Prof. Dr. Olaf Posch
Chair of Methods in Economics
Address
Office
Office hours
- Monday, 11:30 a.m. For an appointment please contact the office by e-mail (corinna.kienle@uni-hamburg.de).
Contact
Link to my external website: here
Publications
2023
"Estimation of Heterogeneous Agent Models: A Likelihood Approach" (joint with Juan Carlos Parra-Alvarez and Mu-Chun Wang. Oxford Bulletin of Economics and Statistics, Volume 85, No 2 (2023): 304-330. Link; Web Appendix
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
2023
"FTPL and the Maturity Structure of Government Debt in the New-Keynesian Model" (joint with Max Ole Liemen ). CESifo Working Paper Series No. 9840 (Version Dec 2023). 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.
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.