No. t0197
Number of pages: 58 Posted: 09 Jul 2000
Wouter J. den Haan and Andrew T. Levin
University of Amsterdam and affiliation not provided to SSRN
Downloads 42 (326,886)

Abstract:

8.

Robust Covariance Matrix Estimation with Data-Dependent VAR Prewhitening Order

NBER Working Paper No. t0255
Number of pages: 38 Posted: 23 Aug 2000
Wouter J. den Haan and Andrew T. Levin
University of Amsterdam and affiliation not provided to SSRN
Downloads 37 (348,872)

Abstract:

9.

Small Sample Properties of GMM for Business Cycle Analysis

NBER Working Paper No. t0177
Number of pages: 50 Posted: 11 Jul 2000
Lawrence J. Christiano and Wouter J. den Haan
Northwestern University and University of Amsterdam
Downloads 36 (348,872)
Citation 11

Abstract:

The Comovements between Real Activity and Prices in the G7

NBER Working Paper No. w8195
Number of pages: 35 Posted: 24 Mar 2001
Wouter J. den Haan and Steven Sumner
University of Amsterdam and University of San Diego
Downloads 17 (456,864)

Abstract:

The Comovements Between Real Activity and Prices in the G7

CEPR Discussion Paper No. 2801
Number of pages: 38 Posted: 01 Jun 2001
Wouter J. den Haan and Steven Sumner
University of Amsterdam and University of San Diego
Downloads 16 (462,480)

Abstract:

Covariance, filters, vector autoregressive models

11.

Inferences from Parametric and Non-Parametric Covariance Matrix Estimation Procedures

NBER Working Paper No. t0195
Number of pages: 44 Posted: 13 Sep 2000
Wouter J. den Haan and Andrew T. Levin
University of Amsterdam and affiliation not provided to SSRN
Downloads 31 (362,894)

Abstract:

12.

Banks' Loan Portfolio and the Monetary Transmission Mechanism

CEPR Discussion Paper No. 4725
Number of pages: 66 Posted: 24 Jan 2005
Wouter J. den Haan, Steven Sumner and Guy Yamashiro
University of Amsterdam, University of San Diego and California State University, Long Beach - Department of Economics
Downloads 30 (378,126)

Abstract:

Hedging, bank capital regulation, interest rates

13.

How Well-Behaved are Higher-Order Perturbation Solutions?

De Nederlandsche Bank Working Paper No. 240
Number of pages: 64 Posted: 21 Oct 2011
Wouter J. den Haan and Joris de Wind
University of Amsterdam and De Nederlandsche Bank
Downloads 20 (391,014)

Abstract:

numerical solutions, perturbations, penalty functions, borrowing con-straints

14.

Bank Loan Components and the Time-Varying Effects of Monetary Policy Shocks

CEPR Discussion Paper No. 4724
Number of pages: 31 Posted: 24 Jan 2005
Wouter J. den Haan, Steven Sumner and Guy Yamashiro
University of Amsterdam, University of San Diego and California State University, Long Beach - Department of Economics
Downloads 20 (425,218)

Abstract:

Small and large banks, VAR, impulse response functions

Understanding Equilibrium Models with a Small and a Large Number of Agents

NBER Working Paper No. w5792
Number of pages: 45 Posted: 11 Jun 2000
Wouter J. den Haan
University of Amsterdam
Downloads 18 (451,080)

Abstract:

Understanding Equilibrium Models with a Small and a Large Number of Agents

UCSD Discussion Paper No. 96-34
Posted: 04 Dec 1996
Wouter J. den Haan
University of Amsterdam

Abstract:

16.

Contract-Theoretic Approaches to Wages and Displacement

NBER Working Paper No. w6972
Number of pages: 29 Posted: 22 Jun 1999
Wouter J. den Haan, Garey Ramey and Joel Watson
University of Amsterdam, University of California, San Diego (UCSD) - Department of Economics and University of California, San Diego (UCSD) - Department of Economics
Downloads 16 (445,526)

Abstract:

17.

Job Destruction and the Experiences of Displaced Workers

NBER Working Paper No. w7218
Number of pages: 51 Posted: 05 Aug 1999
Wouter J. den Haan, Garey Ramey and Joel Watson
University of Amsterdam, University of California, San Diego (UCSD) - Department of Economics and University of California, San Diego (UCSD) - Department of Economics
Downloads 13 (445,526)

Abstract:

18.

The Comovements between Real Activity and Prices at Different Business Cycle Frequencies

NBER Working Paper No. w5553
Number of pages: 54 Posted: 09 May 1998
Wouter J. den Haan
University of Amsterdam
Downloads 13 (445,526)

Abstract:

The Myth of Financial Innovation and the Great Moderation

CEPR Discussion Paper No. DP7507
Number of pages: 88 Posted: 17 Nov 2009
Wouter J. den Haan and Vincent Sterk
University of Amsterdam and University College London
Downloads 6 (518,048)

Abstract:

consumer credit, impulse response functions, mortgages

The Myth of Financial Innovation and the Great Moderation

The Economic Journal, Vol. 121, Issue 553, pp. 707-739, 2011
Number of pages: 33 Posted: 06 Jun 2011
Wouter J. den Haan and Vincent Sterk
University of Amsterdam and University College London
Downloads 3 (533,349)

Abstract:

20.

Predicting Recoveries and the Importance of Using Enough Information

CEPR Discussion Paper No. DP7508
Number of pages: 47 Posted: 17 Nov 2009
Xiaoming Cai and Wouter J. den Haan
VU University Amsterdam - Department of Economics and University of Amsterdam
Downloads 8 (485,880)
Citation 5

Abstract:

financial crisis, forecasting, great recession, unit root

21.

