Estimation of heterogeneous agent models: A likelihood approach. / Parra-Alvarez, Juan Carlos; Posch, Olaf; Wang, Mu-Chun.
Aarhus : Institut for Økonomi, Aarhus Universitet, 2020.Research output: Working paper › Research
Risk Matters : Breaking Certainty Equivalence. / Parra-Alvarez, Juan Carlos; Polattimur, Hamza; Posch, Olaf.
Aarhus : CREATES, Institut for Økonomi, Aarhus Universitet, 2020.Research output: Working paper › Research
Identification and estimation of heterogeneous agent models: A likelihood approach. / Parra-Alvarez, Juan Carlos; Posch, Olaf; Wang, Mu-Chun.
Aarhus : Institut for Økonomi, Aarhus Universitet, 2017.Research output: Working paper › Research
Estimating dynamic equilibrium models using mixed frequency macro and financial data. / Christensen, Bent Jesper; Posch, Olaf; Van Der Wel, Michel.
In: Journal of Econometrics, Vol. 194, No. 1, 01.09.2016, p. 116-137.Research output: Contribution to journal/Conference contribution in journal/Contribution to newspaper › Journal article › Research › peer-review
Numerical solution of dynamic equilibrium models under Poisson uncertainty. / Posch, Olaf; Trimborn, Timo.
In: Journal of Economic Dynamics and Control, Vol. 37, No. 12, 2013, p. 2602-2622.Research output: Contribution to journal/Conference contribution in journal/Contribution to newspaper › Journal article › Research › peer-review
Risk of Rare Disasters, Euler Equation Errors and the Performance of the C-CAPM. / Posch, Olaf; Schrimpf, Andreas.
Aarhus : Institut for Økonomi, Aarhus Universitet, 2012.Research output: Working paper › Research
Measuring Convergence using Dynamic Equilibrium Models: Evidence from Chinese Provinces. / Pan, Lei; Posch, Olaf; van der Wel, Michel.
Aarhus : Institut for Økonomi, Aarhus Universitet, 2012.Research output: Working paper › Research
On the estimation of the volatility-growth link. / Launov, Andrey; Posch, Olaf; Wälde, Klaus.
Aarhus : Institut for Økonomi, Aarhus Universitet, 2012.Research output: Working paper › Research
Estimating Dynamic Equilibrium Models using Macro and Financial Data. / Christensen, Bent Jesper; Posch, Olaf; van der Wel, Michel.
CREATES, Institut for Økonomi, Aarhus Universitet, 2011.Research output: Working paper › Research
Explaining output volatility : The case of taxation. / Posch, Olaf.
In: Journal of Public Economics, Vol. 95, No. 11-12, 2011, p. 1589-1606.Research output: Contribution to journal/Conference contribution in journal/Contribution to newspaper › Journal article › Research › peer-review
On the link between volatility and growth. / Posch, Olaf; Wälde, K.
In: Journal of Economic Growth, Vol. 16, No. 4, 2011, p. 285-308.Research output: Contribution to journal/Conference contribution in journal/Contribution to newspaper › Journal article › Research › peer-review
Risk premia in general equilibrium. / Posch, Olaf.
In: Journal of Economic Dynamics and Control, Vol. 35, No. 9, 2011, p. 1557-1576.Research output: Contribution to journal/Conference contribution in journal/Contribution to newspaper › Journal article › Research › peer-review
Numerical solution of continuous-time DSGE models under Poisson uncertainty. / Posch, Olaf; Trimborn, Timo.
Aarhus : Institut for Økonomi, Aarhus Universitet, 2010.Research output: Working paper › Research
On the non-causal link between volatility and growth. / Posch, Olaf; Wälde, Klaus.
Aarhus : Institut for Økonomi, Aarhus Universitet, 2009.Research output: Working paper › Research
Risk premia in general equilibrium. / Posch, Olaf.
Aarhus : Institut for Økonomi, Aarhus Universitet, 2009.Research output: Working paper › Research
Structural estimation of jump-diffusion processes in macroeconomics. / Posch, Olaf.
In: Journal of Econometrics, Vol. 153, No. 2, 2009, p. 196-210.Research output: Contribution to journal/Conference contribution in journal/Contribution to newspaper › Journal article › Research › peer-review
Explaining output volatility: The case of taxation. / Posch, Olaf.
Aarhus : Institut for Økonomi, Aarhus Universitet, 2008.Research output: Working paper › Research
Structural estimation of jump-diffusion processes in macroeconomics. / Posch, Olaf.
Aarhus : Institut for Økonomi, Aarhus Universitet, 2007.Research output: Working paper › Research