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 14 74
Delays in Public Goods 0 0 0 40 1 1 24 85
Estimating Dynamic Equilibrium Models Using Mixed Frequency Macro and Financial Data 0 0 0 23 2 8 17 121
Estimating Dynamic Equilibrium Models using Macro and Financial Data 0 0 0 83 2 3 14 117
Estimation of Heterogeneous Agent Models: A Likelihood Approach 0 0 0 65 1 3 12 163
Estimation of heterogeneous agent models: A likelihood approach 0 0 0 13 2 3 9 40
Estimation of heterogeneous agent models: A likelihood approach 0 1 1 32 0 2 8 97
Explaining Output Volatility: The Case of Taxation 0 0 0 54 2 5 12 194
Explaining Output Volatility: the Case of Taxation 0 0 0 26 1 3 6 132
Explaining output volatility: The case of taxation 0 0 0 35 3 9 16 173
FTPL and the Maturity Structure of Government Debt in the New Keynesian Model 0 1 2 27 3 6 26 65
Identification and estimation of heterogeneous agent models: A likelihood approach 0 0 0 16 3 6 10 84
Measuring Convergence using Dynamic Equilibrium Models: Evidence from Chinese Provinces 0 0 0 33 4 6 9 110
Numerical Solution of Dynamic Equilibrium Models under Poisson Uncertainty 0 0 0 107 3 6 14 350
Numerical Solution of Dynamic Equilibrium Models under Poisson Uncertainty 0 0 0 43 3 11 17 131
On the Estimation of the Volatility-Growth Link 0 0 0 11 0 0 3 40
On the estimation of the volatility-growth link 0 0 0 14 4 6 13 57
On the estimation of the volatility-growth link 0 0 0 25 2 2 7 86
On the estimation of the volatility-growth link 0 0 0 0 2 3 5 13
Peso Problems in the Estimation of the C-CAPM 0 0 2 5 3 6 12 30
Resurrecting the New-Keynesian Model: (Un)conventional Policy and the Taylor Rule 0 0 0 46 1 7 18 92
Resurrecting the New-Keynesian Model: (Un)conventional Policy and the Taylor rule 0 0 0 47 4 10 18 57
Risk Matters: Breaking Certainty Equivalence 0 0 0 12 4 8 20 65
Risk Matters: Breaking Certainty Equivalence 0 1 1 18 2 6 18 69
Risk Premia in General Equilibrium 0 0 0 31 3 3 6 132
Risk of Rare Disasters, Euler Equation Errors and the Performance of the C-CAPM 0 0 0 41 1 2 11 101
Risk of Rare Disasters, Euler Equation Errors and the Performance of the C-CAPM 0 0 0 23 2 6 16 91
Risk premia in general equilibrium 0 0 0 3 2 5 11 53
Risk premia in general equilibrium 0 0 0 93 0 4 13 166
Solving the new Keynesian model in continuous time 0 0 7 585 4 8 37 1,195
Structural Estimation of Dynamic Macroeconomic Models using Higher-Frequency Financial Data 0 0 0 77 1 7 14 145
Structural estimation of jump-diffusion processes in macroeconomics 0 0 0 64 2 4 17 220
Total Working Papers 0 3 13 1,724 68 160 447 4,548


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 7 19 97
Explaining output volatility: The case of taxation 0 0 0 25 1 4 15 146
Numerical solution of dynamic equilibrium models under Poisson uncertainty 0 0 0 81 5 6 10 235
On the link between volatility and growth 0 0 1 292 5 9 20 727
Peso problems in the estimation of the C‐CAPM 0 0 0 2 1 3 20 36
Risk matters: Breaking certainty equivalence in linear approximations 0 0 0 3 6 7 14 29
Risk premia in general equilibrium 0 0 0 54 2 6 14 194
Structural estimation of jump-diffusion processes in macroeconomics 0 0 0 50 3 8 22 205
Total Journal Articles 0 0 1 530 25 50 134 1,669


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 3 5 17 1,441
Total Software Items 0 0 0 462 3 5 17 1,441


Statistics updated 2026-05-06