IDEAS home Printed from https://ideas.repec.org/e/ppo103.html
   My authors  Follow this author

Olaf Posch

Personal Details

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

Affiliation

Fachbereich Volkswirtschaftslehre
Universität Hamburg

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)

Research output

as
Jump to: Working papers Articles Software

Working papers

  1. Max Ole Liemen & Michel van der Wel & Olaf Posch, 2018. "Structural Estimation of Dynamic Macroeconomic Models using Higher-Frequency Financial Data," 2018 Meeting Papers 1049, Society for Economic Dynamics.
  2. Olaf Posch, 2018. "Resurrecting the New-Keynesian Model: (Un)conventional Policy and the Taylor Rule," CESifo Working Paper Series 6925, CESifo Group Munich.
  3. Santanu Chatterjee & Olaf Posch & Dennis Wesselbaum, 2017. "Delays in Public Goods," CESifo Working Paper Series 6341, CESifo Group Munich.
  4. Juan Carlos Parra-Alvarez & Olaf Posch & Mu-Chun Wang, 2017. "Identification and estimation of heterogeneous agent models: A likelihood approach," CREATES Research Papers 2017-35, Department of Economics and Business Economics, Aarhus University.
  5. 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.
  6. 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.
  7. 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.
  8. 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.
  9. 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.
  10. Olaf Posch & Timo Trimborn, 2011. "Numerical Solution of Dynamic Equilibrium Models under Poisson Uncertainty," CESifo Working Paper Series 3431, CESifo Group Munich.
  11. 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.
  12. Olaf Posch, 2009. "Risk premia in general equilibrium," CREATES Research Papers 2009-58, Department of Economics and Business Economics, Aarhus University.
  13. Olaf Posch, 2008. "Explaining output volatility: The case of taxation," CREATES Research Papers 2008-04, Department of Economics and Business Economics, Aarhus University.
  14. 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. Posch, Olaf, 2011. "Risk premia in general equilibrium," Journal of Economic Dynamics and Control, Elsevier, vol. 35(9), pages 1557-1576, September.
  4. Olaf Posch & Klaus Wälde, 2011. "On the link between volatility and growth," Journal of Economic Growth, Springer, vol. 16(4), pages 285-308, December.
  5. Posch, Olaf, 2011. "Explaining output volatility: The case of taxation," Journal of Public Economics, Elsevier, vol. 95(11), pages 1589-1606.
  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.

Citations

Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.

Working papers

  1. Juan Carlos Parra-Alvarez & Olaf Posch & Mu-Chun Wang, 2017. "Identification and estimation of heterogeneous agent models: A likelihood approach," CREATES Research Papers 2017-35, Department of Economics and Business Economics, Aarhus University.

    Cited by:

    1. Yves Achdou & Jiequn Han & Jean-Michel Lasry & Pierre-Louis Lions & Benjamin Moll, 2017. "Income and Wealth Distribution in Macroeconomics: A Continuous-Time Approach," NBER Working Papers 23732, National Bureau of Economic Research, Inc.
    2. Khieu, Hoang & Wälde, Klaus, 2018. "Capital Income Risk and the Dynamics of the Wealth Distribution," IZA Discussion Papers 11840, Institute of Labor Economics (IZA).

  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.

    Cited by:

    1. Max Ole Liemen & Michel van der Wel & Olaf Posch, 2018. "Structural Estimation of Dynamic Macroeconomic Models using Higher-Frequency Financial Data," 2018 Meeting Papers 1049, Society for Economic Dynamics.
    2. Emanuele Bacchiocchi & Andrea Bastianin & Alessandro Missale & Eduardo Rossi, 2018. "Structural analysis with mixed-frequency data: A MIDAS-SVAR model of US capital flows," Papers 1802.00793, arXiv.org.

  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.

    Cited by:

    1. Joya, Omar, 2015. "Growth and volatility in resource-rich countries: Does diversification help?," Structural Change and Economic Dynamics, Elsevier, vol. 35(C), pages 38-55.

  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.

    Cited by:

    1. Grammig, Joachim & Sönksen, Jantje, 2014. "Consumption-Based Asset Pricing with Rare Disaster Risk: A Simulated Method of Moments Approach," Annual Conference 2014 (Hamburg): Evidence-based Economic Policy 100614, Verein für Socialpolitik / German Economic Association.
    2. Grammig, Joachim & Sönksen, Jantje, 2014. "Consumption-based asset pricing with rare disaster risk," CFR Working Papers 14-06, University of Cologne, Centre for Financial Research (CFR).
    3. Grammig, Joachim & Sönksen, Jantje, 2014. "Consumption-based asset pricing with rare disaster risk," CFS Working Paper Series 480, Center for Financial Studies (CFS).

