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

13

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Top 31,316

in Total Papers Downloads

1,463

SSRN CITATIONS
Rank 13,331

SSRN RANKINGS

Top 13,331

in Total Papers Citations

15

CROSSREF CITATIONS

51

Scholarly Papers (13)

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 313 (96,948)
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 28 (495,201)

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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 158 (189,128)
Citation 4

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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 41 (433,160)
Citation 1

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continuous-time DSGE, Poisson uncertainty, waveform relaxation

3.
Downloads 173 (174,725)
Citation 8

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 95 (278,711)
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 78 (315,669)

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risk premium, continuous-time DSGE

4.
Downloads 127 (225,331)
Citation 4

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 77 (318,097)
Citation 3

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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 50 (398,634)

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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 89 (288,431)
Citation 15

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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 88 (290,475)

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

7.

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 86 (294,708)
Citation 2

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euler equation errors, rare disasters, C-CAPM

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

Number of pages: 53 Posted: 28 Feb 2018 Last Revised: 18 Sep 2019
Olaf Posch
Universität Hamburg, Department of Economics
Downloads 56 (378,008)

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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 27 (500,953)

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continuous-time dynamic equilibrium models, Calvo price setting

9.

Identification and Estimation of Heterogeneous Agent Models: A Likelihood Approach

CESifo Working Paper Series No. 6717
Number of pages: 43 Posted: 05 Dec 2017
Aarhus University - CREATES, Universität Hamburg, Department of Economics and University of Hamburg - Faculty of Economics and Business Administration
Downloads 61 (357,042)

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

10.
Downloads 61 (357,042)

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 31 (478,931)

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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 30 (484,099)

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

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 38 (446,182)

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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 22 (532,104)

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

12.
Downloads 55 (375,511)
Citation 3

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 39 (441,792)

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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 16 (571,213)

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Macroeconomic volatliity, Tax effects, Continuous-time DSGE models

13.

Risk Matters: Breaking Certainty Equivalence

Number of pages: 41 Posted: 18 May 2018
Aarhus University - CREATES, University of Hamburg and Universität Hamburg, Department of Economics
Downloads 40 (428,216)
Citation 1

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Certainty equivalence, Perturbation methods, Pricing errors