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Economics and Finance

D-Index
35
Citations
6970
World Ranking
2916
National Ranking
344

Overview

Wouter J. Den Haan is affiliated with the London School of Economics and Political Science in the United Kingdom. Their research spans fields within economics, econometrics, finance, business management, and accounting.

The main areas of study for this scientist include:

  • Economics, Econometrics and Finance
  • Business, Management and Accounting

More detailed subfields of study involve:

  • Economics and Econometrics
  • Accounting
  • Strategy and Management
  • General Economics, Econometrics and Finance
  • Management Science and Operations Research

Their research covers a variety of topics, including:

  • Corporate Finance and Governance
  • Financial Reporting and Valuation Research
  • Monetary Policy and Economic Impact
  • Economic Theories and Models
  • Labor Market Dynamics and Wage Inequality
  • Auction Theory and Applications
  • Consumer Market Behavior and Pricing

Recent publication venues where Wouter J. Den Haan's work has appeared are:

  • Europe PMC (PubMed Central)
  • London School of Economics and Political Science Research Online (London School of Economics and Political Science)
  • Econstor (Econstor)
  • Journal of Monetary Economics
  • Journal of Economic Dynamics and Control

Notable recent papers published by Wouter J. Den Haan include:

  • "Volatile Hiring: Uncertainty in Search and Matching Models," 2020, Europe PMC (PubMed Central)
  • "Agnostic Structural Disturbances (ASDs): Detecting and reducing misspecification in empirical macroeconomic models," 2020, Journal of Monetary Economics
  • "Discussion of 'Estimating linearized heterogeneous agent models using panel data'," 2020, Journal of Economic Dynamics and Control

The scientist has frequently collaborated with other researchers, including:

  • Francisco Covas
  • Lukas B. Freund
  • Pontus Rendahl
  • Thomas Drechsel

Best Publications

  • Job Destruction and Propagation of Shocks

    Wouter J. den Haan;Garey Ramey;Joel Watson

  • Solving the Stochastic Growth Model by Parameterizing Expectations

    Wouter J. den Haan;Albert Marcet

  • A Practitioner's Guide to Robust Covariance Matrix Estimation

    Wouter J. Den Haan;Andrew T. Levin

  • The Cyclical Behavior of Debt and Equity Finance

    Francisco Covas;Wouter J. Den Haan

  • The comovement between output and prices

    Wouter J. den Haan;Wouter J. den Haan

  • Accuracy in Simulations

    Wouter J. Den Haan;Albert Marcet

  • Bank loan portfolios and the monetary transmission mechanism

    Wouter J. den Haan;Wouter J. den Haan;Steven W. Sumner;Guy M. Yamashiro

  • The Role of Debt and Equity Finance Over the Business Cycle

    Francisco Covas;Wouter J. Den Haan

  • Anticipated growth and business cycles in matching models

    Wouter J. Den Haan;Wouter J. Den Haan;Georg Kaltenbrunner

  • Liquidity flows and fragility of business enterprises

    Wouter J. den Haan;Wouter J. den Haan;Wouter J. den Haan;Garey Ramey;Joel Watson

  • Assessing the accuracy of the aggregate law of motion in models with heterogeneous agents

    Wouter J. Den Haan

  • The term structure of interest rates in real and monetary economies

    Wouter J. den Haan

  • Turbulence and Unemployment in a Job Matching Model

    Wouter J. den Haan;Christian Haefke;Garey Ramey

  • SOLVING DYNAMIC MODELS WITH AGGREGATE SHOCKS AND HETEROGENEOUS AGENTS

    Wouter J. Den Haan

  • Small-Sample Properties of GMM for Business-Cycle Analysis

    Lawrence J. Christiano;Wouter J. den Haan

  • The myth of financial innovation and the great moderation

    Wouter J. Den Haan;Vincent Sterk

  • Unemployment (fears) and deflationary spirals

    Wouter J. Den Haan;Pontus Rendahl;Markus Riegler

  • The comovement between real activity and prices in the G7

    Wouter J. den Haan;Steven W. Sumner

  • Job Destruction and Propagation of Shocks

    Wouter J. den Haan;Wouter J. den Haan;Wouter J. den Haan;Garey Ramey;Joel Watson

  • Solving the Stochastic Growth Model by Parameterizing Expectations

    Unknown

  • Solving heterogeneous-agent models with parameterized cross-sectional distributions

    Yann Algan;Olivier Allais;Wouter J. Den Haan

  • A PractitionerAS Guide to Robust Covariance Matrix Estimation

    Wouter J. den Haan;Wouter J. den Haan;Wouter J. den Haan;Andrew T. Levin

Frequent Co-Authors

Garey Ramey
Garey Ramey University of California, San Diego
Andrew T. Levin
Andrew T. Levin Dartmouth College
Ricardo Reis
Ricardo Reis London School of Economics and Political Science
Kenneth L. Judd
Kenneth L. Judd Stanford University
Lawrence J. Christiano
Lawrence J. Christiano Northwestern University
Albert Marcet
Albert Marcet Pompeu Fabra University

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