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 40 1 2 5 62
Delays in Public Goods 0 0 1 32 1 2 6 61
Estimating Dynamic Equilibrium Models Using Mixed Frequency Macro and Financial Data 0 0 0 23 0 0 2 104
Estimating Dynamic Equilibrium Models using Macro and Financial Data 0 0 0 83 0 0 0 103
Estimation of Heterogeneous Agent Models: A Likelihood Approach 0 0 1 65 0 0 3 151
Estimation of heterogeneous agent models: A likelihood approach 0 0 2 31 0 0 6 89
Estimation of heterogeneous agent models: A likelihood approach 0 0 0 13 0 0 2 31
Explaining Output Volatility: The Case of Taxation 0 0 0 54 0 0 1 182
Explaining Output Volatility: the Case of Taxation 0 0 0 26 0 0 0 126
Explaining output volatility: The case of taxation 0 0 0 35 0 0 0 157
FTPL and the Maturity Structure of Government Debt in the New Keynesian Model 0 0 4 25 0 0 8 39
Identification and estimation of heterogeneous agent models: A likelihood approach 0 0 0 16 0 0 1 74
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 43 0 1 1 114
Numerical Solution of Dynamic Equilibrium Models under Poisson Uncertainty 0 0 0 107 0 0 1 336
On the Estimation of the Volatility-Growth Link 0 0 1 11 0 0 1 37
On the estimation of the volatility-growth link 0 0 0 0 0 0 0 8
On the estimation of the volatility-growth link 0 0 0 25 0 0 1 79
On the estimation of the volatility-growth link 0 0 1 14 0 0 1 44
Peso Problems in the Estimation of the C-CAPM 0 0 0 3 0 0 4 18
Resurrecting the New-Keynesian Model: (Un)conventional Policy and the Taylor Rule 0 0 0 46 0 0 2 74
Resurrecting the New-Keynesian Model: (Un)conventional Policy and the Taylor rule 0 0 1 47 0 0 1 39
Risk Matters: Breaking Certainty Equivalence 0 0 2 17 0 0 3 51
Risk Matters: Breaking Certainty Equivalence 0 0 0 12 0 0 2 45
Risk Premia in General Equilibrium 0 0 0 31 0 1 2 126
Risk of Rare Disasters, Euler Equation Errors and the Performance of the C-CAPM 0 0 2 23 0 0 2 75
Risk of Rare Disasters, Euler Equation Errors and the Performance of the C-CAPM 0 0 0 41 0 0 1 90
Risk premia in general equilibrium 0 0 1 93 0 0 3 153
Risk premia in general equilibrium 0 0 0 3 0 0 1 42
Solving the new Keynesian model in continuous time 0 1 12 578 0 4 34 1,158
Structural Estimation of Dynamic Macroeconomic Models using Higher-Frequency Financial Data 0 0 1 77 0 0 4 131
Structural estimation of jump-diffusion processes in macroeconomics 0 0 0 64 0 0 0 203
Total Working Papers 0 1 30 1,711 2 10 98 4,103

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 0 0 1 78
Explaining output volatility: The case of taxation 0 0 0 25 0 0 0 131
Numerical solution of dynamic equilibrium models under Poisson uncertainty 0 0 0 81 0 1 5 225
On the link between volatility and growth 0 0 0 291 0 1 4 707
Peso problems in the estimation of the C‐CAPM 0 0 1 2 0 0 6 16
Risk matters: Breaking certainty equivalence in linear approximations 0 0 0 3 1 1 3 16
Risk premia in general equilibrium 0 0 0 54 0 0 3 180
Structural estimation of jump-diffusion processes in macroeconomics 0 0 0 50 0 0 1 183
Total Journal Articles 0 0 1 529 1 3 23 1,536

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 1 6 462 0 1 14 1,424
Total Software Items 0 1 6 462 0 1 14 1,424

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Statistics updated 2025-06-06