Roberto Leon-Gonzalez : Citation Profile

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

15

H index

19

i10 index

769

Citations

RESEARCH PRODUCTION:

41

Articles

78

Papers

2

Chapters

RESEARCH ACTIVITY:

   24 years (2001 - 2025). See details.
   Cites by year: 32
   Journals where Roberto Leon-Gonzalez has often published
   Relations with other researchers
   Recent citing documents: 51.    Total self citations: 22 (2.78 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/ple290
   Updated: 2026-02-21    RAS profile: 2026-02-16    
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Relations with other researchers

Works with:

Majoni, Blessings (3)

Chan, Joshua (2)

Strachan, Rodney (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 (35)

Strachan, Rodney (30)

Eisenstat, Eric (24)

Pfarrhofer, Michael (13)

Jochmann, Markus (11)

Steel, Mark (10)

Wróblewska, Justyna (10)

Rodríguez, Gabriel (10)

Cites to:

Steel, Mark (25)

Koop, Gary (22)

Smets, Frank (12)

Levine, Ross (11)

Strachan, Rodney (11)

Wouters, Raf (10)

Shleifer, Andrei (10)

Lopez-de-Silanes, Florencio (8)

Watson, Mark (8)

La Porta, Rafael (8)

Doppelhofer, Gernot (8)

Main data

Where Roberto Leon-Gonzalez has published?

Journals with more than one article published# docs
Journal of Asian Economics3
Health Economics2
Journal of Economic Dynamics and Control2
Economic Analysis and Policy2
Studies in Nonlinear Dynamics & Econometrics2
Asian Journal of Empirical Research2
Econometric Reviews2
Journal of Econometrics2

Working Papers Series with more than one paper published# docs
GRIPS Discussion Papers / National Graduate Institute for Policy Studies34
Working Paper series / Rimini Centre for Economic Analysis13
Working Papers / University of Strathclyde Business School, Department of Economics4
SIRE Discussion Papers / Scottish Institute for Research in Economics (SIRE)4
Cardiff Economics Working Papers / Cardiff University, Cardiff Business School, Economics Section2
Working Papers / The University of Sheffield, Department of Economics2

Recent works citing Roberto Leon-Gonzalez (2026 and 2025)

YearTitle of citing document
2025Bayesian Model Averaging in Causal Instrumental Variable Models. (2025). Steel, Mark ; Steiner, Gregor. In: Papers. RePEc:arx:papers:2504.13520.

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2025Estimating unrestricted spatial interdependence in panel spatial autoregressive models with latent common factors. (2025). Tavlas, George S ; Gefang, Deborah ; Hall, Stephen G. In: Papers. RePEc:arx:papers:2510.22399.

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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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2024Hybrid SV‐GARCH, t‐GARCH and Markov‐switching covariance structures in VEC models—Which is better from a predictive perspective?. (2024). Pajor, Anna ; Kwiatkowski, Ukasz ; Wroblewska, Justyna ; Osiewalski, Jacek. In: International Statistical Review. RePEc:bla:istatr:v:92:y:2024:i:1:p:62-86.

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2024Meta‐analysis of social science research: A practitioners guide. (2024). Stanley, T. ; Irsova, Zuzana ; Havranek, Tomas ; Doucouliagos, Hristos. In: Journal of Economic Surveys. RePEc:bla:jecsur:v:38:y:2024:i:5:p:1547-1566.

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

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2024The Information Content of Conflict, Social Unrest and Policy Uncertainty Measures for Macroeconomic Forecasting. (2024). Rauh, Christopher ; Pérez, Javier ; Mueller, Hannes ; Molina Sánchez, Luis ; Diakonova, M ; Prez, J J. In: Janeway Institute Working Papers. RePEc:cam:camjip:2413.

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2025The mental health consequences of spousal bereavement. (2025). Eibich, Peter ; Zai, Emma ; Bassoli, Elena. In: MPIDR Working Papers. RePEc:dem:wpaper:wp-2025-026.

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2025Remittances flow during the COVID-19 pandemic: The role of digital financial services. (2025). Ochieng, Dennis Otieno ; Chamboko, Richard. In: Economics Bulletin. RePEc:ebl:ecbull:eb-25-00080.

