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Details about Michel Lubrano

E-mail:
Homepage:http://www.vcharite.univ-mrs.fr/PP/lubrano/
Phone:0033 491 14 07 45
Postal address:GREQAM Centre de la Vieille Charité 2, rue de la Charité F-13002 MARSEILLE FRANCE
Workplace:Groupement de Recherche en Économie Quantitative d'Aix-Marseille (GREQAM), Aix-Marseille School of Economics (AMSE), (more information at EDIRC)

Access statistics for papers by Michel Lubrano.

Last updated 2017-04-26. Update your information in the RePEc Author Service.

Short-id: plu3


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Working Papers

2017

  1. Bayesian Inference for TIP curves: An Application to Child Poverty in Germany
    AMSE Working Papers, Aix-Marseille School of Economics, Marseille, France Downloads
    Also in Working Papers, HAL (2017) Downloads

2016

  1. A Bayesian Look at American Academic Wages: The Case of Michigan State University
    AMSE Working Papers, Aix-Marseille School of Economics, Marseille, France Downloads
    Also in Working Papers, HAL (2016) Downloads
  2. Education Politics, Schooling Choice and Public School Quality: The Impact of Income Polarisation
    AMSE Working Papers, Aix-Marseille School of Economics, Marseille, France Downloads
    Also in Working Papers, HAL (2016) Downloads
  3. Income inequality decomposition using a finite mixture of log-normal distributions: A Bayesian approach
    Post-Print, HAL
    See also Journal Article in Computational Statistics & Data Analysis (2016)
  4. Simulation Estimation of Two‐tiered Dynamic Panel Tobit Models with an Application to the labour Supply of Married Women: A Comment
    Post-Print, HAL
    See also Journal Article in Journal of Applied Econometrics (2016)

2014

  1. Bayesian Unconditional Quantile Regression: An Analysis of Recent Expansions in Wage Structure and Earnings Inequality in the US 1992-2009
    Post-Print, HAL
    Also in Working Papers, HAL (2012) Downloads
    AMSE Working Papers, Aix-Marseille School of Economics, Marseille, France (2012) Downloads

    See also Journal Article in Scottish Journal of Political Economy (2014)
  2. Tournaments and Superstar models: A Mixture of two Pareto distributions
    Post-Print, HAL

2013

  1. A Bayesian Subjective Poverty Line, One Dollar a Day Revisited
    Working Papers, HAL Downloads
    Also in AMSE Working Papers, Aix-Marseille School of Economics, Marseille, France (2013) Downloads
  2. Human Capital, Social Capital and Scientific Research in Europe: an Application of Linear Hierarchical Models
    Post-Print, HAL
    Also in Working Papers, HAL (2011) Downloads

    See also Journal Article in Manchester School (2013)

2011

  1. Inequality decomposition using the Gibbs output of a Mixture of lognormal distributions
    Working Papers, HAL Downloads View citations (1)

2010

  1. EXPLICIT SOLUTIONS FOR THE ASYMPTOTICALLY-OPTIMAL BANDWIDTH IN CROSS VALIDATION
    Working Papers, HAL Downloads
    Also in Working Paper Series, The Rimini Centre for Economic Analysis (2010) Downloads

2009

  1. Modeling Multivariate Interest Rates using Time-Varying Copulas and Reducible Stochastic Differential Equations
    Working Papers, HAL Downloads
  2. Modelling Multivariate Interest Rates using Time-Varying Copulas and Reducible Non-Linear Stochastic Differential
    Economics Working Papers, Queen's Management School, Queen's University Belfast Downloads
  3. The Tradeoff Between Growth and Redistribution: ELIE in an Overlapping Generations Model
    Discussion Papers (IRES - Institut de Recherches Economiques et Sociales), Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES) Downloads
    Also in Working Papers, HAL (2009) Downloads
    CORE Discussion Papers RP, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE)
    CORE Discussion Papers, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE) (2009) Downloads

2008

  1. Introduction à l'économétrie des mesures de pauvreté
    Working Papers, HAL Downloads
  2. The Redistributive Aspects of ELIE: a simulationapproach
    Working Papers, HAL Downloads View citations (2)

