Wouter J. den Haan - CV

Current positions:

Professor of economics at London School of Economics and Political Science , since July 2011
Research fellow of the Centre for Economic Policy Research
Associate Editor of Quantitative Economics
Editor of Economica
Advisory Editor of the Journal of Economic Dynamics and Control
Research consultant of the European Central Bank, since 2016
Advisory committee Dynare

Education:

Ph.D., 1991, GSIA, Carnegie Mellon University
MA , 1986, Erasmus University Rotterdam

Previous positions:

Full time:

Professor of economics at University of Amsterdam , 2006-2011
Professor of economics at London Business School , 2003-2007
Professor of economics at UCSD , 2001-2004
Associate professor of economics at UCSD , 1997-2001
Assistant professor of economics at UCSD , 1991-1997
Visiting Professor at the Norwegian School of Economics, Bergen, 2010 & 2011
Visiting Associate Professor at the Wharton School, University of Pennsylvania, Philadelphia, Fall 2000
Visiting assistant professor at the University of Rochester, Rochester, Fall 1994
Deputy head of the department of economics for education, 2018-2021

Not full time:

Programme director of the Economic Fluctuations and Monetary Economics Programme of the Centre for Economic Policy Research 2012-2020
Co-director of the Centre for Macroeconomics, 2012-2019
Consultant of the Bank of England 2012-2015
Academic partner of the Netherlands Bureau of Economic Policy Analysis 2010-2015
Visiting researcher at Centre de Recerca en Ecnomia Internactional (CREI) - UPF, March 2009
Editor of the Economic Journal (Royal Economic Society), 2011-2013.
Associate Editor of the Journal of Money, Credit and Banking
Visiting researcher at Institute for Economic Analysis (IAE) - UAB, October 2007
Editor of Journal of Economic Dynamics and Control , 2002-2006
Visiting researcher at Institute for International Economic Studies, Winter 2002
Consultant for the European Central Bank, Frankfurt, September 2001
Visiting scholar at Fundacao Getulio Vargas, Rio de Janeiro, Brasil, September 1997
Visiting scholar at the Federal Reserve Bank of Chicago, Chicago, February 1997
Visiting scholar at the CentER for Economic Research, Tilburg, The Netherlands, September 1996
Visiting scholar at the Universitat Pompeu Fabra, Barcelona, Spain, October 1995
Visiting scholar at the Federal Reserve Board, Washington D.C., March 1994
Visiting scholar at the Institute of Empirical Macroeconomics, Federal Reserve Bank of Minneapolis, Summer 1992
As a visitor taught (mini) courses at
- Paris School of Economics, Spring 2011
- Norwegian School of Economics, 2010 and 2011
- London School of Economics, Winter 2010, 2009, 2008, 2007
- Riksbank, Spring 2010
- Bank of Portugal, Fall 2009
- Ko� University, Fall 2009
- CREST-ENSAE, Spring 2008
- European Central Bank, Fall 2007
- Mannheim University, Fall 2003
- Stockholm School of Economics, Fall 2003
- Wharton, University of Pennsylvania, Fall 2000
- University of Rochester, Fall 1994

Awards:

Excellence in education award, 2021, London School of Economics
Excellence in education award, 2020, London School of Economics
Excellence in education award, 2019, London School of Economics
Excellence in education award, 2018, London School of Economics
Best supervisor award, 2011/12, London School of Economics
Professor of the year, 2009/10, teaching award of the Tinbergen Institute
Professor of the yea,r 2006/07, teaching award of the Tinbergen Institute
VICI grant from Nederlandse Organisatie voor Wetenschappelijk Onderzoek (NWO), 2006-2011.
National Science Foundation (NSF) grants, 1996-'97,1997-'99,1999-'00,2000-'03.
Alexander Henderson Award for excellence in economics, 1991, Carnegie Mellon dissertation award also won by Muth ('54), Mortensen ('65), Prescott ('67), Kydland ('73), Chari ('81) etc etc)
Alfred P. Sloan Doctroal Fellowship, 1990-1991.

Publications:

Den Haan, W.J., P. Rendahl, and L.B. Freund, forthcoming, Volatile Hiring: Uncertainty in Search and Matching Models,
- Journal of Monetary Economics. link to publication
Den Haan, W.J., and T. Drechsel, 2021, Agnostic Structural Disturbances (ASDs): Detecting and Reducing Misspecification in Empirical Macroeconomic Models,
- Journal of Monetary Economics 117, 258-277. link to publication

Den Haan, W.J., 2020, Discussion of Estimated Linearized Heterogeneous Agent Models Using Panel Data by Tamas Papp and Michael Reiter ,
- Journal of Economic Dynamics and Control.

