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 2 5 8 67
Delays in Public Goods 0 0 0 40 5 12 21 80
Estimating Dynamic Equilibrium Models Using Mixed Frequency Macro and Financial Data 0 0 0 23 4 8 9 112
Estimating Dynamic Equilibrium Models using Macro and Financial Data 0 0 0 83 2 4 6 109
Estimation of Heterogeneous Agent Models: A Likelihood Approach 0 0 0 65 1 2 4 154
Estimation of heterogeneous agent models: A likelihood approach 0 0 0 13 2 3 5 35
Estimation of heterogeneous agent models: A likelihood approach 0 0 0 31 1 2 5 93
Explaining Output Volatility: The Case of Taxation 0 0 0 54 1 5 5 187
Explaining Output Volatility: the Case of Taxation 0 0 0 26 0 2 2 128
Explaining output volatility: The case of taxation 0 0 0 35 0 0 1 158
FTPL and the Maturity Structure of Government Debt in the New Keynesian Model 0 0 1 26 6 8 15 53
Identification and estimation of heterogeneous agent models: A likelihood approach 0 0 0 16 2 3 4 77
Measuring Convergence using Dynamic Equilibrium Models: Evidence from Chinese Provinces 0 0 0 33 1 1 1 102
Numerical Solution of Dynamic Equilibrium Models under Poisson Uncertainty 0 0 0 107 2 4 4 340
Numerical Solution of Dynamic Equilibrium Models under Poisson Uncertainty 0 0 0 43 1 3 4 117
On the Estimation of the Volatility-Growth Link 0 0 0 11 2 2 2 39
On the estimation of the volatility-growth link 0 0 0 0 1 2 2 10
On the estimation of the volatility-growth link 0 0 0 14 1 2 2 46
On the estimation of the volatility-growth link 0 0 0 25 1 2 3 82
Peso Problems in the Estimation of the C-CAPM 0 0 2 5 1 1 7 23
Resurrecting the New-Keynesian Model: (Un)conventional Policy and the Taylor Rule 0 0 0 46 3 5 6 79
Resurrecting the New-Keynesian Model: (Un)conventional Policy and the Taylor rule 0 0 0 47 3 4 4 43
Risk Matters: Breaking Certainty Equivalence 0 0 0 12 4 5 6 51
Risk Matters: Breaking Certainty Equivalence 0 0 0 17 1 4 6 56
Risk Premia in General Equilibrium 0 0 0 31 0 1 4 128
Risk of Rare Disasters, Euler Equation Errors and the Performance of the C-CAPM 0 0 1 23 5 6 7 81
Risk of Rare Disasters, Euler Equation Errors and the Performance of the C-CAPM 0 0 0 41 2 3 4 94
Risk premia in general equilibrium 0 0 0 3 0 0 2 44
Risk premia in general equilibrium 0 0 0 93 0 2 4 157
Solving the new Keynesian model in continuous time 0 2 10 584 5 13 35 1,183
Structural Estimation of Dynamic Macroeconomic Models using Higher-Frequency Financial Data 0 0 0 77 2 2 4 134
Structural estimation of jump-diffusion processes in macroeconomics 0 0 0 64 0 3 4 207
Total Working Papers 0 2 14 1,720 61 119 196 4,269

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 8 86
Explaining output volatility: The case of taxation 0 0 0 25 1 3 6 137
Numerical solution of dynamic equilibrium models under Poisson uncertainty 0 0 0 81 1 3 5 228
On the link between volatility and growth 1 1 1 292 2 4 6 711
Peso problems in the estimation of the C‐CAPM 0 0 0 2 3 8 10 25
Risk matters: Breaking certainty equivalence in linear approximations 0 0 0 3 1 1 2 17
Risk premia in general equilibrium 0 0 0 54 1 2 5 184
Structural estimation of jump-diffusion processes in macroeconomics 0 0 0 50 2 5 9 191
Total Journal Articles 1 1 1 530 11 30 51 1,579

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 5 8 15 1,434
Total Software Items 0 0 1 462 5 8 15 1,434

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Statistics updated 2026-01-09