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 0 4 24 84
Delays in Public Goods 0 0 0 32 0 6 13 73
Estimating Dynamic Equilibrium Models Using Mixed Frequency Macro and Financial Data 0 0 0 23 4 7 15 119
Estimating Dynamic Equilibrium Models using Macro and Financial Data 0 0 0 83 1 6 12 115
Estimation of Heterogeneous Agent Models: A Likelihood Approach 0 0 0 65 1 8 11 162
Estimation of heterogeneous agent models: A likelihood approach 0 0 0 13 1 3 7 38
Estimation of heterogeneous agent models: A likelihood approach 0 1 1 32 0 4 8 97
Explaining Output Volatility: The Case of Taxation 0 0 0 54 3 5 10 192
Explaining Output Volatility: the Case of Taxation 0 0 0 26 1 3 5 131
Explaining output volatility: The case of taxation 0 0 0 35 1 12 13 170
FTPL and the Maturity Structure of Government Debt in the New Keynesian Model 0 1 2 27 1 9 23 62
Identification and estimation of heterogeneous agent models: A likelihood approach 0 0 0 16 1 4 7 81
Measuring Convergence using Dynamic Equilibrium Models: Evidence from Chinese Provinces 0 0 0 33 1 4 5 106
Numerical Solution of Dynamic Equilibrium Models under Poisson Uncertainty 0 0 0 107 2 7 11 347
Numerical Solution of Dynamic Equilibrium Models under Poisson Uncertainty 0 0 0 43 3 11 15 128
On the Estimation of the Volatility-Growth Link 0 0 0 11 0 1 3 40
On the estimation of the volatility-growth link 0 0 0 25 0 2 5 84
On the estimation of the volatility-growth link 0 0 0 14 0 7 9 53
On the estimation of the volatility-growth link 0 0 0 0 0 1 3 11
Peso Problems in the Estimation of the C-CAPM 0 0 2 5 1 4 9 27
Resurrecting the New-Keynesian Model: (Un)conventional Policy and the Taylor Rule 0 0 0 46 1 12 17 91
Resurrecting the New-Keynesian Model: (Un)conventional Policy and the Taylor rule 0 0 0 47 1 10 14 53
Risk Matters: Breaking Certainty Equivalence 0 0 0 12 1 10 16 61
Risk Matters: Breaking Certainty Equivalence 0 1 1 18 1 11 16 67
Risk Premia in General Equilibrium 0 0 0 31 0 1 3 129
Risk of Rare Disasters, Euler Equation Errors and the Performance of the C-CAPM 0 0 0 23 3 8 14 89
Risk of Rare Disasters, Euler Equation Errors and the Performance of the C-CAPM 0 0 0 41 1 6 10 100
Risk premia in general equilibrium 0 0 0 3 2 7 9 51
Risk premia in general equilibrium 0 0 0 93 2 9 13 166
Solving the new Keynesian model in continuous time 0 1 7 585 0 8 33 1,191
Structural Estimation of Dynamic Macroeconomic Models using Higher-Frequency Financial Data 0 0 0 77 1 10 13 144
Structural estimation of jump-diffusion processes in macroeconomics 0 0 0 64 2 11 15 218
Total Working Papers 0 4 13 1,724 36 211 381 4,480

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 2 9 17 95
Explaining output volatility: The case of taxation 0 0 0 25 1 8 14 145
Numerical solution of dynamic equilibrium models under Poisson uncertainty 0 0 0 81 1 2 5 230
On the link between volatility and growth 0 0 1 292 1 11 16 722
Peso problems in the estimation of the C‐CAPM 0 0 0 2 2 10 19 35
Risk matters: Breaking certainty equivalence in linear approximations 0 0 0 3 1 6 8 23
Risk premia in general equilibrium 0 0 0 54 3 8 12 192
Structural estimation of jump-diffusion processes in macroeconomics 0 0 0 50 3 11 19 202
Total Journal Articles 0 0 1 530 14 65 110 1,644

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 4 14 1,438
Total Software Items 0 0 0 462 1 4 14 1,438

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Statistics updated 2026-04-09