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2025Monetary policy transmission: a reference guide through ESCB models and empirical benchmarks. (2025). Priftis, Romanos ; Notarpietro, Alessandro ; Mandler, Martin ; Lozej, Matija ; Imbierowicz, Bjorn ; Casalis, André ; Buss, Ginters ; Berg, Tim ; Theofilakou, Anastasia ; Kornprobst, Antoine ; Brzdik, Frantiek ; Nilavongse, Rachatar ; Hernndez, Catalina Martnez ; Kalantzis, Yannick ; Bottero, Margherita ; le Gall, Claire ; di Casola, Paola ; Jacquinot, Pascal ; Bonfim, Diana ; Izquierdo, Matas Covarrubias ; Conti, Antonio M ; Haavio, Markus ; Auer, Simone ; Gonalves, Nuno Vilarinho ; Bobasu, Alina ; Grimaud, Alex ; Ambrocio, Gene ; Delis, Panagiotis ; Ciccarelli, Matteo ; Goodhead, Robert ; Reichenbachas, Tomas ; Zlobins, Andrejs ; Rannenberg, Ansgar ; Gomes, Sandra ; Wacks, Johannes ; Odendahl, Florens ; Giammaria, Alessandro ; Vetlov, Igor ; Mller, Georg ; Dupraz, Stphane ; Zimic, Sreko ; Vestin, David ; McClung, Nigel ; Dobrew, Michael ; Repele, Amalia ; Zhutova, Anastasia ; Valderrama, Mara T ; Kortelainen, Mika ; Byrne, David ; Yakut, Dilan Aydin ; Mogliani, Matteo. In: Occasional Paper Series. RePEc:ecb:ecbops:2025377.

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2025The credit card and small business lending channels of monetary policy. (2025). Littlejohn, Maximillian. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:171:y:2025:i:c:s0165188925000119.

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2025Migrant remittances and real exchange rate dynamics in developing countries: Evidence of a U-shaped relationship. (2025). rey, serge ; Mughal, Mazhar ; ben Atta, Oussama. In: Economic Modelling. RePEc:eee:ecmode:v:148:y:2025:i:c:s026499932500080x.

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2025An order-invariant score-driven dynamic factor model. (2025). Artemova, Mariia. In: Journal of Econometrics. RePEc:eee:econom:v:251:y:2025:i:c:s0304407625001277.

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2025Bayesian analysis of seasonally cointegrated VAR models. (2025). Wrblewska, Justyna. In: Econometrics and Statistics. RePEc:eee:ecosta:v:35:y:2025:i:c:p:55-70.

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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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2025Heterogeneous effects of common volatility in energy commodity markets on the structure of inter-sectoral connectedness within the Chinese stock market. (2025). Huang, Jionghao ; Chen, Baifan ; Tang, Lianzhou ; Wu, Jialu ; Xia, Xiaohua. In: International Review of Financial Analysis. RePEc:eee:finana:v:102:y:2025:i:c:s1057521925002157.

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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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2025Sparse time-varying parameter VECMs with an application to modeling electricity prices. (2025). Rossini, Luca ; Pfarrhofer, Michael ; Hauzenberger, Niko. In: International Journal of Forecasting. RePEc:eee:intfor:v:41:y:2025:i:1:p:361-376.

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2025The multiple impact of remittances on poverty in developing countries: Direct effects and through human capital. (2025). Garcia-Fuentes, Pablo A ; Kennedy, Lynn P ; Ash, William R. In: Journal of Policy Modeling. RePEc:eee:jpolmo:v:47:y:2025:i:2:p:428-447.

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2025The effects of remittances on school enrollment rates: A global perspective. (2025). Feldmann, Horst. In: International Review of Economics & Finance. RePEc:eee:reveco:v:101:y:2025:i:c:s1059056025003387.

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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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2025Inclusive finance and sustainability: The dynamic spillover effects of uncertainties on access to credit. (2025). Lau, Chi Keung ; Gözgör, Giray ; Soliman, Alaa M ; Sun, Yunpeng. In: Research in International Business and Finance. RePEc:eee:riibaf:v:73:y:2025:i:pa:s0275531924004215.

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2025Monetary policy and financial stability: Evidence from a new macroeconomic environment☆. (2025). Barone, Simona ; Damilano, Marina ; Oggero, Noemi. In: Research in International Business and Finance. RePEc:eee:riibaf:v:77:y:2025:i:pb:s027553192500248x.

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2025The dynamics and drivers of global market integration: Regional and cultural factors matter. (2025). Ong, Sheue-Li ; Lim, Kian-Ping ; Xiang, Xueting. In: Research in International Business and Finance. RePEc:eee:riibaf:v:78:y:2025:i:c:s0275531925002314.

