Details about Roberto Leon-Gonzalez

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Homepage:	https://sites.google.com/view/robertoleongonzalez
Workplace:	Rimini Centre for Economic Analysis (RCEA), (more information at EDIRC) National Graduate Institute for Policy Studies (GRIPS), (more information at EDIRC)

Access statistics for papers by Roberto Leon-Gonzalez.

Last updated 2024-12-08. Update your information in the RePEc Author Service.

Short-id: ple290

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Working Papers

2014

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.
See also Journal Article Bayesian inference and forecasting in the stationary bilinear model, Communications in Statistics - Theory and Methods, Taylor & Francis Journals (2017) (2017)
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 View citations (3)

2013

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 View citations (6)
See also Journal Article Invariant Inference and Efficient Computation in the Static Factor Model, Journal of the American Statistical Association, Taylor & Francis Journals (2018) View citations (22) (2018)

2012

Bayesian Model Averaging in the Instrumental Variable Regression Model
Working Paper series, Rimini Centre for Economic Analysis View citations (39)
Also in GRIPS Discussion Papers, National Graduate Institute for Policy Studies (2011) View citations (5)
Working Papers, University of Strathclyde Business School, Department of Economics (2011) View citations (5)
SIRE Discussion Papers, Scottish Institute for Research in Economics (SIRE) (2011) View citations (5)
See also Journal Article Bayesian model averaging in the instrumental variable regression model, Journal of Econometrics, Elsevier (2012) View citations (39) (2012)
Financial Integration from a Time-Varying Cointegration Perspective
GRIPS Discussion Papers, National Graduate Institute for Policy Studies
See also Journal Article Financial Integration from a Time-Varying Cointegration Perspective, Asian Journal of Empirical Research, Asian Economic and Social Society (2013) (2013)
The Impact of Remittance on Poverty and Inequality: A Micro-Simulation Study for Nepal
GRIPS Discussion Papers, National Graduate Institute for Policy Studies View citations (12)
See also Journal Article The Impact of Remittance on Poverty and Inequality: A Micro-Simulation Study for Nepal, Asian Journal of Empirical Research, Asian Economic and Social Society (2013) View citations (5) (2013)
The Scope for Increasing Biofuel Crop Production in Japan: An Analysis of Alternative Policies
GRIPS Discussion Papers, National Graduate Institute for Policy Studies
See also Journal Article The Scope for Increasing Biofuel Crop Production in Japan: An Analysis of Alternative Policies, Asian Economic and Financial Review, Asian Economic and Social Society (2016) (2016)

2011

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 View citations (41)
Also in Working Papers, University of Strathclyde Business School, Department of Economics (2011) View citations (45)
SIRE Discussion Papers, Scottish Institute for Research in Economics (SIRE) (2008) View citations (2)
GRIPS Discussion Papers, National Graduate Institute for Policy Studies (2008) View citations (3)
Working Paper series, Rimini Centre for Economic Analysis (2008) View citations (2)
See also Journal Article Bayesian inference in a time varying cointegration model, Journal of Econometrics, Elsevier (2011) View citations (44) (2011)
Time Varying Dimension Models
CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University View citations (1)
Also in Working Papers, University of Strathclyde Business School, Department of Economics (2011) View citations (2)
Working Paper series, Rimini Centre for Economic Analysis (2010) View citations (5)
SIRE Discussion Papers, Scottish Institute for Research in Economics (SIRE) (2010) View citations (3)
ANU Working Papers in Economics and Econometrics, Australian National University, College of Business and Economics, School of Economics (2010) View citations (5)
See also Journal Article Time Varying Dimension Models, Journal of Business & Economic Statistics, Taylor & Francis Journals (2012) View citations (63) (2012)

2010

Bayesian estimation and model selection in the generalised stochastic unit root model
SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk
See also Journal Article Bayesian Estimation and Model Selection in the Generalized Stochastic Unit Root Model, Studies in Nonlinear Dynamics & Econometrics, De Gruyter (2010) View citations (1) (2010)
Regionality Revisited: An Examination of the Direction of Spread of Currency Crisis
Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research View citations (1)
Also in LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library (2006) View citations (1)
FMG Discussion Papers, Financial Markets Group (2006) View citations (1)
See also Journal Article Regionality revisited: An examination of the direction of spread of currency crises, Journal of International Money and Finance, Elsevier (2011) View citations (19) (2011)

