The present thesis is devoted to the investigation of the magnetocaloric effect (MCE) by direct measurements in pulsed and quasi-static magnetic fields as well as by analyzing specific-heat data taken in static magnetic fields. The emphasis is on the direct measurement of the adiabatic temperature change Tad in pulsed magnetic fields, because the pulsed-field data allow for an analysis of the sample-temperature response to the magnetic field on a time scale of 10 to 100 ms, which is on the order of typical operation frequencies (10 - 100 Hz) of magnetocaloric cooling devices. Besides extending the accessible magneticfield range to beyond 70 T, the short pulse duration provides nearly adiabatic conditions during the measurement. In this work, the magnetocaloric properties of various types of solids are investigated: Gadolinium (Gd) with a second-order transition, Ni50Mn35In15 with multiple magnetic transitions, and La(Fe,Si,Co)13 compounds with first and second-order transitions, depending on the Co concentration. The adiabatic temperature change of a polycrystalline Gd sample has been measured in pulsed magnetic fields up to 70 T and also in quasi-static fields up to 2 T. A very large adiabatic temperature change of Tad 60 K is observed near the Curie temperature (TC = 294 K) for a field change of 70 T. In addition, we find that this maximum temperature change grows with H2=3. We have studied the MCE in the shape-memory Heusler alloy Ni50Mn35In15 by direct measurements in pulsed magnetic fields up to 6 and 20 T. The results obtained for 6 T pulses are compared with data extracted from specific-heat experiments. We find a saturation of the inverse MCE, related to the firstorder martensitic transition, with a maximum adiabatic temperature change of Tad = 7 K at 250 K and a conventional field-dependent MCE near the second-order ferromagnetic transition in the austenitic phase. Our results disclose that in shape-memory alloys the different contributions to the MCE and hysteresis effects around the martensitic transition have to be carefully considered for future cooling applications. Finally, a comparative study of the magnetic and magnetocaloric properties of La(Fe,Si,Co)13 alloys is presented by discussing magnetization, Tad, specificheat, and magnetostriction measurements. The nature of the transition can be changed from first to second order as well as the temperature of the transition can be tuned by varying the Co concentration. The MCE of two samples with nominal compositions of LaFe11:74Co0:13Si1:13 and LaFe11:21Co0:65Si1:11 have been measured in pulsed magnetic fields up to 50 T. We find that LaFe11:74Co0:13Si1:13 with a first-order transition (TC = 198 K) shows half of the net MCE already at low fields (2-10 T). Whereas the MCE of LaFe11:21Co0:65Si1:11 with secondorder transition (TC = 257 K) grows gradually. The MCE in both compounds reaches almost similar values at a field of 50 T. The MCE results obtained in pulsed magnetic fields of 2 T are in good agreement with data from quasistatic field measurements. The pulsed-field magnetization of both compounds has been measured in fields up to 60 T under nearly adiabatic conditions and compared to steady-field isothermal measurements. The differences between the magnetization curves obtained under isothermal and adiabatic conditions give the MCE via the crossing points of the adiabatic curve with the set of isothermal curves. For LaFe11:74Co0:13Si1:13, a S - T diagram has been constructed from specific-heat measurements in static fields, which is used to extract the MCE indirectly. Magnetostriction measurements are carried out for two compounds in both static and pulsed magnetic fields. For LaFe11:74Co0:13Si1:13, the strain shows a sharp increase. However, due to cracks appearing in the sample an irreversible magneto-volume effect of about 1% is observed in pulsed magnetic fields. Whereas for LaFe11:21Co0:65Si1:11 the data show a smooth increase of the sample length up to 60 T, and a 1.3% volume increase is obtained. We also find that magnetizing the latter sample in the paramagnetic state is tightly bound to the volume increase and this, likewise for the former sample, gives the main contribution to the entropy change.