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Details about Roberto Leon-Gonzalez

E-mail:
Homepage:http://www3.grips.ac.jp/~rlg
Workplace:National Graduate Institute for Policy Studies (GRIPS), (more information at EDIRC)
Rimini Centre for Economic Analysis (RCEA), (more information at EDIRC)

Access statistics for papers by Roberto Leon-Gonzalez.

Last updated 2019-10-15. Update your information in the RePEc Author Service.

Short-id: ple290


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Working Papers

2019

  1. Fiscal and Monetary Policy Interaction in Malawi
    GRIPS Discussion Papers, National Graduate Institute for Policy Studies Downloads
  2. Fiscal and monetary policy rules in Malawi:a New Keynesian DSGE analysis
    GRIPS Discussion Papers, National Graduate Institute for Policy Studies Downloads
  3. Macroeconomic Impacts of Fiscal Policy in Ghana: Analysis of an Estimated DSGE Model with Financial Exclusion
    GRIPS Discussion Papers, National Graduate Institute for Policy Studies Downloads
  4. Monetary Policy and Financial Exclusion in an Estimated DSGE Model of Sub-Saharan African Economies
    GRIPS Discussion Papers, National Graduate Institute for Policy Studies Downloads View citations (1)

2018

  1. Efficient Bayesian Inference in Generalized Inverse Gamma Processes for Stochastic Volatility
    GRIPS Discussion Papers, National Graduate Institute for Policy Studies Downloads
    Also in Working Paper series, Rimini Centre for Economic Analysis (2014) Downloads
    GRIPS Discussion Papers, National Graduate Institute for Policy Studies (2015) Downloads
    GRIPS Discussion Papers, National Graduate Institute for Policy Studies (2014) Downloads

    See also Journal Article in Econometric Reviews (2019)
  2. Multivariate Stochastic Volatility with Co-Heteroscedasticity
    GRIPS Discussion Papers, National Graduate Institute for Policy Studies Downloads View citations (1)
    Also in Working Paper series, Rimini Centre for Economic Analysis (2018) Downloads
    CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University (2018) Downloads
  3. Remittances, Human Capital, and Economic Growth: Panel Data Evidence from Asia and Sub-Saharan Africa
    GRIPS Discussion Papers, National Graduate Institute for Policy Studies Downloads
  4. The Quest for Quality Education:International Remittances and Rural-Urban Migration in Nepal
    GRIPS Discussion Papers, National Graduate Institute for Policy Studies Downloads

2016

  1. Credit Booms in Developing Countries: Are They Different from Those in Advanced and Emerging Market Countries?
    GRIPS Discussion Papers, National Graduate Institute for Policy Studies Downloads View citations (4)
    See also Journal Article in Open Economies Review (2017)
  2. Financial Development, Structure and Growth: New Data, Method and Results
    Cardiff Economics Working Papers, Cardiff University, Cardiff Business School, Economics Section Downloads View citations (5)
    Also in GRIPS Discussion Papers, National Graduate Institute for Policy Studies (2016) Downloads View citations (5)

    See also Journal Article in Journal of International Financial Markets, Institutions and Money (2016)
  3. International Remittances, Rural-Urban Migration, and the Quest for Quality Education: The Case of Nepal
    GRIPS Discussion Papers, National Graduate Institute for Policy Studies Downloads

2015

  1. Endogeneity and Panel Data in Growth Regressions: A Bayesian Model Averaging Approach
    GRIPS Discussion Papers, National Graduate Institute for Policy Studies Downloads View citations (9)
    Also in GRIPS Discussion Papers, National Graduate Institute for Policy Studies (2012) Downloads View citations (4)

    See also Journal Article in Journal of Macroeconomics (2015)
  2. Robust Determinants of Growth in Asian Developing Economies: A Bayesian Panel Data Model Averaging Approach
    GRIPS Discussion Papers, National Graduate Institute for Policy Studies Downloads View citations (5)
    Also in GRIPS Discussion Papers, National Graduate Institute for Policy Studies (2013) Downloads

    See also Journal Article in Journal of Asian Economics (2015)

