Roberto Leon Gonzalez

Education and career: 

Ph.D. in Economics, University of York, U.K., 2003
Master in Economics, University of York, U.K., 1999
Bsc in Economics, University of Las Palmas de Gran Canaria, Spain, 1998

Professor, GRIPS, 2013- 

Associate Professor, GRIPS, 2007-2013
Lecturer in Economics, University of Leicester, 2004-2007
Lecturer in Economics, University of Sheffield, 2003-2004

Current research interests:

Bayesian Econometrics, Empirical Macroeconomics, Growth and Development.

Discussion papers

Leon-Gonzalez, R. and Baiaman kyzy, E. (2025) "Lagrange Inversion of Taylor Polynomials using Kronecker Product Notation," GRIPS Discussion Papers 25-08, National Graduate Institute for Policy Studies. 

Baiaman kyzy, E. and R. Leon-Gonzalez (2024) "Estimation of Nonlinear DSGE Models Through Laplace Based Solutions," GRIPS Discussion Papers 24-06, National Graduate Institute for Policy Studies. Code and Data. 

Leon-Gonzalez, R. and Majoni, B. (2024) "Approximate Factor Models with a Common Multiplicative Factor for Stochastic Volatility," GRIPS Discussion Papers 24-02, National Graduate Institute for Policy Studies. 

Matola, J.U. and Leon-Gonzalez, R. (2019) “Fiscal and Monetary Policy Interaction in Malawi”, GRIPS Discussion Papers, 19-16

Matola, J.U. and Leon-Gonzalez, R. (2019) “Fiscal and monetary policy rules in Malawi: a New Keynesian DSGE analysis”, GRIPS Discussion Papers, 19-03.

Li, G. and Leon-Gonzalez, R. (2009) "A Correction Function Approach to Solve the Incidental Parameter Problem," Cardiff Economics Working Papers, E2009/6.

Published Papers

Leon-Gonzalez, R. and B. Majoni (2024) "Exact Likelihood for Inverse Gamma Stochastic Volatility Models" Journal of Time Series Analysis, forthcoming. R package to calculate the likelihood: invgamstochvol 

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, Rstudio Code and Data.  Code for computer exercise in Rstudio

Inogamov, S. and R. Leon-Gonzalez (2024) "Inflation comovement in emerging economies: The facts and impact of global prices," Journal of Asian Economics, Elsevier, vol. 94 (C). 

Khieu, H.V. and Leon-Gonzalez, R. (2024) "The distributions of annual earnings and interest rates in a continuous time Markov chain economy", Economics Bulletin, forthcoming

Khieu, H.V. and Leon-Gonzalez, R. (2024) "The wealth distribution in a precautionary savings model with capital income risk",  Annals of Economics and Statistics, forthcoming

Takyi, P.O. and Leon-Gonzalez, R. (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, Springer, vol. 16(1), pages 113-134, February.

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

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

Le DD, Gonzalez RL, Matola JU (2021) "Modeling count data for health care utilization: an empirical study of outpatient visits among Vietnamese older people." BMC Med Inform Decis Mak. 2021 Sep 15; 21(1):265. doi: 10.1186/s12911-021-01619-2. PMID: 34525986; PMCID: PMC8442353.

Takyi, P.O. and Leon-Gonzalez, R. (2019) “Macroeconomic Impacts of Fiscal Policy in Ghana: Analysis of an Estimated DSGE Model with Financial Exclusion”, Economic Analysis and Policy, Elsevier, vol. 67(C), pages 239-260.

Takyi, P.O. and Leon-Gonzalez, R. (2019) “Monetary Policy and Financial Exclusion in an Estimated DSGE Model of Sub-Saharan African Economies”, International Economic Journal, Taylor & Francis Journals, vol. 34(2), pages 317-346, April.

Hsu, M., Lee, J., Leon-Gonzalez, R. and Zhao, Y. (2019), "Tax incentives and foreign direct investment in China," Applied Economics Letters, Taylor & Francis Journals, 26, 777-780.

Acharya, C.P. and Leon-Gonzalez, R. (2019) “Remittances, Human Capital, and Economic Growth: Panel Data Evidence from Asia and Sub-Saharan Africa” Asian Journal of Economics and Finance, 1(3), 121-140.

Le, D.D., Leon-Gonzalez, R. and Giang, T.L. (2020) “Decomposing gender inequality in functional disability among older people in Vietnam” Archives of gerontology and geriatrics, 87, 103989

Le, D.D., Leon-Gonzalez, R., Giang, T.L. and Nguyen, A.T. (2020) "Socioeconomic-related health inequality in non-communicable diseases among older people in Vietnam" Ageing & Society, Volume 41 , Special Issue 6: New Frontiers in International Retirement Migration , June 2021 , pp. 1421 - 1448 

Leon-Gonzalez, R. (2018) “Efficient Bayesian Inference in Generalized Inverse Gamma Processes for Stochastic Volatility,” Econometric Reviews, 38, 899-920, Data and RStudio Code.

Chakra P. Acharya & R. Leon-Gonzalez (2018) "The quest for quality education: international remittances and rural–urban migration in Nepal ," Migration and Development, 1-36, doi: 10.1080/21632324.2018.1429834

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, Theory and Methods, 113, 819-828.

Tseng, FM, D. Petrie and R Leon-Gonzalez (2017) “The impact of spousal bereavement on self-assessed health status: evidence from the Taiwanese elderly population” Economics and Human Biology,  26, 1-12..

