Olaf Posch

Universität Hamburg, Department of Economics

Professor

Von-Melle-Park 5

Hamburg, 20146

Germany

CREATES

International Research Fellow

School of Economics and Management

Building 1322, Bartholins Alle 10

DK-8000 Aarhus C

Denmark

SCHOLARLY PAPERS

10

DOWNLOADS
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1,133

CITATIONS
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in Total Papers Citations

17

Scholarly Papers (10)

Estimating Dynamic Equilibrium Models Using Mixed Frequency Macro and Financial Data

Journal of Econometrics, 194:1, 2016, PDF includes Web Appendix
Number of pages: 106 Posted: 13 Mar 2011 Last Revised: 17 Dec 2016
Aarhus University, Universität Hamburg, Department of Economics and Erasmus University Rotterdam
Downloads 282 (87,383)
Citation 1

Abstract:

Structural estimation, AK-Vasicek model, Martingale estimating function

Estimating Dynamic Equilibrium Models Using Mixed Frequency Macro and Financial Data

CESifo Working Paper Series No. 5030
Number of pages: 66 Posted: 04 Nov 2014
Aarhus University, Universität Hamburg, Department of Economics and Erasmus University Rotterdam
Downloads 20 (456,716)
Citation 1

Abstract:

structural estimation, AK-Vasicek model, Martingale estimating function

Numerical Solution of Dynamic Equilibrium Models Under Poisson Uncertainty

Journal of Economic Dynamics and Control, Vol. 37, 2013, pp. 2602-2622
Number of pages: 37 Posted: 17 Jul 2010 Last Revised: 18 Apr 2016
Olaf Posch and Timo Trimborn
Universität Hamburg, Department of Economics and Leibniz Universität Hannover
Downloads 149 (162,791)

Abstract:

Continuous-time DSGE, Optimal stochastic control, Waveform Relaxation

Numerical Solution of Dynamic Equilibrium Models Under Poisson Uncertainty

CESifo Working Paper Series No. 3431
Number of pages: 37 Posted: 04 May 2011
Olaf Posch and Timo Trimborn
Universität Hamburg, Department of Economics and Leibniz Universität Hannover
Downloads 38 (370,514)

Abstract:

continuous-time DSGE, Poisson uncertainty, waveform relaxation

3.
Downloads 159 (153,628)
Citation 2

Risk Premia in General Equilibrium

Journal of Economic Dynamics and Control, Vol. 35, No. 9, 2011
Number of pages: 39 Posted: 30 Dec 2010 Last Revised: 16 Jun 2012
Olaf Posch
Universität Hamburg, Department of Economics
Downloads 86 (245,184)
Citation 2

Abstract:

Risk premium, Continuous-time DSGE, Optimal stochastic control

Risk Premia in General Equilibrium

CESifo Working Paper Series No. 3131
Number of pages: 47 Posted: 28 Jul 2010
Olaf Posch
Universität Hamburg, Department of Economics
Downloads 73 (271,058)
Citation 2

Abstract:

risk premium, continuous-time DSGE

4.
Downloads 116 (198,043)
Citation 5

On the Link Between Volatility and Growth

Journal of Economic Growth, Vol. 16, No. 4, 2011
Number of pages: 43 Posted: 19 Aug 2009 Last Revised: 17 Jun 2012
Olaf Posch and Klaus Wälde
Universität Hamburg, Department of Economics and University of Mainz
Downloads 70 (277,709)
Citation 5

Abstract:

Tax effects, Volatility measures, Poisson uncertainty, Endogenous cycles and growth, Continuous-time DSGE models

Natural Volatility, Welfare and Taxation

CESifo Working Paper Series No. 1748
Number of pages: 35 Posted: 14 Jul 2006
Olaf Posch and Klaus Wälde
Universität Hamburg, Department of Economics and University of Mainz
Downloads 46 (342,719)
Citation 2

Abstract:

endogenous fluctuations and growth, welfare analysis, taxation, stochastic continuous time model, poisson uncertainty

5.

