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 0 8 14 73
Delays in Public Goods 0 0 0 40 0 9 24 84
Estimating Dynamic Equilibrium Models Using Mixed Frequency Macro and Financial Data 0 0 0 23 2 7 11 115
Estimating Dynamic Equilibrium Models using Macro and Financial Data 0 0 0 83 0 7 11 114
Estimation of Heterogeneous Agent Models: A Likelihood Approach 0 0 0 65 1 8 10 161
Estimation of heterogeneous agent models: A likelihood approach 1 1 1 32 2 5 8 97
Estimation of heterogeneous agent models: A likelihood approach 0 0 0 13 0 4 6 37
Explaining Output Volatility: The Case of Taxation 0 0 0 54 0 3 7 189
Explaining Output Volatility: the Case of Taxation 0 0 0 26 1 2 4 130
Explaining output volatility: The case of taxation 0 0 0 35 5 11 12 169
FTPL and the Maturity Structure of Government Debt in the New Keynesian Model 1 1 2 27 2 14 22 61
Identification and estimation of heterogeneous agent models: A likelihood approach 0 0 0 16 2 5 6 80
Measuring Convergence using Dynamic Equilibrium Models: Evidence from Chinese Provinces 0 0 0 33 1 4 4 105
Numerical Solution of Dynamic Equilibrium Models under Poisson Uncertainty 0 0 0 107 1 7 9 345
Numerical Solution of Dynamic Equilibrium Models under Poisson Uncertainty 0 0 0 43 5 9 12 125
On the Estimation of the Volatility-Growth Link 0 0 0 11 0 3 3 40
On the estimation of the volatility-growth link 0 0 0 25 0 3 5 84
On the estimation of the volatility-growth link 0 0 0 14 2 8 9 53
On the estimation of the volatility-growth link 0 0 0 0 1 2 3 11
Peso Problems in the Estimation of the C-CAPM 0 0 2 5 2 4 8 26
Resurrecting the New-Keynesian Model: (Un)conventional Policy and the Taylor Rule 0 0 0 46 5 14 16 90
Resurrecting the New-Keynesian Model: (Un)conventional Policy and the Taylor rule 0 0 0 47 5 12 13 52
Risk Matters: Breaking Certainty Equivalence 0 0 0 12 3 13 15 60
Risk Matters: Breaking Certainty Equivalence 1 1 1 18 3 11 15 66
Risk Premia in General Equilibrium 0 0 0 31 0 1 4 129
Risk of Rare Disasters, Euler Equation Errors and the Performance of the C-CAPM 0 0 0 41 0 7 9 99
Risk of Rare Disasters, Euler Equation Errors and the Performance of the C-CAPM 0 0 0 23 1 10 11 86
Risk premia in general equilibrium 0 0 0 3 1 5 7 49
Risk premia in general equilibrium 0 0 0 93 2 7 11 164
Solving the new Keynesian model in continuous time 0 1 8 585 4 13 37 1,191
Structural Estimation of Dynamic Macroeconomic Models using Higher-Frequency Financial Data 0 0 0 77 5 11 12 143
Structural estimation of jump-diffusion processes in macroeconomics 0 0 0 64 0 9 13 216
Total Working Papers 3 4 14 1,724 56 236 351 4,444

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 3 7 15 93
Explaining output volatility: The case of taxation 0 0 0 25 2 8 13 144
Numerical solution of dynamic equilibrium models under Poisson uncertainty 0 0 0 81 0 2 5 229
On the link between volatility and growth 0 1 1 292 3 12 15 721
Peso problems in the estimation of the C‐CAPM 0 0 0 2 0 11 17 33
Risk matters: Breaking certainty equivalence in linear approximations 0 0 0 3 0 6 7 22
Risk premia in general equilibrium 0 0 0 54 1 6 9 189
Structural estimation of jump-diffusion processes in macroeconomics 0 0 0 50 2 10 16 199
Total Journal Articles 0 1 1 530 11 62 97 1,630

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 1 8 14 1,437
Total Software Items 0 0 1 462 1 8 14 1,437

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Statistics updated 2026-03-04