2009

A Correction Function Approach to Solve the Incidental Parameter Problem
Cardiff Economics Working Papers, Cardiff University, Cardiff Business School, Economics Section
Socioeconomic Determinants of Mortality in Taiwan: Combining Individual Data and Aggregate Data
GRIPS Discussion Papers, National Graduate Institute for Policy Studies
Also in Working Paper series, Rimini Centre for Economic Analysis (2009)
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 View citations (4)
Also in SIRE Discussion Papers, Scottish Institute for Research in Economics (SIRE) (2009)
Working Paper series, Rimini Centre for Economic Analysis (2009) View citations (4)
See also Journal Article Stochastic search variable selection in vector error correction models with an application to a model of the UK macroeconomy, Journal of Applied Econometrics, John Wiley & Sons, Ltd. (2013) View citations (6) (2013)

2008

Dynamic probabilities of restrictions in state space models: An application to the Phillips curve
Working Paper series, Rimini Centre for Economic Analysis
See also Journal Article Dynamic Probabilities of Restrictions in State Space Models: An Application to the Phillips Curve, Journal of Business & Economic Statistics, American Statistical Association (2010) View citations (23) (2010)
On the Evolution of Monetary Policy
Working Paper series, Rimini Centre for Economic Analysis

2007

Bayesian Inference in a Cointegrating Panel Data Model
Working Paper series, Rimini Centre for Economic Analysis
Also in Discussion Papers in Economics, Division of Economics, School of Business, University of Leicester (2006) View citations (3)
See also Chapter Bayesian inference in a cointegrating panel data model, Advances in Econometrics, Emerald Group Publishing Limited (2008) (2008)
Robust Benefit Function Transfer: A Bayesian Model Averaging Approach
Discussion Papers in Economics, Division of Economics, School of Business, University of Leicester View citations (1)

2006

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 View citations (6)
See also Journal Article Efficient Posterior Simulation for Cointegrated Models with Priors on the Cointegration Space, Econometric Reviews, Taylor & Francis Journals (2010) View citations (30) (2010)

2004

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

2003

Estimating the Demand for Health Care with Panel Data: A Semiparametric Bayesian Approach
Working Papers, The University of Sheffield, Department of Economics
See also Journal Article Estimating the demand for health care with panel data: a semiparametric Bayesian approach, Health Economics, John Wiley & Sons, Ltd. (2004) View citations (18) (2004)
Growth, Convergence and Public Investment. A Bayesian Model Averaging Approach
Working Papers in Economics, Universitat de Barcelona. Espai de Recerca en Economia
Also in Working Papers, Instituto de Estudios Fiscales View citations (1)
See also Journal Article Growth, convergence and public investment. A Bayesian model averaging approach, Applied Economics, Taylor & Francis Journals (2004) View citations (23) (2004)

2002

Using Simulation-based Inference with Panel Data in Health Economics
Department of Economics Working Papers, McMaster University View citations (4)
See also Journal Article Using simulation‐based inference with panel data in health economics, Health Economics, John Wiley & Sons, Ltd. (2004) View citations (3) (2004)

Undated

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

Journal Articles

2024

Inflation comovement in emerging economies: The facts and impact of global prices
Journal of Asian Economics, 2024, 94, (C)
The Wealth Distribution in a Precautionary Savings Model with Capital Income Risk
Annals of Economics and Statistics, 2024, (155), 45-90
The distributions of annual earnings and interest rates in a continuous time Markov chain economy
Economics Bulletin, 2024, 44, (3), 1096 - 1108

2022

Effect of a health shock on working hours and health care usage: the role of financial inclusion in Ghana
International Journal of Economic Policy Studies, 2022, 16, (1), 113-134

2021

Forecasting macroeconomic variables in emerging economies
Journal of Asian Economics, 2021, 77, (C) View citations (6)
The effects of fiscal policy shocks in Bangladesh: An agnostic identification procedure
Economic Analysis and Policy, 2021, 71, (C), 626-644 View citations (3)
See also Working Paper The Effects of Fiscal Policy Shocks in Bangladesh: An Agnostic Identification Procedure, GRIPS Discussion Papers (2020) (2020)