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2024Price and volatility transmission from international to domestic food and fertilizer markets in Central America. (2024). Hernandez, Manuel ; Lopez, Elena Mora ; Brown, Melissa ; Eugenia, Viviana Maria ; Berrospi, Maria Lucia ; Ceballos, Francisco. In: IFPRI discussion papers. RePEc:fpr:ifprid:162957.

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

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2025Bayesian Tapered Narrowband Least Squares for Fractional Cointegration Testing in Panel Data. (2025). Alharbi, Nada Mohammedsaeed ; Rashash, Ali ; Olaniran, Saidat Fehintola ; Alzahrani, Asma Ahmad. In: Mathematics. RePEc:gam:jmathe:v:13:y:2025:i:10:p:1615-:d:1655783.

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2025On the time-varying causal relationships that drive bitcoin returns. (2025). Stengos, Thanasis ; Papapanagiotou, Georgios ; Panagiotidis, Theodore. In: Working Papers. RePEc:gue:guelph:2025-01.

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2025The Mental Health Consequences of Spousal Bereavement. (2025). Eibich, Peter ; Zai, Xianhua ; Bassoli, Elena. In: IZA Discussion Papers. RePEc:iza:izadps:dp18027.

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2024Do remittances mitigate poverty? Evidence from selected countries in Africa, Asia and Latin America. (2024). Ojeyinka, Titus Ayobami ; Ibukun, Cleopatra Oluseye. 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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2024The Threshold Effect of Finance on Growth: Reassessing the Burden of Evidence. (2024). Luintel, Kul B ; Li, Guangjie ; Khan, Mosahid. In: Open Economies Review. RePEc:kap:openec:v:35:y:2024:i:5:d:10.1007_s11079-024-09757-6.

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2025Taming the “Capital Flows-Credit Nexus”: A Sectoral Approach. (2025). Mercado, Rogelio ; Lepers, Etienne ; Carvalho, Daniel. In: Open Economies Review. RePEc:kap:openec:v:36:y:2025:i:2:d:10.1007_s11079-024-09762-9.

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2025The Macroeconomic Fragility of Critical Mineral Markets. (2025). Vespignani, Joaquin ; Smyth, Russell ; Kang, Wilson. In: Monash Economics Working Papers. RePEc:mos:moswps:2025-09.

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2025Growth is wage-led in the long run. (2025). Rada, Codrina ; Mendieta-Muñoz, Ivan ; Barrales-Ruiz, Jose ; von Arnim, Rudiger ; Mendieta-Muoz, Ivan. In: Working Papers. RePEc:new:wpaper:2505.

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2025The Inflation Uncertainty-Inflation Relationship: Time Variation Across Latin America and the G7. (2025). Rodríguez, Gabriel ; Alvarado, Mauricio. In: Documentos de Trabajo / Working Papers. RePEc:pcp:pucwps:wp00544.

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2025Can Remittances Drive Inclusive Human Development in Sub-Saharan Africa?. (2025). Yao, Koffi Yves ; Kouakou, Auguste Konan. In: MPRA Paper. RePEc:pra:mprapa:123713.

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2025Bayesian dynamic systems modelling. Bayesian model averaging for dynamic panels with weakly exogenous regressors. (2025). Dubel, Marcin ; Wyszyski, Mateusz ; Beck, Krzysztof. In: MPRA Paper. RePEc:pra:mprapa:124689.

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2025The Macroeconomic Fragility of Critical Mineral Markets. (2025). Smyth, Russell ; Vespignani, Joaquin Vespignani ; Kang, Wilson. In: MPRA Paper. RePEc:pra:mprapa:125351.

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2025Introducing shrinkage in heavy-tailed state space models to predict equity excess returns. (2025). Pfarrhofer, Michael ; Kastner, Gregor ; Huber, Florian. In: Empirical Economics. RePEc:spr:empeco:v:68:y:2025:i:2:d:10.1007_s00181-023-02437-3.

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2025Are remittances an opportunity or a threat to sustainable environmental quality in India? Evidence from nonlinear smooth transition models. (2025). Ozsahin, Serife ; Ucler, Gulbahar. In: Journal of the Knowledge Economy. RePEc:spr:jknowl:v:16:y:2025:i:2:d:10.1007_s13132-024-02249-5.

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2025A geometric approach to factor model identification. (2025). Kaufmann, Sylvia ; Pape, Markus. In: Working Papers. RePEc:szg:worpap:2406r.

