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Small sample properties of GMM for business cycle analysis
Christiano, Lawrence J.; Den Haan, Wouter J. - 1995
Persistent link: https://www.econbiz.de/10000934956
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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
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Job destruction and propagation of shocks
Den Haan, Wouter J.; Ramey, Garey; Watson, Joel - In: The American economic review 90 (2000) 3, pp. 482-498
Persistent link: https://www.econbiz.de/10001505349
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The comovements between real activity and prices in the G7
Den Haan, Wouter J.; Sumner, Steven - 2001
Persistent link: https://www.econbiz.de/10001574551
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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/10001489979
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Contract-theoretic approaches and displacement
Den Haan, Wouter J.; Ramey, Garey; Watson, Joel - In: Review / Federal Reserve Bank of St. Louis 81 (1999) 3, pp. 55-68
Persistent link: https://www.econbiz.de/10001442191
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Liquidity flows and fragility of business enterprises
Den Haan, Wouter J.; Ramey, Garey; Watson, Joel - 2000
Persistent link: https://www.econbiz.de/10001541179
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Job destruction and the experiences of displaced workers
Den Haan, Wouter J.; Ramey, Garey; Watson, Joel - In: Carnegie Rochester conference series on public policy : … 52 (2000), pp. 87-128
Persistent link: https://www.econbiz.de/10001515641