Olaf Posch
Olaf Posch is Professor of Economics at the University of Hamburg. After obtaining his doctoral degree in Economics at the University of Hamburg, he started his academic career at Aarhus University holding positions as postdoctoral researcher, assistant professor and associated professor at the Department of Economics and Business, Aarhus University. His main research and teaching interests include dynamic macroeconomics, continuous-time finance, term structure modeling, structural estimation, and the macro-finance interaction.
Posch, O. (2009). Structural estimation of jump-diffusion processes in macroeconomics. Journal of Econometrics, 153(2), 196-210. https://doi.org/10.1016/j.jeconom.2009.06.003
Posch, O. (2011). Risk premia in general equilibrium. Journal of Economic Dynamics and Control, 35(9), 1557-1576. https://doi.org/10.1016/j.jedc.2010.12.017
Parra-Alvarez, J. C., Polattimur, H. & Posch, O. (2021). Risk matters: Breaking certainty equivalence in linear approximations. Journal of Economic Dynamics and Control, 133, Article 104248. https://doi.org/10.1016/j.jedc.2021.104248
Parra-Alvarez, J. C., Posch, O. & Schrimpf, A. (2022). Peso problems in the estimation of the C-CAPM. Quantitative Economics, 13(1), 259-313. https://doi.org/10.3982/QE1478
Posch, O. & Wälde, K. (2011). On the link between volatility and growth. Journal of Economic Growth, 16(4), 285-308. https://doi.org/10.1007/s10887-011-9069-y
Posch, O. & Trimborn, T. (2013). Numerical solution of dynamic equilibrium models under Poisson uncertainty. Journal of Economic Dynamics and Control, 37(12), 2602-2622. https://doi.org/10.1016/j.jedc.2013.07.001
Posch, O. (2011). Explaining output volatility: The case of taxation. Journal of Public Economics, 95(11-12), 1589-1606. https://doi.org/10.1016/j.jpubeco.2011.05.009
Parra-Alvarez, J. C., Posch, O. & Wang, M. C. (2023). Estimation of Heterogeneous Agent Models: A Likelihood Approach. Oxford Bulletin of Economics and Statistics, 85(2), 304-330. https://doi.org/10.1111/obes.12531
Christensen, B. J., Posch, O. & Van Der Wel, M. (2016). Estimating dynamic equilibrium models using mixed frequency macro and financial data. Journal of Econometrics, 194(1), 116-137. https://doi.org/10.1016/j.jeconom.2016.04.005
