Department of Economics and Business Economics

Olaf Posch

  1. 2020
  2. Published

    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 paperResearch

  3. Published

    Risk Matters : Breaking Certainty Equivalence. / Parra-Alvarez, Juan Carlos; Polattimur, Hamza; Posch, Olaf.

    Aarhus : CREATES, Institut for Økonomi, Aarhus Universitet, 2020.

    Research output: Working paperResearch

  4. 2017
  5. Published

    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 paperResearch

  6. 2016
  7. Published

    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 newspaperJournal articleResearchpeer-review

  8. 2013
  9. Published

    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 newspaperJournal articleResearchpeer-review

  10. 2012
  11. Published

    On the estimation of the volatility-growth link. / Launov, Andrey; Posch, Olaf; Wälde, Klaus.

    Aarhus : Institut for Økonomi, Aarhus Universitet, 2012.

    Research output: Working paperResearch

  12. Published

    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 paperResearch

  13. Published

    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 paperResearch

  14. 2011
  15. Published

    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 paperResearch

  16. Published

    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 newspaperJournal articleResearchpeer-review

  17. Published

    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 newspaperJournal articleResearchpeer-review

  18. Published

    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 newspaperJournal articleResearchpeer-review

  19. 2010
  20. Published

    Numerical solution of continuous-time DSGE models under Poisson uncertainty. / Posch, Olaf; Trimborn, Timo.

    Aarhus : Institut for Økonomi, Aarhus Universitet, 2010.

    Research output: Working paperResearch

  21. 2009
  22. Published

    On the non-causal link between volatility and growth. / Posch, Olaf; Wälde, Klaus.

    Aarhus : Institut for Økonomi, Aarhus Universitet, 2009.

    Research output: Working paperResearch

  23. Published

    Risk premia in general equilibrium. / Posch, Olaf.

    Aarhus : Institut for Økonomi, Aarhus Universitet, 2009.

    Research output: Working paperResearch

  24. Published

    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 newspaperJournal articleResearchpeer-review

  25. 2008
  26. Published

    Explaining output volatility: The case of taxation. / Posch, Olaf.

    Aarhus : Institut for Økonomi, Aarhus Universitet, 2008.

    Research output: Working paperResearch

  27. 2007
  28. Published

    Structural estimation of jump-diffusion processes in macroeconomics. / Posch, Olaf.

    Aarhus : Institut for Økonomi, Aarhus Universitet, 2007.

    Research output: Working paperResearch