役 職 教授
学 位 Ph.D., (経済学)、University of York (英国)
専門分野 計量経済学
現在の研究対象 Model uncertainty and endogeneity in aid-growth regressions
  • 略歴

2003: Ph.D., University of York (英国)
2003: University of Sheffield経済学部助教授(英国)
2004: University of Leicester経済学部助教授(英国)
2007: 政策研究大学院大学 (GRIPS) 准教授

2013: 政策研究大学院大学(GRIPS)教授


  • 主要な著作・論文等

Leon-Gonzalez, R. (2018) “Efficient Bayesian Inference in Generalized Inverse Gamma Processes for Stochastic Volatility,” forthcoming in Econometric Reviews.

Chan, J., R. Leon-Gonzalez and R. Strachan (2017) “Invariant Inference and Efficient Computation in the Static Factor Model” Journal of the American Statistical Association, 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


  • リンク

Roberto Leon Gonzalez's personal webpage


  • メールアドレス


※送信する際には後ろに「@grips.ac.jp」 と入れてください。

〒106-8677 東京都港区六本木7-22-1

TEL : 03-6439-6000     FAX : 03-6439-6010


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