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 1 3 16 59
Becoming sensitive: Males’ risk and time preferences after the 2008 Financial Crisis 0 0 0 8 0 1 11 49
Bootstrap Methods for Inference with Cluster-Sample IV Models 0 0 0 39 0 1 17 141
Empirical Evidence on the Dynamics of Investment Under Uncertainty in the US 0 0 1 40 2 3 20 72
Empirical Evidence on the U.S. Monetary-Fiscal Policy Mix 0 0 1 6 0 1 23 34
Empirical evidence on the Euler equation for investment in the US 0 0 1 12 1 1 6 33
Empirical evidence on the Euler equation for investment in the US 0 0 0 18 1 1 21 49
Empirical evidence on the Euler equation for investment in the US 0 0 0 10 4 4 14 25
Empirical evidence on the Euler equation for investment in the US 0 0 0 14 1 1 12 40
Empirical evidence on the U.S. monetary-fiscal policy mix 0 0 5 10 3 3 47 56
Empirical evidence on the dynamics of investment under uncertainty in the U.S 0 0 0 22 0 0 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 0 14 1 1 13 49
Identification robust empirical evidence on the Euler equation in open economies 0 0 1 25 1 1 17 67
Identification-Robust Minimum Distance Estimation of the New Keynesian Phillips Curve 0 0 0 104 1 1 12 360
Implementing Weak Instrument Robust Tests for a General Class of Instrumental Variables Models 0 0 0 350 1 6 45 1,061
Inference in Limited Dependent Variable Models Robust to Weak Identification 0 0 1 118 0 1 17 426
Measuring Governance: Why do errors matter? 0 1 1 29 1 4 23 94
NEW APPROACHES TO ESTIMATING THE CHILD HEALTH-PARENTAL INCOME RELATIONSHIP 0 0 0 28 1 1 5 81
Tests in Censored Models when the Structural Parameters Are Not Identified 0 0 0 56 0 1 16 249
The (in)stability of stock returns and monetary policy interdependence in the US 0 0 1 31 1 2 15 88
Uncertainty Shocks and Inflation Dynamics in the US 0 0 0 18 1 1 18 56
Uncertainty shocks and inflation dynamics in the U.S 0 0 0 26 0 0 12 68
Total Working Papers 0 1 14 1,159 21 39 417 3,628

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 1 2 26 68
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 1 1 10 27
Empirical evidence on the Euler equation for consumption in the US 0 0 3 58 0 2 36 198
Empirical evidence on the Euler equation for investment in the US 0 0 2 5 0 2 11 26
Empirical evidence on the U.S. monetary–fiscal policy mix 1 2 2 2 1 4 9 9
Identification Robust Empirical Evidence on the Open Economy IS‐Curve 0 0 0 4 0 0 14 24
Identification Using Stability Restrictions 0 0 1 6 0 1 9 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 0 17 141
Identification‐Robust Minimum Distance Estimation of the New Keynesian Phillips Curve 0 0 1 2 0 1 7 21
Implementing weak-instrument robust tests for a general class of instrumental-variables models 0 0 1 254 0 1 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? 1 1 3 12 1 3 23 70
Monetary Policy Regimes in Small Open Economies: The Case of Sri Lanka* 0 0 0 7 1 2 25 50
Monetary policy regimes: A global assessment 0 0 0 5 0 1 14 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 2 17 49
Trust, risk, and gender: Evidence from the Black Saturday Fires in Victoria, Australia 0 0 2 2 1 1 19 22
Two applications of wild bootstrap methods to improve inference in cluster‐IV models 0 0 0 7 1 2 11 36
Uncertainty shocks and inflation dynamics in the U.S 0 0 0 12 0 1 20 71
Total Journal Articles 2 3 16 514 8 26 327 2,026

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 2 43 1 2 14 212
WEAKIV10: Stata module to perform weak-instrument-robust tests and confidence intervals for instrumental-variable (IV) estimation of linear, probit and tobit models 2 2 5 532 6 11 70 4,042
WEAKIV: Stata module to perform weak-instrument-robust tests and confidence intervals for instrumental-variable (IV) estimation of linear, probit and tobit models 5 6 69 3,026 28 57 525 17,291
Total Software Items 7 9 76 3,601 35 70 609 21,545

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Statistics updated 2026-09-10