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 3 7 16 75
Delays in Public Goods 0 0 0 32 2 4 7 65
Estimating Dynamic Equilibrium Models Using Mixed Frequency Macro and Financial Data 0 0 0 23 3 4 5 108
Estimating Dynamic Equilibrium Models using Macro and Financial Data 0 0 0 83 2 2 4 107
Estimation of Heterogeneous Agent Models: A Likelihood Approach 0 0 0 65 0 1 3 153
Estimation of heterogeneous agent models: A likelihood approach 0 0 0 31 0 2 4 92
Estimation of heterogeneous agent models: A likelihood approach 0 0 0 13 0 2 4 33
Explaining Output Volatility: The Case of Taxation 0 0 0 54 3 4 4 186
Explaining Output Volatility: the Case of Taxation 0 0 0 26 2 2 2 128
Explaining output volatility: The case of taxation 0 0 0 35 0 1 1 158
FTPL and the Maturity Structure of Government Debt in the New Keynesian Model 0 1 1 26 2 7 9 47
Identification and estimation of heterogeneous agent models: A likelihood approach 0 0 0 16 0 1 2 75
Measuring Convergence using Dynamic Equilibrium Models: Evidence from Chinese Provinces 0 0 0 33 0 0 0 101
Numerical Solution of Dynamic Equilibrium Models under Poisson Uncertainty 0 0 0 107 1 2 2 338
Numerical Solution of Dynamic Equilibrium Models under Poisson Uncertainty 0 0 0 43 1 2 3 116
On the Estimation of the Volatility-Growth Link 0 0 0 11 0 0 0 37
On the estimation of the volatility-growth link 0 0 0 0 0 1 1 9
On the estimation of the volatility-growth link 0 0 0 25 0 1 2 81
On the estimation of the volatility-growth link 0 0 1 14 0 1 2 45
Peso Problems in the Estimation of the C-CAPM 0 1 2 5 0 1 8 22
Resurrecting the New-Keynesian Model: (Un)conventional Policy and the Taylor Rule 0 0 0 46 0 2 3 76
Resurrecting the New-Keynesian Model: (Un)conventional Policy and the Taylor rule 0 0 0 47 0 1 1 40
Risk Matters: Breaking Certainty Equivalence 0 0 0 12 0 1 2 47
Risk Matters: Breaking Certainty Equivalence 0 0 0 17 3 3 5 55
Risk Premia in General Equilibrium 0 0 0 31 1 1 4 128
Risk of Rare Disasters, Euler Equation Errors and the Performance of the C-CAPM 0 0 0 41 1 1 2 92
Risk of Rare Disasters, Euler Equation Errors and the Performance of the C-CAPM 0 0 1 23 0 1 2 76
Risk premia in general equilibrium 0 0 0 3 0 1 2 44
Risk premia in general equilibrium 0 0 0 93 1 2 5 157
Solving the new Keynesian model in continuous time 2 3 12 584 4 10 34 1,178
Structural Estimation of Dynamic Macroeconomic Models using Higher-Frequency Financial Data 0 0 0 77 0 0 3 132
Structural estimation of jump-diffusion processes in macroeconomics 0 0 0 64 2 4 4 207
Total Working Papers 2 5 17 1,720 31 72 146 4,208

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 2 5 8 86
Explaining output volatility: The case of taxation 0 0 0 25 1 2 5 136
Numerical solution of dynamic equilibrium models under Poisson uncertainty 0 0 0 81 1 2 4 227
On the link between volatility and growth 0 0 0 291 1 2 4 709
Peso problems in the estimation of the C‐CAPM 0 0 1 2 3 5 8 22
Risk matters: Breaking certainty equivalence in linear approximations 0 0 0 3 0 0 1 16
Risk premia in general equilibrium 0 0 0 54 1 2 4 183
Structural estimation of jump-diffusion processes in macroeconomics 0 0 0 50 3 3 7 189
Total Journal Articles 0 0 1 529 12 21 41 1,568

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 1 4 10 1,429
Total Software Items 0 0 1 462 1 4 10 1,429

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Statistics updated 2025-12-06