J.R. Magnus

Vrije Universiteit Amsterdam, School of Business and Economics

Professor

De Boelelaan 1105

Amsterdam, 1081HV

Netherlands

SCHOLARLY PAPERS

44

DOWNLOADS
Rank 21,082

SSRN RANKINGS

Top 21,082

in Total Papers Downloads

4,485

SSRN CITATIONS
Rank 9,434

SSRN RANKINGS

Top 9,434

in Total Papers Citations

144

CROSSREF CITATIONS

29

Scholarly Papers (44)

1.

Records in Athletics Through Extreme-Value Theory

CentER Discussion Paper Series No. 2006-83
Number of pages: 17 Posted: 12 Oct 2006
John H. J. Einmahl and J.R. Magnus
Tilburg University - Department of Econometrics & Operations Research and Vrije Universiteit Amsterdam, School of Business and Economics
Downloads 679 (72,164)
Citation 3

Abstract:

Loading...

Endpoint estimation, exceedance probability, ranking, statistics of extremes, world record

2.

Bayesian Model Averaging and Weighted Average Least Squares: Equivariance, Stability, and Numerical Issues

CentER Working Paper Series No. 2011-082
Number of pages: 31 Posted: 25 Jul 2011
Giuseppe De Luca and J.R. Magnus
University of Palermo - d/SEAS and Vrije Universiteit Amsterdam, School of Business and Economics
Downloads 564 (90,353)
Citation 17

Abstract:

Loading...

model uncertainty, model averaging, Bayesian analysis, exact computation

The Forecast Combination Puzzle: A Simple Theoretical Explanation

Number of pages: 18 Posted: 23 Oct 2013 Last Revised: 01 Sep 2014
KU Leuven - Department of Economics, Vrije Universiteit Amsterdam, School of Business and Economics, University of Sydney and Erasmus University Rotterdam (EUR)
Downloads 107 (463,386)
Citation 2

Abstract:

Loading...

forecast combination, optimal weights, model selection

The Forecast Combination Puzzle: A Simple Theoretical Explanation

Tinbergen Institute Discussion Paper 14-127/III
Number of pages: 20 Posted: 20 Sep 2014
KU Leuven - Department of Economics, Vrije Universiteit Amsterdam, School of Business and Economics, University of Sydney and Erasmus University Rotterdam (EUR)
Downloads 62 (649,216)
Citation 2

Abstract:

Loading...

forecast combination, optimal weights, model selection

The Forecast Combination Puzzle: A Simple Theoretical Explanation

Number of pages: 22 Posted: 05 Mar 2016
KU Leuven - Department of Economics, Vrije Universiteit Amsterdam, School of Business and Economics, University of Sydney and Erasmus University Rotterdam (EUR) - Department of Econometrics
Downloads 54 (695,650)
Citation 8

Abstract:

Loading...

forecast combination, optimal weights

4.

Are Economic Agents Successful Optimizers? An Analysis Through Service Strategy in Tennis

Tinbergen Institute Discussion Paper No. 06-048/2
Number of pages: 34 Posted: 08 Jun 2006
Franc Klaassen and J.R. Magnus
University of Amsterdam - Research Institute in Economics & Econometrics (RESAM) and Vrije Universiteit Amsterdam, School of Business and Economics
Downloads 168 (323,468)

Abstract:

Loading...

Inefficiency, Frontier, Optimal strategy, Tennis

5.

A Statistical Explanation of the Dunning-Kruger Effect

Tinbergen Institute Discussion Paper 2021-092/III
Number of pages: 17 Posted: 02 Nov 2021
J.R. Magnus and Anatoly Peresetsky
Vrije Universiteit Amsterdam, School of Business and Economics and National Research University Higher School of Economics (Moscow)
Downloads 163 (332,012)

Abstract:

Loading...

Dunning-Kruger Effect, Boundary Conditions, Tobit Model

6.