2014

  1. Bayesian Inference and Forecasting in the Stationary Bilinear Model
    University of East Anglia Applied and Financial Economics Working Paper Series, School of Economics, University of East Anglia, Norwich, UK. Downloads
  2. The impact of spousal bereavement on self-assessed health status: evidence from the Taiwanese elderly population
    GRIPS Discussion Papers, National Graduate Institute for Policy Studies Downloads

2013

  1. Invariant Inference and Efficient Computation in the Static Factor Model
    CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University Downloads View citations (6)
    See also Journal Article in Journal of the American Statistical Association (2018)

2012

  1. Bayesian Model Averaging in the Instrumental Variable Regression Model
    Working Paper series, Rimini Centre for Economic Analysis Downloads View citations (23)
    Also in GRIPS Discussion Papers, National Graduate Institute for Policy Studies (2011) Downloads View citations (3)
    Working Papers, University of Strathclyde Business School, Department of Economics (2011) Downloads View citations (3)
    SIRE Discussion Papers, Scottish Institute for Research in Economics (SIRE) (2011) Downloads View citations (3)

    See also Journal Article in Journal of Econometrics (2012)
  2. Financial Integration from a Time-Varying Cointegration Perspective
    GRIPS Discussion Papers, National Graduate Institute for Policy Studies Downloads
  3. The Impact of Remittance on Poverty and Inequality: A Micro-Simulation Study for Nepal
    GRIPS Discussion Papers, National Graduate Institute for Policy Studies Downloads View citations (5)
  4. The Scope for Increasing Biofuel Crop Production in Japan: An Analysis of Alternative Policies
    GRIPS Discussion Papers, National Graduate Institute for Policy Studies Downloads
    See also Journal Article in Asian Economic and Financial Review (2016)

2011

  1. Bayesian Inference in a Time Varying Cointegration Model
    CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University Downloads View citations (14)
    Also in GRIPS Discussion Papers, National Graduate Institute for Policy Studies (2008) Downloads View citations (3)
    Working Papers, University of Strathclyde Business School, Department of Economics (2011) Downloads View citations (14)
    Working Paper series, Rimini Centre for Economic Analysis (2008) Downloads View citations (1)
    SIRE Discussion Papers, Scottish Institute for Research in Economics (SIRE) (2008) Downloads View citations (2)

    See also Journal Article in Journal of Econometrics (2011)
  2. Time Varying Dimension Models
    CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University Downloads
    Also in ANU Working Papers in Economics and Econometrics, Australian National University, College of Business and Economics, School of Economics (2010) Downloads View citations (5)
    Working Paper series, Rimini Centre for Economic Analysis (2010) Downloads View citations (4)
    Working Papers, University of Strathclyde Business School, Department of Economics (2011) Downloads View citations (2)
    SIRE Discussion Papers, Scottish Institute for Research in Economics (SIRE) (2010) Downloads View citations (3)

    See also Journal Article in Journal of Business & Economic Statistics (2012)

2010

  1. Bayesian Estimation and Model Selection in the Generalised Stochastic Unit Root Model
    SFB 649 Discussion Papers, Humboldt University, Collaborative Research Center 649 Downloads
    See also Journal Article in Studies in Nonlinear Dynamics & Econometrics (2010)
  2. Regionality Revisited: An Examination of the Direction of Spread of Currency Crisis
    Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research Downloads View citations (1)
    Also in LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library (2006) Downloads
    FMG Discussion Papers, Financial Markets Group (2006) Downloads View citations (1)

    See also Journal Article in Journal of International Money and Finance (2011)

2009

  1. A Correction Function Approach to Solve the Incidental Parameter Problem
    Cardiff Economics Working Papers, Cardiff University, Cardiff Business School, Economics Section Downloads
  2. Socioeconomic Determinants of Mortality in Taiwan: Combining Individual Data and Aggregate Data
    Working Paper series, Rimini Centre for Economic Analysis Downloads
    Also in GRIPS Discussion Papers, National Graduate Institute for Policy Studies (2009) Downloads
  3. Stochastic Search Variable Selection in Vector Error Correction Models with an Application to a Model of the UK Macroeconomy
    Working Papers, University of Strathclyde Business School, Department of Economics Downloads View citations (4)
    Also in Working Paper series, Rimini Centre for Economic Analysis (2009) Downloads View citations (4)
    SIRE Discussion Papers, Scottish Institute for Research in Economics (SIRE) (2009) Downloads

