Wouter J. den Haan - Papers |
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Theoretical macro:
- The Role of Sell Frictions for the Cyclical Behavior of Inventories
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Volatile Hiring: Uncertainty in Search and Matching Models (including appendix), Replication files,
- with Lukas B. Freund and Pontus Rendahl
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Unemployment (Fears) and Deflationary Spirals
- with Pontus Rendahl and Markus Riegler
- link to publication
- zip file with Matlab programs
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Inventories and the Role of Goods-Market Frictions for Business Cycles
- This paper also has an empirical component
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The Role of Debt and Equity Finance over the Business Cycle
- with Francisco Covas, (new updated version)
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Pigou Cycles in Closed and Open Economies with Matching Frictions
- with Matija Lozej,
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Inefficient employment decisions, entry costs, and the cost of fluctuations
- with Petr Sedlacek,
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Anticipated Growth and Business Cycles in Matching models
- with Georg Kaltenbrunner,
- analytical results in simplified version
- data
- Dynare source file
- Temporary Shocks and the Unavoidable Road to High Taxes and High-Unemployment
Empirical macro (business cycles, firm finance, banking):
- Agnostic Structural Disturbances (ASDs): Detecting and Reducing Misspecification in Empirical Macroeconomic Models
- with Thomas Drechsel
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Inventories and the Role of Goods-Market Frictions for Business Cycles
- This paper also has a theoretical model
- Predictable recoveries
- with Xiaoming Cai and Jonathan Pinder
- Bank Loan Components and
the Time-Varying Effects of Monetary Policy Shocks
- with Steven W. Sumner and Guy Yamashiro,
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The Cyclical Behavior of Debt and Equity Finance
- with Francisco Covas,
- robustness exercises.
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Bank Loan
Portfolios and the Canadian Monetary Transmission Mechanism
- with Steven W. Sumner and Guy Yamashiro,
- robustness exercises.
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Cyclical Behavior of Debt and Equity Using a Panel of Canadian Firms
- with Francisco Covas,
Numerical methods for DSGE models:
- Exact Present Solution with Consistent Future Approximation: A Gridless Algorithm to Solve Stochastic Dynamic Models
- with Michal Kobielarz and Pontus Rendahl
- Software to solve the model discussed in the paper
- Software to solve the neoclassical growth model
- Nonlinear and stable perturbation-based approximations
- with Joris de Wind,
- Matlab programs
- Appendix
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Computational Suite of Models with Heterogeneous Agents: Incomplete Markets and Aggregate Uncertainty
- with Kenneth L. Judd and Michel Juillard,
- 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
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Solving the incomplete marekts model with aggregate uncertainty
using explicit aggregation
- with Pontus Rendahl,
- software
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Solving the incomplete marekts model with aggregate uncertainty
using parameterized cross-sectional distributions
- with Yann Algan and Olivier Allais,
- software
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Solving and Simulating Models with Heterogeneous Agents and Aggregate Uncertainty
- with Yann Algan, Olivier Allais, and Pontus Rendahl,
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Solving Heterogeneous-Agent Models with Parameterized Cross-Sectional Distributions
- with Yann Alganand Olivier Allais,
Sleeping and hard to get:
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Shocks and Institutions in a Job
Matching Model
- with Christian Haefke and Garey Ramey,
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Vector Autoregressive Covariance Matrix Estimation
- with Andrew Levin, 1998
- software
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Robust Covariance Matrix Estimation with
Data-Dependent Prewhitening Order
- with Andrew Levin,
- with Andrew Levin, 1997, Handbook of Statistics chapter.
Easy reading:
