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

SCHOLARLY PAPERS

31

DOWNLOADS

1,348

SSRN CITATIONS
Rank 3,030

SSRN RANKINGS

Top 3,030

in Total Papers Citations

326

CROSSREF CITATIONS

207

Scholarly Papers (31)

1.
Downloads 185 (269,390)
Citation 92

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 115 (396,243)
Citation 100

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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: 26 Aug 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 70 (547,210)

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2.
Downloads 148 (325,590)
Citation 12

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 103 (429,380)
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 Oct 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 45 (679,450)

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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 60 (594,052)

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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 48 (660,843)

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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
Downloads 18 (897,362)
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Multiple equilibria, sunspots, matching model, unemployment benefits, tax burden, fiscal policy

4.
Downloads 112 (401,932)
Citation 5

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 58 (604,330)

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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: 18 Aug 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
Downloads 31 (780,419)

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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
Downloads 23 (849,364)
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Job matching model, unemployment, unemployment benefits, turbulence, TFP slowdown

5.
Downloads 110 (407,254)
Citation 17

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 97 (447,576)

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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 (948,470)
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 74 (523,657)
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 72 (531,709)

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

8.

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 2023
Wouter J. den Haan and Andrew T. Levin
University of Amsterdam and affiliation not provided to SSRN
Downloads 68 (548,437)

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9.

Small Sample Properties of GMM for Business Cycle Analysis

NBER Working Paper No. t0177
Number of pages: 50 Posted: 11 Jul 2000 Last Revised: 28 Jun 2023
Lawrence J. Christiano and Wouter J. den Haan
Northwestern University and University of Amsterdam
Downloads 61 (579,587)
Citation 1

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10.

A Practitioner's Guide to Robust Covariance Matrix Estimation

NBER Working Paper No. t0197
Number of pages: 58 Posted: 09 Jul 2000 Last Revised: 17 Jul 2023
Wouter J. den Haan and Andrew T. Levin
University of Amsterdam and affiliation not provided to SSRN
Downloads 61 (579,587)

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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: 15 Mar 2023
Wouter J. den Haan and Andrew T. Levin
University of Amsterdam and affiliation not provided to SSRN
Downloads 55 (609,105)
Citation 1

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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: 29 Nov 2022
Wouter J. den Haan and Steven Sumner
University of Amsterdam and University of San Diego
Downloads 29 (796,931)

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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
Downloads 16 (917,424)
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Covariance, filters, vector autoregressive models

13.

Job Destruction and the Experiences of Displaced Workers

NBER Working Paper No. w7218
Number of pages: 51 Posted: 05 Aug 1999 Last Revised: 23 Sep 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 37 (715,253)
Citation 1

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14.

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
Downloads 35 (729,149)

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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 35 (749,076)

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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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16.

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 31 (758,463)
Citation 1
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Hedging, bank capital regulation, interest rates

17.

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 30 (766,177)

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18.

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
Downloads 20 (849,607)
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Small and large banks, VAR, impulse response functions

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 (963,601)
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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 (972,364)
Citation 12
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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 (980,728)
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 (980,728)
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 (988,634)
Citation 4
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Labour force participation, Pigou cycles, productivity growth

24.

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 (1,003,660)
Citation 8
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approximations, numerical solutions

25.

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)
Downloads 2 (1,011,193)
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business cycles, forecasting, unit root

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
Downloads 2 (1,011,193)
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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 (1,011,193)
Citation 8
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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 (1,011,193)
Citation 4
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approximations, numerical solutions, simulations

29.

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 (1,027,556)
Citation 19
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business cycles, heterogeneous agents, Keynesian unemployment, magnification, propagation, search friction

30.

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

31.

The Comovement between Output and Prices

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

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