Roberto Leon-Gonzalez : Citation Profile

Are you Roberto Leon-Gonzalez?

Rimini Centre for Economic Analysis (RCEA) (5% share)
National Graduate Institute for Policy Studies (GRIPS) (95% share)

14

H index

18

i10 index

700

Citations

RESEARCH PRODUCTION:

35

Articles

75

Papers

2

Chapters

RESEARCH ACTIVITY:

   23 years (2001 - 2024). See details.
   Cites by year: 30
   Journals where Roberto Leon-Gonzalez has often published
   Relations with other researchers
   Recent citing documents: 79.    Total self citations: 20 (2.78 %)

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   Permalink: http://citec.repec.org/ple290
   Updated: 2024-12-03    RAS profile: 2024-07-21    
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Relations with other researchers

Works with:

Majoni, Blessings (3)

Rahaman, Ataur (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Roberto Leon-Gonzalez.

Is cited by:

Chan, Joshua (44)

Koop, Gary (44)

Korobilis, Dimitris (36)

Huber, Florian (33)

Strachan, Rodney (30)

Eisenstat, Eric (24)

Jochmann, Markus (11)

Wróblewska, Justyna (10)

Pfarrhofer, Michael (10)

Horvath, Roman (9)

Steel, Mark (9)

Cites to:

Steel, Mark (25)

Koop, Gary (22)

Smets, Frank (12)

Strachan, Rodney (11)

Levine, Ross (11)

Shleifer, Andrei (10)

Wouters, Raf (10)

Shephard, Neil (9)

La Porta, Rafael (8)

Doppelhofer, Gernot (8)

Lopez-de-Silanes, Florencio (8)

Main data

Where Roberto Leon-Gonzalez has published?

Journals with more than one article published# docs
Journal of Asian Economics3
Asian Journal of Empirical Research2
Economic Analysis and Policy2
Econometric Reviews2
Journal of Econometrics2

Working Papers Series with more than one paper published# docs
GRIPS Discussion Papers / National Graduate Institute for Policy Studies32
Working Paper series / Rimini Centre for Economic Analysis13
SIRE Discussion Papers / Scottish Institute for Research in Economics (SIRE)4
Working Papers / University of Strathclyde Business School, Department of Economics4
Working Papers / The University of Sheffield, Department of Economics2
Cardiff Economics Working Papers / Cardiff University, Cardiff Business School, Economics Section2

Recent works citing Roberto Leon-Gonzalez (2024 and 2023)

YearTitle of citing document
2023Sparse time-varying parameter VECMs with an application to modeling electricity prices. (2020). Pfarrhofer, Michael ; Hauzenberger, Niko ; Rossini, Luca. In: Papers. RePEc:arx:papers:2011.04577.

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2023Bayesian Modeling of Time-varying Parameters Using Regression Trees. (2022). Mitchell, James ; Koop, Gary ; Huber, Florian ; Hauzenberger, Niko. In: Papers. RePEc:arx:papers:2209.11970.

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2023When it counts -- Econometric identification of the basic factor model based on GLT structures. (2023). Lopes, Hedibert Freitas ; Hosszejni, Darjus ; Fruhwirth-Schnatter, Sylvia. In: Papers. RePEc:arx:papers:2301.06354.

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2023BVARs and Stochastic Volatility. (2023). Chan, Joshua. In: Papers. RePEc:arx:papers:2310.14438.

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2024Characterizing Public Debt Cycles: Dont Ignore the Impact of Financial Cycles. (2024). Xu, Yingying ; Liu, Zhixin ; Zhou, Tianbao. In: Papers. RePEc:arx:papers:2404.17412.

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2024Forecasting Key Macroeconomic Indicators Using DMA and DMS Methods. (2024). Pankratova, Anastasiia. In: Russian Journal of Money and Finance. RePEc:bkr:journl:v:83:y:2024:i:1:p:32-52.

