Roberto Leon-Gonzalez

List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

Publication	Date of Publication	Type
Time Varying Dimension Models Journal of Business and Economic Statistics	2025-01-20	Paper
Efficient Bayesian inference in generalized inverse gamma processes for stochastic volatility Econometric Reviews	2022-03-04	Paper
Invariant inference and efficient computation in the static factor model Journal of the American Statistical Association	2018-11-02	Paper
Bayesian inference and forecasting in the stationary bilinear model Communications in Statistics: Theory and Methods	2017-12-15	Paper
Bayesian model averaging in the instrumental variable regression model Journal of Econometrics	2017-05-12	Paper
Bayesian model averaging in the instrumental variable regression model Journal of Econometrics	2017-05-12	Paper
Bayesian inference in a time varying cointegration model Journal of Econometrics	2016-08-15	Paper
Dynamic probabilities of restrictions in state space models: an application to the Phillips curve Journal of Business and Economic Statistics	2011-04-13	Paper
Bayesian estimation and model selection in the generalized stochastic unit root model Studies in Nonlinear Dynamics & Econometrics	2010-12-21	Paper
Bayesian inference in a cointegrating panel data model Bayesian Econometrics	2010-06-30	Paper
Efficient posterior simulation for cointegrated models with priors on the cointegration space Econometric Reviews	2010-04-23	Paper
On the evolution of the monetary policy transmission mechanism Journal of Economic Dynamics and Control	2009-08-07	Paper
Improving multi-site benefit functions via Bayesian model averaging: A new approach to benefit transfer Journal of Environmental Economics and Management	2008-07-24	Paper

Research outcomes over time

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