Den Haan, W.J., Pontus Rendahl, and Markus Riegler, 2018 Unemployment (Fears) and Deflationary Spirals
- Journal of the European Economic Association 16, 1281-1349, link to publication

Cai, X., W.J. Den Haan, and J. Pinder, 2016, Predictable Recoveries
- Economica 83, 307-337, link to publication.

Den Haan, W.J., and P. Sedlacek, 2014, Inefficient Continuation Decisions, Job Creation Costs, and the Cost of Business Cycles,
- Quantitative Economics 5, 297-349.

Algan, Y., O. Allais, W.J. Den Haan, and P. Rendahl, 2014, Solving and Simulating Models with Heterogeneous Agents and Aggregate Uncertainty,
- Handbook of Computational Economics vol. 3, K. Schmedders and K.L. Judd (eds.), link to publication.

Den Haan, W.J., and J. De Wind, 2012, Nonlinear and stable perturbation-based approximations
- Journal of Economic Dynanamics and Control, 36(10), 1477-1479.

Covas, F., and W.J. Den Haan, 2012, The Role of Debt and Equity Finance over the Business Cycle
- Economic Journal, 122, 1262-1286.

Covas, F., and W.J. Den Haan, 2011, The Cyclical Behavior of Debt and Equity Finance
- American Economic Review, 101(2), 877-899.
Den Haan, W.J., and M. Lozej, 2011, Pigou Cycles in Closed and Open Economies with Matching Frictions
- NBER International Seminar on Macroeconomics 2010
Den Haan, W.J., and V. Sterk, 2011, The Myth of Financial Innovation and the Great Moderation
- Economic Journal, 121(June), 707-739.
- appendix
- data used
Den Haan, W.J., K.L. Judd, M. Juillard, 2011, Computational Suite of Models with Heterogeneous Agents II: Multi-Country Real Business Cycle Models
- Journal of Economic Dynamics and Control, 35(2), 175-177.
Den Haan, W.J., S.W. Sumner and G.M. Yamashiro, 2011, Bank Loan Components and the Time-Varying Effects of Monetary Policy Shocks
- Economica, 78, 593-617
Den Haan, W.J., 2010, Comparison of Solutions to the Incomplete Markets Model with Aggregate Uncertainty
- Journal of Economic Dynamics and Control 34(1), 4-27.
Den Haan, W.J. 2010, Assessing the Accuracy of the Aggregate Law of Motion in Models with Heterogeneous Agents
- Journal of Economic Dynamics and Control 34(1), 79-99.
Den Haan, W.J. and P. Rendahl, 2010, Solving the Incomplete Markets Model with Aggregate Uncertainty Using Explicit Aggregation
- Journal of Economic Dynamics and Control, 34(1), 69-78.
Algan, Y., O. Allais, and W.J. Den Haan, 2010, Solving the Incomplete Markets Model with Aggregate Uncertainty Using Parameterized Cross-sectional Distributions
- Journal of Economic Dynamics and Control 34(1), 59-68.
Den Haan, W.J., K.L. Judd, and M. Juillard, 2010, Computational Suite of Models with Heterogeneous Agents: Incomplete Markets and Aggregate Uncertainty
- Journal of Economic Dynamics and Control 34(1), 1-3.
Den Haan, Wouter J., Steven W. Sumner, and Guy Yamashiro, 2009, Bank Loan Portfolios and the Canadian Monetary Transmission Mechanism
- Canadian Journal of Economics 42(3), 1150-1175.
Den Haan, Wouter J., and Georg Kaltenbrunner, 2009, Anticipated Growth and Business Cycles in Matching Models,
- Journal of Monetary Economics 56(3), 309-327.
Algan, Yann, Olivier Allais, and Wouter J. Den Haan, 2008, Solving Heterogeneous-Agent Models with Parameterized Cross-Sectional Distributions
- Journal of Economic Dynamics and Control 32(3), 875-908
Den Haan, Wouter J., Steven Sumner, and Guy Yamashiro, 2007, Bank Loan Portfolios and the Monetary Transmission Mechanism
- Journal of Monetary Economics 54(3), 904-924.
- robustness exercises
Den Haan, Wouter J., 2007, Shocks and the Unavoidable Road to Higher Taxes and Higher Unemployment