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2023BAYESIAN STATE SPACE MODELS IN MACROECONOMETRICS. (2023). Strachan, Rodney. In: Journal of Economic Surveys. RePEc:bla:jecsur:v:37:y:2023:i:1:p:58-75.

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2023The Nexus between Public Debt and the Government Spending Multiplier: Fiscal Adjustments Matter. (2023). Iwata, Yasuharu ; Iiboshi, Hirokuni. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:85:y:2023:i:4:p:830-858.

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2023Is the US Phillips curve stable? Evidence from Bayesian vector autoregressions. (2023). Österholm, Pär ; Karlsson, Sune ; Osterholm, Par. In: Scandinavian Journal of Economics. RePEc:bla:scandj:v:125:y:2023:i:1:p:287-314.

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2023Director departure following political ideology (in)congruence with an incoming CEO. (2023). Chin, M K ; Bundy, Jonathan ; Busenbark, John R. In: Strategic Management Journal. RePEc:bla:stratm:v:44:y:2023:i:7:p:1698-1732.

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2023Monetary policy shocks and exchange rate dynamics in small open economies. (2023). Tchatoka, Firmin Doko ; Cross, Jamie L ; Haque, Qazi ; Terrell, Madison. In: Working Papers. RePEc:bny:wpaper:0121.

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2024The Information Content of Conflict, Social Unrest and Policy Uncertainty Measures for Macroeconomic Forecasting. (2024). Rauh, C ; Prez, J J ; Mueller, H ; Molina, L ; Diakonova, M. In: Cambridge Working Papers in Economics. RePEc:cam:camdae:2418.

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2024.

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2023The Long-Term Impact of Parental Migration on the Health of Young Left-Behind Children. (2023). Cockx, Bart ; Li, Jinkai ; Luo, Erga. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10780.

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2023The Long-Term Impact of Parental Migration on the Health of Young Left-Behind Children. (2023). Luo, Erga ; Li, Jinkai ; Cockx, Bart. In: LIDAM Discussion Papers IRES. RePEc:ctl:louvir:2023019.

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2023Fast estimation of a large TVP-VAR model with score-driven volatilities. (2023). Hong, Yongmiao ; Ye, Shiqi ; Zheng, Tingguo. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:157:y:2023:i:c:s0165188923001689.

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2023Structural transformation, urbanization, and remittances in developing countries: A panel VAR analysis. (2023). Selvanathan, Eliyathamby A ; Abbas, Syed Ali. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:79:y:2023:i:c:p:55-69.

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2023Effects of external shocks on macroeconomic fluctuations in Pacific Alliance countries. (2023). Castillo, Paul ; Vassallo, Renato ; Rodriguez, Gabriel. In: Economic Modelling. RePEc:eee:ecmode:v:124:y:2023:i:c:s0264999323001141.

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2023Macroeconomic forecasting and variable ordering in multivariate stochastic volatility models. (2023). Shin, Minchul ; Rubio-Ramirez, Juan F ; Arias, Jonas E. In: Journal of Econometrics. RePEc:eee:econom:v:235:y:2023:i:2:p:1054-1086.

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2023Large stochastic volatility in mean VARs. (2023). Poon, Aubrey ; Koop, Gary ; Hou, Chenghan ; Cross, Jamie L. In: Journal of Econometrics. RePEc:eee:econom:v:236:y:2023:i:1:s030440762300163x.

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2024Persistence in financial connectedness and systemic risk. (2024). Baruník, Jozef ; Ellington, Michael ; Barunik, Jozef. In: European Journal of Operational Research. RePEc:eee:ejores:v:314:y:2024:i:1:p:393-407.

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2023Credit gaps as banking crisis predictors: A different tune for middle- and low-income countries. (2023). el Ouardi, Sofiane ; Bouvatier, Vincent. In: Emerging Markets Review. RePEc:eee:ememar:v:54:y:2023:i:c:s1566014123000067.

