CURRICULUM VITAE OF WOUTER J. DEN HAAN – June 2008
Department of Economics
phone: +31 (0)20-5255237
University of Amsterdam
fax:
+31 (0)20-5254254
1018 WB Amsterdam
e-mail: wdenhaan@uva.nl
The Netherlands
WWW: http://www1.fee.uva.nl/toe/content/people/denhaan.shtm
CITENZENSHIP:
Dutch
EDUCATION
Ph.D. Economics, May 1991, Carnegie Mellon University, Pittsburgh PA.
M.S. Economics (cum laude), June 1986, Erasmus University Rotterdam, The Netherlands.
CURRENT POSITIONS
Professor of economics at University of Amsterdam, since July 2006.
Research fellow of the Centre for Economic Policy Research, since February 2000.
Research fellow of the Tinbergen Institute, since July 2006.
Associate editor of Journal of Money, Credit and Banking, since January 2001.
PAST POSITIONS
Professor of economics at London Business School, January 2003 - June 2007.
Professor of economics at University of California at San Diego (UCSD), July 2001 - July 2004.
Associate professor of economics at UCSD, July 1997-2001.
Assistant professor of economics at UCSD, July 1991-1997.
Editor of Journal of Economic Dynamics and Control, January 2002 - December 2006.
Associate editor of Macroeconomic Dynamics, January 1997-2002.
Faculty research fellow of the National Bureau of Economic Research, March 1996 - June 2004.
VISITING POSITIONS
Consultant of the European Central Bank, Frankfurt, Germany, September 2001.
Visiting associate professor at Wharton Business School, University of Pennsylvania, Fall 2000.
Visiting scholar at Fundacao Getulio Vargas, Rio de Janeiro, Brazil, September 1997.
Visiting scholar at the Federal Reserve Bank of Chicago, March 1997.
Visiting scholar at the CentER, University of Tilburg, Netherlands, September 1996.
Visiting scholar at the Universitat Pompeu Fabra, Barcelona, Spain, October 1995.
Visiting assistant professor at the University of Rochester, Rochester, Fall semester 1994.
Visiting scholar at the Federal Reserve Board, Washington D.C., March 1994.
Visiting scholar at the Institute of Empirical Macroeconomics, Minneapolis, Summer 1992.
GRANTS AND HONORS
Professor of the year, teaching award of the Tinbergen Institute
VICI grant from Nederlandse Organisatie voor Wetenschappelijk Onderzoek (NWO) , 2006-2011
National Science Foundation (NSF) Grants: 2002-’03, 1999-’00, 1997-’99, and 1996-’97.
Faculty Career Development Grant, 1996.
Grant from Centre de Supercomputatció de Catalunya, 1995.
Alexander Henderson Award for excellence in economics, 1991. (dissertation award)
Alfred P. Sloan Doctoral Fellowship 1990-1991.
NWO (Dutch Science Council) Grants
Title :
"Agency Problems, Expectations, and Macroeconomic Performance"
Period : 2006-2011
Index # : NSF SES-0211912
Amount: EUR 845,000
NSF Grants
Title :
Period :
Index # :
Amount:
Title :
Period :
Index #:
Amount:
Title:
Period:
Index #:
Amount:
"Understanding the Role of Bank Loans and the Importance of Disaggregation."
09/01/2002 thru 08/31/2004
NSF SES-0211912
$51,804.00
"Contracts, Relationships, and Real Activity."
10/01/1999 thru 09/30/2000
NSF SES-75277
$89,761.00
“Robust Covariance Estimators and Heterogeneous Agent Models”
07/01/1997 thru 06/30/1999
NSF SBR-9708587
$76,529.00
Title:
“Measuring Comovements at Different Business Cycle Frequencies and an Alternative
HAC Covariance Estimator”
Period: 07/01/1996 thru 12/31/97
Index #: NSF SBR-9514813
Amount: $27,232
PERSONAL AFFILIATION
The Econometric Society and the American Economic Association.
RESEARCH INTERESTS
Macroeconomics, Dynamic Stochastic Equilibrium Models, Matching Models, Frictions,
Numerical Solution Techniques
PUBLICATIONS
1.
Den Haan, W.J., S.W. Sumner, and G. Yamashiro, forthcoming, Bank loan portfolios and
the Canadian monetary transmission mechanism, Canadian Journal of Economics.