    See also Journal Article in Journal of Applied Econometrics (2013)

2008

  1. Dynamic probabilities of restrictions in state space models: An application to the Phillips curve
    Working Paper series, Rimini Centre for Economic Analysis Downloads
    See also Journal Article in Journal of Business & Economic Statistics (2010)
  2. On the Evolution of Monetary Policy
    Working Paper series, Rimini Centre for Economic Analysis Downloads

2007

  1. Bayesian Inference in a Cointegrating Panel Data Model
    Working Paper series, Rimini Centre for Economic Analysis Downloads
    Also in Discussion Papers in Economics, Division of Economics, School of Business, University of Leicester (2006) Downloads View citations (1)
  2. Robust Benefit Function Transfer: A Bayesian Model Averaging Approach
    Discussion Papers in Economics, Division of Economics, School of Business, University of Leicester Downloads View citations (1)

2006

  1. Efficient Posterior Simulation for Cointegrated Models with Priors On the Cointegration Space
    Discussion Papers in Economics, Division of Economics, School of Business, University of Leicester Downloads View citations (5)
    See also Journal Article in Econometric Reviews (2010)

2004

  1. Data Augmentation in the Bayesian Multivariate Probit Model
    Working Papers, The University of Sheffield, Department of Economics Downloads View citations (2)

2003

  1. Estimating the Demand for Health Care with Panel Data: A Semiparametric Bayesian Approach
    Working Papers, The University of Sheffield, Department of Economics Downloads
    See also Journal Article in Health Economics (2004)
  2. Growth, Convergence and Public Investment. A Bayesian Model Averaging Approach
    Working Papers in Economics, Universitat de Barcelona. Espai de Recerca en Economia Downloads
    Also in Working Papers, Instituto de Estudios Fiscales Downloads

    See also Journal Article in Applied Economics (2004)

2002

  1. Using Simulation-based Inference with Panel Data in Health Economics
    Department of Economics Working Papers, McMaster University Downloads View citations (4)
    See also Journal Article in Health Economics (2004)

Undated

  1. A Panel Data Simultaneous Equation Model with a Dependent Categorical Variable and Selectivity
    Discussion Papers, Department of Economics, University of York Downloads
  2. Data Augmentation in Limited-Dependent Variable Models
    Discussion Papers, Department of Economics, University of York Downloads

Journal Articles

2019

  1. Efficient Bayesian inference in generalized inverse gamma processes for stochastic volatility
    Econometric Reviews, 2019, 38, (8), 899-920 Downloads
    See also Working Paper (2018)
  2. Tax incentives and foreign direct investment in China
    Applied Economics Letters, 2019, 26, (9), 777-780 Downloads

2018

  1. Invariant Inference and Efficient Computation in the Static Factor Model
    Journal of the American Statistical Association, 2018, 113, (522), 819-828 Downloads View citations (4)
    See also Working Paper (2013)

2017

  1. Credit Booms in Developing Countries: Are They Different from Those in Advanced and Emerging Market Countries?
    Open Economies Review, 2017, 28, (3), 547-579 Downloads View citations (6)
    See also Working Paper (2016)
  2. The impact of spousal bereavement on subjective wellbeing: Evidence from the Taiwanese elderly population
    Economics & Human Biology, 2017, 26, (C), 1-12 Downloads

2016

  1. Financial development, structure and growth: New data, method and results
    Journal of International Financial Markets, Institutions and Money, 2016, 43, (C), 95-112 Downloads View citations (5)
    See also Working Paper (2016)
  2. The Scope for Increasing Biofuel Crop Production in Japan: An Analysis of Alternative Policies
    Asian Economic and Financial Review, 2016, 6, (3), 115-126 Downloads
    See also Working Paper (2012)