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2023Modeling the out-of-sample predictive relationship between equity premium, returns on the price of crude oil and economic policy uncertainty using multivariate time-varying dimension models. (2023). Nonejad, Nima. In: Energy Economics. RePEc:eee:eneeco:v:126:y:2023:i:c:s0140988323004620.

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2024Population intensity, location choice, and investment portfolio selection: A case of emerging economies. (2024). Wang, Jian ; Sun, Kai ; Xu, Runguo ; He, Xinao. In: International Review of Financial Analysis. RePEc:eee:finana:v:94:y:2024:i:c:s1057521924002035.

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2023Measuring sovereign bond fragmentation in the Eurozone. (2023). Iacopini, Matteo ; Costola, Michele. In: Finance Research Letters. RePEc:eee:finlet:v:51:y:2023:i:c:s1544612322005323.

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2023Climate uncertainty effects on bitcoin ecological footprint through cryptocurrency environmental attention. (2023). Boufateh, Talel ; Zribi, Wissal ; Guesmi, Khaled. In: Finance Research Letters. RePEc:eee:finlet:v:58:y:2023:i:pd:s154461232300956x.

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2024Foreign investments and firm risk: Evidence from Germany. (2024). Vithessonthi, Chaiporn ; Likitwongkajon, Napaporn. In: Global Finance Journal. RePEc:eee:glofin:v:59:y:2024:i:c:s1044028324000036.

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2024The macroeconomic effects of exchange rate movements in a commodity-exporting developing economy. (2024). Doojav, Gan-Ochir ; Batjargal, Anand ; Purevdorj, Munkhbayar. In: International Economics. RePEc:eee:inteco:v:177:y:2024:i:c:s2110701723000872.

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2023Data-based priors for vector error correction models. (2023). Pruser, Jan. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:1:p:209-227.

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2023Migration, gender labor division and food insecurity in Tajikistan. (2023). Harou, Aurelie P ; Ghimire, Tinusha ; Balasubramanya, Soumya. In: Food Policy. RePEc:eee:jfpoli:v:116:y:2023:i:c:s0306919223000362.

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2024Evolution of the exchange rate pass-through into prices in Peru: An empirical application using TVP-VAR-SV models. (2024). Arellano, Miguel Ataurima ; Cisneros, Rodrigo Salcedo ; Calero, Roberto ; Castillo, Paul ; Rodriguez, Gabriel. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:142:y:2024:i:c:s026156062400010x.

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2023Resource rents, savings behavior, and scenarios of economic development. (2023). Sadik-Zada, Elkhan Richard. In: Resources Policy. RePEc:eee:jrpoli:v:81:y:2023:i:c:s0301420722007012.

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2023The impact of Chinas economic uncertainty on commodity and financial markets. (2023). Wang, Shu ; Chang, Long ; Yin, Hong. In: Resources Policy. RePEc:eee:jrpoli:v:84:y:2023:i:c:s0301420723004907.

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2023The time-varying impact of geopolitical risk on natural resource prices: The post-COVID era evidence. (2023). Cui, Tianxiang ; Wang, Kaihao ; Ding, Shusheng ; Du, Min. In: Resources Policy. RePEc:eee:jrpoli:v:86:y:2023:i:pb:s0301420723008723.

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2023How does financial development change the effect of the bank lending channel of monetary policy in developing countries?—Evidence from China. (2023). Zhan, Minghua ; Li, Shuai. In: International Review of Economics & Finance. RePEc:eee:reveco:v:85:y:2023:i:c:p:502-519.

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2024Real exchange rate convergence in the euro area: Evidence from a dynamic factor model. (2024). Kempa, Bernd ; Borger, Carina. In: International Review of Economics & Finance. RePEc:eee:reveco:v:89:y:2024:i:pa:p:213-224.

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2023The impact of central bank digital currency news on the stock and cryptocurrency markets: Evidence from the TVP-VAR model. (2023). Akdeniz, Cokun ; Atik, Abdurrahman Nazif ; Helmi, Mohamad Husam. In: Research in International Business and Finance. RePEc:eee:riibaf:v:65:y:2023:i:c:s0275531923000946.