Expected Utility and Catastrophic Risk in a Stochastic Economy-Climate Model

CentER Discussion Paper Series No. 2010-122
Number of pages: 42 Posted: 05 Dec 2010
Osaka University - Osaka School of International Public Policy (OSIPP), University of Amsterdam - Department of Quantitative Economics (KE), affiliation not provided to SSRN and Vrije Universiteit Amsterdam, School of Business and Economics
Downloads 161 (335,541)
Citation 7

Abstract:

Loading...

Economy-climate models, Catastrophe, Expected utility, Heavy tails, Power utility

7.

On the Choice of Prior in Bayesian Model Averaging

CentER Working Paper No. 2011-003
Number of pages: 29 Posted: 31 May 2011 Last Revised: 26 Apr 2017
Tilburg University - Department of Econometrics & Operations Research, Durham University, Business School, Department of Economics and Finance, Students and Vrije Universiteit Amsterdam, School of Business and Economics
Downloads 148 (359,686)
Citation 3

Abstract:

Loading...

Model averaging, Bayesian analysis, Subbotin prior

8.

A Comparison of Two Averaging Techniques with an Application to Growth Empirics

CentER Discussion Paper Series No. 2008-39
Number of pages: 42 Posted: 17 Apr 2008
J.R. Magnus, Owen Powell and Patricia Prufer
Vrije Universiteit Amsterdam, School of Business and Economics, University of Vienna - Department of Economics and CentERdata
Downloads 139 (378,080)
Citation 40

Abstract:

Loading...

model averaging, Bayesian analysis, growth determinants

9.

Resource Abundance and Resource Dependence in China

CentER Discussion Paper Series No. 2010-109
Number of pages: 43 Posted: 14 Oct 2010
J.R. Magnus, Kan Ji and Wendun Wang
Vrije Universiteit Amsterdam, School of Business and Economics, affiliation not provided to SSRN and Erasmus University Rotterdam (EUR) - Department of Econometrics
Downloads 118 (428,527)
Citation 2

Abstract:

Loading...

Natural resource curse, Economic growth, China, Institutional quality, Resource abundance, Resource dependence, Regional differences, Policy change

10.
Downloads 111 (448,529)

Statistics and Common Sense

Tinbergen Institute Discussion Paper 2021-106/III
Number of pages: 25 Posted: 20 Feb 2022
Nobuyuki Hanaki, J.R. Magnus and Donghoon Yoo
Osaka University - Institute of Social and Economic Research, Vrije Universiteit Amsterdam, School of Business and Economics and Academia Sinica
Downloads 58 (671,648)

Abstract:

Loading...

probability, statistical methods, experiment, common knowledge

Statistics and Common Sense

ISER DP No.1150
Number of pages: 24 Posted: 11 Feb 2022
Nobuyuki Hanaki, J.R. Magnus and Donghoon Yoo
Osaka University - Institute of Social and Economic Research, Vrije Universiteit Amsterdam, School of Business and Economics and Academia Sinica
Downloads 53 (701,772)

Abstract:

Loading...

Probability, Statistical Methods, Experiment, Common Knowledge

11.

Climate Change, Economic Growth, and Health

CentER Discussion Paper Series No. 2010-86
Number of pages: 40 Posted: 25 Aug 2010
Masako Ikefuji, J.R. Magnus and Hiroaki Sakamoto
Osaka University - Osaka School of International Public Policy (OSIPP), Vrije Universiteit Amsterdam, School of Business and Economics and Kyoto University - Department of Economics
Downloads 98 (489,656)
Citation 1

Abstract:

Loading...

Climate Change, Health, Economic Growth, Local Dimming, Cobenefits

12.

Scrap Value Functions in Dynamic Decision Problems

CentER Discussion Paper Series No. 2010-77
Number of pages: 18 Posted: 30 Jul 2010
Osaka University - Osaka School of International Public Policy (OSIPP), University of Amsterdam - Department of Quantitative Economics (KE), Vrije Universiteit Amsterdam, School of Business and Economics and affiliation not provided to SSRN
Downloads 98 (489,656)
Citation 2

Abstract:

Loading...

Scrap value function, Dynamic optimization, Computation, Short horizon

13.

