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Details about Olaf Posch

E-mail:
Homepage:http://www.oposch.com
Workplace:Fachbereich Volkswirtschaftslehre (Department of Economics), Universität Hamburg (University of Hamburg), (more information at EDIRC)

Access statistics for papers by Olaf Posch.

Last updated 2020-08-13. Update your information in the RePEc Author Service.

Short-id: ppo103


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Working Papers

2020

  1. Estimation of heterogeneous agent models: A likelihood approach
    Discussion Papers, Deutsche Bundesbank Downloads
    Also in CREATES Research Papers, Department of Economics and Business Economics, Aarhus University (2020) Downloads View citations (2)
    CESifo Working Paper Series, CESifo (2017) Downloads View citations (6)
  2. Risk Matters: Breaking Certainty Equivalence
    CESifo Working Paper Series, CESifo Downloads View citations (3)
    Also in CREATES Research Papers, Department of Economics and Business Economics, Aarhus University (2020) Downloads View citations (1)

2018

  1. Resurrecting the New-Keynesian Model: (Un)conventional Policy and the Taylor Rule
    CESifo Working Paper Series, CESifo Downloads
    Also in VfS Annual Conference 2018 (Freiburg, Breisgau): Digital Economy, Verein für Socialpolitik / German Economic Association (2018) Downloads View citations (2)
  2. Structural Estimation of Dynamic Macroeconomic Models using Higher-Frequency Financial Data
    2018 Meeting Papers, Society for Economic Dynamics Downloads

2017

  1. Delays in Public Goods
    CESifo Working Paper Series, CESifo Downloads
    Also in Working Papers, University of Otago, Department of Economics (2017) Downloads
  2. Identification and estimation of heterogeneous agent models: A likelihood approach
    CREATES Research Papers, Department of Economics and Business Economics, Aarhus University Downloads View citations (4)

2014

  1. Estimating Dynamic Equilibrium Models Using Mixed Frequency Macro and Financial Data
    CESifo Working Paper Series, CESifo Downloads
    See also Journal Article in Journal of Econometrics (2016)
  2. On the Estimation of the Volatility-Growth Link
    CESifo Working Paper Series, CESifo Downloads
    Also in Working Papers, Gutenberg School of Management and Economics, Johannes Gutenberg-Universität Mainz (2012) Downloads
    CREATES Research Papers, Department of Economics and Business Economics, Aarhus University (2012) Downloads View citations (1)
    LIDAM Discussion Papers IRES, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES) (2012) Downloads View citations (1)
    VfS Annual Conference 2013 (Duesseldorf): Competition Policy and Regulation in a Global Economic Order, Verein für Socialpolitik / German Economic Association (2013) Downloads

2013

  1. Risk of Rare Disasters, Euler Equation Errors and the Performance of the C-CAPM
    VfS Annual Conference 2013 (Duesseldorf): Competition Policy and Regulation in a Global Economic Order, Verein für Socialpolitik / German Economic Association Downloads
    Also in CREATES Research Papers, Department of Economics and Business Economics, Aarhus University (2012) Downloads View citations (3)

2012

  1. Measuring Convergence using Dynamic Equilibrium Models: Evidence from Chinese Provinces
    CREATES Research Papers, Department of Economics and Business Economics, Aarhus University Downloads

2011

  1. Estimating Dynamic Equilibrium Models using Macro and Financial Data
    CREATES Research Papers, Department of Economics and Business Economics, Aarhus University Downloads View citations (5)
  2. Numerical Solution of Dynamic Equilibrium Models under Poisson Uncertainty
    DEGIT Conference Papers, DEGIT, Dynamics, Economic Growth, and International Trade Downloads View citations (1)
    Also in CESifo Working Paper Series, CESifo (2011) Downloads View citations (3)

    See also Journal Article in Journal of Economic Dynamics and Control (2013)
  3. Risk premia in general equilibrium
    Post-Print, HAL Downloads View citations (1)
    Also in CESifo Working Paper Series, CESifo (2010) Downloads
    CREATES Research Papers, Department of Economics and Business Economics, Aarhus University (2009) Downloads View citations (1)

    See also Journal Article in Journal of Economic Dynamics and Control (2011)
  4. Solving the new Keynesian model in continuous time
    2011 Meeting Papers, Society for Economic Dynamics Downloads View citations (9)

2009

  1. Explaining Output Volatility: The Case of Taxation
    CESifo Working Paper Series, CESifo Downloads View citations (1)
    Also in Quantitative Macroeconomics Working Papers, Hamburg University, Department of Economics (2006) Downloads View citations (9)
    CREATES Research Papers, Department of Economics and Business Economics, Aarhus University (2008) Downloads View citations (4)

    See also Journal Article in Journal of Public Economics (2011)

2007

  1. Structural estimation of jump-diffusion processes in macroeconomics
    CREATES Research Papers, Department of Economics and Business Economics, Aarhus University Downloads View citations (1)
    See also Journal Article in Journal of Econometrics (2009)

Journal Articles

2016

  1. Estimating dynamic equilibrium models using mixed frequency macro and financial data
    Journal of Econometrics, 2016, 194, (1), 116-137 Downloads View citations (5)
    See also Working Paper (2014)

2013

  1. Numerical solution of dynamic equilibrium models under Poisson uncertainty
    Journal of Economic Dynamics and Control, 2013, 37, (12), 2602-2622 Downloads View citations (6)
    See also Working Paper (2011)
    Software Item (2013)

2011

  1. Explaining output volatility: The case of taxation
    Journal of Public Economics, 2011, 95, (11), 1589-1606 Downloads View citations (13)
    See also Working Paper (2009)
  2. On the link between volatility and growth
    Journal of Economic Growth, 2011, 16, (4), 285-308 Downloads View citations (25)
  3. Risk premia in general equilibrium
    Journal of Economic Dynamics and Control, 2011, 35, (9), 1557-1576 Downloads View citations (7)
    See also Working Paper (2011)

2009

  1. Structural estimation of jump-diffusion processes in macroeconomics
    Journal of Econometrics, 2009, 153, (2), 196-210 Downloads View citations (23)
    See also Working Paper (2007)

Software Items

2013

  1. Matlab code for "Numerical solution of dynamic equilibrium models under Poisson uncertainty"
    QM&RBC Codes, Quantitative Macroeconomics & Real Business Cycles Downloads
    See also Journal Article in Journal of Economic Dynamics and Control (2013)
 
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