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2024Does the digital economy promote the consumption structure upgrading of urban residents? Evidence from Chinese cities. (2024). Zhou, Qiuyang. In: Structural Change and Economic Dynamics. RePEc:eee:streco:v:69:y:2024:i:c:p:543-551.

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2023Bayesian Modeling of Time-Varying Parameters Using Regression Trees. (2023). Mitchell, James ; Koop, Gary ; Huber, Florian ; Hauzenberger, Niko. In: Working Papers. RePEc:fip:fedcwq:95470.

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2024Financial Contagion of the Russian Stock Market from the European Stock Market During the COVID-19 Pandemic. (2024). Yu, Dmitry. In: Finansovyj žhurnal — Financial Journal. RePEc:fru:finjrn:240202:p:27-42.

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2023.

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2023The Long-Term Impact of Parental Migration on the Health of Young Left-behind Children. (2023). Cockx, Bart ; Li, Jinkai ; Luo, Erga. In: IZA Discussion Papers. RePEc:iza:izadps:dp16596.

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2023The necessity of social infrastructure for enhancing educational attainment: evidence from high remittance recipient LMICs. (2023). Lee, Chin ; Chin, Lee ; Saydaliev, Hayot Berk. In: Economic Change and Restructuring. RePEc:kap:ecopln:v:56:y:2023:i:3:d:10.1007_s10644-023-09491-y.

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2024Do remittances mitigate poverty? Evidence from selected countries in Africa, Asia and Latin America. (2024). Ibukun, Cleopatra Oluseye ; Ojeyinka, Titus Ayobami. In: Economic Change and Restructuring. RePEc:kap:ecopln:v:57:y:2024:i:3:d:10.1007_s10644-024-09666-1.

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2024Time-varying effects of the COVID-19 pandemic on stock markets and economic activity: evidence from the US and Europe. (2024). Caporale, Guglielmo Maria ; Akdeniz, Cokun ; Lhan, Ali ; Atik, Abdurrahman Nazif ; Helmi, Mohamad Husam. In: Empirica. RePEc:kap:empiri:v:51:y:2024:i:2:d:10.1007_s10663-024-09608-0.

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2023Are Phillips curves in CESEE still alive and well behaved?. (2023). Huber, Florian ; Schreiner, Josef. In: Focus on European Economic Integration. RePEc:onb:oenbfi:y:2023:i:q3/23:b:1.

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2023Tax holidays and profit-repatriation rates for FDI firms: the case of the Czech Republic. (2023). Pavelkova, Drahomira ; Vu, Duong Hoang ; Damborsk, Milan. In: Palgrave Communications. RePEc:pal:palcom:v:10:y:2023:i:1:d:10.1057_s41599-023-02369-4.

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2023Jane Haldimand Marcet: Impact of Monetary Policy Shocks in the Peruvian Economy Over Time. (2023). Rodriguez, Gabriel ; Rojo, Flavio Perez. In: Documentos de Trabajo / Working Papers. RePEc:pcp:pucwps:wp00523.

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2024External Shocks and Economic Fluctuations in Peru: Empirical Evidence using Mixture Innovation TVP-VAR-SV Models. (2024). Salvatierra, Lorena Yamuca ; Rodriguez, Gabriel ; Guevara, Brenda. In: Documentos de Trabajo / Working Papers. RePEc:pcp:pucwps:wp00529.

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2023The Nexus between Public Debt and the Government Spending Multiplier: Fiscal Adjustments Matter. (2023). Iiboshi, Hirokuni ; Iwata, Yasuharu. In: MPRA Paper. RePEc:pra:mprapa:116310.

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2023The Nexus between Public Debt and the Government Spending Multiplier: Fiscal Adjustments Matter. (2023). Iwata, Yasuharu ; Iiboshi, Hirokuni. In: MPRA Paper. RePEc:pra:mprapa:116347.

