Wouter den Haan Denhaan (original) (raw)

• pdf version of cv & teaching evaluations
• research statement
• little blurb on Wikepedia

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 ofQuantitative Economics
• Editor ofEconomica
• 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 theNorwegian School of Economics, Bergen, 2010 & 2011
• Visiting Associate Professor at theWharton School, University of Pennsylvania, Philadelphia, Fall 2000
• Visiting assistant professor at theUniversity 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 atCentre de Recerca en Ecnomia Internactional (CREI) - UPF, March 2009
• Editor of the Economic Journal (Royal Economic Society), 2011-2013.
• Associate Editor of theJournal of Money, Credit and Banking
• Visiting researcher atInstitute for Economic Analysis (IAE) - UAB, October 2007
• Editor of Journal of Economic Dynamics and Control , 2002-2006
• Visiting researcher atInstitute for International Economic Studies, Winter 2002
• Consultant for theEuropean Central Bank, Frankfurt, September 2001
• Visiting scholar atFundacao Getulio Vargas, Rio de Janeiro, Brasil, September 1997
• Visiting scholar at theFederal Reserve Bank of Chicago, Chicago, February 1997
• Visiting scholar at theCentER for Economic Research, Tilburg, The Netherlands, September 1996
• Visiting scholar at the Universitat Pompeu Fabra, Barcelona, Spain, October 1995
• Visiting scholar at theFederal 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.

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