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 0 43 0 0 0 41
Becoming Sensitive: Males' Risk and Time Preferences after the 2008 Financial Crisis 0 0 0 9 0 0 1 38
Becoming sensitive: Males’ risk and time preferences after the 2008 Financial Crisis 0 0 0 8 0 0 0 37
Bootstrap Methods for Inference with Cluster-Sample IV Models 0 1 1 39 2 5 9 122
Empirical evidence on the Euler equation for investment in the US 0 0 1 17 1 2 6 26
Empirical evidence on the Euler equation for investment in the US 1 1 1 10 1 1 2 11
Empirical evidence on the Euler equation for investment in the US 0 0 1 13 1 1 2 26
Empirical evidence on the Euler equation for investment in the US 1 1 2 9 3 4 13 21
Empirical evidence on the dynamics of investment under uncertainty in the U.S 0 0 0 22 0 0 1 27
Empirical evidence on the dynamics of investment under uncertainty in the US 0 0 0 39 1 2 2 52
Identification Using Stability Restrictions 1 1 1 126 1 2 8 361
Identification robust empirical evidence on the Euler equation in open economies 0 0 0 14 0 0 0 36
Identification robust empirical evidence on the Euler equation in open economies 0 0 0 24 0 0 0 48
Identification-Robust Minimum Distance Estimation of the New Keynesian Phillips Curve 0 0 0 104 0 0 0 346
Implementing Weak Instrument Robust Tests for a General Class of Instrumental Variables Models 0 0 0 350 1 1 3 1,014
Inference in Limited Dependent Variable Models Robust to Weak Identification 0 0 1 117 0 2 5 407
Measuring Governance: Why do errors matter? 0 0 0 28 0 0 0 69
NEW APPROACHES TO ESTIMATING THE CHILD HEALTH-PARENTAL INCOME RELATIONSHIP 0 0 0 28 0 0 0 75
Tests in Censored Models when the Structural Parameters Are Not Identified 0 0 1 56 0 0 2 228
The (in)stability of stock returns and monetary policy interdependence in the US 0 0 3 30 0 0 9 72
Uncertainty shocks and inflation dynamics in the U.S 0 0 2 25 0 2 5 53
Uncertainty shocks and inflation dynamics in the US 0 0 1 17 0 0 2 34
Total Working Papers 3 4 15 1,128 11 22 70 3,144


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 0 4 0 1 3 38
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 2 2 42
Empirical Evidence on the Dynamics of Investment Under Uncertainty in the U.S 0 0 1 2 0 1 3 15
Empirical evidence on the Euler equation for consumption in the US 0 2 12 51 0 2 19 143
Empirical evidence on the Euler equation for investment in the US 0 1 3 3 2 5 10 10
Identification Robust Empirical Evidence on the Open Economy IS‐Curve 0 0 1 4 0 0 1 8
Identification Using Stability Restrictions 1 1 3 26 1 1 7 108
Identification Using Stability Restrictions 1 1 1 4 2 3 6 40
Identification-Robust Minimum Distance Estimation of the New Keynesian Phillips Curve 0 0 0 36 1 1 2 118
Identification‐Robust Minimum Distance Estimation of the New Keynesian Phillips Curve 0 0 0 0 1 2 3 11
Implementing weak-instrument robust tests for a general class of instrumental-variables models 0 2 2 253 2 5 10 663
Inference in limited dependent variable models robust to weak identification 0 0 0 23 0 2 3 139
Measuring governance: Why do errors matter? 0 0 1 9 0 1 4 43
Monetary Policy Regimes in Small Open Economies: The Case of Sri Lanka* 0 0 2 6 1 1 8 23
Monetary policy regimes: A global assessment 0 0 0 5 0 0 2 12
Parametric inference using structural break tests 1 1 2 30 1 1 2 112
Transitions to inflation targeting: panel evidence 0 0 0 7 0 0 0 28
Trust, risk, and gender: Evidence from the Black Saturday Fires in Victoria, Australia 0 0 0 0 0 0 2 2
Two applications of wild bootstrap methods to improve inference in cluster‐IV models 0 0 0 7 0 0 0 23
Uncertainty shocks and inflation dynamics in the U.S 0 0 2 12 3 3 5 45
Total Journal Articles 3 8 30 490 14 31 92 1,623


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 0 0 29 0 2 6 152
WEAKIV10: Stata module to perform weak-instrument-robust tests and confidence intervals for instrumental-variable (IV) estimation of linear, probit and tobit models 2 3 24 524 7 26 165 3,936
WEAKIV: Stata module to perform weak-instrument-robust tests and confidence intervals for instrumental-variable (IV) estimation of linear, probit and tobit models 14 52 210 2,883 63 224 1,154 16,367
Total Software Items 16 55 234 3,436 70 252 1,325 20,455


Statistics updated 2025-02-05