Leon-Gonzalez, R. and F. Yang (2017) “Bayesian Inference and Forecasting in the Stationary Bilinear Model,” Communications in Statistics - Theory and Methods, 46:20, 10327-10347, DOI: 10.1080/03610926.2016.1235193

Leon, A. and R. Leon (2016), “The Scope for Increasing Biofuel Crop Production in Japan: An Analysis of Alternative Policies,” Asian Economic and Financial Review, 6(3): 115-126.

Meng, C. and R.L. Gonzalez (2016)  “Credit Booms in Developing Countries: Are They Different from Those in Advanced and Emerging Market Countries?” Open Economies Review. doi:10.1007/s11079-016-9425-9

Luintel, Kul B, M. Khan, R. Leon-Gonzalez and G. Li (2016) "Financial development, structure and growth: New data, method and results," Journal of International Financial Markets, Institutions and Money, 43, 95-112.

Leon-Gonzalez, R. and L. Tole (2015) “The Determinants of Mergers & Acquisitions in a Resource-Based Industry: What Role for Environmental Sustainability?”  Review of Economic Analysis, 7 111–134

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. Data and Gauss code. 

Leon-Gonzalez, R. and T. Vinayagathasan, (2015) “Robust Determinants of Growth in Asian Developing Economies: A Bayesian Panel Data Model Averaging Approach,” Journal of Asian Economics, 36, 34-46. Data and Gauss code.

Acharya, C.P. and R. Leon-Gonzalez (2015), “Assimilation of Migrant Households in the Urban Areas of a Developing Country,” The Journal of Developing Areas, 49, 335-354

Acharya, C.P. and R. Leon-Gonzalez (2014)  “How do Migration and Remittances Affect Human Capital Investment? The Effects of Relaxing Information and Liquidity Constraints ,” The Journal of Development Studies, 50, 444-460.

Huang, X., R. Leon-Gonzalez , S. Yupho (2013) “Financial Integration from a Time-Varying Cointegration Perspective,” Asian Journal of Empirical Research, 3, 1473-1487.

Acharya, C.P. and R. Leon-Gonzalez (2013), “The Impact of Remittance on Poverty and Inequality: A Micro-Simulation Study for Nepal,” Asian Journal of Empirical Research 3, 1061-1080.

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. León-González and R. Strachan (2012), “Time Varying Dimension Models,” Journal of Business & Economic Statistics, 30, 358-367.

Koop G., R. León-González and R. Strachan (2012), “Bayesian Model Averaging in the Instrumental Variable Regression Model,” Journal of Econometrics, 171, 237-250 Data and GAUSS code.

Koop G., R. León-González and R. Strachan (2011), “Bayesian Inference in the Time-Varying Cointegration Model,” Journal of Econometrics, 165, 210-220. Data and GAUSS Code.

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 . Data and GAUSS Code

Leon-Gonzalez, R. and Tseng, F.M. (2010) “Socio-economic determinants of Mortality in Taiwan: Combining Individual and Aggregate Data,” Health Policy, 99, 23-36.

Yang, F and Leon-Gonzalez, R. (2010) “Bayesian Estimation and Model Selection in the Generalized Stochastic Unit Root Model” Studies in Nonlinear Dynamics & Econometrics, 14, 1-36.

Koop G., R. León-González 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. León-González and R. Strachan (2010) “Efficient Posterior Simulation for Cointegrated Models with Priors On the Cointegration Space,” Econometric Reviews, 29, 1-19.

Leon, A. and Leon-Gonzalez, R. (2009) “Predicting soil organic carbon percentage from loss-on-ignition using Bayesian Model Averaging,” Australian Journal of Soil Research, 47(8), 763-769.

Koop G., R. León-González 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.

Koop G., R. León-González and R. Strachan (2008), “Bayesian Inference in a Cointegrating Panel Data Model” Advances in Econometrics, 23, 433-469. Data and code.

Cresser, M.S., Gonzalez, R.L., Leon, A. (2007) “Evaluation of the use of soil depth and parent material data when predicting soil organic carbon concentration from LOI values” Geoderma, 140, 132-139

Contoyannis, P., Jones, A.M. and León-González,R. (2004) “Using Simulation‑Based Inference with Panel Data in Health Economics” Health Economics, 13, 101 - 122

León-González, R. and Montolio, D. (2004) "Growth, Convergence and Public Investment. A Bayesian Model Averaging Approach" Applied Economics, 36, 1925-1936

Jochmann, M. and León-González, 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

León, R. and León, C. (2003) “Single or Double Bounded Contingent Valuation? A Bayesian Test”, Scottish Journal of Political Economy, 50, 2, 174-188.

León, C.,  Vázquez-Polo, F. J. and León González,R. (2003) “Elicitation of Expert Opinion in Benefit Transfer of Environmental Goods”, Environmental and Resource Economics, 26, 2, 199-210.

Chapters in Books

 León, C. and León, R. (2006) “The Scope and Application of Bayesian Methods in Contingent Valuation Methods,” in Handbook on Contingent Valuation, p.p. 232-248. Edited by Anna Alberini  and Jim Kahn.. Edward Elgar, Cheltenham.

León, C., León, R. and Vázquez -Polo, F.J. (2007) "Elicitation of Expert Opinion and MCMC Simulation of Posterior Distribution in Benefit Transfer", Chapter 13 in Environmental Value Transfer: Issues and Methods. Edited by S. Navrud and R. Ready.  Amsterdam: Kluwer Academic Publisher.