2020

Macroeconomic impact of fiscal policy in Ghana: Analysis of an estimated DSGE model with financial exclusion
Economic Analysis and Policy, 2020, 67, (C), 239-260 View citations (7)
See also Working Paper Macroeconomic Impacts of Fiscal Policy in Ghana: Analysis of an Estimated DSGE Model with Financial Exclusion, GRIPS Discussion Papers (2019) (2019)
Monetary Policy and Financial Exclusion in an Estimated DSGE Model of Sub-Saharan African Economies
International Economic Journal, 2020, 34, (2), 317-346 View citations (3)
See also Working Paper Monetary Policy and Financial Exclusion in an Estimated DSGE Model of Sub-Saharan African Economies, GRIPS Discussion Papers (2019) View citations (1) (2019)

2019

Efficient Bayesian inference in generalized inverse gamma processes for stochastic volatility
Econometric Reviews, 2019, 38, (8), 899-920 View citations (2)
See also Working Paper Efficient Bayesian Inference in Generalized Inverse Gamma Processes for Stochastic Volatility, GRIPS Discussion Papers (2018) View citations (1) (2018)
Tax incentives and foreign direct investment in China
Applied Economics Letters, 2019, 26, (9), 777-780 View citations (6)

2018

Invariant Inference and Efficient Computation in the Static Factor Model
Journal of the American Statistical Association, 2018, 113, (522), 819-828 View citations (22)
See also Working Paper Invariant Inference and Efficient Computation in the Static Factor Model, CAMA Working Papers (2013) View citations (6) (2013)

2017

Bayesian inference and forecasting in the stationary bilinear model
Communications in Statistics - Theory and Methods, 2017, 46, (20), 10327-10347
See also Working Paper Bayesian Inference and Forecasting in the Stationary Bilinear Model, University of East Anglia Applied and Financial Economics Working Paper Series (2014) (2014)
Credit Booms in Developing Countries: Are They Different from Those in Advanced and Emerging Market Countries?
Open Economies Review, 2017, 28, (3), 547-579 View citations (19)
See also Working Paper Credit Booms in Developing Countries: Are They Different from Those in Advanced and Emerging Market Countries?, GRIPS Discussion Papers (2016) View citations (10) (2016)
The impact of spousal bereavement on subjective wellbeing: Evidence from the Taiwanese elderly population
Economics & Human Biology, 2017, 26, (C), 1-12 View citations (7)

2016

Financial development, structure and growth: New data, method and results
Journal of International Financial Markets, Institutions and Money, 2016, 43, (C), 95-112 View citations (24)
See also Working Paper Financial Development, Structure and Growth: New Data, Method and Results, GRIPS Discussion Papers (2016) View citations (24) (2016)
The Scope for Increasing Biofuel Crop Production in Japan: An Analysis of Alternative Policies
Asian Economic and Financial Review, 2016, 6, (3), 115-126
See also Working Paper The Scope for Increasing Biofuel Crop Production in Japan: An Analysis of Alternative Policies, GRIPS Discussion Papers (2012) (2012)

2015

Endogeneity and panel data in growth regressions: A Bayesian model averaging approach
Journal of Macroeconomics, 2015, 46, (C), 23-39 View citations (18)
See also Working Paper Endogeneity and Panel Data in Growth Regressions: A Bayesian Model Averaging Approach, GRIPS Discussion Papers (2015) View citations (18) (2015)
Robust determinants of growth in Asian developing economies: A Bayesian panel data model averaging approach
Journal of Asian Economics, 2015, 36, (C), 34-46 View citations (11)
See also Working Paper Robust Determinants of Growth in Asian Developing Economies: A Bayesian Panel Data Model Averaging Approach, GRIPS Discussion Papers (2015) View citations (10) (2015)
The Determinants of Mergers & Acquisitions in a Resource-Based Industry: What Role for Environmental Sustainability?
Review of Economic Analysis, 2015, 7, (2), 111-134
The assimilation of migrant households in the urban areas of a developing country
Journal of Developing Areas, 2015, 49, (2), 335-354 View citations (2)

2014

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 View citations (41)