  5. 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.

    Cited by:

    1. Giannone, Domenico & Monti, Francesca & Reichlin, Lucrezia, 2016. "Exploiting the monthly data flow in structural forecasting," Journal of Monetary Economics, Elsevier, vol. 84(C), pages 201-215.
    2. Olaf Posch, 2018. "Resurrecting the New-Keynesian Model: (Un)conventional Policy and the Taylor Rule," CESifo Working Paper Series 6925, CESifo Group Munich.
    3. Claudia Foroni & Massimiliano Marcellino, 2013. "Mixed frequency structural models: estimation, and policy analysis," Working Paper 2013/15, Norges Bank.

  6. Olaf Posch & Timo Trimborn, 2011. "Numerical Solution of Dynamic Equilibrium Models under Poisson Uncertainty," CESifo Working Paper Series 3431, CESifo Group Munich.

    Cited by:

    1. Parra-Alvarez, Juan Carlos, 2018. "A Comparison Of Numerical Methods For The Solution Of Continuous-Time Dsge Models," Macroeconomic Dynamics, Cambridge University Press, vol. 22(06), pages 1555-1583, September.
    2. Olaf Posch, 2010. "Risk Premia in General Equilibrium," CESifo Working Paper Series 3131, CESifo Group Munich.
    3. Olaf Posch, 2018. "Resurrecting the New-Keynesian Model: (Un)conventional Policy and the Taylor Rule," CESifo Working Paper Series 6925, CESifo Group Munich.
    4. Strulik, Holger & Trimborn, Timo, 2016. "Natural disasters and macroeconomic performance," ECON WPS - Vienna University of Technology Working Papers in Economic Theory and Policy 07/2016, Vienna University of Technology, Institute for Mathematical Methods in Economics, Research Group Economics (ECON).
    5. Santanu Chatterjee & Olaf Posch & Dennis Wesselbaum, 2017. "Delays in Public Goods," CESifo Working Paper Series 6341, CESifo Group Munich.

  7. 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.

    Cited by:

    1. Olaf Posch & Timo Trimborn, 2011. "Numerical Solution of Dynamic Equilibrium Models under Poisson Uncertainty," CESifo Working Paper Series 3431, CESifo Group Munich.
    2. Offick Sven & Wohltmann Hans-Werner, 2016. "Partially Anticipated Monetary Policy Shocks – Are They Stabilizing or Destabilizing?," Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), De Gruyter, vol. 236(1), pages 95-127, February.
    3. Sacht, Stephen, 2014. "Analysis of various shocks within the high-frequency versions of the baseline New-Keynesian model," Economics Working Papers 2014-02, Christian-Albrechts-University of Kiel, Department of Economics.
    4. John H. Cochrane, 2013. "The New-Keynesian Liquidity Trap," NBER Working Papers 19476, National Bureau of Economic Research, Inc.

  8. Olaf Posch, 2009. "Risk premia in general equilibrium," CREATES Research Papers 2009-58, Department of Economics and Business Economics, Aarhus University.

    Cited by:

    1. Olaf Posch & Timo Trimborn, 2011. "Numerical Solution of Dynamic Equilibrium Models under Poisson Uncertainty," CESifo Working Paper Series 3431, CESifo Group Munich.
    2. Posch, Olaf & Trimborn, Timo, 2010. "Numerical solution of continuous-time DSGE models under Poisson uncertainty," Hannover Economic Papers (HEP) dp-450, Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät.
    3. Chen, Yu-Fu & Funke, Michael, 2010. "Global Warming And Extreme Events: Rethinking The Timing And Intensity Of Environmental Policy," SIRE Discussion Papers 2010-48, Scottish Institute for Research in Economics (SIRE).
    4. Andrew Y. Chen, 2013. "External Habit in a Production Economy," 2013 Papers pch1244, Job Market Papers.
    5. Olaf Posch, 2018. "Resurrecting the New-Keynesian Model: (Un)conventional Policy and the Taylor Rule," CESifo Working Paper Series 6925, CESifo Group Munich.
    6. Chen, Andrew Y., 2014. "Precautionary Volatility and Asset Prices," Finance and Economics Discussion Series 2014-59, Board of Governors of the Federal Reserve System (US).
    7. 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.

