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 1 3 20 88
Delays in Public Goods 0 0 0 32 0 0 13 75
Estimating Dynamic Equilibrium Models Using Mixed Frequency Macro and Financial Data 0 0 0 23 1 2 20 124
Estimating Dynamic Equilibrium Models using Macro and Financial Data 0 0 0 83 1 1 15 120
Estimation of Heterogeneous Agent Models: A Likelihood Approach 0 0 0 65 0 1 12 164
Estimation of heterogeneous agent models: A likelihood approach 0 0 0 13 0 1 9 41
Estimation of heterogeneous agent models: A likelihood approach 1 1 2 33 1 3 10 101
Explaining Output Volatility: The Case of Taxation 0 0 0 54 2 2 14 196
Explaining Output Volatility: the Case of Taxation 0 0 0 26 0 1 7 133
Explaining output volatility: The case of taxation 0 0 0 35 0 0 15 173
FTPL and the Maturity Structure of Government Debt in the New Keynesian Model 0 2 3 29 1 4 29 74
Identification and estimation of heterogeneous agent models: A likelihood approach 0 0 0 16 0 1 11 85
Measuring Convergence using Dynamic Equilibrium Models: Evidence from Chinese Provinces 0 1 1 34 0 2 11 112
Numerical Solution of Dynamic Equilibrium Models under Poisson Uncertainty 0 0 0 43 0 0 18 132
Numerical Solution of Dynamic Equilibrium Models under Poisson Uncertainty 0 0 0 107 0 10 24 360
On the Estimation of the Volatility-Growth Link 0 0 0 11 0 0 4 41
On the estimation of the volatility-growth link 0 0 0 0 2 3 8 16
On the estimation of the volatility-growth link 0 0 0 25 0 0 6 86
On the estimation of the volatility-growth link 0 0 0 14 1 2 15 59
Peso Problems in the Estimation of the C-CAPM 0 0 0 5 0 0 8 30
Resurrecting the New-Keynesian Model: (Un)conventional Policy and the Taylor Rule 0 0 0 46 1 2 21 95
Resurrecting the New-Keynesian Model: (Un)conventional Policy and the Taylor rule 0 0 0 47 0 0 22 61
Risk Matters: Breaking Certainty Equivalence 0 0 0 12 0 0 19 65
Risk Matters: Breaking Certainty Equivalence 1 1 2 19 2 3 21 73
Risk Premia in General Equilibrium 0 0 0 31 0 0 5 132
Risk of Rare Disasters, Euler Equation Errors and the Performance of the C-CAPM 0 0 0 23 0 0 16 91
Risk of Rare Disasters, Euler Equation Errors and the Performance of the C-CAPM 0 0 0 41 1 1 12 103
Risk premia in general equilibrium 0 0 0 3 0 0 10 54
Risk premia in general equilibrium 0 0 0 93 0 4 16 171
Solving the new Keynesian model in continuous time 1 2 6 588 7 10 37 1,207
Structural Estimation of Dynamic Macroeconomic Models using Higher-Frequency Financial Data 0 0 0 77 0 0 15 147
Structural estimation of jump-diffusion processes in macroeconomics 0 0 0 64 1 1 17 221
Total Working Papers 3 7 14 1,732 22 57 480 4,630

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 15 97
Explaining output volatility: The case of taxation 0 0 0 25 0 1 13 147
Numerical solution of dynamic equilibrium models under Poisson uncertainty 0 0 0 81 0 2 14 239
On the link between volatility and growth 0 0 1 292 0 1 23 730
Peso problems in the estimation of the C‐CAPM 0 0 0 2 1 2 21 38
Risk matters: Breaking certainty equivalence in linear approximations 0 0 0 3 1 1 15 31
Risk premia in general equilibrium 0 0 0 54 0 0 13 195
Structural estimation of jump-diffusion processes in macroeconomics 0 0 0 50 0 1 21 207
Total Journal Articles 0 0 1 530 2 8 135 1,684

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 1 2 17 1,443
Total Software Items 0 0 0 462 1 2 17 1,443

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Statistics updated 2026-10-11