I have just heard a Shakira song which says:
Yo busco problemas donde no los hay.
Is the pronoun "los" necessary in this sentence or is the redundancy used for emphasis? I'd just say "Busco problemas donde no hay".
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The pronoun los is optional in this case. It's not really redundant because the impersonal form of haber normally takes a direct object. The form without the pronoun is elliptical: the pronoun is suppressed because it's clear from context what is being referred to.
Note that hay is third person singular regardless of the noun that accompanies it, precisely because it's an object and not a subject. Here lies the main difference between impersonal haber and its synonyms estar, existir, ocurrir (see DPD, haber, 4). So you can say
Busco problemas donde no (los) hay.
with or without the pronoun los, but you can only say
Busco problemas donde no existen.
without any object pronoun.
It may sound redundant –being optional, as the sentence would be still be understood without it– but having the pronoun (los) in place helps get the point across more effectively.
There are other similar cases where redundant object pronouns act beneficially, bringing a reinforced, straightforward reference.
Cuando encuentro buenos higos, los compro
Though the object is already understood, it does not hurt to point to it repeatedly.
Habia excelentes manzanas, pero no [las] compré hoy