2.
Algan, Y., O. Allais, and W.J. Den Haan, 2008, Solving heterogeneous-agent models with
parameterized cross-sectional distributions, Journal of Economic Dynamics and Control.
3.
Den Haan, W.J., 2007, Shocks and the unavoidable road to high unemployment, Review of
Economic Dynamics 10, 348-366.
4.
Den Haan, W.J., S.W. Sumner, and G. Yamashiro, 2007, Bank loan portfolios and the
monetary transmission mechanism, Journal of Monetary Economics 54, 904-924.
5.
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
6.
prices in the G7, European Economic Review 48, 1333-1347.
7.
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.
8.
Den Haan, W.J., 2001, Recursive Macroeconomic Theory by Lars Ljungqvist and Thomas
J. Sargent, book review, Journal of Economic Dynamics and Control 25, 1451-1456.
9.
Den Haan, W.J., 2001, Understanding equilibrium models with a small and a large number
of agents, Journal of Economic Dynamics and Control 25, 721-746.
10. 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, 87-128.
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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, 1999, Contract-theoretic approaches to wages
and displacement, Federal Reserve Bank of St. Louis Review 81(3), 55-68.
Den Haan, W.J., and S. Spear, 1998, Volatility clustering in real interest rates: Theory
and evidence, Journal of Monetary Economics 41(3), 431-453.
Den Haan, W.J., 1997, Solving dynamic models with aggregate shocks and heterogeneous
agents, Macroeconomic Dynamics 1(2), 355-386.
Den Haan, W.J., and A.T. Levin, 1997, A practioner’s guide to robust covariance matrix
estimation, in G.S. Maddala and C.R. Rao (eds.), Handbook of Statistics 15, 299-342.
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, Introducción a los Métodos Numéricos Para Resolver Modelos
Dinámicos Estocásticos (An introduction to numerical methods to solve stochastic
dynamic models), Cuadernos Economicos, Numero 48(2).
Den Haan, W.J., 1990, The optimal inflation path in a Sidrauski-type model with
uncertainty, Journal of Monetary Economics 25(3), 389-409.
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.
PRESENTATIONS
1.
Institute for Empirical Macroeconomics, Minneapolis, October 1988.
2.
Summer Institute NBER, Cambridge, July 1989.
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Universitat Autonoma, Barcelona, Spain, September 1989.
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Society of Economic Dynamics and Control, Minneapolis, September 1989.
5.
6-th World Congress of the Econometric Society, Barcelona, Spain, June 1990.
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Boston University, January 1991.
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University of Pennsylvania, Philadelphia, January 1991.
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University of Minnesota, Minneapolis, January 1991.
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University of California at San Diego, January 1991.
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University of California at Los Angeles, January 1991.
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Northwestern University, Evanston, January 1991.
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Yale University, New Haven, January 1991.
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University of Western Ontario, London, Canada, February 1991.
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Queen's University, Kingston, Canada, February 1991.
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Summer Institute NBER, Cambridge, July 1991.
16.
Sloan School at MIT, Cambridge, October 1991.
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California Institute of Technology, Pasadena, May 1992.
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Institute for Empirical Macroeconomics, Minneapolis, August 1992.
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University of Rochester, February 1993.
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Cornell University, Ithaca, April 1993.
University of California at Los Angeles, May 1993.
Econometrics Summer Meetings, Boston, June 1993.
Econometrics Summer Meetings, Boston, June 1993.
Summer Institute NBER, Cambridge, July 1993.
School of Business at the University of Southern California, Los Angeles, December 1993.
Society of Economic Dynamics and Control, Boston, January 1994.
Board of Governors of the Federal Reserve System, Washington DC, March 1994.
University of Chicago, April 1994.
Society of Economic Dynamics and Control, Los Angeles, June 1994.
University of Western Ontario, London, Canada, October 1994.
Carnegie Mellon University, Pittsburgh, November 1994.
University of Rochester, November 1994.
University of Rochester, December 1994.
Washington University, St. Louis, September 1995.
Universitat Pompeu Fabra, Barcelona, Spain, October 1995.
Bank of England, London, United Kingdom, October 1995.
Université Libre de Bruxelles, Institute d’ études Europeénes, Belgium, October 1995.
