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

London

United Kingdom

Tinbergen Institute

Burg. Oudlaan 50

Rotterdam, 3062 PA

Netherlands

  • University of Amsterdam

  • Tinbergen Institute

SCHOLARLY PAPERS

33

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1,024

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in Total Papers Citations

230

CROSSREF CITATIONS

254

Scholarly Papers (33)

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1.

Job Destruction and Propagation of Shocks

Downloads 142 (282,199)
Citation 66

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 91 (388,254)
Citation 70

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Job Destruction and Propagation of Shocks

NBER Working Paper No. w6275
Number of pages: 58 Posted: 14 Jul 2000 Last Revised: 24 Feb 2022
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 51 (529,575)

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2.

Liquidity Flows and Fragility of Business Enterprises

Downloads 116 (327,986)
Citation 9

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 92 (385,545)
Citation 8

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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 Last Revised: 15 Apr 2022
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 24 (691,706)

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3.

Temporary Shocks and Unavoidable Transitions to a High-Unemployment Regime

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Temporary Shocks and Unavoidable Transitions to a High-Unemployment Regime

Number of pages: 55 Posted: 04 Dec 2003
Wouter J. den Haan
University of Amsterdam
Downloads 47 (548,526)

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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 Last Revised: 20 Jul 2022
Wouter J. den Haan
University of Amsterdam
Downloads 23 (699,744)

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Temporary Shocks and Unavoidable Transitions to a High-Unemployment Regime

Number of pages: 39 Posted: 05 Feb 2003
Wouter J. den Haan
University of Amsterdam
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Multiple equilibria, sunspots, matching model, unemployment benefits, tax burden, fiscal policy

4.

Shocks and Institutions in a Job Matching Model

Downloads 85 (401,156)
Citation 1

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 42 (574,345)

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

Shocks and Institutions in a Job Matching Model

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
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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 Last Revised: 16 Feb 2022
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
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5.

Turbulence and Unemployment in a Job Matching Model

Downloads 82 (409,737)
Citation 15

Turbulence and Unemployment in a Job Matching Model

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 69 (456,621)

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skill loss, European unemployment puzzle

Turbulence and Unemployment in a Job Matching Model

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 (789,827)
Citation 1
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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 64 (468,450)
Citation 7

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comovement, vector autoregressive models

7.

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 51 (520,449)

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

8.

A Practitioner's Guide to Robust Covariance Matrix Estimation

NBER Working Paper No. t0197
Number of pages: 58 Posted: 09 Jul 2000 Last Revised: 20 Apr 2022
Wouter J. den Haan and Andrew T. Levin
University of Amsterdam and affiliation not provided to SSRN
Downloads 50 (524,873)
Citation 5

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9.

Inferences from Parametric and Non-Parametric Covariance Matrix Estimation Procedures

NBER Working Paper No. t0195
Number of pages: 44 Posted: 13 Sep 2000 Last Revised: 16 Jul 2022
Wouter J. den Haan and Andrew T. Levin
University of Amsterdam and affiliation not provided to SSRN
Downloads 49 (529,284)

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10.

Small Sample Properties of GMM for Business Cycle Analysis

NBER Working Paper No. t0177
Number of pages: 50 Posted: 11 Jul 2000 Last Revised: 27 Jun 2022
Lawrence J. Christiano and Wouter J. den Haan
Northwestern University and University of Amsterdam
Downloads 45 (547,878)
Citation 3

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11.

Robust Covariance Matrix Estimation with Data-Dependent VAR Prewhitening Order

NBER Working Paper No. t0255
Number of pages: 38 Posted: 23 Aug 2000 Last Revised: 14 Mar 2022
Wouter J. den Haan and Andrew T. Levin
University of Amsterdam and affiliation not provided to SSRN
Downloads 44 (552,722)

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12.

The Comovements between Real Activity and Prices in the G7

Downloads 36 (594,422)
Citation 2

The Comovements between Real Activity and Prices in the G7

NBER Working Paper No. w8195
Number of pages: 35 Posted: 24 Mar 2001 Last Revised: 25 May 2022
Wouter J. den Haan and Steven Sumner
University of Amsterdam and University of San Diego
Downloads 20 (725,101)

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The Comovements between Real Activity and Prices in the G7

Number of pages: 38 Posted: 01 Jun 2001
Wouter J. den Haan and Steven Sumner
University of Amsterdam and University of San Diego
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Covariance, filters, vector autoregressive models

13.

Banks' Loan Portfolio and the Monetary Transmission Mechanism

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 (630,233)
Citation 1
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Hedging, bank capital regulation, interest rates

14.

Job Destruction and the Experiences of Displaced Workers

NBER Working Paper No. w7218
Number of pages: 51 Posted: 05 Aug 1999 Last Revised: 24 Mar 2022
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 21 (694,665)

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15.

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

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
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Small and large banks, VAR, impulse response functions

16.

Contract-Theoretic Approaches to Wages and Displacement

NBER Working Paper No. w6972
Number of pages: 29 Posted: 22 Jun 1999 Last Revised: 22 Jul 2022
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
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17.

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

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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 Last Revised: 01 May 2022
Wouter J. den Haan
University of Amsterdam
Downloads 20 (725,101)

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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

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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 Last Revised: 06 Mar 2022
Wouter J. den Haan
University of Amsterdam
Downloads 16 (735,182)

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19.

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 (810,467)
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financial crisis, forecasting, great recession, unit root

20.

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, French National Institute for Agricultural Research (INRA) and University of Amsterdam
Downloads 7 (820,714)
Citation 5
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Incomplete markets, numerical solution, projection method, simulation

21.

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 (831,020)
Citation 4
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consumer credit, impulse response functions, mortgages

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 (831,020)
Citation 4
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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 (841,493)
Citation 4
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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 (864,589)

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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 (864,589)
Citation 8
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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 Oxford
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business cycles, frictions

27.

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 (877,636)
Citation 6
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numerical solutions, projection methods

28.

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 (877,636)
Citation 4
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approximations, numerical solutions, simulations

29.

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 (892,065)
Citation 4

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30.

Predictable Recoveries

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Citation 1

Predictable Recoveries

CEPR Discussion Paper No. DP10815
Number of pages: 33 Posted: 16 Sep 2015
Xiaoming Cai, Wouter J. den Haan and Jonathan Pinder
Peking University HSBC Business School, University of Amsterdam and London School of Economics & Political Science (LSE)
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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
Peking University HSBC Business School, University of Amsterdam and London School of Economics & Political Science (LSE)
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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 (908,821)
Citation 19
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business cycles, heterogeneous agents, Keynesian unemployment, magnification, propagation, search friction

32.

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
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magnification, matching models, propagation, search frictions

33.

The Comovement between Output and Prices

Posted: 23 Sep 2001
Wouter J. den Haan
University of Amsterdam

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