Solving Heterogeneous-Agent Models with Parameterized Cross-Sectional Distributions

CEPR Discussion Paper No. 6062
Number of pages: 42 Posted: 28 Jun 2007
Yann Algan, Olivier Allais and Wouter J. den Haan
Universite Paris I Pantheon-Sorbonne - CNRS-EUREQUA, National Institute for Agricultural Research (INRA) and University of Amsterdam
Downloads 7 (490,610)
Citation 5

Abstract:

Incomplete markets, numerical solution, projection method, simulation

22.

The Role of Debt and Equity Finance over the Business Cycle

CEPR Discussion Paper No. DP6145
Number of pages: 64 Posted: 19 May 2008
Francisco Covas and Wouter J. den Haan
Bank of Canada and University of Amsterdam
Downloads 6 (495,182)
Citation 13

Abstract:

Agency problems, firm heterogeneity, magnification

23.

Anticipated Growth and Business Cycles in Matching Models

CEPR Discussion Paper No. 6063
Number of pages: 44 Posted: 29 Jun 2007
Wouter J. den Haan and Georg Kaltenbrunner
University of Amsterdam and London Business School
Downloads 5 (499,683)

Abstract:

Labour force participation, Pigou cycles, productivity growth

24.

Bank Loan Components and the Time‐Varying Effects of Monetary Policy Shocks

Economica, Vol. 78, Issue 312, pp. 593-617, 2011
Number of pages: 25 Posted: 21 Sep 2011
Wouter J. den Haan, Steven Sumner and Guy Yamashiro
University of Amsterdam, University of San Diego and California State University, Long Beach - Department of Economics
Downloads 3 (508,474)

Abstract:

25.

Comparison of Solutions to the Incomplete Markets Model with Aggregate Uncertainty

CEPR Discussion Paper No. DP7019
Number of pages: 60 Posted: 18 Dec 2008
Wouter J. den Haan
University of Amsterdam
Downloads 3 (508,474)

Abstract:

approximations, numerical solutions

26.

Inefficient Employment Decisions, Entry Costs, and the Cost of Fluctuations

CEPR Discussion Paper No. DP7468
Number of pages: 86 Posted: 07 Oct 2009
Wouter J. den Haan and Petr Sedlacek
University of Amsterdam and University of Amsterdam
Downloads 2 (513,945)

Abstract:

business cycles, frictions

27.

Assessing the Accuracy of the Aggregate Law of Motion in Models with Heterogeneous Agents

CEPR Discussion Paper No. DP6971
Number of pages: 51 Posted: 02 Dec 2008
Wouter J. den Haan
University of Amsterdam
Downloads 2 (513,945)

Abstract:

approximations, numerical solutions, simulations

28.

Solving the Incomplete Markets Model with Aggregate Uncertainty Using Explicit Aggregation

CEPR Discussion Paper No. DP6963
Number of pages: 25 Posted: 02 Dec 2008
Wouter J. den Haan and Pontus Rendahl
University of Amsterdam and University of Cambridge - Faculty of Economics
Downloads 2 (513,945)

Abstract:

numerical solutions, projection methods

29.

The Role of Debt and Equity Finance Over the Business Cycle

The Economic Journal, Vol. 122, Issue 565, pp. 1262-1286, 2012
Number of pages: 25 Posted: 13 Nov 2012
Francisco Covas and Wouter J. den Haan
Board of Governors of the Federal Reserve System and University of Amsterdam
Downloads 1 (521,934)
Citation 13

Abstract:

30.

Bank Loan Portfolios and the Canadian Monetary Transmission Mechanism

Canadian Journal of Economics/Revue canadienne d'économique, Vol. 42, Issue 3, pp. 1150-1175, August / août 2009,
Number of pages: 26 Posted: 04 Jul 2009
Wouter J. den Haan, Steven Sumner and Guy Yamashiro
University of Amsterdam, University of San Diego and California State University, Long Beach - Department of Economics
Downloads 1 (521,934)
Citation 1

Abstract:

31.

Unemployment (Fears) and Deflationary Spirals

CEPR Discussion Paper No. DP10814
Number of pages: 72 Posted: 16 Sep 2015
Wouter J. den Haan, Pontus Rendahl and Markus Riegler
University of Amsterdam, University of Cambridge - Faculty of Economics and University of Bonn
Downloads 0 (531,865)

Abstract:

business cycles, heterogeneous agents, Keynesian unemployment, magnification, propagation, search friction

32.
Downloads 0 (531,865)

Predictable Recoveries

CEPR Discussion Paper No. DP10815
Number of pages: 33 Posted: 16 Sep 2015
Xiaoming Cai, Wouter J. den Haan and Jonathan Pinder
Tongji University, University of Amsterdam and London School of Economics & Political Science (LSE)
Downloads 0

Abstract:

business cycles, forecasting, unit root

Predictable Recoveries

Economica, Vol. 83, Issue 330, pp. 307-337, 2016
Number of pages: 31 Posted: 09 Mar 2016
Xiaoming Cai, Wouter J. den Haan and Jonathan Pinder
Tongji University, University of Amsterdam and London School of Economics & Political Science (LSE)
Downloads 0

Abstract:

33.

Inventories and the Role of Goods-Market Frictions for Business Cycles

CEPR Discussion Paper No. DP9628
Number of pages: 51 Posted: 03 Sep 2013
Wouter J. den Haan
University of Amsterdam
Downloads 0 (531,865)

Abstract:

magnification, matching models, propagation, search frictions

34.

The Comovement Between Output And Prices

Journal of Monetary Economics, Vol. 46, No. 1, August 1, 2000
Posted: 23 Sep 2001
Wouter J. den Haan
University of Amsterdam

Abstract: