Access Statistics for Leandro Maschietto Magnusson

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Assessing Monetary Policy Targeting Regimes for Small Open Economies 0 0 1 44 0 0 9 51
Becoming Sensitive: Males' Risk and Time Preferences after the 2008 Financial Crisis 0 0 0 9 2 2 16 58
Becoming sensitive: Males’ risk and time preferences after the 2008 Financial Crisis 0 0 0 8 1 1 11 49
Bootstrap Methods for Inference with Cluster-Sample IV Models 0 0 0 39 1 2 17 141
Empirical Evidence on the Dynamics of Investment Under Uncertainty in the US 0 0 1 40 0 1 18 70
Empirical Evidence on the U.S. Monetary-Fiscal Policy Mix 0 0 1 6 0 4 23 34
Empirical evidence on the Euler equation for investment in the US 0 0 0 18 0 0 21 48
Empirical evidence on the Euler equation for investment in the US 0 0 0 10 0 1 10 21
Empirical evidence on the Euler equation for investment in the US 0 0 0 14 0 0 11 39
Empirical evidence on the Euler equation for investment in the US 0 0 2 12 0 0 6 32
Empirical evidence on the U.S. monetary-fiscal policy mix 0 0 7 10 0 0 46 53
Empirical evidence on the dynamics of investment under uncertainty in the U.S 0 0 0 22 0 1 11 40
Identification Using Stability Restrictions 0 0 1 128 0 1 17 380
Identification robust empirical evidence on the Euler equation in open economies 0 0 1 25 0 0 16 66
Identification robust empirical evidence on the Euler equation in open economies 0 0 0 14 0 0 12 48
Identification-Robust Minimum Distance Estimation of the New Keynesian Phillips Curve 0 0 0 104 0 1 12 359
Implementing Weak Instrument Robust Tests for a General Class of Instrumental Variables Models 0 0 0 350 2 6 44 1,060
Inference in Limited Dependent Variable Models Robust to Weak Identification 0 0 1 118 1 1 18 426
Measuring Governance: Why do errors matter? 1 1 1 29 1 3 22 93
NEW APPROACHES TO ESTIMATING THE CHILD HEALTH-PARENTAL INCOME RELATIONSHIP 0 0 0 28 0 1 4 80
Tests in Censored Models when the Structural Parameters Are Not Identified 0 0 0 56 0 2 17 249
The (in)stability of stock returns and monetary policy interdependence in the US 0 0 1 31 0 1 14 87
Uncertainty Shocks and Inflation Dynamics in the US 0 0 0 18 0 0 18 55
Uncertainty shocks and inflation dynamics in the U.S 0 0 0 26 0 0 13 68
Total Working Papers 1 1 17 1,159 8 28 406 3,607

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Becoming sensitive: Males’ risk and time preferences after the 2008 financial crisis 0 0 1 5 0 2 25 67
Econometrics in a Formal Science of Economics: Theory and Measurement of Economic Relations, by Bernt P. Stigum ( MIT Press, Cambridge, 2015 ), pp. 392 0 0 0 8 0 0 3 47
Empirical Evidence on the Dynamics of Investment Under Uncertainty in the U.S 0 0 0 2 0 1 9 26
Empirical evidence on the Euler equation for consumption in the US 0 1 3 58 1 10 38 198
Empirical evidence on the Euler equation for investment in the US 0 0 2 5 2 2 11 26
Empirical evidence on the U.S. monetary–fiscal policy mix 0 1 1 1 1 3 8 8
Identification Robust Empirical Evidence on the Open Economy IS‐Curve 0 0 0 4 0 1 14 24
Identification Using Stability Restrictions 0 0 1 6 1 1 10 52
Identification Using Stability Restrictions 0 0 0 26 0 0 14 125
Identification-Robust Minimum Distance Estimation of the New Keynesian Phillips Curve 0 0 0 36 0 1 18 141
Identification‐Robust Minimum Distance Estimation of the New Keynesian Phillips Curve 0 0 2 2 0 1 8 21
Implementing weak-instrument robust tests for a general class of instrumental-variables models 0 0 1 254 0 5 26 691
Inference in limited dependent variable models robust to weak identification 0 0 0 23 0 0 11 151
Measuring governance: Why do errors matter? 0 1 2 11 1 4 23 69
Monetary Policy Regimes in Small Open Economies: The Case of Sri Lanka* 0 0 0 7 0 1 24 49
Monetary policy regimes: A global assessment 0 0 0 5 1 1 15 30
Parametric inference using structural break tests 0 0 0 30 0 0 5 118
Transitions to inflation targeting: panel evidence 0 0 0 8 1 1 16 48
Trust, risk, and gender: Evidence from the Black Saturday Fires in Victoria, Australia 0 0 2 2 0 0 18 21
Two applications of wild bootstrap methods to improve inference in cluster‐IV models 0 0 0 7 1 1 10 35
Uncertainty shocks and inflation dynamics in the U.S 0 0 0 12 0 5 21 71
Total Journal Articles 0 3 15 512 9 40 327 2,018

Software Item File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
GENSTEST: Stata module to perform generalized S tests for models in the generalized method of moments framework 0 1 3 43 0 1 15 211
WEAKIV10: Stata module to perform weak-instrument-robust tests and confidence intervals for instrumental-variable (IV) estimation of linear, probit and tobit models 0 0 3 530 1 9 67 4,036
WEAKIV: Stata module to perform weak-instrument-robust tests and confidence intervals for instrumental-variable (IV) estimation of linear, probit and tobit models 0 5 72 3,021 13 54 548 17,263
Total Software Items 0 6 78 3,594 14 64 630 21,510

logo

LogEc Home

Top Working Papers
Top Journal Articles
Top Books
Top Chapters
Top Software Items

Top Authors

Top Working Paper series and Journals

About LogEc

Authors with papers registered in the RePEc Author Service.

Register yourself as an author or register more papers in the RePEc Author Service.

Authors with no registered papers

RePEc
LogEc provides access and usage statistics for services based on the RePEc data set.

Örebro UniversityLogEc is hosted by the Örebro University School of Business.

Questions or comments? Please see our explanation of how the statistics are collected or e-mail

Since October 2025, abstract view statistics are potentially heavily influenced by traffic from AI bots and tools that we could not eliminate despite our best efforts.

Statistics updated 2026-08-07