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

17

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Top 33,832

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3,108

TOTAL CITATIONS
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Top 16,857

in Total Papers Citations

59

Scholarly Papers (17)

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 381 (159,638)
Citation 3

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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 102 (543,340)
Citation 3

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structural estimation, AK-Vasicek model, Martingale estimating function

Resurrecting the New-Keynesian Model: (Un)Conventional Policy and the Taylor Rule

Number of pages: 53 Posted: 28 Feb 2018 Last Revised: 22 Sep 2020
Olaf Posch
Universität Hamburg, Department of Economics
Downloads 257 (243,162)
Citation 2

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Monetary economics, Calvo pricing, Term structure of interest rates

Resurrecting the New-Keynesian Model: (Un)Conventional Policy and the Taylor Rule

CESifo Working Paper Series No. 6925
Number of pages: 79 Posted: 07 May 2018
Olaf Posch
Universität Hamburg, Department of Economics
Downloads 88 (599,058)

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continuous-time dynamic equilibrium models, Calvo price setting

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 212 (293,642)
Citation 6

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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 92 (582,372)
Citation 1

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continuous-time DSGE, Poisson uncertainty, waveform relaxation

FTPL and the Maturity Structure of Government Debt in the New-Keynesian Model

Number of pages: 46 Posted: 20 Jul 2022 Last Revised: 26 Dec 2023
Max Ole Liemen and Olaf Posch
University of Hamburg - Faculty of Business, Economics, and Social Sciences and Universität Hamburg, Department of Economics
Downloads 243 (257,253)

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NK models, FTPL, Government debt, Maturity structure, CARES

FTPL and the Maturity Structure of Government Debt in the New Keynesian Model

CESifo Working Paper No. 9840
Number of pages: 56 Posted: 20 Jul 2022
Max Ole Liemen and Olaf Posch
University of Hamburg - Faculty of Business, Economics, and Social Sciences and Universität Hamburg, Department of Economics
Downloads 38 (904,787)

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NK models, FTPL, government debt, maturity structure, CARES

5.
Downloads 222 (282,400)
Citation 1

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 125 (465,139)
Citation 1

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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 97 (562,556)

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risk premium, continuous-time DSGE

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 University and Research (WUR) - Development Economics Group, Universität Hamburg, Department of Economics and Erasmus University Rotterdam
Downloads 214 (293,615)
Citation 1

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

7.
Downloads 176 (349,847)
Citation 6

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 105 (531,926)
Citation 5

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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 71 (678,662)
Citation 1

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

8.

Estimation of Heterogeneous Agent Models: A Likelihood Approach

CESifo Working Paper Series No. 6717
Number of pages: 35 Posted: 04 Jun 2020
Aarhus University - Department of Economics and Business Economics, Universität Hamburg, Department of Economics and University of Hamburg - Faculty of Economics and Business Administration
Downloads 173 (355,101)
Citation 3

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heterogeneous agent models, continuous-time, Fokker-Planck equations, identification, maximum likelihood

9.

Peso Problems in the Estimation of the C-CAPM

Quantitative Economics (accepted for publication)
Number of pages: 56 Posted: 10 Jul 2012 Last Revised: 24 Jun 2021
Aarhus University - Department of Economics and Business Economics, Universität Hamburg, Department of Economics and Bank for International Settlements (BIS) - Monetary and Economic Department
Downloads 152 (396,697)
Citation 2

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Rare disasters, Asset pricing errors, C-CAPM

10.
Downloads 150 (400,986)
Citation 1

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 89 (594,817)

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Macroeconomic volatliity, Tax effects, Continuous-time DSGE models

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 61 (734,613)
Citation 1

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macroeconomic volatility, tax effects, continuous-time DSGE models

11.
Downloads 141 (421,282)

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 94 (574,382)

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

Delays in Public Goods

CESifo Working Paper Series No. 6341
Number of pages: 30 Posted: 02 Feb 2017 Last Revised: 28 Feb 2018
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 47 (829,923)

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

12.

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 132 (446,514)
Citation 19

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Jump-diffusion estimation, Stochastic growth, Closed form solutions

13.
Downloads 120 (478,068)
Citation 2

On the Estimation of the Volatility-Growth Link

CREATES Research Paper 2012-21
Number of pages: 12 Posted: 08 Oct 2014 Last Revised: 23 Sep 2019
Andrey Launov, Olaf Posch and Klaus Wälde
University of Wuerzburg, Universität Hamburg, Department of Economics and University of Mainz
Downloads 77 (648,755)

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Volatility and growth; Volatility-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 43 (861,495)
Citation 2

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

14.

Risk Matters: Breaking Certainty Equivalence in Linear Approximations

Number of pages: 58 Posted: 18 May 2018 Last Revised: 29 Oct 2020
Aarhus University - Department of Economics and Business Economics, Turkish-German University and Universität Hamburg, Department of Economics
Downloads 106 (524,095)
Citation 4

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Certainty equivalence, Perturbation methods, Pricing errors

15.

Estimation of Heterogeneous Agent Models: A Likelihood Approach

Deutsche Bundesbank Discussion Paper No. 42/2020
Number of pages: 35 Posted: 04 Aug 2020
affiliation not provided to SSRN, Universität Hamburg, Department of Economics and Deutsche Bundesbank - Research Centre
Downloads 68 (682,561)
Citation 5

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Heterogeneous agent models, Continuous-time, Fokker-Planck equations, Kullback-Leibler divergence, Maximum likelihood

16.

Risk Matters: Breaking Certainty Equivalence

CESifo Working Paper No. 8250
Number of pages: 45 Posted: 05 May 2020
affiliation not provided to SSRN, Turkish-German University and Universität Hamburg, Department of Economics
Downloads 40 (864,430)

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certainty equivalence, perturbation methods, pricing errors

17.

Peso Problems in the Estimation of the C-CAPM

CEPR Discussion Paper No. DP16299
Number of pages: 59 Posted: 14 Jul 2021
Aarhus University - Department of Economics and Business Economics, Universität Hamburg, Department of Economics and Bank for International Settlements (BIS) - Monetary and Economic Department
Downloads 1 (1,275,410)
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