Centre de Supercomutació de Catalunya, Barcelona, Spain, October 1995.
Stanford University, November 1995.
Federal Reserve Bank of San Francisco, November 1995.
University of Quebec at Montreal, Canada, December 1995.
Econometric Society Winter Meetings, San Francisco, January 1996.
Society of Economic Dynamics and Control, San Francisco, January 1996.
University of California at Berkeley, February 1996.
Stanford Institute of Theoretical Economics, July 1996.
Erasmus University Rotterdam, Netherlands, September 1996.
University of Tilburg, Netherlands, September 1996.
Federal Reserve Bank of Chicago, March 1997.
New York University, April 1997.
University of Virginia, Charlottesville, April 1997.
Board of Governors of the Federal Reserve System, Washington DC, April 1997.
Duke University, Durham, April 1997.
Carnegie Mellon University, Pittsburgh, April 1997.
Northwestern University, Evanston, April 1997.
Econometric Society Summer Meetings, Pasadena, June 1997.
Summer Institute NBER, Cambridge, July 1993.
Fundacao Getulio Vargas, Rio de Janeiro, Brazil, September 1997.
NBER Economic Fluctuations and Growth Research Meetings, Chicago, October 1997.
University of Chicago, November 1997.
Univesity of California at Santa Barbara, December 1997.
University of California at Riverside, March 1998.
University of California at Davis, May 1998.
University of California at Los Angeles, May 1998.
Federal Reserve Bank of New York, October 1998.
University of Pennsylvania, Philadelphia, October 1998.
Rice University, Houston, November 1998.
Econometric Society Winter Meetings, New York city, January 1999.
NBER Economic Fluctuations and Growth Research Meetings, Palo Alto, February 1999.
Carnegie-Rochester Conference, Rochester, April 1999.
Society of Economic Dynamics and Control, Alghero Italy, June 1999.
Universitat Pompeu Fabra, Barcelona, Spain, July 1999.
Board of Governors of the Federal Reserve System, Washington D.C., October 1999.
Instituto Technologico Autonomo de Mexico, Mexico City, October 1999.
University of Tilburg, Netherlands, March 2000.
Iowa State University, Ames, April 2000.
Stockholm School of Economics, Sweden, July 2000.
Society of Computational Economics, Barcelona, Spain, July 2000.
Stanford Institute of Theoretical Economics, July 2000.
University of Virginia, Charlottesville, October 2000.
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New York University, November 2000.
Duke University, Durham, December 2000.
London Business School, United Kingdom, March 2001.
CEPREMAP, Paris, France, March 2001.
University of Amsterdam, Netherlands, March 2001.
Catholic University of Leuven, Belgium, March 2001.
Tinbergen Institute, Amsterdam, Netherlands, March 2001.
Erasmus University Rotterdam, Netherlands, March 2001.
Federal Reserve Bank of St. Louis, April 2001.
Society of Computational Economics, New Haven, July 2001.
Summer Institute NBER, Cambridge, July 2001.
University of Tilburg, Netherlands, August 2001.
European Central Bank, Frankfurt, Germany, September 2001.
Federal Reserve Bank of Atlanta, October 2001.
Carlson School, University of Minnesota, October 2001.
Erasmus University Rotterdam, Netherlands, October 2001.
Universitat Pompeu Fabra, Barcelona, Spain, November 2001.
London School of Economics, United Kingdom, November 2001.
Arizona State University, Phoenix, March 2002.
Institute for International Economics Studies, Stockholm University, Sweden, March 2002.
Stockholm School of Economics, Sweden, March 2002.
Plenary speaker at Théories et Méthodes de la Macroéconomie, Paris, France, June 2002.
Center for Financial Studies conference, Frankfurt, September 2002.
CEPREMAP, Paris, France, September 2002.
University College of London, January 2003.
University of Manchester, March 2003.
University of Warwick, April 2003.
Society of Economic Dynamics, Paris, June 2003
Queen Mary University London, September 2003.
Stockholm School of Economics, Sweden, October 2003.
University of Helsinki, Finland, October 2003.
Mannheim University, November 2003.
Royal Holloway University London, December 2003.
University of Edinburgh, February 2004.
European Central Bank, Frankfurt, Germany, March 2004.