- Review of Economic Dynamics 10(3), 348-366.
Den Haan, W.J., C. Haefke, and G. Ramey, 2005, Turbulence and Unemployment in a Job Matching Model,
- Journal of the European Economic Association 3(6), 1360-1385.
Den Haan, W.J., and S.W. Sumner, 2004, The Comovements between Real Activity and Prices in the G7
- European Economic Review 48, 1333-1347.
Den Haan, W.J., G. Ramey, and J. Watson, 2003, Liquidity Flows and Fragility of Business Enterprises
- Journal of Monetary Economics 50(6), 1215-1241.
Den Haan, W.J., 2001, Recursive Macroeconomic Theory by Lars Ljungqvist and Thomas Sargent, book review
- Journal of Economic Dynamics and Control 25(9), 1451-1456
Den Haan, W.J., 2001, The Importance of the Number of Different Agents in a Heterogeneous Asset-Pricing Model
- Journal of Economic Dynamics and Control 25(5), 721-746
Den Haan, W.J., G.Ramey, and J. Watson, 2000, Job Destruction and Propagation of Shocks,
- American Economic Review 90(3), 482-498.
Den Haan, W.J., 2000, The Comovement Between Output and Prices
- Journal of Monetary Economics 46(1), 3-30.
Den Haan, W.J., G.Ramey, and J. Watson, 2000, Job Destruction and the Experiences of Displaced Workers
- Carnegie-Rochester Series on Public Policy , 52(1), 87-128.
Den Haan, W.J., G. Ramey, and J. Watson, 1999, Contract-Theoretic Approaches to Wages and Displacement,
- Federal Reserve Bank of St. Louis Review, May/June, 55-68
- Commentary by Christopher Foote
Den Haan, W.J. and S. Spear, 1998, Volatility Clustering in Real Interest Rates: Theory and Evidence,
- Journal of Monetary Economics 41(3), 432-454.
Den Haan, W.J., and A. Levin, 1997, A Practioner's Guide to Robust Covariance Matrix Estimation,
- Handbook of Statistics 15 Chapter 12, 291-341.
Den Haan, W.J., 1997, Solving Dynamic Models with Aggregate Shocks and Heterogeneous Agents,
- Macroeconomic Dynamics , 1(2), 355-386.
Den Haan, W.J., 1996, Heterogeneity, aggregate uncertainty and the short term interest rate,
- Journal of Business and Economic Statistics, 14(4) 399-411.
Den Haan, W.J., and L.J. Christiano, 1996, Small sample properties of GMM for business cycle analysis,
- Journal of Business and Economic Statistics, 14(3) 309-327.
Den Haan, W.J., 1995, Convergence in stochastic models; the importance of understanding why income levels differ,
- Journal of Monetary Economics 35(1), 65-82.
Den Haan, W.J., 1995, The term structure of interest rates in real and monetary economies,
- Journal of Economic Dynamics and Control 19(5/6), 909-940
Den Haan, W.J. and A. Marcet, 1994, Accuracy in Simulations,
- Review of Economic Studies 61(1), 3-18.
Den Haan, W.J., 1991, Introduccion a los metodos numericos para resolver modelos dinamicos estocasticos (An introduction to numerical methods to solve stochastic dynamic models),
- Cuadernos Economicos Numero 48(2), 157-176.
Den Haan, W.J., 1990, The optimal inflation path in a Sidrauski-type model with uncertainty,
- Journal of Monetary Economics 25(3), 389-409.
- Reprinted in The theory of Inflation, Michael Parkin (editor), Elgar Publishing, 367-390.
Den Haan, W.J. and A. Marcet, 1990, Solving the stochastic growth model by parameterizing expectations,
- Journal of Business and Economic Statistics vol 8 no 1, 31-34.
Bomhoff, E.J., W.J. den Haan and C.G. Koedijk, 1985, Hoe (on)evenwichtig is de dollar?,
- Economische Statistische Berichten 3503, 352-357.
Den Haan, W.J. and C.G. Koedijk, 1986, De risikopremie in valutamarkten, In W.M. van den Bergh, P.H.A.M. Verhaegen and R.E. Wessels (eds.),
- Financiering en Belegging, Stand van Zaken anno 1986, Rotterdam.