2013

Financial Integration from a Time-Varying Cointegration Perspective
Asian Journal of Empirical Research, 2013, 3, (12), 1473-1487
See also Working Paper Financial Integration from a Time-Varying Cointegration Perspective, GRIPS Discussion Papers (2012) (2012)
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 (6)
See also Working Paper Stochastic Search Variable Selection in Vector Error Correction Models with an Application to a Model of the UK Macroeconomy, Working Papers (2009) View citations (4) (2009)
The Impact of Remittance on Poverty and Inequality: A Micro-Simulation Study for Nepal
Asian Journal of Empirical Research, 2013, 3, (9), 1061-1080 View citations (5)
See also Working Paper The Impact of Remittance on Poverty and Inequality: A Micro-Simulation Study for Nepal, GRIPS Discussion Papers (2012) View citations (12) (2012)

2012

Bayesian model averaging in the instrumental variable regression model
Journal of Econometrics, 2012, 171, (2), 237-250 View citations (39)
See also Working Paper Bayesian Model Averaging in the Instrumental Variable Regression Model, Working Paper series (2012) View citations (39) (2012)
Time Varying Dimension Models
Journal of Business & Economic Statistics, 2012, 30, (3), 358-367 View citations (63)
See also Working Paper Time Varying Dimension Models, CAMA Working Papers (2011) View citations (1) (2011)

2011

Bayesian inference in a time varying cointegration model
Journal of Econometrics, 2011, 165, (2), 210-220 View citations (44)
See also Working Paper Bayesian Inference in a Time Varying Cointegration Model, CAMA Working Papers (2011) View citations (41) (2011)
Regionality revisited: An examination of the direction of spread of currency crises
Journal of International Money and Finance, 2011, 30, (5), 831-848 View citations (19)
See also Working Paper Regionality Revisited: An Examination of the Direction of Spread of Currency Crisis, Discussion Papers of DIW Berlin (2010) View citations (1) (2010)
Socio-economic determinants of mortality in Taiwan: Combining individual and aggregate data
Health Policy, 2011, 99, (1), 23-36 View citations (2)

2010

Bayesian Estimation and Model Selection in the Generalized Stochastic Unit Root Model
Studies in Nonlinear Dynamics & Econometrics, 2010, 14, (4), 38 View citations (1)
See also Working Paper Bayesian estimation and model selection in the generalised stochastic unit root model, SFB 649 Discussion Papers (2010) (2010)
Dynamic Probabilities of Restrictions in State Space Models: An Application to the Phillips Curve
Journal of Business & Economic Statistics, 2010, 28, (3), 370-379 View citations (23)
See also Working Paper Dynamic probabilities of restrictions in state space models: An application to the Phillips curve, Working Paper series (2008) (2008)
Efficient Posterior Simulation for Cointegrated Models with Priors on the Cointegration Space
Econometric Reviews, 2010, 29, (2), 224-242 View citations (30)
See also Working Paper Efficient Posterior Simulation for Cointegrated Models with Priors On the Cointegration Space, Discussion Papers in Economics (2006) View citations (6) (2006)

2009

On the evolution of the monetary policy transmission mechanism
Journal of Economic Dynamics and Control, 2009, 33, (4), 997-1017 View citations (204)

2008

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 View citations (13)

2004

Estimating the demand for health care with panel data: a semiparametric Bayesian approach
Health Economics, 2004, 13, (10), 1003-1014 View citations (18)
See also Working Paper Estimating the Demand for Health Care with Panel Data: A Semiparametric Bayesian Approach, Working Papers (2003) (2003)
Growth, convergence and public investment. A Bayesian model averaging approach
Applied Economics, 2004, 36, (17), 1925-1936 View citations (23)
See also Working Paper Growth, Convergence and Public Investment. A Bayesian Model Averaging Approach, Working Papers in Economics (2003) (2003)
Using simulation‐based inference with panel data in health economics
Health Economics, 2004, 13, (2), 101-122 View citations (3)
See also Working Paper Using Simulation-based Inference with Panel Data in Health Economics, Department of Economics Working Papers (2002) View citations (4) (2002)

2003

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

Chapters

2008

Bayesian inference in a cointegrating panel data model
A chapter in Bayesian Econometrics, 2008, pp 433-469
See also Working Paper Bayesian Inference in a Cointegrating Panel Data Model, Rimini Centre for Economic Analysis (2007) (2007)

2006

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