Global Warming and Local Dimming: The Statistical Evidence

CentER Discussion Paper Series No. 2011-004
Number of pages: 33 Posted: 21 Jul 2011
J.R. Magnus, Bertrand Melenberg and Chris Muris
Vrije Universiteit Amsterdam, School of Business and Economics, Tilburg University - Center for Economic Research (CentER) and affiliation not provided to SSRN
Downloads 97 (496,248)
Citation 4

Abstract:

Loading...

global warming, dimming, aerosols, dynamic panel data

14.
Downloads 94 (503,030)
Citation 1

Adaptation for Mitigation

FEEM Working Paper No. 102.2014
Number of pages: 45 Posted: 11 Dec 2014
Masako Ikefuji, J.R. Magnus and Hiroaki Sakamoto
Osaka University - Osaka School of International Public Policy (OSIPP), Vrije Universiteit Amsterdam, School of Business and Economics and Waseda University - School of Social Science
Downloads 60 (660,264)

Abstract:

Loading...

Climate Change, Mitigation, Adaptation, Human Capital

Adaptation for Mitigation

Tinbergen Institute Discussion Paper 14-126/III
Number of pages: 42 Posted: 20 Sep 2014
Masako Ikefuji, J.R. Magnus and Hiroaki Sakamoto
Osaka University - Osaka School of International Public Policy (OSIPP), Vrije Universiteit Amsterdam, School of Business and Economics and Waseda University - School of Social Science
Downloads 34 (840,276)

Abstract:

Loading...

Climate change, mitigation, adaptation, human capital

15.

The Perception of Small Crime

CentER Discussion Paper Series No. 2010-115
Number of pages: 32 Posted: 09 Nov 2010
Vrije Universiteit Amsterdam, School of Business and Economics, Tilburg UniversityNetspar and Tilburg University - Center for Economic Research (CentER)
Downloads 93 (506,544)

Abstract:

Loading...

Crime Seriousness, Social Norms, Vignettes

16.

Weitzman Meets Nordhaus: Expected Utility and Catastrophic Risk in a Stochastic Economy-Climate Model

ISER Discussion Paper No. 825
Number of pages: 36 Posted: 20 Dec 2011
Osaka University - Osaka School of International Public Policy (OSIPP), University of Amsterdam - Department of Quantitative Economics (KE), Vrije Universiteit Amsterdam, School of Business and Economics and affiliation not provided to SSRN
Downloads 91 (513,539)
Citation 2

Abstract:

Loading...

economy-climate models, catastrophe, expected utility, heavytails, power utility

17.

Are Economic Agents Successful Optimizers?: An Analysis Through Strategy in Tennis

CentER Discussion Paper No. 2006-52
Number of pages: 32 Posted: 26 Jul 2006
Franc Klaassen and J.R. Magnus
University of Amsterdam - Research Institute in Economics & Econometrics (RESAM) and Vrije Universiteit Amsterdam, School of Business and Economics
Downloads 91 (513,539)

Abstract:

Loading...

Inefficiency, Frontier, Optimal strategy, Tennis

18.

Weighted-Average Least Squares Estimation of Generalized Linear Models

Tinbergen Institute Discussion Paper 2017-029/III
Number of pages: 36 Posted: 28 Feb 2017
University of Palermo - d/SEAS, Vrije Universiteit Amsterdam, School of Business and Economics and University of Rome Tor Vergata - Department of Economics and Finance
Downloads 89 (520,775)
Citation 1

Abstract:

Loading...

WALS, model averaging, generalized linear models, Monte Carlo, attrition

19.

WALS Prediction

CentER Discussion Paper Series No. 2012-043
Number of pages: 38 Posted: 01 Jun 2012
J.R. Magnus, Wendun Wang and Xinyu Zhang
Vrije Universiteit Amsterdam, School of Business and Economics, Erasmus University Rotterdam (EUR) - Department of Econometrics and Chinese Academy of Sciences (CAS) - Academy of Mathematics and Systems Sciences
Downloads 83 (543,514)

Abstract:

Loading...

Model averaging, Model uncertainty, Bayesian analysis, Prediction

20.

