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Olaf Posch

This is information that was supplied by Olaf Posch in registering through RePEc. If you are Olaf Posch, you may change this information at the RePEc Author Service. Or if you are not registered and would like to be listed as well, register at the RePEc Author Service. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

Personal Details

First Name:Olaf
Middle Name:
Last Name:Posch
Suffix:
RePEc Short-ID:ppo103
http://www.oposch.com

Affiliation

Hamburg, Germany
https://www.wiso.uni-hamburg.de/fachbereich-vwl.html

: +49 (0)40 / 4123-1
49 (0)40 / 4123-6322
Von-Melle-Park 5, 20146 Hamburg
RePEc:edi:fwhamde (more details at EDIRC)

Works

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Working Papers

  1. Santanu Chatterjee & Olaf Posch & Dennis Wesselbaum, 2017. "Delays in Public Goods," CESifo Working Paper Series 6341, CESifo Group Munich.
  2. Bent Jesper Christensen & Olaf Posch & Michel van der Wel, 2014. "Estimating Dynamic Equilibrium Models Using Mixed Frequency Macro and Financial Data," CESifo Working Paper Series 5030, CESifo Group Munich.
  3. Andrey Launov & Olaf Posch & Klaus Wälde, 2012. "On the estimation of the volatility-growth link," CREATES Research Papers 2012-21, Department of Economics and Business Economics, Aarhus University.
  4. Olaf Posch & Andreas Schrimpf, 2012. "Risk of Rare Disasters, Euler Equation Errors and the Performance of the C-CAPM," CREATES Research Papers 2012-32, Department of Economics and Business Economics, Aarhus University.
  5. Lei Pan & Olaf Posch & Michel van der Wel, 2012. "Measuring Convergence using Dynamic Equilibrium Models: Evidence from Chinese Provinces," CREATES Research Papers 2012-26, Department of Economics and Business Economics, Aarhus University.
  6. Olaf Posch & Timo Trimborn, 2011. "Numerical Solution of Dynamic Equilibrium Models under Poisson Uncertainty," CESifo Working Paper Series 3431, CESifo Group Munich.
  7. Bent Jesper Christensen & Olaf Posch & Michel van der Wel, 2011. "Estimating Dynamic Equilibrium Models using Macro and Financial Data," CREATES Research Papers 2011-21, Department of Economics and Business Economics, Aarhus University.
  8. Olaf Posch & Juan F. Rubio-Ramírez & Jesús Fernández-Villaverde, 2011. "Solving the new Keynesian model in continuous time," 2011 Meeting Papers 829, Society for Economic Dynamics.
  9. Olaf Posch, 2009. "Risk premia in general equilibrium," CREATES Research Papers 2009-58, Department of Economics and Business Economics, Aarhus University.
  10. Olaf Posch, 2008. "Explaining output volatility: The case of taxation," CREATES Research Papers 2008-04, Department of Economics and Business Economics, Aarhus University.
  11. Olaf Posch, 2007. "Structural estimation of jump-diffusion processes in macroeconomics," CREATES Research Papers 2007-23, Department of Economics and Business Economics, Aarhus University.

Articles

  1. Christensen, Bent Jesper & Posch, Olaf & van der Wel, Michel, 2016. "Estimating dynamic equilibrium models using mixed frequency macro and financial data," Journal of Econometrics, Elsevier, vol. 194(1), pages 116-137.
  2. Posch, Olaf & Trimborn, Timo, 2013. "Numerical solution of dynamic equilibrium models under Poisson uncertainty," Journal of Economic Dynamics and Control, Elsevier, vol. 37(12), pages 2602-2622.
  3. Olaf Posch & Klaus Wälde, 2011. "On the link between volatility and growth," Journal of Economic Growth, Springer, vol. 16(4), pages 285-308, December.
  4. Posch, Olaf, 2011. "Explaining output volatility: The case of taxation," Journal of Public Economics, Elsevier, vol. 95(11), pages 1589-1606.
  5. Posch, Olaf, 2011. "Risk premia in general equilibrium," Journal of Economic Dynamics and Control, Elsevier, vol. 35(9), pages 1557-1576, September.
  6. Posch, Olaf, 2009. "Structural estimation of jump-diffusion processes in macroeconomics," Journal of Econometrics, Elsevier, vol. 153(2), pages 196-210, December.

Software components

  1. Olaf Posch & Timo Trimborn, 2013. "Matlab code for "Numerical solution of dynamic equilibrium models under Poisson uncertainty"," QM&RBC Codes 199, Quantitative Macroeconomics & Real Business Cycles.

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 12 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-MAC: Macroeconomics (7) 2008-06-27 2008-06-27 2009-12-05 2012-07-23 2014-02-02 2014-02-02 2017-02-12. Author is listed
  2. NEP-DGE: Dynamic General Equilibrium (4) 2009-12-05 2012-05-15 2012-06-13 2017-02-12. Author is listed
  3. NEP-ECM: Econometrics (2) 2008-06-27 2011-06-25
  4. NEP-UPT: Utility Models & Prospect Theory (2) 2009-12-05 2012-07-23
  5. NEP-BEC: Business Economics (1) 2009-12-05
  6. NEP-CBA: Central Banking (1) 2011-06-25
  7. NEP-CMP: Computational Economics (1) 2012-05-15
  8. NEP-FDG: Financial Development & Growth (1) 2012-05-22
  9. NEP-GRO: Economic Growth (1) 2014-02-02
  10. NEP-PUB: Public Finance (1) 2017-02-12
  11. NEP-TRA: Transition Economics (1) 2012-06-13

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