2015

  1. Endogeneity and panel data in growth regressions: A Bayesian model averaging approach
    Journal of Macroeconomics, 2015, 46, (C), 23-39 Downloads View citations (9)
    See also Working Paper (2015)
  2. Robust determinants of growth in Asian developing economies: A Bayesian panel data model averaging approach
    Journal of Asian Economics, 2015, 36, (C), 34-46 Downloads View citations (5)
    See also Working Paper (2015)
  3. The Determinants of Mergers & Acquisitions in a Resource-Based Industry: What Role for Environmental Sustainability?
    Review of Economic Analysis, 2015, 7, (2), 111-134 Downloads
  4. The assimilation of migrant households in the urban areas of a developing country
    Journal of Developing Areas, 2015, 49, (2), 335-354 Downloads View citations (2)

2014

  1. How do Migration and Remittances Affect Human Capital Investment? The Effects of Relaxing Information and Liquidity Constraints
    Journal of Development Studies, 2014, 50, (3), 444-460 Downloads View citations (10)

2013

  1. Stochastic search variable selection in vector error correction models with an application to a model of the UK macroeconomy
    Journal of Applied Econometrics, 2013, 28, (1), 62-81 View citations (4)
    See also Working Paper (2009)

2012

  1. Bayesian model averaging in the instrumental variable regression model
    Journal of Econometrics, 2012, 171, (2), 237-250 Downloads View citations (22)
    See also Working Paper (2012)
  2. Time Varying Dimension Models
    Journal of Business & Economic Statistics, 2012, 30, (3), 358-367 Downloads View citations (36)
    See also Working Paper (2011)

2011

  1. Bayesian inference in a time varying cointegration model
    Journal of Econometrics, 2011, 165, (2), 210-220 Downloads View citations (15)
    See also Working Paper (2011)
  2. Regionality revisited: An examination of the direction of spread of currency crises
    Journal of International Money and Finance, 2011, 30, (5), 831-848 Downloads View citations (14)
    See also Working Paper (2010)
  3. Socio-economic determinants of mortality in Taiwan: Combining individual and aggregate data
    Health Policy, 2011, 99, (1), 23-36 Downloads View citations (2)

2010

  1. Bayesian Estimation and Model Selection in the Generalized Stochastic Unit Root Model
    Studies in Nonlinear Dynamics & Econometrics, 2010, 14, (4), 1-38 Downloads
    See also Working Paper (2010)
  2. Dynamic Probabilities of Restrictions in State Space Models: An Application to the Phillips Curve
    Journal of Business & Economic Statistics, 2010, 28, (3), 370-379 Downloads View citations (17)
    See also Working Paper (2008)
  3. Efficient Posterior Simulation for Cointegrated Models with Priors on the Cointegration Space
    Econometric Reviews, 2010, 29, (2), 224-242 Downloads View citations (18)
    See also Working Paper (2006)

2009

  1. On the evolution of the monetary policy transmission mechanism
    Journal of Economic Dynamics and Control, 2009, 33, (4), 997-1017 Downloads View citations (110)

2008

  1. Improving multi-site benefit functions via Bayesian model averaging: A new approach to benefit transfer
    Journal of Environmental Economics and Management, 2008, 56, (1), 50-68 Downloads View citations (11)

2004

  1. Estimating the demand for health care with panel data: a semiparametric Bayesian approach
    Health Economics, 2004, 13, (10), 1003-1014 Downloads View citations (13)
    See also Working Paper (2003)
  2. Growth, convergence and public investment. A Bayesian model averaging approach
    Applied Economics, 2004, 36, (17), 1925-1936 Downloads View citations (19)
    See also Working Paper (2003)
  3. Using simulation-based inference with panel data in health economics
    Health Economics, 2004, 13, (2), 101-122 Downloads View citations (2)
    See also Working Paper (2002)

2003

  1. Elicitation of Expert Opinion in Benefit Transfer of Environmental Goods
    Environmental & Resource Economics, 2003, 26, (2), 199-210 Downloads View citations (2)
  2. Single or double bounded contingent valuation? A Bayesian test
    Scottish Journal of Political Economy, 2003, 50, (2), 174-188 Downloads View citations (2)

Chapters

2006

  1. Modelling Behaviour in Dichotomous Choice with Bayesian Methods
    Chapter 10 in Handbook on Contingent Valuation, 2006 Downloads

Software Items

 
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