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Robust covariance matrix estimation with data-dependent VAR prewhitening order
Den Haan, Wouter J.; Levin, Andrew T. - 2000
Persistent link: https://www.econbiz.de/10001500668
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The role of debt and equity finance over the business cycle
Covas, Francisco; Den Haan, Wouter J. - 2006
Persistent link: https://www.econbiz.de/10003399744
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Temporary shocks and unavoidable transitions to a high-unemployment regime
Den Haan, Wouter J. - 2002
Persistent link: https://www.econbiz.de/10001719194
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Shocks and institutions in a job matching model
Den Haan, Wouter J.; Häfke, Christian; Ramey, Garey - 2001
Persistent link: https://www.econbiz.de/10001618428
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Shocks and institutions in a job matching model
Den Haan, Wouter J.; Häfke, Christian; Ramey, Garey - 2001
Persistent link: https://www.econbiz.de/10001622791
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Shocks and institutions in a job matching model
Häfke, Christian (contributor);  … - 2001 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001608378
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Shocks and institutions in a job matching model
Den Haan, Wouter J.; Häfke, Christian; Ramey, Garey - 2001
Persistent link: https://www.econbiz.de/10001609741
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Inferences from parametric and non-parametric covariance matrix estimation procedures
Den Haan, Wouter J.; Levin, Andrew T. - 1995
Persistent link: https://www.econbiz.de/10000935444
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Accuracy in simulations
Den Haan, Wouter J. - In: The review of economic studies 61 (1994) 1, pp. 3-17
Persistent link: https://www.econbiz.de/10001155417
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Liquidity flows and fragility of business enterprises
Den Haan, Wouter J.; Ramey, Garey; Watson, Joel - In: Journal of monetary economics 50 (2003) 6, pp. 1215-1241
Persistent link: https://www.econbiz.de/10001799311