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 32 1 2 14 75
Delays in Public Goods 0 0 0 40 0 1 23 85
Estimating Dynamic Equilibrium Models Using Mixed Frequency Macro and Financial Data 0 0 0 23 1 7 18 122
Estimating Dynamic Equilibrium Models using Macro and Financial Data 0 0 0 83 1 4 15 118
Estimation of Heterogeneous Agent Models: A Likelihood Approach 0 0 0 65 0 2 12 163
Estimation of heterogeneous agent models: A likelihood approach 0 0 0 13 0 3 9 40
Estimation of heterogeneous agent models: A likelihood approach 0 0 1 32 1 1 9 98
Explaining Output Volatility: The Case of Taxation 0 0 0 54 0 5 12 194
Explaining Output Volatility: the Case of Taxation 0 0 0 26 0 2 6 132
Explaining output volatility: The case of taxation 0 0 0 35 0 4 16 173
FTPL and the Maturity Structure of Government Debt in the New Keynesian Model 0 0 2 27 2 6 28 67
Identification and estimation of heterogeneous agent models: A likelihood approach 0 0 0 16 0 4 10 84
Measuring Convergence using Dynamic Equilibrium Models: Evidence from Chinese Provinces 0 0 0 33 0 5 9 110
Numerical Solution of Dynamic Equilibrium Models under Poisson Uncertainty 0 0 0 107 0 5 14 350
Numerical Solution of Dynamic Equilibrium Models under Poisson Uncertainty 0 0 0 43 0 6 17 131
On the Estimation of the Volatility-Growth Link 0 0 0 11 1 1 4 41
On the estimation of the volatility-growth link 0 0 0 14 0 4 13 57
On the estimation of the volatility-growth link 0 0 0 25 0 2 7 86
On the estimation of the volatility-growth link 0 0 0 0 0 2 5 13
Peso Problems in the Estimation of the C-CAPM 0 0 2 5 0 4 12 30
Resurrecting the New-Keynesian Model: (Un)conventional Policy and the Taylor Rule 0 0 0 46 1 3 19 93
Resurrecting the New-Keynesian Model: (Un)conventional Policy and the Taylor rule 0 0 0 47 2 7 20 59
Risk Matters: Breaking Certainty Equivalence 0 0 0 12 0 5 20 65
Risk Matters: Breaking Certainty Equivalence 0 0 1 18 1 4 19 70
Risk Premia in General Equilibrium 0 0 0 31 0 3 6 132
Risk of Rare Disasters, Euler Equation Errors and the Performance of the C-CAPM 0 0 0 41 1 3 12 102
Risk of Rare Disasters, Euler Equation Errors and the Performance of the C-CAPM 0 0 0 23 0 5 16 91
Risk premia in general equilibrium 0 0 0 3 1 5 12 54
Risk premia in general equilibrium 0 0 0 93 1 3 14 167
Solving the new Keynesian model in continuous time 1 1 8 586 2 6 39 1,197
Structural Estimation of Dynamic Macroeconomic Models using Higher-Frequency Financial Data 0 0 0 77 0 2 14 145
Structural estimation of jump-diffusion processes in macroeconomics 0 0 0 64 0 4 17 220
Total Working Papers 1 1 14 1,725 16 120 461 4,564

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 4 19 97
Explaining output volatility: The case of taxation 0 0 0 25 0 2 15 146
Numerical solution of dynamic equilibrium models under Poisson uncertainty 0 0 0 81 1 7 11 236
On the link between volatility and growth 0 0 1 292 0 6 20 727
Peso problems in the estimation of the C‐CAPM 0 0 0 2 0 3 20 36
Risk matters: Breaking certainty equivalence in linear approximations 0 0 0 3 1 8 14 30
Risk premia in general equilibrium 0 0 0 54 0 5 14 194
Structural estimation of jump-diffusion processes in macroeconomics 0 0 0 50 1 7 23 206
Total Journal Articles 0 0 1 530 3 42 136 1,672

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 0 462 0 4 17 1,441
Total Software Items 0 0 0 462 0 4 17 1,441

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Statistics updated 2026-06-04