Igier, Bocconi University, Italy, March 2004.
European University Institute, Florence, Italy, March 2004.
Institute for Advanced Studies and Scientific Research, Vienna, March 2004.
5th CEPR/ECB labour Market Workshop, June 2004.
Society of Economic Dynamics, Florence, June 2004.
European Economic Association Congress, Madrid, August 2004.
European Society of Econometrics Meetings, Madrid, August, 2004.
6th Toulouse Seminar in Macroeconomics, University of Toulouse, September, 2004.
Vienna Macro Workshop, HIS, September, 2004.
Bank of Canada, November 2004
University of Quebec at Montreal, November 2004.
University of Western Ontario, November 2004.
Birckbeck College, December 2004.
University of Southhampton, December 2004.
Ente 'Luigi Einaudi', Rome, January 2005.
Humboldt University, Berlin, February 2005.
Finance and Consumption Workshop, European University Institute, May 2005.
Workshop on Macroeconomic Dynamic Models, Hydra, June 2005.
Society of Economic Dynamics, Budapest, June 2005.
World Congress Econometric Society, London, August 2005.
European Economic Association Congress, Amsterdam, August 2005.
London School of Economics, London, October 2005.
York University, York, October 2005.
Oxford University, October 2005.
Cambridge University, November 2005.
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Bank of Canada, November 2005.
University of Birmingham, December 2005.
University of Toulouse, March 2006.
Finance and Consumption Workshop, European University Institute, March 2006.
University of Essex, March 2006.
CERGE-EI, Prague, April 2006.
University of Tilburg, April 2006.
Universidad Carlos III, Madrid, April 2006.
Federal Reserve Board, Washington DC, May 2006.
ESSIM, CEPR, Tarragona, May 2006.
Society of Economic Dynamics, Vancouver, 2006.
University of Stockholm, October 2006.
Bank of Finland/CEPR conference “Credit and the Macoeconomy”, November 2006
Federal Reserve Bank of San Francisco, San Francisco, November 2006.
European University Institute, Florence, January 2007.
European Central Bank, Frankfurt, February 2007.
Ecares, Free University, Brussels, March 2007.
Netspar Workshop, University of Tilburg, Tilburg, June 2007.
University of Stockholm, October 2007.
University of Mannheim, October 2007.
Crei, Universitat Pompeu Fabra, Barcelona, November 2007.
Universitat Autonoma de Barcelona, Barcelona, November 2007.
Universiteit van Gent, Gent, December 2007.
Riksbank, Stockholm, March 2008.
Dutch Central Bank, Amsterdam, May 2008.
ESSIM, CEPR, Tarragona, May 2008.
University of Dortmund, June 2008.
Bank of England, London, June 2008.
Society of Economic Dynamics, Cambridge MA, July 2008.
REFEREE DUTIES (selection)
American Economic Review, Cambridge University Press, Econometrica, Economic and Social
Research Council, Empirical Economics, European Economic Review, International Economic
Review, Journal of Applied Econometrics, Journal of Business and Economic Statistics, Journal of
Development Economics, Journal of Econometrics, Journal of Economic Dynamics and Control,
Journal of European Economic Association, Journal of International Economics, Journal of Labor
Economics, Journal of Macroeconomics, Journal of Monetary Economics, Journal of Money
Credit and Banking, Journal of Political Economy, Macroeconomic Dynamics, National Science
Foundation, Prentice Hall, Review of Economic Dynamics, Review of Economic Studies, Review
of Economics and Statistics, Review of Financial Studies, Southern Economic Journal, SouthWestern Publishing, Zeitschrift fur Nationalökonomie, Economic Development and Cultural
Change.
PH.D. STUDENTS
I am or have been a member of the dissertation committee of the Ph.D. students Georg
Kaltenbrunner (chair), Carles Ibanez (chair), Francisco Covas (chair), Christian Haefke (chair),
Shigeru Fujita (co-chair), Steven Sumner (chair), Guy Yamashiro (chair), Michael Davis, Neville
Francis, Ana Herrera, Yungsook Lee, Dong Heon Kim, Marvin Barth, Yi-Chen Lin, Takashi
Yamashita, Scott Spear, Tomoo Inoue, Imho Kang, Maria Candido, Guojun Li, and Pu Shen.