  9. Olaf Posch, 2008. "Explaining output volatility: The case of taxation," CREATES Research Papers 2008-04, Department of Economics and Business Economics, Aarhus University.

    Cited by:

    1. Olaf, POSCH & Klaus, WAELDE, 2005. "Natural volatility, welfare and taxation," Discussion Papers (ECON - Département des Sciences Economiques) 2005009, Université catholique de Louvain, Département des Sciences Economiques.
    2. Spiliopoulos, Leonidas, 2010. "The determinants of macroeconomic volatility: A Bayesian model averaging approach," MPRA Paper 26832, University Library of Munich, Germany.
    3. Martin Iseringhausen & Hauke Vierke, 2018. "What Drives Output Volatility? The Role of Demographics and Government Size Revisited," European Economy - Discussion Papers 2015 - 075, Directorate General Economic and Financial Affairs (DG ECFIN), European Commission.
    4. Catalina Granda Carvajal, 2015. "Informality and macroeconomic volatility: do credit constraints matter?," Journal of Economic Studies, Emerald Group Publishing, vol. 42(6), pages 1095-1111, November.
    5. Ferraro, Domenico, 2017. "Volatility and slow technology diffusion," European Economic Review, Elsevier, vol. 96(C), pages 18-37.
    6. Davide fiaschi & Lisa Gianmoena & Angela Parenti, 2013. "The Determinants of Growth Rate Volatility in European Regions," Discussion Papers 2013/170, Dipartimento di Economia e Management (DEM), University of Pisa, Pisa, Italy.
    7. L. Marattin & M. Marzo & P. Zagaglia, 2009. "Distortionary tax instruments and implementable monetary policy," Working Papers 684, Dipartimento Scienze Economiche, Universita' di Bologna.
    8. Yu-Fu Chen & Michael Funke, 2009. "Booms, Recessions and Financial Turmoil: A Fresh Look at Investment Decisions under Cyclical Uncertainty," CESifo Working Paper Series 2759, CESifo Group Munich.
    9. Olaf Posch, 2007. "Structural estimation of jump-diffusion processes in macroeconomics," CREATES Research Papers 2007-23, Department of Economics and Business Economics, Aarhus University.
    10. Olaf POSCH & Klaus WALDE, 2009. "On the non-causal link between volatility and growth," Discussion Papers (IRES - Institut de Recherches Economiques et Sociales) 2009025, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES).
    11. M. Tariq Majeed & Ayesha Noreen, 2018. "Financial Development and Output Volatility: A Cross-Sectional Panel Data Analysis," Lahore Journal of Economics, Department of Economics, The Lahore School of Economics, vol. 23(1), pages 97-141, Jan-June.
    12. Olaf Posch & Klaus Wälde, 2011. "On the link between volatility and growth," Journal of Economic Growth, Springer, vol. 16(4), pages 285-308, December.
    13. Robert Feicht & Wolfgang Stummer, 2010. "Complete Closed-form Solution to a Stochastic Growth Model and Corresponding Speed of Economic Recovery preliminary," DEGIT Conference Papers c015_041, DEGIT, Dynamics, Economic Growth, and International Trade.
    14. Checherita-Westphal, Cristina & Attinasi, Maria Grazia & Rieth, Malte, 2011. "Labour tax progressivity and output volatility: evidence from OECD countries," Working Paper Series 1380, European Central Bank.
    15. Andrey Launov & Olaf Posch & Klaus Wälde, 2014. "On the Estimation of the Volatility-Growth Link," CESifo Working Paper Series 5018, CESifo Group Munich.
    16. Claudiu Tiberiu Albulescu & Nicolae Bogdan Ianc, 2016. "Fiscal Policy, Fdi And Macroeconomic Stabilization," Review of Economic and Business Studies, Alexandru Ioan Cuza University, Faculty of Economics and Business Administration, issue 18, pages 131-146, December.
    17. Almut Veraart, 2008. "Inference for the jump part of quadratic variation of Itô semimartingales," CREATES Research Papers 2008-17, Department of Economics and Business Economics, Aarhus University.

  10. Olaf Posch, 2007. "Structural estimation of jump-diffusion processes in macroeconomics," CREATES Research Papers 2007-23, Department of Economics and Business Economics, Aarhus University.

