Details about Olaf Posch

Access statistics for papers by Olaf Posch.

Last updated 2023-03-16. Update your information in the RePEc Author Service.

Short-id: ppo103

Working Papers

2022

1. FTPL and the Maturity Structure of Government Debt in the New Keynesian Model
   CESifo Working Paper Series, CESifo

2021

2. Peso Problems in the Estimation of the C-CAPM
   CEPR Discussion Papers, C.E.P.R. Discussion Papers
   See also Journal Article Peso problems in the estimation of the C‐CAPM, Quantitative Economics, Econometric Society (2022) (2022)

2020

3. Estimation of heterogeneous agent models: A likelihood approach
   Discussion Papers, Deutsche Bundesbank View citations (4)
   Also in CREATES Research Papers, Department of Economics and Business Economics, Aarhus University (2020) View citations (6)
   CESifo Working Paper Series, CESifo (2017) View citations (6)
4. Risk Matters: Breaking Certainty Equivalence
   CREATES Research Papers, Department of Economics and Business Economics, Aarhus University View citations (4)
   Also in CESifo Working Paper Series, CESifo (2020) View citations (6)

2018

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

2017

7. Delays in Public Goods
   CESifo Working Paper Series, CESifo
   Also in Working Papers, University of Otago, Department of Economics (2017)
8. Identification and estimation of heterogeneous agent models: A likelihood approach
   CREATES Research Papers, Department of Economics and Business Economics, Aarhus University View citations (8)

2014

9. Estimating Dynamic Equilibrium Models Using Mixed Frequency Macro and Financial Data
   CESifo Working Paper Series, CESifo
   See also Journal Article Estimating dynamic equilibrium models using mixed frequency macro and financial data, Journal of Econometrics, Elsevier (2016) View citations (12) (2016)
10. On the Estimation of the Volatility-Growth Link
    CESifo Working Paper Series, CESifo
    Also in Working Papers, Gutenberg School of Management and Economics, Johannes Gutenberg-Universität Mainz (2012) View citations (1)
    CREATES Research Papers, Department of Economics and Business Economics, Aarhus University (2012) View citations (1)
    VfS Annual Conference 2013 (Duesseldorf): Competition Policy and Regulation in a Global Economic Order, Verein für Socialpolitik / German Economic Association (2013)

2013

11. 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
    Also in CREATES Research Papers, Department of Economics and Business Economics, Aarhus University (2012) View citations (3)

2012

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

2011

13. Estimating Dynamic Equilibrium Models using Macro and Financial Data
    CREATES Research Papers, Department of Economics and Business Economics, Aarhus University View citations (5)
14. Numerical Solution of Dynamic Equilibrium Models under Poisson Uncertainty
    DEGIT Conference Papers, DEGIT, Dynamics, Economic Growth, and International Trade View citations (1)
    Also in CESifo Working Paper Series, CESifo (2011) View citations (4)
    See also Journal Article Numerical solution of dynamic equilibrium models under Poisson uncertainty, Journal of Economic Dynamics and Control, Elsevier (2013) View citations (8) (2013)
15. Risk premia in general equilibrium
    Post-Print, HAL View citations (7)
    Also in CREATES Research Papers, Department of Economics and Business Economics, Aarhus University (2009) View citations (1)
    CESifo Working Paper Series, CESifo (2010) View citations (1)
    See also Journal Article Risk premia in general equilibrium, Journal of Economic Dynamics and Control, Elsevier (2011) View citations (8) (2011)
16. Solving the new Keynesian model in continuous time
    2011 Meeting Papers, Society for Economic Dynamics View citations (9)

2009

17. Explaining Output Volatility: The Case of Taxation
    CESifo Working Paper Series, CESifo View citations (2)
    Also in Quantitative Macroeconomics Working Papers, Hamburg University, Department of Economics (2006) View citations (10)
    CREATES Research Papers, Department of Economics and Business Economics, Aarhus University (2008) View citations (5)
    See also Journal Article Explaining output volatility: The case of taxation, Journal of Public Economics, Elsevier (2011) View citations (15) (2011)

2007

18. Structural estimation of jump-diffusion processes in macroeconomics
    CREATES Research Papers, Department of Economics and Business Economics, Aarhus University View citations (1)
    See also Journal Article Structural estimation of jump-diffusion processes in macroeconomics, Journal of Econometrics, Elsevier (2009) View citations (25) (2009)

Journal Articles

2022

1. Peso problems in the estimation of the C‐CAPM
   Quantitative Economics, 2022, 13, (1), 259-313
   See also Working Paper Peso Problems in the Estimation of the C-CAPM, CEPR Discussion Papers (2021) (2021)

2021

2. Risk matters: Breaking certainty equivalence in linear approximations
   Journal of Economic Dynamics and Control, 2021, 133, (C) View citations (2)

2016

3. Estimating dynamic equilibrium models using mixed frequency macro and financial data
   Journal of Econometrics, 2016, 194, (1), 116-137 View citations (12)
   See also Working Paper Estimating Dynamic Equilibrium Models Using Mixed Frequency Macro and Financial Data, CESifo Working Paper Series (2014) (2014)

2013

4. Numerical solution of dynamic equilibrium models under Poisson uncertainty
   Journal of Economic Dynamics and Control, 2013, 37, (12), 2602-2622 View citations (8)
   See also Software Item Matlab code for "Numerical solution of dynamic equilibrium models under Poisson uncertainty", QM&RBC Codes (2013) (2013)
   Working Paper Numerical Solution of Dynamic Equilibrium Models under Poisson Uncertainty, DEGIT Conference Papers (2011) View citations (1) (2011)

2011

5. Explaining output volatility: The case of taxation
   Journal of Public Economics, 2011, 95, (11), 1589-1606 View citations (15)
   See also Working Paper Explaining Output Volatility: The Case of Taxation, CESifo Working Paper Series (2009) View citations (2) (2009)
6. On the link between volatility and growth
   Journal of Economic Growth, 2011, 16, (4), 285-308 View citations (30)
7. Risk premia in general equilibrium
   Journal of Economic Dynamics and Control, 2011, 35, (9), 1557-1576 View citations (8)
   See also Working Paper Risk premia in general equilibrium, Post-Print (2011) View citations (7) (2011)

2009

8. Structural estimation of jump-diffusion processes in macroeconomics
   Journal of Econometrics, 2009, 153, (2), 196-210 View citations (25)
   See also Working Paper Structural estimation of jump-diffusion processes in macroeconomics, CREATES Research Papers (2007) View citations (1) (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
   See also Journal Article Numerical solution of dynamic equilibrium models under Poisson uncertainty, Journal of Economic Dynamics and Control, Elsevier (2013) View citations (8) (2013)