Prof. Dr. Olaf Posch

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.

2013

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

2011

"On the Link between Volatility and Growth" (joint with Klaus Wälde), Journal of Economic Growth 16 (2011): 285-308.
"Risk Premia in General Equilibrium". Journal of Economic Dynamics and Control 35 (2011): 1557-1576.
"Explaining Output Volatility: The Case of Taxation". Journal of Public Economics 95 (2011): 1589-1606.

2009

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

2018

"Risk Matters: Breaking Certainty Equivalence" (joint with Juan Carlos Parra-Alvarez and Hamza Polattimur), CESifo Working Paper Series.

"Resurrecting the New-Keynesian Model: (Un)conventional Policy and the Taylor rule", CESifo Working Paper Series No. 6925. Web Appendix is available here.

2017

"Identification and Estimation of Heterogeneous Agent Models: A Likelihood Approach" (joint with Juan Carlos Parra-Alvarez and Mu-Chun Wang), CESifo Working Paper Series No. 6717.

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

2014

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

"Estimating Dynamic Equilibrium Models Using Mixed Frequency Macro and Financial Data" (joint with Bent Jesper Christensen and Michel van der Wel), CESifo Working Paper Series No. 5030.

2012

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

"Risk of Rare Disasters, Euler Equation Errors and the Performance of the C-CAPM" (joint with Andreas Schrimpf), CREATES Research Paper No. 2012-32.

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