    Cited by:

    1. Olaf Posch, 2009. "Explaining Output Volatility: The Case of Taxation," CESifo Working Paper Series 2751, CESifo Group Munich.
    2. Olaf Posch & Timo Trimborn, 2011. "Numerical Solution of Dynamic Equilibrium Models under Poisson Uncertainty," CESifo Working Paper Series 3431, CESifo Group Munich.
    3. Guido Ascari & Giorgio Fagiolo & Andrea Roventini, 2012. "Fat-Tail Distributions and Business-Cycle Models," LEM Papers Series 2012/02, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy.
    4. Parra-Alvarez, Juan Carlos, 2018. "A Comparison Of Numerical Methods For The Solution Of Continuous-Time Dsge Models," Macroeconomic Dynamics, Cambridge University Press, vol. 22(06), pages 1555-1583, September.
    5. Posch, Olaf & Trimborn, Timo, 2010. "Numerical solution of continuous-time DSGE models under Poisson uncertainty," Hannover Economic Papers (HEP) dp-450, Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät.
    6. Olaf Posch, 2010. "Risk Premia in General Equilibrium," CESifo Working Paper Series 3131, CESifo Group Munich.
    7. Olaf POSCH & Klaus WALDE, 2009. "On the non-causal link between volatility and growth," Discussion Papers (IRES - Institut de Recherches Economiques et Sociales) 2009025, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES).
    8. Olaf Posch & Klaus Wälde, 2011. "On the link between volatility and growth," Journal of Economic Growth, Springer, vol. 16(4), pages 285-308, December.
    9. 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.
    10. Robert Feicht & Wolfgang Stummer, 2010. "Complete Closed-form Solution to a Stochastic Growth Model and Corresponding Speed of Economic Recovery preliminary," DEGIT Conference Papers c015_041, DEGIT, Dynamics, Economic Growth, and International Trade.
    11. Klaus Wälde, 2009. "Production Technologies in Stochastic Continuous Time Models," CESifo Working Paper Series 2831, CESifo Group Munich.
    12. 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.
    13. Guerrini, Luca, 2010. "A closed-form solution to the Ramsey model with logistic population growth," Economic Modelling, Elsevier, vol. 27(5), pages 1178-1182, September.
    14. Christian Bayer & Klaus Waelde, 2011. "Existence, Uniqueness and Stability of Invariant Distributions in Continuous-Time Stochastic Models," Working Papers 1111, Gutenberg School of Management and Economics, Johannes Gutenberg-Universität Mainz, revised 21 Jul 2011.

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.
    See citations under working paper version above.
  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.
    See citations under working paper version above.
  3. Posch, Olaf, 2011. "Risk premia in general equilibrium," Journal of Economic Dynamics and Control, Elsevier, vol. 35(9), pages 1557-1576, September.
    See citations under working paper version above.
  4. Olaf Posch & Klaus Wälde, 2011. "On the link between volatility and growth," Journal of Economic Growth, Springer, vol. 16(4), pages 285-308, December.

    Cited by:

    1. Mendieta-Muñoz, Ivan, 2017. "On The Interaction Between Economic Growth And Business Cycles," Macroeconomic Dynamics, Cambridge University Press, vol. 21(04), pages 982-1022, June.
    2. Ferraro, Domenico, 2017. "Volatility and slow technology diffusion," European Economic Review, Elsevier, vol. 96(C), pages 18-37.
    3. Jetter, Michael & Nikolsko-Rzhevskyy, Alex & Smith, William T., 2013. "The effects of wage volatility on growth," Journal of Macroeconomics, Elsevier, vol. 37(C), pages 93-109.
    4. Joya, Omar, 2015. "Growth and volatility in resource-rich countries: Does diversification help?," Structural Change and Economic Dynamics, Elsevier, vol. 35(C), pages 38-55.
    5. Antonakakis, Nikolaos & Badinger, Harald, 2012. "Output Volatility, Economic Growth, and Cross-Country Spillovers: New Evidence for the G7 Countries," Department of Economics Working Paper Series 3533, WU Vienna University of Economics and Business.
    6. Mand, Matthias, 2016. "On the Cyclicality of R&D Activities," Annual Conference 2016 (Augsburg): Demographic Change 145472, Verein für Socialpolitik / German Economic Association.
    7. Mand, Matthias, 2019. "On the cyclicality of R&D activities," Journal of Macroeconomics, Elsevier, vol. 59(C), pages 38-58.
    8. Antonakakis, N. & Badinger, H., 2016. "Economic growth, volatility, and cross-country spillovers: New evidence for the G7 countries," Economic Modelling, Elsevier, vol. 52(PB), pages 352-365.
    9. Andrey Launov & Olaf Posch & Klaus Wälde, 2014. "On the Estimation of the Volatility-Growth Link," CESifo Working Paper Series 5018, CESifo Group Munich.
    10. Crowley, Patrick M. & Hallett, Andrew Hughes, 2018. "What causes business cycles to elongate, or recessions to intensify?," Journal of Macroeconomics, Elsevier, vol. 57(C), pages 338-349.
    11. Onyimadu, Chukwuemeka, 2016. "Macroeconomic Volatility and Economic Growth: Evidence from Selected African Countries," MPRA Paper 77200, University Library of Munich, Germany.
    12. Michael Jetter, 2013. "Volatility and Growth: An Explanation for the Disagreement," Documentos de Trabajo CIEF 010944, Universidad EAFIT.
    13. Dimitrios Bakas & Georgios Chortareas & Georgios Magkonis, 2017. "Volatility and Growth: A not so straightforward relationship," Working Paper series 17-12, Rimini Centre for Economic Analysis.
    14. Fulgence Dominick Waryoba, 2017. "Foreign Direct Investment and China’s Productivity Growth during the 1997 Asian Financial Crisis," Academic Journal of Economic Studies, Faculty of Finance, Banking and Accountancy Bucharest,"Dimitrie Cantemir" Christian University Bucharest, vol. 3(3), pages 33-37, September.
    15. Jetter, Michael, 2013. "Volatility and Growth: Governments are Key," IZA Discussion Papers 7826, Institute of Labor Economics (IZA).

  5. Posch, Olaf, 2011. "Explaining output volatility: The case of taxation," Journal of Public Economics, Elsevier, vol. 95(11), pages 1589-1606.
    See citations under working paper version above.
  6. Posch, Olaf, 2009. "Structural estimation of jump-diffusion processes in macroeconomics," Journal of Econometrics, Elsevier, vol. 153(2), pages 196-210, December.
    See citations under working paper version above.

Software components

    Sorry, no citations of software components recorded.

More information

Research fields, statistics, top rankings, if available.

Statistics

Access and download statistics for all items

Rankings

This author is among the top 5% authors according to these criteria:
  1. Record of graduates

Co-authorship network on CollEc

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 16 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 (12) 2008-06-27 2008-06-27 2009-12-05 2012-07-23 2014-02-02 2014-02-02 2017-02-12 2017-10-29 2017-11-12 2018-04-16 2018-09-03 2018-11-12. Author is listed
  2. NEP-DGE: Dynamic General Equilibrium (6) 2009-12-05 2012-05-15 2012-06-13 2017-02-12 2017-10-29 2018-11-12. Author is listed
  3. NEP-ECM: Econometrics (4) 2008-06-27 2011-06-25 2017-11-12 2018-09-03
  4. NEP-CBA: Central Banking (3) 2011-06-25 2018-04-16 2018-11-12
  5. NEP-MON: Monetary Economics (2) 2018-04-16 2018-11-12
  6. NEP-UPT: Utility Models & Prospect Theory (2) 2009-12-05 2012-07-23
  7. NEP-BEC: Business Economics (1) 2009-12-05
  8. NEP-CMP: Computational Economics (1) 2012-05-15
  9. NEP-ETS: Econometric Time Series (1) 2018-09-03
  10. NEP-FDG: Financial Development & Growth (1) 2012-05-22
  11. NEP-GRO: Economic Growth (1) 2014-02-02
  12. NEP-MST: Market Microstructure (1) 2018-09-03
  13. NEP-ORE: Operations Research (1) 2017-11-12
  14. NEP-PUB: Public Finance (1) 2017-02-12
  15. NEP-TRA: Transition Economics (1) 2012-06-13

Corrections

All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. For general information on how to correct material on RePEc, see these instructions.

To update listings or check citations waiting for approval, Olaf Posch should log into the RePEc Author Service.

To make corrections to the bibliographic information of a particular item, find the technical contact on the abstract page of that item. There, details are also given on how to add or correct references and citations.

To link different versions of the same work, where versions have a different title, use this form. Note that if the versions have a very similar title and are in the author's profile, the links will usually be created automatically.

Please note that most corrections can take a couple of weeks to filter through the various RePEc services.

IDEAS is a RePEc service hosted by the Research Division of the Federal Reserve Bank of St. Louis . RePEc uses bibliographic data supplied by the respective publishers.