LEON-GONZALEZ, Roberto

ACADEMIC ACHIEVEMENTS (A)

2010.04~2011.03
    (1) ACADEMIC PAPERS(including those published in general journals)
    Collaboratively authored papers (published and forthcoming)
  • Dasgupta, A., Leon-Gonzalez, R. and Shortland, A. (2011) “Regionality Revisited: An Examination of the Direction of Spread of Currency Crises,” forthcoming in Journal of International Money and Finance.
  • Jochmann, M., Koop, G., Leon-Gonzalez, R. and Strachan, R. W. (2011), Stochastic search variable selection in vector error correction models with an application to a model of the UK macroeconomy. Journal of Applied Econometrics, 26: n/a. doi: 10.1002/jae.1238
  • Leon-Gonzalez, R. and Tseng, F.M. (2011), Socio-economic determinants of mortality in Taiwan:Combining individual and aggregate data, Health Policy, 99, pp. 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, Vol. 14: No. 4, Article 5.
  • (2) PRESENTATIONS DELIVERED AT ACADEMIC CONFERENCES AND INVITED SEMINARS

  • “Rimini Conference in Economics and Finance,” University of Bologna, Faculty of Economics(Rimini). “Stochastic Search Variable Selection in Vector Error Correction Models with an Application to a Model of the UK Macroeconomy,” June 2010.
  • “Bayesian Model Averaging in the Instrumental Variable Regression Model” European Seminar on Bayesian Econometrics (ESOBE, Rotterdam, November 2010)
  • “Bayesian Inference in a Cointegrating Panel Data Model” Invited Seminar at “Cardiff Business School” (September, 2010)
  • (3) OTHERS (papers submitted for publication)

  • Chan, J.C.C., Koop, G., Leon-Gonzalez, R. and Strachan, R. (2010) “Time Varying Dimension Models” RCEA working paper, WP 10-44.
  • Koop, G., Leon-Gonzalez, R. and Strachan, R. (2010) “Bayesian Model Averaging in the Instrumental Variable Regression Model,” GRIPS Discussion paper, pp.10-32.
2009.04~2010.03
    (1) ACADEMIC PAPERS(including those published in general journals)
    Collaboratively authored papers
  • 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), pp.763-769.
  • Koop G., R. Leon-Gonzalez and R. Strachan (2010) “Efficient Posterior Simulation for Cointegrated Models with Priors On the Cointegration Space,” Econometric Reviews, 29, pp.1-19.
  • Leon-Gonzalez, R. and Tseng, F. (2010) “Socio-economic determinants of mortality in Taiwan: Combining individual and aggregate data,” forthcoming in Health Policy.
  • Yang, F and Leon-Gonzalez, R. (2010) “Bayesian Estimation and Model Selection in the Generalized Stochastic Unit Root Model” forthcoming in Studies in Nonlinear Dynamics & Econometrics.
  • (2) PRESENTATIONS DELIVERED AT ACADEMIC CONFERENCES

  • “Bayesian Econometrics Workshop”, Faculty of Economics (Rimini). “Specification Uncertainty in the Instrumental Variable Regression Model: A Bayesian Model Averaging Approach,” University of Bologna, July 2009.
  • The 4th Japanese-European Bayesian Econometrics and Statistics Meeting (JEuBES 2009) “Specification Uncertainty in the Instrumental Variable Regression Model: A Bayesian Model Averaging Approach,” Barcelona, August 2009.
  • Congress of the European Economic Association and the Econometric Society European meeting (EEA-ESEM) “Bayesian Inference in the Time-Varying Cointegration Model,” Barcelona, August 2009.
  • Far East and South Asia Meeting of the Econometric Society (FESAMES 2009) “Bayesian Inference in the Time-Varying Cointegration Model,” Tokyo, August 2009.
  • “Socio-economic determinants of Mortality in Taiwan: Combining Individual Data and Aggregate Data,” Tokyo Institute of Technology, Department of Social Engineering, 26th January 2010.
  • International Workshop on Bayesian Econometrics and Statistics, “Bayesian Inference in the time-varying cointegration model,” University of Tokyo, 5th February 2010.
  • (3) OTHERS (papers submitted for publication)