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2025The Macroeconomic Fragility of Critical Mineral Markets. (2025). Vespignani, Joaquin ; Smyth, Russell ; Kang, Wilson. In: Working Papers. RePEc:tas:wpaper:28756481.

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2025Growth is wage-led in the long run. (2025). Barrales-Ruiz, Jose ; Mendieta-Muaoz, Ivan ; Rada, Codrina ; von Arnim, Rudiger. In: Working Paper Series, Department of Economics, University of Utah. RePEc:uta:papers:2025-03.

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2025Moderating analysis of financial policy, real interest rate and economic performance in Middle East & North Africa and Sub-Saharan Africa Countries. (2025). Nkiru, Onyeogubalu Ogochukwu ; Mary, Nwoye Chizoba ; Ogbonnia, Obasi John ; Racheal, John-Akamelu Chitom ; Fabian, Obiora ; Francis, Osegbue Ifeanyi ; Mohmed, Abobaker. In: Economic and Regional Studies / Studia Ekonomiczne i Regionalne. RePEc:vrs:ecoreg:v:18:y:2025:i:1:p:15-35:n:1002.

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2025Trade and FDI effects in Eurasia: the cases of RCEP and EAEU. (2025). Kiryl, Rudy ; Alena, Petrushkevich. In: Economic and Regional Studies / Studia Ekonomiczne i Regionalne. RePEc:vrs:ecoreg:v:18:y:2025:i:1:p:55-74:n:1006.

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2024International prices and food security. (2024). Hernandez, Manuel ; Ceballos, F ; Brown, M ; V. M. E. Perego, ; Mora, E ; Flores, L ; Berrospi, M L. In: World Bank Publications - Reports. RePEc:wbk:wboper:41665.

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2025Banks, financial markets, and income inequality. (2025). Vinogradov, Dmitri V ; Kellard, Neil M ; Makhlouf, Yousef. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:30:y:2025:i:1:p:117-133.

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2025Tracking Economic Activity With Alternative High‐Frequency Data. (2025). Kronenberg, Philipp ; Eckert, Florian ; Mikosch, Heiner ; Neuwirth, Stefan. In: Journal of Applied Econometrics. RePEc:wly:japmet:v:40:y:2025:i:3:p:270-290.

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2025Macroeconomic real‐time forecasts of univariate models with flexible error structures. (2025). Hou, Chenghan ; Zhang, BO ; Trinh, Kelly. In: Journal of Forecasting. RePEc:wly:jforec:v:44:y:2025:i:1:p:59-78.

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2025Trade‐offs between labour migration and agricultural productivity: Evidence from smallholder wheat systems in Nepal. (2025). Grote, Ulrike ; Nguyen, Trung Thanh ; Paudel, Gokul P. In: Journal of International Development. RePEc:wly:jintdv:v:37:y:2025:i:1:p:202-229.

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2025Sweets for my sweet: The impact of partner unemployment on individual physical health. (2025). Gallo, Giovanni ; Ubaldi, Michele. In: GLO Discussion Paper Series. RePEc:zbw:glodps:1638.

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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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2024The Wealth Distribution in a Precautionary Savings Model with Capital Income Risk In: Annals of Economics and 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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2025Exact likelihood for inverse gamma stochastic volatility models In: Journal of Time Series Analysis.
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2023Exact Likelihood for Inverse Gamma Stochastic Volatility Models.(2023) In: GRIPS Discussion Papers.
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2024Exact Likelihood for Inverse Gamma Stochastic Volatility Models.(2024) In: GRIPS Discussion Papers.
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2023Exact Likelihood for Inverse Gamma Stochastic Volatility Models.(2023) 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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2010Bayesian estimation and model selection in the generalised stochastic unit root model.(2010) In: SFB 649 Discussion Papers.
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2025Multivariate Stochastic Volatility with Co-Heteroscedasticity In: Studies in Nonlinear Dynamics & Econometrics.
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2018Multivariate Stochastic Volatility with Co- Heteroscedasticity.(2018) In: CAMA Working Papers.
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2018Multivariate Stochastic Volatility with Co-Heteroscedasticity.(2018) In: GRIPS Discussion Papers.
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2020Multivariate Stochastic Volatility with Co-Heteroscedasticity.(2020) In: GRIPS Discussion Papers.
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2018Multivariate Stochastic Volatility with Co-Heteroscedasticity.(2018) In: Working Paper series.
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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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2024The distributions of annual earnings and interest rates in a continuous time Markov chain economy In: Economics Bulletin.
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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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