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2023The Nexus between Public Debt and the Government Spending Multiplier: Fiscal Adjustments Matter. (2023). Iiboshi, Hirokuni ; Iwata, Yasuharu. In: MPRA Paper. RePEc:pra:mprapa:116355.

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2023The Long-Term Impact of Parental Migration on the Health of Young Left-Behind Children. (2023). Cockx, Bart ; Li, Jinkai ; Luo, Erga. In: Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium. RePEc:rug:rugwps:23/1077.

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2023The Link Between Output Growth and Output Growth Volatility: Barbados. (2023). Agbeyegbe, Terence D. In: Annals of Data Science. RePEc:spr:aodasc:v:10:y:2023:i:3:d:10.1007_s40745-021-00331-2.

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2023Estimating healthcare expenditures after becoming divorced or widowed using propensity score matching. (2023). Polder, Johan J ; Wong, Albert ; Moger, Tron Anders ; Stadhouders, Niek ; Loef, Bette ; Meulman, Iris ; Uiters, Ellen. In: The European Journal of Health Economics. RePEc:spr:eujhec:v:24:y:2023:i:7:d:10.1007_s10198-022-01532-z.

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2023Market capitalization shock effects on open innovation models in e-commerce: golden cut q-rung orthopair fuzzy multicriteria decision-making analysis. (2023). Mikhaylov, Alexey ; Yuksel, Serhat ; Diner, Hasan ; Moiseev, Nikita. In: Financial Innovation. RePEc:spr:fininn:v:9:y:2023:i:1:d:10.1186_s40854-023-00461-x.

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2023Uncovering time variation in public expenditure multipliers: new evidence. (2023). Bhanumurthy, N R ; Sachdeva, Paras ; Ahmad, Wasim. In: Indian Economic Review. RePEc:spr:inecre:v:58:y:2023:i:2:d:10.1007_s41775-023-00175-y.

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2023Examining the Time Varying Spillover Dynamics of Indian Financial Indictors from Global and Local Economic Uncertainty. (2023). Singh, Vipul Kumar ; Kumar, Pawan. In: Journal of Quantitative Economics. RePEc:spr:jqecon:v:21:y:2023:i:1:d:10.1007_s40953-022-00333-8.

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2023The relevance of domestic and foreign factors in driving Ghana’s business cycle. (2023). Ameyaw, Emmanuel. In: SN Business & Economics. RePEc:spr:snbeco:v:3:y:2023:i:9:d:10.1007_s43546-023-00544-y.

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2023Bayesian Modelling of TVP-VARs Using Regression Trees. (2023). Mitchell, James ; Koop, Gary ; Huber, Florian ; Hauzenberger, Niko. In: Working Papers. RePEc:str:wpaper:2308.

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2023BAYESIAN DYNAMIC VARIABLE SELECTION IN HIGH DIMENSIONS. (2023). Korobilis, Dimitris ; Koop, Gary. In: International Economic Review. RePEc:wly:iecrev:v:64:y:2023:i:3:p:1047-1074.

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2023The environmental consequences of blockchain technology: A Bayesian quantile cointegration analysis for Bitcoin. (2023). POLEMIS, MICHAEL ; Tsionas, Mike G. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:28:y:2023:i:2:p:1602-1621.

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2023Meta-Analysis of Social Science Research: A Practitioner’s Guide. (2023). Havranek, Tomas ; Stanley, T D ; Doucouliagos, Hristos ; Irsova, Zuzana. In: EconStor Preprints. RePEc:zbw:esprep:273719.