Expected Utility and Catastrophic Risk

Tinbergen Institute Discussion Paper 14-133/III
Number of pages: 18 Posted: 07 Oct 2014
Osaka University - Osaka School of International Public Policy (OSIPP), University of Amsterdam - Department of Quantitative Economics (KE), Vrije Universiteit Amsterdam, School of Business and Economics and Simon Fraser University (SFU)
Downloads 82 (547,488)
Citation 4

Abstract:

Loading...

Expected utility, Catastrophe, Cost-benefit analysis, Risk management, Power utility, Exponential utility, Heavy tails

21.

Grade Expectations: Rationality and Overconfidence

Tinbergen Institute Discussion Paper 17-054/III
Number of pages: 28 Posted: 29 Jun 2017
J.R. Magnus and Anatoly Peresetsky
Vrije Universiteit Amsterdam, School of Business and Economics and National Research University Higher School of Economics (Moscow)
Downloads 79 (559,703)

Abstract:

Loading...

Rational expectations, Classroom experiment, Overconfidence, Gender difference, Persistence

22.

Climate Change, Economic Growth, and Health

ISER Discussion Paper No. 785
Number of pages: 40 Posted: 18 Sep 2010 Last Revised: 18 Nov 2014
Masako Ikefuji, J.R. Magnus and Hiroaki Sakamoto
Osaka University - Osaka School of International Public Policy (OSIPP), Vrije Universiteit Amsterdam, School of Business and Economics and Kyoto University - Department of Economics
Downloads 79 (559,703)
Citation 1

Abstract:

Loading...

Climate change, health, economic growth, local dimming, co-benefits

23.

Weighted-average Least Squares (WALS): Confidence and Prediction Intervals

Tinbergen Institute Discussion Paper 2021-038/III, d/SEAS Working Paper Forthcoming
Number of pages: 42 Posted: 10 May 2021
University of Palermo - d/SEAS, Vrije Universiteit Amsterdam, School of Business and Economics and University of Rome Tor Vergata - Department of Economics and Finance
Downloads 73 (585,302)
Citation 2

Abstract:

Loading...

post-selection estimators; adaptive lasso; frequentist model averaging; WALS; confidence intervals; prediction intervals; Monte Carlo simulations

24.

Earthquake Risk Embedded in Property Prices: Evidence from Five Japanese Cities

Tinbergen Institute Discussion Paper 2018-061/III
Number of pages: 43 Posted: 01 Aug 2018
Osaka University - Osaka School of International Public Policy (OSIPP), University of Amsterdam - Department of Quantitative Economics (KE), Vrije Universiteit Amsterdam, School of Business and Economics and University of Amsterdam - Amsterdam School of Economics (ASE)
Downloads 72 (589,690)
Citation 1

Abstract:

Loading...

Earthquake risk, House price, Seismic excitation, Probability weighting, Hedonic pricing, Multivariate error components

25.

Peer Reporting and the Perception of Fairness

CentER Working Paper Series No. 2011-068
Number of pages: 25 Posted: 11 Jun 2011
Tilburg University - Center for Economic Research (CentER), Vrije Universiteit Amsterdam, School of Business and Economics and Tilburg UniversityNetspar
Downloads 72 (589,690)
Citation 1

Abstract:

Loading...

Peer reporting, Perception, Social norms, Fairness, Employee theft, Victimization

26.

Sampling Properties of the Bayesian Posterior Mean With an Application to WALS Estimation

Tinbergen Institute Discussion Paper 2020-015/III, d/SEAS Working Paper Forthcoming
Number of pages: 38 Posted: 09 Mar 2020
University of Palermo - d/SEAS, Vrije Universiteit Amsterdam, School of Business and Economics and University of Rome Tor Vergata - Department of Economics and Finance
Downloads 71 (594,326)
Citation 2

Abstract:

Loading...

Normal Location Model, Posterior Moments and Cumulants, Higher-Order Delta Method Approximations, Double-Shrinkage Estimators, WALS

27.