2006

  1. Bayesian Inference in Dynamic Disequilibrium Models: an Application to the Polish Credit Market
    Discussion Papers (ECON - Département des Sciences Economiques), Université catholique de Louvain, Département des Sciences Economiques Downloads View citations (1)
    Also in CORE Discussion Papers RP, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE) Downloads
    CORE Discussion Papers, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE) (2006) Downloads

    See also Journal Article in Econometric Reviews (2007)

2003

  1. Ranking economics departments in Europe: a statistical approach
    CORE Discussion Papers, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE) Downloads View citations (42)
    Also in CORE Discussion Papers RP, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE) Downloads

    See also Journal Article in Journal of the European Economic Association (2003)

2001

  1. Smooth Transition Garch Models: a Baysian Perspective
    Discussion Papers (REL - Recherches Economiques de Louvain), Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES) Downloads View citations (2)
    Also in CORE Discussion Papers, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE) (1998) Downloads View citations (5)
    G.R.E.Q.A.M., Universite Aix-Marseille III (1999)

2000

  1. Bayesian Option Pricing using Asymmetric Garch Models
    G.R.E.Q.A.M., Universite Aix-Marseille III View citations (1)
    Also in CORE Discussion Papers RP, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE)

    See also Journal Article in Journal of Empirical Finance (2002)
  2. Bayesian non-linear modellings of the short term US interest rate: the help of non-parametric tools
    CORE Discussion Papers, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE) Downloads View citations (1)

1998

  1. Bayesian Analysis of Nonlinear Time Series Models with a Threshold
    G.R.E.Q.A.M., Universite Aix-Marseille III View citations (6)
    Also in G.R.E.Q.A.M., Universite Aix-Marseille III (1996) View citations (2)
  2. TPS 4.4 An Old But Powerful Econometric Software
    G.R.E.Q.A.M., Universite Aix-Marseille III

1997

  1. Bayesian Option Pricing Using Asymmetric GARCH
    G.R.E.Q.A.M., Universite Aix-Marseille III View citations (2)
    Also in CORE Discussion Papers, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE) (1997) Downloads View citations (1)

1996

  1. Bayesian Inference on GARCH Models Using the Gibbs Sampler
    G.R.E.Q.A.M., Universite Aix-Marseille III View citations (16)
    Also in CORE Discussion Papers RP, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE) Downloads
    CORE Discussion Papers, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE) (1996) Downloads

    See also Journal Article in Econometrics Journal (1998)
  2. Properties of Unit Root Tests for Models with Trend and Cycles
    G.R.E.Q.A.M., Universite Aix-Marseille III
  3. Properties of the ADF Unit Root Test for Models with Trends and Cycles
    G.R.E.Q.A.M., Universite Aix-Marseille III View citations (1)

1995

  1. Bayesain Tests for Co-Integration in the Case of Structural Breaks: An Application to the Analysis of Wages Moderation in France
    G.R.E.Q.A.M., Universite Aix-Marseille III
  2. Bayesian Tests for Co-Integration in the Case of Structural Breaks: An Application to the Analysis of Wage Moderation in France
    Discussion Papers (REL - Recherches Economiques de Louvain), Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES) Downloads

1994

  1. Are Interest Rates Responsible for Unemployment in the Eighties ? A Bayesian Analysis of Cointegrated Relationship with a Regime Shift
    Discussion Papers (IRES - Institut de Recherches Economiques et Sociales), Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES) View citations (5)
  2. Identification Restrictions and Posterior Densities in Cointegrated Gaussian VAR Systems
    CORE Discussion Papers, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE) Downloads View citations (18)
    Also in CORE Discussion Papers RP, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE)

1993

  1. Real Wages, Quantity Constraints and Equilibrium Unemployment: Belgium 1955-1988
    Discussion Papers (IRES - Institut de Recherches Economiques et Sociales), Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES) View citations (3)
    Also in G.R.E.Q.A.M., Universite Aix-Marseille III (1993) View citations (2)

    See also Journal Article in Empirical Economics (1996)

1992

  1. Wage and Price Fromation Under External Constraint in France 1963-1989
    G.R.E.Q.A.M., Universite Aix-Marseille III

1991

  1. A Bayesian Approach to Misspecification Tests
    G.R.E.Q.A.M., Universite Aix-Marseille III
  2. Testing for Unit Roots Cointegration in a Bayesian Framework
    Discussion Papers (IRES - Institut de Recherches Economiques et Sociales), Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES) View citations (1)

