Olaf Posch

Olaf Posch is a Professor of Economics, specializing in Methods of Economics, at the Department of Economics within the Faculty of Economics and Social Sciences at the University of Hamburg. His research integrates macroeconomic theory, econometrics, and computational methods to analyze dynamic equilibrium models, asset pricing, and policy design.

Research Interests: His primary research areas include Macroeconomics, Dynamic Stochastic General Equilibrium (DSGE) models, Asset Pricing, Monetary and Fiscal Policy, Econometrics, Structural Estimation, and Continuous-Time Modeling. He investigates the implications of uncertainty, rare disasters, heterogeneous agents, and public policy on macroeconomic dynamics and financial markets.

Recent Research Trends: His recent publications demonstrate a consistent focus on advancing the estimation and solution methods of macroeconomic models. He explores the role of uncertainty (e.g., Peso problems, Poisson shocks), the impact of fiscal policy and debt maturity (e.g., FTPL), and the importance of risk in model approximations. His work often bridges theoretical innovation with empirical application, using mixed-frequency data and structural estimation techniques.

Scientific Grants:

• DFG Project No. 268475812: 'Dynamic equilibrium models' – Developing a continuous-time New Keynesian model.
• DFG Project No. 446166239: 'Fiscal Sustainability'.
• DFG Project No. 510995673: 'Fiscal policy in models with heterogeneous agents'.

Advising and Grants: While specific advisees are not listed, he frequently collaborates with co-authors on research projects and working papers, indicating an active role in mentoring junior researchers. He is the principal investigator on multiple DFG-funded projects, demonstrating significant grant acquisition and research leadership.

Laboratories and Research Teams: He leads a research team at the University of Hamburg, including Corinna Kienle, Réka Rátfai, and Josie Oetjen, focused on dynamic equilibrium models and macroeconomic policy analysis.