Prof. Dr. Olaf Posch

Photo: Prof. Dr. Olaf Posch

Chair of Methods in Economics

Address

Universität Hamburg

Faculty of Business, Economics and Social Sciences

Volkswirtschaftslehre

Von-Melle-Park 5

20146 Hamburg

Office

Room: 2069

Office hours

Mon 12:30 p.m. - 13:30 p.m. (during summer term 2020).
For an appointment please contact the office (Corinna Kienle).

Contact

Tel: +49 40 42838-4630

Fax: +49 40 42838-4208

Email: Olaf.Posch"AT"uni-hamburg.de

Link to my external website: here

Publications

2022

"Peso Problems in the Estimation of the C-CAPM" (joint with Juan Carlos Parra-Alvarez and Andreas Schrimpf.) Quantitative Economics 13 (2022): 259-313 . Link; Web Appendix

2021

"Risk Matters: Breaking Certainty Equivalence in Linear Approximations" Link (joint with Juan Carlos Parra-Alvarez and Hamza Polattimur). Journal of Economic Dynamics and Control 133 (2021): 1-25. Link pdf

2016

"Estimating Dynamic Equilibrium Models Using Mixed Freuquency Macro and Financial Data" (joint with Bent Jesper Christensen and Michel van der Wel). Journal of Econometrics 194 (2016): 116–137. Link; Web Appendix

2013

"Numerical Solution of Dynamic Equilibrium Models under Poisson Uncertainty" (joint with Timo Trimborn), Journal of Economic Dynamics and Control 37 (2013): 2606-2662. Link

2011

"On the Link between Volatility and Growth" (joint with Klaus Wälde), Journal of Economic Growth 16 (2011): 285-308. Link

"Risk Premia in General Equilibrium". Journal of Economic Dynamics and Control 35 (2011): 1557-1576. Link

"Explaining Output Volatility: The Case of Taxation". Journal of Public Economics 95 (2011): 1589-1606. Link

2009

"Structural Estimation of Jump-Diffusion Processes in Macroeconomics". Journal of Econometrics 153 (2009): 196-210. Link

Working Papers

2022

"FTPL and the maturity structure of government debt in the New-Keynesian Model" (zusammen mit Max Ole Liemen 2022). Link Web Appendix Link pdf

2020

"Resurrecting the New-Keynesian Model: (Un)conventional Policy and the Taylor Rule" Link (updated version, September 2020). CESifo Working Paper Series No. 6925. Web Appendix: Link pdf.

"Estimation of Heterogeneous Agent Models: A Likelihood Approach" Link (joint with Juan Carlos Parra-Alvarez and Mu-Chun Wang (May 2020). CESifo Working Paper Series No. 6717. Web Appendix: Link pdf.

2019

"On the Estimation of the Volatility-Growth Link" (joint with Andrey Launov and Klaus Wälde, updated version, September 2019). CREATES Research Paper 2012-21. Link

2017

"Delays in Public Goods" (joint with Santanu Chatterjee and Dennis Wesselbaum). CESifo Working Paper Series No. 6341. Link

2012

"Measuring Convergence Using Dynamic Equilibrium Models: Evidence from Chinese Provinces" (joint with Lei Pan and Michel van der Wel). Link

"Solving the New Keynesian Model in Continuous Time" (joint with Jésus Fernández-Villaverde and Juan F. Rubio-Ramírez). Link pdf.