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Works by Roberto Leon-Gonzalez:

YearTitleTypeCited
2010Time Varying Dimension Models In: ANU Working Papers in Economics and Econometrics.
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2010Time Varying Dimension Models.(2010) In: SIRE Discussion Papers.
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2011Time Varying Dimension Models.(2011) In: CAMA Working Papers.
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2010Time Varying Dimension Models.(2010) In: Working Paper series.
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2011Time Varying Dimension Models.(2011) In: Working Papers.
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2012Time Varying Dimension Models.(2012) In: Journal of Business & Economic Statistics.
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2016The Scope for Increasing Biofuel Crop Production in Japan: An Analysis of Alternative Policies In: Asian Economic and Financial Review.
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2012The Scope for Increasing Biofuel Crop Production in Japan: An Analysis of Alternative Policies.(2012) In: GRIPS Discussion Papers.
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2013Financial Integration from a Time-Varying Cointegration Perspective In: Asian Journal of Empirical Research.
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2012Financial Integration from a Time-Varying Cointegration Perspective.(2012) In: GRIPS Discussion Papers.
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2013The Impact of Remittance on Poverty and Inequality: A Micro-Simulation Study for Nepal In: Asian Journal of Empirical Research.
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2012The Impact of Remittance on Poverty and Inequality: A Micro-Simulation Study for Nepal.(2012) In: GRIPS Discussion Papers.
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2003Growth, Convergence and Public Investment. A Bayesian Model Averaging Approach In: Working Papers in Economics.
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2003GROWTH, CONVERGENCE AND PUBLIC INVESTMENT. A BAYESIAN MODEL AVERAGING APPROACH.(2003) In: Working Papers.
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2004Growth, convergence and public investment. A Bayesian model averaging approach.(2004) In: Applied Economics.
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2010Dynamic Probabilities of Restrictions in State Space Models: An Application to the Phillips Curve In: Journal of Business & Economic Statistics.
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2008Dynamic probabilities of restrictions in state space models: An application to the Phillips curve.(2008) In: Working Paper series.
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2003Single or double bounded contingent valuation? A Bayesian test In: Scottish Journal of Political Economy.
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2010Bayesian Estimation and Model Selection in the Generalized Stochastic Unit Root Model In: Studies in Nonlinear Dynamics & Econometrics.
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2009A Correction Function Approach to Solve the Incidental Parameter Problem In: Cardiff Economics Working Papers.
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2016Financial Development, Structure and Growth: New Data, Method and Results In: Cardiff Economics Working Papers.
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2016Financial development, structure and growth: New data, method and results.(2016) In: Journal of International Financial Markets, Institutions and Money.
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2016Financial Development, Structure and Growth : New Data, Method and Results.(2016) In: GRIPS Discussion Papers.
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2010Regionality Revisited: An Examination of the Direction of Spread of Currency Crisis In: Discussion Papers of DIW Berlin.
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2011Regionality revisited: An examination of the direction of spread of currency crises.(2011) In: Journal of International Money and Finance.
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2006Regionality revisited: an examination of the direction of spread of currency crises.(2006) In: LSE Research Online Documents on Economics.
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2011Bayesian Model Averaging in the Instrumental Variable Regression Model In: SIRE Discussion Papers.
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2012Bayesian model averaging in the instrumental variable regression model.(2012) In: Journal of Econometrics.
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2011Bayesian Model Averaging in the Instrumental Variable Regression Model.(2011) In: GRIPS Discussion Papers.
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2012Bayesian Model Averaging in the Instrumental Variable Regression Model.(2012) In: Working Paper series.
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2011Bayesian Model Averaging in the Instrumental Variable Regression Model*.(2011) In: Working Papers.
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2008Bayesian Inference in the Time Varying Cointegration Model In: SIRE Discussion Papers.
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2011Bayesian inference in a time varying cointegration model.(2011) In: Journal of Econometrics.
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2011Bayesian Inference in a Time Varying Cointegration Model.(2011) In: CAMA Working Papers.
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2008Bayesian Inference in the Time Varying Cointegration Model.(2008) In: GRIPS Discussion Papers.
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2008Bayesian Inference in the Time Varying Cointegration Model.(2008) In: Working Paper series.
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2011Bayesian Inference in the Time Varying Cointegration Model*.(2011) In: Working Papers.
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