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 0 40 4 12 24 84
Delays in Public Goods 0 0 0 32 6 10 14 73
Estimating Dynamic Equilibrium Models Using Mixed Frequency Macro and Financial Data 0 0 0 23 1 8 10 113
Estimating Dynamic Equilibrium Models using Macro and Financial Data 0 0 0 83 5 9 11 114
Estimation of Heterogeneous Agent Models: A Likelihood Approach 0 0 0 65 6 7 9 160
Estimation of heterogeneous agent models: A likelihood approach 0 0 0 31 2 3 6 95
Estimation of heterogeneous agent models: A likelihood approach 0 0 0 13 2 4 7 37
Explaining Output Volatility: The Case of Taxation 0 0 0 54 2 6 7 189
Explaining Output Volatility: the Case of Taxation 0 0 0 26 1 3 3 129
Explaining output volatility: The case of taxation 0 0 0 35 6 6 7 164
FTPL and the Maturity Structure of Government Debt in the New Keynesian Model 0 0 1 26 6 14 21 59
Identification and estimation of heterogeneous agent models: A likelihood approach 0 0 0 16 1 3 4 78
Measuring Convergence using Dynamic Equilibrium Models: Evidence from Chinese Provinces 0 0 0 33 2 3 3 104
Numerical Solution of Dynamic Equilibrium Models under Poisson Uncertainty 0 0 0 43 3 5 7 120
Numerical Solution of Dynamic Equilibrium Models under Poisson Uncertainty 0 0 0 107 4 7 8 344
On the Estimation of the Volatility-Growth Link 0 0 0 11 1 3 3 40
On the estimation of the volatility-growth link 0 0 0 14 5 6 7 51
On the estimation of the volatility-growth link 0 0 0 0 0 1 2 10
On the estimation of the volatility-growth link 0 0 0 25 2 3 5 84
Peso Problems in the Estimation of the C-CAPM 0 0 2 5 1 2 6 24
Resurrecting the New-Keynesian Model: (Un)conventional Policy and the Taylor Rule 0 0 0 46 6 9 12 85
Resurrecting the New-Keynesian Model: (Un)conventional Policy and the Taylor rule 0 0 0 47 4 7 8 47
Risk Matters: Breaking Certainty Equivalence 0 0 0 17 7 11 12 63
Risk Matters: Breaking Certainty Equivalence 0 0 0 12 6 10 12 57
Risk Premia in General Equilibrium 0 0 0 31 1 2 5 129
Risk of Rare Disasters, Euler Equation Errors and the Performance of the C-CAPM 0 0 0 23 4 9 10 85
Risk of Rare Disasters, Euler Equation Errors and the Performance of the C-CAPM 0 0 0 41 5 8 9 99
Risk premia in general equilibrium 0 0 0 3 4 4 6 48
Risk premia in general equilibrium 0 0 0 93 5 6 9 162
Solving the new Keynesian model in continuous time 1 3 11 585 4 13 38 1,187
Structural Estimation of Dynamic Macroeconomic Models using Higher-Frequency Financial Data 0 0 0 77 4 6 7 138
Structural estimation of jump-diffusion processes in macroeconomics 0 0 0 64 9 11 13 216
Total Working Papers 1 3 14 1,721 119 211 305 4,388


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 23 4 6 12 90
Explaining output volatility: The case of taxation 0 0 0 25 5 7 11 142
Numerical solution of dynamic equilibrium models under Poisson uncertainty 0 0 0 81 1 3 5 229
On the link between volatility and growth 0 1 1 292 7 10 13 718
Peso problems in the estimation of the C‐CAPM 0 0 0 2 8 14 17 33
Risk matters: Breaking certainty equivalence in linear approximations 0 0 0 3 5 6 7 22
Risk premia in general equilibrium 0 0 0 54 4 6 9 188
Structural estimation of jump-diffusion processes in macroeconomics 0 0 0 50 6 11 14 197
Total Journal Articles 0 1 1 530 40 63 88 1,619


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" 0 0 1 462 2 8 15 1,436
Total Software Items 0 0 1 462 2 8 15 1,436


Statistics updated 2026-02-12