Concept-Based Bayesian Model Averaging and Growth Empirics

CentER Discussion Paper Series No. 2012-017
Number of pages: 39 Posted: 17 Feb 2012
J.R. Magnus and Wendun Wang
Vrije Universiteit Amsterdam, School of Business and Economics and Erasmus University Rotterdam (EUR) - Department of Econometrics
Downloads 68 (608,209)
Citation 2

Abstract:

Loading...

Hierarchical model averaging, Growth determinants, Measurement

28.

WALS Estimation and Forecasting in Factor-Based Dynamic Models with an Application to Armenia

CentER Discussion Paper Series No. 2011-054
Number of pages: 20 Posted: 10 May 2011
J.R. Magnus and Karen Poghosyan
Vrije Universiteit Amsterdam, School of Business and Economics and Government of the Republic of Armenia - Central Bank of the Republic of Armenia
Downloads 65 (622,699)

Abstract:

Loading...

Dynamic models, Factor analysis, Model averaging, Monte

29.

Local Sensitivity and Diagnostic Tests

CentER Discussion Paper No. 2004-105
Number of pages: 29 Posted: 07 Dec 2004
J.R. Magnus and Andrey L. Vasnev
Vrije Universiteit Amsterdam, School of Business and Economics and University of Sydney
Downloads 65 (622,699)

Abstract:

Loading...

Maximum likelihood, sensitivity, diagnostic test, regression

30.

On the Uncertainty of a Combined Forecast: The Critical Role of Correlation

Number of pages: 33 Posted: 07 Feb 2022 Last Revised: 01 Jun 2022
J.R. Magnus and Andrey L. Vasnev
Vrije Universiteit Amsterdam, School of Business and Economics and University of Sydney
Downloads 62 (637,872)

Abstract:

Loading...

Combining information, Correlation, Growth forecasting, Inflation forecasting, Central Banks.

31.

Bayesian Integration of Large SNA Data Frameworks with an Application to Guatemala

CentER Discussion Paper No. 2011-022
Number of pages: 47 Posted: 06 Mar 2011 Last Revised: 20 Apr 2011
Jan W. van Tongeren and J.R. Magnus
Tilburg University and Vrije Universiteit Amsterdam, School of Business and Economics
Downloads 61 (643,003)

Abstract:

Loading...

Macro accounts, system of national accounts, data frameworks, ratios, reliability, Bayesian estimation, sensitivity analysis, aggregation

32.

On the Ambiguous Consequences of Omitting Variables

Tinbergen Institute Discussion Paper 15-061/III
Number of pages: 24 Posted: 22 May 2015
University of Palermo, Vrije Universiteit Amsterdam, School of Business and Economics and University of Rome Tor Vergata - Department of Economics and Finance
Downloads 58 (658,995)
Citation 1

Abstract:

Loading...

Omitted variables, Misspecification, Least-squares estimators, Bias, Mean squared error

The Perception of Climate Sensitivity: Revealing Priors from Posteriors

Tinbergen Institute Discussion Paper 2020-046/III
Number of pages: 23 Posted: 04 Sep 2020
Masako Ikefuji and J.R. Magnus
Osaka University - Osaka School of International Public Policy (OSIPP) and Vrije Universiteit Amsterdam, School of Business and Economics
Downloads 28 (892,916)

Abstract:

Loading...

revealed prior, climate sensitivity, IPCC

The Perception of Climate Sensitivity: Revealing Priors From Posteriors

ISEr DP No. 1111
Number of pages: 25 Posted: 01 Feb 2021
Masako Ikefuji and J.R. Magnus
Osaka University - Osaka School of International Public Policy (OSIPP) and Vrije Universiteit Amsterdam, School of Business and Economics
Downloads 23 (941,285)

Abstract:

Loading...

Revealed prior, climate sensitivity, IPCC

34.

Practical Use of Sensitivity in Econometrics with an Illustration to Forecast Combinations

Number of pages: 22 Posted: 07 Mar 2013
J.R. Magnus and Andrey L. Vasnev
Vrije Universiteit Amsterdam, School of Business and Economics and University of Sydney
Downloads 50 (705,257)

Abstract:

Loading...

Sensitivity analysis, Forecast combination, Yield curve prediction

35.

