List of publications
2023
Juan Carlos Parra-Alvarez, Olaf Posch, Mu-Chun Wang. “Estimation of Heterogeneous Agent Models: A Likelihood Approach”. Oxford Bulletin of Economics and Statistics; Volume 85, No 2. (2023): S. 304-330.Link; Web Appendix
Max Ole Liemen, Olaf Posch. “FTPL and the Maturity Structure of Government Debt in the New-Keynesian Model”. CESifo Working Paper Series No. 9840 (Version Dec 2023). (2023) Link; Web Appendix
2022
Mathias Klein, Hamza Polattimur, Roland Winkler. “Fiscal Spending Multipliers over the Household Leverage Cycle ”. European Economic Review Volume 141. (2022) Link
Juan Carlos Parra-Alvarez, Olaf Posch, Andreas Schrimpf. “Peso Problems in the Estimation of the C-CAPM”. Quantitative Economics 13. (2022): S. 259-313. Link; Web Appendix
2021
Juan Carlos Parra-Alvarez, Hamza Polattimur, Olaf Posch. “Risk Matters: Breaking Certainty Equivalence in Linear Approximations”. Journal of Economic Dynamics and Control Volume 133. (2021): S. 1-25. Link; Web Appendix
2020
Jean Roch Donsimoni, René Glawion, Bodo Plachter, Klaus Wälde. “Projecting the spread of COVID-19 for Germany”. German Economic Review 181(2). (2020): S. 181–216. Link
Jean Roch Donsimoni, René Glawion, Bodo Plachter, Klaus Wälde. “Projektion der COVID-19-Epidemie in Deutschland”. Wirtschaftsdienst 100. (2020): S. 272-276. Link
Jean Roch Donsimoni, René Glawion, Tobias Hartl, Bodo Plachter, Jens Timmer, Klaus Wälde, Enzo Weber, Constantin Weiser. “Covid-19 in Deutschland – Erklärung, Prognose und Einfluss gesundheitspolitischer Maßnahmen”. Perspektiven der Wirtschaftspolitik 21(3). (2020): S. 250-262. Link
Jean Roch Donsimoni, René Glawion, Bodo Plachter, Klaus Wälde, Constantin Weiser. “Should Contact Bans Have Been Lifted More in Germany? A Quantitative Prediction of Its Effects”. CESifo Economic Studies 66(2). (2020): S. 115-133. Editor's Choice Article. Link
René Glawion, Frédéric Haller, Marc Puche. “A General Equilibrium Model of Earnings, Income, and Wealth”. (2020) Beiträge zur Jahrestagung des Vereins für Socialpolitik 2020: Gender Economics, ZBW - Leibniz Information Centre for Economics, Kiel, Hamburg. Link
Hamza Polattimur, Andreas Schabert. “On the Role of MBS Purchases for the Macroeconomic Effects of QE1”. (2020) Web Appendix
Olaf Posch. “Resurrecting the New-Keynesian Model: (Un)conventional Policy and the Taylor Rule (updated version, September 2020)”. CESifo Working Paper Series No. 6925. (2020) Link; Web Appendix
2019
Andrey Launov, Olaf Posch, Klaus Wälde. “On the Estimation of the Volatility-Growth Link (updated version, September 2019)”. CREATES Research Paper No. 2012-21. (2019) Link
2017
Santanu Chatterjee, Olaf Posch, Dennis Wesselbaum. “Delays in Public Goods”. CESifo Working Paper Series No. 6341. (2017) Link
2016
Bent Jesper Christensen, Olaf Posch, Michel van der Wel. “Estimating Dynamic Equilibrium Models Using Mixed Freuquency Macro and Financial Data”. Journal of Econometrics 194. (2016): S. 116-137. Link; Web Appendix
2013
Olaf Posch, Timo Trimborn. “Numerical Solution of Dynamic Equilibrium Models under Poisson Uncertainty”. Journal of Economic Dynamics and Control 37. (2013): S. 2606-2622. Link
2012
Lei Pan, Olaf Posch, Michel van der Wel. “Measuring Convergence Using Dynamic Equilibrium Models: Evidence from Chinese Provinces”. (2012) Link
Jésus Fernández-Villaverde, Olaf Posch, Juan F. Rubio-Ramírez. “Solving the New Keynesian Model in Continuous Time”. (2012) Link
2011
Olaf Posch, Klaus Wälde. “On the Link between Volatility and Growth”. Journal of Economic Growth 16. (2011): S. 285-308. Link
Olaf Posch. “Risk Premia in General Equilibrium”. Journal of Economic Dynamics and Control 35. (2011): S. 1557-1576. Link
Olaf Posch. “Explaining Output Volatility: The Case of Taxation”. Journal of Public Economics 95. (2011): S. 1589-1606. Link
2009
Olaf Posch. “Structural Estimation of Jump-Diffusion Processes in Macroeconomics”. Journal of Econometrics 153. (2009): S. 196-210. Link