  • Jochmann, M., Koop, G., Leon-Gonzalez, R. and Strachan, R. (2009) “Stochastic Search Variable Selection in Vector Error Correction Models with an Application to a Model of the UK Macroeconomy,” Discussion paper in economics 19-09, University of Strathclyde.
2008.04~2009.03
    (1) ACADEMIC PAPERS(including those published in general journals)
    Collaboratively authored papers (accepted for publication)
  • Koop G., R. Leon-Gonzalez and R. Strachan, “On the evolution of the monetary policy transmission mechanism,” Journal of Economic Dynamics and Control, 33, pp.997-1017 (2009).
  • Koop G., R. Leon-Gonzalez and R. Strachan (2009), “Dynamic probabilities of restrictions in state space models: An application to the Phillips curve,” forthcoming in Journal of Business and Economic Statistics. Available at: http://www.rcfea.org/RePEc/pdf/wp26_08.pdf
  • (2) PRESENTATIONS DELIVERED AT ACADEMIC CONFERENCES

  • “Bayesian Inference in the Time-Varying Cointegration Model” with G. Koop and R. Strachan at “Bayesian Econometrics Workshop,” University of Bologna, Faculty of Economics (Rimini), June 4, 2008.
  • “On the Evolution of Monetary Policy,” with G. Koop and R. Strachan. Presented by G. Koop at “Bayesian Econometrics Workshop,” University of Bologna, Faculty of Economics (Rimini), June 4, 2008.
  • “Dynamic probabilities of restrictions in state space models: An application to the Phillips curve,” with G. Koop and R. Strachan. Presented by R. Strachan at “Bayesian Econometrics Workshop,” University of Bologna, Faculty of Economics (Rimini), June 3, 2008.
  • “Bayesian Inference in the Time-Varying Cointegration Model,” Contributed paper at the Joint Statistical Meetings of the American Statistical Association, August 2-7, 2008.
  • (3) OTHERS (papers submitted for publication)

  • Koop G., R. Leon-Gonzalez and R. Strachan (2008), “Bayesian Inference in the Time-Varying Cointegration Model,” submitted to a refereed journal. Available at:
    http://personal.strath.ac.uk/gary.koop/kls8.pdf
  • Leon-Gonzalez, R. and Tseng, F.M., “Socio-economic determinants of Mortality in Taiwan: Combining Individual Data and Aggregate Data,” submitted to a refereed journal. Available at:
    http://www3.grips.ac.jp/~pinc/data/09-01.pdf
  • Li, G. and Leon-Gonzalez, R. “A Correction Function Approach to Solve the Incidental Parameter Problem,” Submitted to a refereed journal. Available at:
    http://www.cardiff.ac.uk/carbs/econ/workingpapers/papers/E2009_6.pdf
2007.04~2008.03
    (1) ACADEMIC PAPERSCollaboratively authored papers

  • Leon-Gonzalez, R. and Scarpa, R., “Improving Multi-Site Benefit Functions Via Bayesian Model Averaging: A New Approach To Benefit Transfer,” Journal of Environmental Economics and Management, No.56, pp.50-68 (2008).
  • (2) PRESENTATIONS DELIVERED AT ACADEMIC CONFERENCES

  • Rodney Strachan, Gary Koop, and Roberto Leon-Gonzalez, “Bayesian Inference in a Cointegrating Panel Data Model,” 6th Annual Advances in Econometrics Conference, Louisiana, November 2-4, 2007. (Presenting Author: Rodney Strachan)
  • (3) OTHERS (including papers forthcoming and under review)

  • Koop G., Leon-Gonzalez R. and Strachan R., “Bayesian Inference in a Cointegrating Panel Data Model,” Advances in Econometrics, vol. 23, forthcoming (2008). Available at:
    http://www.le.ac.uk/economics/research/RePEc/lec/leecon/dp06-2.pdf
  • Koop G., Leon-Gonzalez R. and Strachan R., “On the Evolution of Monetary Policy,” (2007). Available at:
    http://personal.strath.ac.uk/gary.koop/koop_leongonzalez_strachan_kls5.pdf

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