De Luca, G., Magnus, JanR. and Peracchi, F. (2022). Sampling properties of the Bayesian posterior mean with an application to WALS estimation Journal of Econometrics, 230(2):299--317.
Jan Magnus
University
Vrije Universiteit Amsterdam
E-mail
Research field
Econometrics
Interests
Econometrics
Website
Key publications
Ikefuji, M., Laeven, RogerJ.A., Magnus, JanR. and Yue, Y. (2022). Earthquake Risk Embedded in Property Prices: Evidence From Five Japanese Cities Journal of the American Statistical Association, 117(537):82--93.
Ikefuji, M., Laeven, RogerJ.A., Magnus, JanR. and Muris, C. (2020). Expected utility and catastrophic risk in a stochastic economy–climate model Journal of Econometrics, 214(1):110--129.
De Luca, G., Magnus, JanR. and Peracchi, F. (2019). Comments on “Unobservable Selection and Coefficient Stability: Theory and Evidence” and “Poorly Measured Confounders are More Useful on the Left Than on the Right” Journal of Business and Economic Statistics, 37(2):217--222.
De Luca, G., Magnus, JanR. and Peracchi, F. (2018). Weighted-average least squares estimation of generalized linear models Journal of Econometrics, 204(1):1--17.
List of publications
Ikefuji, M., Magnus, JanR. and Yamagata, T. (2024). Revealing priors from posteriors with an application to inflation forecasting in the UK Econometrics Journal, 27(1):151--170.
Magnus, JanR. and Vasnev, AndreyL. (2023). On the uncertainty of a combined forecast: The critical role of correlation International Journal of Forecasting, 39(4):1895--1908.
De Luca, G., Magnus, JanR. and Peracchi, F. (2023). Weighted-Average Least Squares (WALS): Confidence and Prediction Intervals Computational Economics, 61(4):1637--1664.
De Luca, G., Magnus, JanR. and Peracchi, F. (2022). Sampling properties of the Bayesian posterior mean with an application to WALS estimation Journal of Econometrics, 230(2):299--317.
Ikefuji, M., Laeven, RogerJ.A., Magnus, JanR. and Yue, Y. (2022). Earthquake Risk Embedded in Property Prices: Evidence From Five Japanese Cities Journal of the American Statistical Association, 117(537):82--93.
Magnus, JanR., Pijls, HenkG.J. and Sentana, E. (2021). The Jacobian of the exponential function Journal of Economic Dynamics and Control, 127:1--15.
Sakamoto, H., Ikefuji, M. and Magnus, JanR. (2020). Adaptation for Mitigation Environmental and Resource Economics, 75(3):457--484.
Magnus, JanR. and Sentana, E. (2020). Zero-diagonality as a linear structure Economics Letters, 196:1--4.
Ikefuji, M., Laeven, RogerJ.A., Magnus, JanR. and Muris, C. (2020). Expected utility and catastrophic risk in a stochastic economy–climate model Journal of Econometrics, 214(1):110--129.
De Luca, G., Magnus, JanR. and Peracchi, F. (2019). Comments on “Unobservable Selection and Coefficient Stability: Theory and Evidence” and “Poorly Measured Confounders are More Useful on the Left Than on the Right” Journal of Business and Economic Statistics, 37(2):217--222.
De Luca, G., Magnus, JanR. and Peracchi, F. (2018). BALANCED VARIABLE ADDITION IN LINEAR MODELS Journal of Economic Surveys, 32(4):1183--1200.
De Luca, G., Magnus, JanR. and Peracchi, F. (2018). Weighted-average least squares estimation of generalized linear models Journal of Econometrics, 204(1):1--17.
Magnus, JanR., Wang, W. and Zhang, X. (2016). Weighted-Average Least Squares Prediction Econometric Reviews, 35(6):1040--1074.
Magnus, JanR. and De Luca, G. (2016). Weighted-average least squares (WALS): A survey Journal of Economic Surveys, 30(1):117--148.
Claeskens, G., Magnus, JanR., Vasnev, AndreyL. and Wang, W. (2016). The forecast combination puzzle: A simple theoretical explanation International Journal of Forecasting, 32(3):754--762.
Magnus, J. and Vasnev, A. (2015). Interpretation and use of sensitivity in econometrics, illustrated with forecast combinations International Journal of Forecasting, 31(3):769--781.
Magnus, J. and Wang, W. (2014). Concept-Based Bayesian Model Averaging and Growth Empirics Oxford Bulletin of Economics and Statistics, 76(6):874--897.
Ji, K., R Magnus, J. and Wang, W. (2013). Natural resources, institutional quality, and economic growth in China Environmental and Resource Economics, 57(3):323--343.
Ikefuji, M., Laeven, RogerJ.A., Magnus, JanR. and Muris, C. (2013). Pareto utility Theory and Decision, 75(1):43--57.
Douhou, S., Magnus, JanR. and van Soest, A. (2012). Peer Reporting and the Perception of Fairness De Economist, 160(3):289--310.