Access Statistics for Olaf Posch

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Delays in Public Goods 0 0 1 38 3 3 6 53
Delays in Public Goods 0 0 1 29 1 3 8 49
Estimating Dynamic Equilibrium Models Using Mixed Frequency Macro and Financial Data 0 0 1 21 2 4 11 98
Estimating Dynamic Equilibrium Models using Macro and Financial Data 0 0 0 81 0 0 2 101
Estimation of Heterogeneous Agent Models: A Likelihood Approach 0 0 1 63 0 2 15 140
Estimation of heterogeneous agent models: A likelihood approach 0 1 2 11 0 2 12 23
Estimation of heterogeneous agent models: A likelihood approach 0 1 6 28 1 5 37 69
Explaining Output Volatility: The Case of Taxation 0 0 0 53 0 0 5 179
Explaining Output Volatility: the Case of Taxation 0 0 0 26 1 1 8 124
Explaining output volatility: The case of taxation 0 0 0 35 0 0 12 151
Identification and estimation of heterogeneous agent models: A likelihood approach 0 0 1 14 1 3 12 64
Measuring Convergence using Dynamic Equilibrium Models: Evidence from Chinese Provinces 0 0 0 32 0 0 0 100
Numerical Solution of Dynamic Equilibrium Models under Poisson Uncertainty 0 1 1 105 2 4 9 327
Numerical Solution of Dynamic Equilibrium Models under Poisson Uncertainty 0 1 3 43 0 2 6 107
On the Estimation of the Volatility-Growth Link 0 0 0 9 0 0 2 32
On the estimation of the volatility-growth link 0 0 0 23 0 0 1 73
On the estimation of the volatility-growth link 0 0 0 12 0 1 3 72
On the estimation of the volatility-growth link 0 0 0 0 0 0 3 7
On the estimation of the volatility-growth link 0 0 0 12 0 1 2 40
Resurrecting the New-Keynesian Model: (Un)conventional Policy and the Taylor Rule 0 0 2 46 0 1 4 66
Resurrecting the New-Keynesian Model: (Un)conventional Policy and the Taylor rule 0 0 0 42 0 1 2 30
Risk Matters: Breaking Certainty Equivalence 2 2 5 11 3 4 18 40
Risk Matters: Breaking Certainty Equivalence 0 0 1 13 2 2 8 35
Risk Premia in General Equilibrium 0 0 0 31 0 0 1 124
Risk of Rare Disasters, Euler Equation Errors and the Performance of the C-CAPM 0 0 0 40 0 0 3 85
Risk of Rare Disasters, Euler Equation Errors and the Performance of the C-CAPM 0 0 1 20 0 0 1 69
Risk premia in general equilibrium 0 0 1 92 1 1 3 149
Risk premia in general equilibrium 0 0 0 3 1 3 4 37
Solving the new Keynesian model in continuous time 3 9 27 525 4 17 73 1,021
Structural Estimation of Dynamic Macroeconomic Models using Higher-Frequency Financial Data 2 2 7 61 5 10 28 68
Structural estimation of jump-diffusion processes in macroeconomics 0 0 1 64 1 1 8 197
Total Working Papers 7 17 62 1,583 28 71 307 3,730


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Estimating dynamic equilibrium models using mixed frequency macro and financial data 0 0 0 17 1 1 9 66
Explaining output volatility: The case of taxation 0 0 0 24 1 2 5 127
Numerical solution of dynamic equilibrium models under Poisson uncertainty 0 1 3 73 3 4 17 202
On the link between volatility and growth 0 0 3 290 0 0 15 692
Risk premia in general equilibrium 0 0 0 52 1 3 6 171
Structural estimation of jump-diffusion processes in macroeconomics 0 0 0 49 2 3 5 178
Total Journal Articles 0 1 6 505 8 13 57 1,436


Software Item File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Matlab code for "Numerical solution of dynamic equilibrium models under Poisson uncertainty" 4 8 30 429 12 31 137 1,281
Total Software Items 4 8 30 429 12 31 137 1,281


Statistics updated 2021-12-05