?

• Professional Career

2003: Ph.D., University of York
2003: Assistant Professor, University of Sheffield
2004: Assistant Professor, University of Leicester
2007: Associate Professor, GRIPS
2013: Professor, GRIPS

?

• Selected publications

Leon-Gonzalez, R. and B. Majoni (2024) "Exact Likelihood for Inverse Gamma Stochastic Volatility Models," Journal of Time Series Analysis, forthcoming.

Chan, J., Doucet, A., León-González, R. and R.W. Strachan (2024) “Multivariate Stochastic Volatility with Co-Heteroscedasticity” Studies in Nonlinear Dynamics & Econometrics.
https://doi.org/10.1515/snde-2023-0056

Thu, L. H. and R. Leon-Gonzalez (2021) "Forecasting macroeconomic variables in emerging economies," Journal of Asian Economics, 77(C). ?

Rahaman, A. and R. Leon-Gonzalez (2021) "The effects of fiscal policy shocks in Bangladesh: An agnostic identification procedure," Economic Analysis and Policy, 71(C), 626-644.

Takyi, P.O. and R. Leon-Gonzalez, (2020) "Macroeconomic impact of fiscal policy in Ghana: Analysis of an estimated DSGE model with financial exclusion," Economic Analysis and Policy, 67(C), 239-260.

Leon-Gonzalez, R. (2019) “Efficient Bayesian Inference in Generalized Inverse Gamma Processes for Stochastic Volatility,” Econometric Reviews, 38(8), 899-920.

Chan, J., R. Leon-Gonzalez and R. Strachan (2018) “Invariant Inference and Efficient Computation in the Static Factor Model” Journal of the American Statistical Association, 113(522), 819-828, DOI: 10.1080/01621459.2017.1287080.

Leon-Gonzalez, R. and D. Montolio (2015), “Endogeneity and Panel Data in Growth Regressions: A Bayesian Model Averaging Approach,” Journal of Macroeconomics, 46, 23-39.

Jochmann, M., Koop, G., Leon-Gonzalez, R. and Strachan, R. (2013) “Stochastic Search Variable Selection in Vector Error Correction Models with an Application to a Model of the UK Macroeconomy,” Journal of Applied Econometrics, 28, 62-81.

?Chan, J.C.C., G. Koop, R. Leon-Gonzalez and R. Strachan (2012), “Time Varying Dimension Models,” Journal of Business & Economic Statistics, 30, 358-367.

?Koop G., R. Leon-Gonzalez and R. Strachan (2012), “Bayesian Model Averaging in the Instrumental Variable Regression Model,” Journal of Econometrics, 171, 237-250.

?Koop G., R. Leon-Gonzalez and R. Strachan (2011), “Bayesian Inference in the Time-Varying Cointegration Model,” Journal of Econometrics, 165, 210-220.

Dasgupta, A., Leon-Gonzalez, R. and Shortland, A. (2011) “Regionality Revisited: An Examination of the Direction of Spread of Currency Crises,” Journal of International Money and Finance, 30, 831-848.

?Koop G., R. Leon-Gonzalez and R. Strachan (2010), “Dynamic probabilities of restrictions in state space models: An application to the Phillips curve,” Journal of Business & Economic Statistics, 28, 370-379.

?Koop G., R. Leon-Gonzalez and R. Strachan (2009), “On the evolution of the monetary policy transmission mechanism,” Journal of Economic Dynamics and Control, 33, 997-1017.

?Leon-Gonzalez, R. and Scarpa, R. (2008) “Improving Multi-Site Benefit Functions Via Bayesian Model Averaging: A New Approach To Benefit Transfer,” Journal of Environmental Economics and Management, 56, 50-68.

Jochmann, M. and Leon-Gonzalez, R. (2004) "Estimating the demand for health care with panel data: a semiparametric Bayesian approach" Health Economics, 13, 1003-1014.
?

Leon-Gonzalez, R. (2003) “A Panel Data Simultaneous Equation Model with a Dependent Categorical Variable and Selectivity” Journal of Computational and Graphical Statistics, 12, 1, 230-242.

?

• Link

Roberto Leon Gonzalez's personal webpage

?

• e-mail: rlg
  *Please add”@grips.ac.jp” to send a message.