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 1 6 62
Delays in Public Goods 0 0 1 40 0 6 10 68
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 2 2 105
Estimation of Heterogeneous Agent Models: A Likelihood Approach 0 0 0 65 0 1 2 152
Estimation of heterogeneous agent models: A likelihood approach 0 0 0 13 1 1 3 32
Estimation of heterogeneous agent models: A likelihood approach 0 0 2 31 1 2 6 91
Explaining Output Volatility: The Case of Taxation 0 0 0 54 0 0 0 182
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 1 1 1 158
FTPL and the Maturity Structure of Government Debt in the New Keynesian Model 1 1 3 26 5 5 10 45
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 0 107 0 0 1 336
Numerical Solution of Dynamic Equilibrium Models under Poisson Uncertainty 0 0 0 43 0 0 1 114
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 0 0 8
On the estimation of the volatility-growth link 0 0 1 14 0 0 1 44
On the estimation of the volatility-growth link 0 0 0 25 0 1 1 80
Peso Problems in the Estimation of the C-CAPM 1 2 2 5 1 4 8 22
Resurrecting the New-Keynesian Model: (Un)conventional Policy and the Taylor Rule 0 0 0 46 0 0 1 74
Resurrecting the New-Keynesian Model: (Un)conventional Policy and the Taylor rule 0 0 0 47 0 0 0 39
Risk Matters: Breaking Certainty Equivalence 0 0 1 17 0 1 3 52
Risk Matters: Breaking Certainty Equivalence 0 0 0 12 0 0 1 46
Risk Premia in General Equilibrium 0 0 0 31 0 1 3 127
Risk of Rare Disasters, Euler Equation Errors and the Performance of the C-CAPM 0 0 1 23 0 0 1 75
Risk of Rare Disasters, Euler Equation Errors and the Performance of the C-CAPM 0 0 0 41 0 0 1 91
Risk premia in general equilibrium 0 0 0 93 0 2 3 155
Risk premia in general equilibrium 0 0 0 3 1 2 3 44
Solving the new Keynesian model in continuous time 1 3 10 582 2 7 30 1,170
Structural Estimation of Dynamic Macroeconomic Models using Higher-Frequency Financial Data 0 0 1 77 0 1 4 132
Structural estimation of jump-diffusion processes in macroeconomics 0 0 0 64 1 1 1 204
Total Working Papers 3 6 22 1,718 14 39 106 4,150

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 1 4 5 82
Explaining output volatility: The case of taxation 0 0 0 25 0 1 3 134
Numerical solution of dynamic equilibrium models under Poisson uncertainty 0 0 0 81 0 0 3 225
On the link between volatility and growth 0 0 0 291 0 0 3 707
Peso problems in the estimation of the C‐CAPM 0 0 1 2 0 1 5 17
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 4 182
Structural estimation of jump-diffusion processes in macroeconomics 0 0 0 50 0 2 4 186
Total Journal Articles 0 0 1 529 2 10 28 1,549

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 4 462 1 2 10 1,426
Total Software Items 0 0 4 462 1 2 10 1,426

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Statistics updated 2025-10-06