Structural Estimation of Jump-Diffusion Processes in Macroeconomics

Journal of Econometrics, Vol. 153, No. 2, 2009
Number of pages: 61 Posted: 23 Jun 2008 Last Revised: 16 Jun 2012
Olaf Posch
Universität Hamburg, Department of Economics
Downloads 73 (254,296)
Citation 5

Abstract:

Jump-diffusion estimation, Stochastic growth, Closed form solutions

6.

Measuring Convergence Using Dynamic Equilibrium Models: Evidence from Chinese Provinces

Number of pages: 30 Posted: 31 May 2012
Lei Pan, Olaf Posch and Michel van der Wel
Wageningen UR - Development Economics Group, Universität Hamburg, Department of Economics and Erasmus University Rotterdam
Downloads 59 (260,073)

Abstract:

Economic convergence, Dynamic stochastic equilibrium models, Solow model, Structural estimation

On the Estimation of the Volatility-Growth Link

CREATES Research Paper 2012-21
Number of pages: 13 Posted: 08 Oct 2014
Andrey Launov, Olaf Posch and Klaus Wälde
University of Wuerzburg, Universität Hamburg, Department of Economics and University of Mainz
Downloads 32 (394,439)

Abstract:

volatility and growth, growth regression, endogenous variance, unbiased estimates

On the Estimation of the Volatility-Growth Link

CESifo Working Paper Series No. 5018
Number of pages: 11 Posted: 04 Nov 2014
Andrey Launov, Olaf Posch and Klaus Wälde
University of Wuerzburg, Universität Hamburg, Department of Economics and University of Mainz
Downloads 19 (462,616)

Abstract:

volatility and growth, growth regression, endogenous variance, unbiased estimates

8.

Risk of Rare Disasters, Euler Equation Errors and the Performance of the C-CAPM

CREATES Research Paper No. 2012-32
Number of pages: 45 Posted: 10 Jul 2012
Olaf Posch and Andreas Schrimpf
Universität Hamburg, Department of Economics and Bank for International Settlements (BIS) - Monetary and Economic Department
Downloads 51 (258,061)

Abstract:

euler equation errors, rare disasters, C-CAPM

9.
Downloads 48 (330,974)
Citation 4

Explaining Output Volatility: The Case of Taxation

CESifo Working Paper Series No. 2751
Number of pages: 42 Posted: 24 Aug 2009
Olaf Posch
Universität Hamburg, Department of Economics
Downloads 37 (374,321)
Citation 4

Abstract:

macroeconomic volatility, tax effects, continuous-time DSGE models

Explaining Output Volatility: The Case of Taxation

Journal of Public Economics, Vol. 95, pp. 1589-1606, December 2011
Number of pages: 40 Posted: 17 Jun 2012
Olaf Posch
Universität Hamburg, Department of Economics
Downloads 11 (508,773)
Citation 4

Abstract:

Macroeconomic volatliity, Tax effects, Continuous-time DSGE models

10.
Downloads 35 (373,600)

Delays in Public Goods

CESifo Working Paper Series No. 6341
Number of pages: 31 Posted: 15 Mar 2017
University of Georgia - C. Herman and Mary Virginia Terry College of Business - Department of Economics, Universität Hamburg, Department of Economics and University of Hamburg
Downloads 18 (468,327)

Abstract:

public goods, delays, time overrun, cost overrun, implementation lags, fiscal policy, economic growth

Delays in Public Goods

Number of pages: 30 Posted: 02 Feb 2017
University of Georgia - C. Herman and Mary Virginia Terry College of Business - Department of Economics, Universität Hamburg, Department of Economics and University of Hamburg
Downloads 17 (474,165)

Abstract:

Public goods, delays, time overrun, cost overrun, implementation lags, fiscal policy, economic growth.