The Jacobian of the Exponential Function

Tinbergen Institute Discussion Paper 2020-035/III
Number of pages: 26 Posted: 14 Jul 2020
J.R. Magnus, Henk Pijls and Enrique Sentana
Vrije Universiteit Amsterdam, School of Business and Economics, University of Amsterdam and Centro de Estudios Monetarios y Financieros (CEMFI)
Downloads 41 (764,776)
Citation 1

Abstract:

Loading...

Matrix differential calculus, Orthogonal matrix, Continuous-time Markov chain, Ornstein-Uhlenbeck process

36.

Gauss on Least-Squares and Maximum-Likelihood Estimation

Tinbergen Institute Discussion Paper 2021-105/III
Number of pages: 8 Posted: 20 Feb 2022
J.R. Magnus
Vrije Universiteit Amsterdam, School of Business and Economics
Downloads 34 (817,230)

Abstract:

Loading...

Gauss, Least Squares, Maximum Likelihood, History

37.

Weak Versus Strong Dominance of Shrinkage Estimators

Tinbergen Institute Discussion Paper 2021-007/III, d/SEAS Working Paper Forthcoming
Number of pages: 32 Posted: 26 Jan 2021
Giuseppe De Luca and J.R. Magnus
University of Palermo - d/SEAS and Vrije Universiteit Amsterdam, School of Business and Economics
Downloads 34 (817,230)

Abstract:

Loading...

Shrinkage, Dominance, James-Stein

38.

Revealing Priors from Posteriors

Number of pages: 9 Posted: 08 Jun 2022
J.R. Magnus, Masako Ikefuji and Takashi Yamagata
Vrije Universiteit Amsterdam, School of Business and Economics, Osaka University and University of York
Downloads 30 (849,821)

Abstract:

Loading...

Revealed prior, judgment

39.

Zero-Diagonality as a Linear Structure

Tinbergen Institute Discussion Paper 2020-039/III
Number of pages: 12 Posted: 22 Jul 2020
J.R. Magnus and Enrique Sentana
Vrije Universiteit Amsterdam, School of Business and Economics and Centro de Estudios Monetarios y Financieros (CEMFI)
Downloads 30 (849,821)
Citation 1

Abstract:

Loading...

Diagonality, Networks, Restricted matrices, Structural vector autoregressions

40.

A Statistical Proof of the Transformation Theorem

Posted: 19 Mar 2012
Karim M. Abadir and J.R. Magnus
Imperial College Business School and Vrije Universiteit Amsterdam, School of Business and Economics

Abstract:

Loading...

41.

Burr Utility

CentER Discussion Paper Series No. 2010-81
Posted: 08 Aug 2010
Osaka University - Osaka School of International Public Policy (OSIPP), University of Amsterdam - Department of Quantitative Economics (KE), Vrije Universiteit Amsterdam, School of Business and Economics and affiliation not provided to SSRN

Abstract:

Loading...

Cardinal scale, Utility function, Harmonic absolute risk aversion

42.

On Theil's Errors

CentER Working Paper No. 2003-18
Posted: 26 May 2004
J.R. Magnus and Ashoke Sinha
Vrije Universiteit Amsterdam, School of Business and Economics and Tilburg University - Center for Economic Research (CentER)

Abstract:

Loading...

BLUS residuals, Recursive residuals, Power comparisons

43.

On the Independence and Identical Distribution of Points in Tennis

Tilburg University, Center for Economic Research, Discussion Paper Series No. 1998-53
Posted: 18 Dec 1998
Franc Klaassen and J.R. Magnus
University of Amsterdam - Research Institute in Economics & Econometrics (RESAM) and Vrije Universiteit Amsterdam, School of Business and Economics

Abstract:

Loading...

44.

A Classical Problem in Linear Regression or How to Estimate the Mean of a Univariate Normal Distribution with Known Variance

CENTER Working Paper No. 9660
Posted: 22 Oct 1996
J.R. Magnus and J. Durbin
Vrije Universiteit Amsterdam, School of Business and Economics and London School of Economics & Political Science (LSE)

Abstract:

Loading...