1984

  1. Elicitation of prior information in single market disequilibrium models
    CORE Discussion Papers, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE)

Undated

  1. Bayesian analysis of switching regression models
    CORE Discussion Papers RP, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE) Downloads
    See also Journal Article in Journal of Econometrics (1985)
  2. Bayesian and classical econometric modeling of time series
    CORE Discussion Papers RP, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE)
  3. Bayesian diagnostics for heterogeneity
    CORE Discussion Papers RP, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE)
    See also Journal Article in Annals of Economics and Statistics (1991)
  4. Emploi et chômage en France de 1955 à 1982: un modèle macro-économique annuel avec rationnement
    CORE Discussion Papers RP, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE)
  5. Some aspects of prior elicitation problems in disequilibrium models
    CORE Discussion Papers RP, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE)
    See also Journal Article in Journal of Econometrics (1985)
  6. Stability of a U.K. money demand equation: a Bayesian approach to testing exogeneity
    CORE Discussion Papers RP, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE) Downloads
    See also Journal Article in Review of Economic Studies (1986)
  7. Trends and breaking points in the Bayesian econometric literature
    CORE Discussion Papers RP, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE)
  8. Un modèle de production CES-Léontief pour l'industrie française
    CORE Discussion Papers RP, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE)

Journal Articles

2016

  1. Income inequality decomposition using a finite mixture of log-normal distributions: A Bayesian approach
    Computational Statistics & Data Analysis, 2016, 100, (C), 830-846 Downloads View citations (2)
    See also Working Paper (2016)
  2. Simulation Estimation of Two‐tiered Dynamic Panel Tobit Models with an Application to the labour Supply of Married Women: A Comment
    Journal of Applied Econometrics, 2016, 31, (4), 756-761 Downloads
    See also Working Paper (2016)

2014

  1. Bayesian Unconditional Quantile Regression: An Analysis of Recent Expansions in Wage Structure and Earnings Inequality in the US 1992–2009
    Scottish Journal of Political Economy, 2014, 61, (2), 129-153 Downloads
    See also Working Paper (2014)

2013

  1. HUMAN CAPITAL, SOCIAL CAPITAL AND SCIENTIFIC RESEARCH IN EUROPE: AN APPLICATION OF LINEAR HIERARCHICAL MODELS
    Manchester School, 2013, 81, (6), 876-903 Downloads View citations (1)
    See also Working Paper (2013)

2011

  1. Modeling Multivariate Interest Rates Using Time-Varying Copulas and Reducible Nonlinear Stochastic Differential Equations
    Journal of Financial Econometrics, 2011, 9, (1), 198-236 Downloads View citations (10)

2008

  1. A minimum Hellinger distance estimator for stochastic differential equations: An application to statistical inference for continuous time interest rate models
    Computational Statistics & Data Analysis, 2008, 52, (6), 2945-2965 Downloads View citations (2)

2007

  1. Bayesian Inference in Dynamic Disequilibrium Models: An Application to the Polish Credit Market
    Econometric Reviews, 2007, 26, (2-4), 469-486 Downloads View citations (4)
    See also Working Paper (2006)
  2. The Econometrics of Industrial Organization
    Journal of Applied Econometrics, 2007, 22, (7), 1153-1156 Downloads View citations (1)

2004

  1. Density inference for ranking European research systems in the field of economics
    Journal of Econometrics, 2004, 123, (2), 345-369 Downloads View citations (17)
  2. Modélisation bayésienne non linéaire du taux d’intérêt de court terme américain: l’aide des outils non paramétriques
    L'Actualité Economique, 2004, 80, (2), 465-499 Downloads
  3. Recent advances in Bayesian econometrics
    Journal of Econometrics, 2004, 123, (2), 197-199 Downloads

2003

  1. Ranking Economics Departments in Europe: A Statistical Approach
    Journal of the European Economic Association, 2003, 1, (6), 1367-1401 Downloads View citations (72)
    See also Working Paper (2003)

2002

  1. Bayesian option pricing using asymmetric GARCH models
    Journal of Empirical Finance, 2002, 9, (3), 321-342 Downloads View citations (15)
    See also Working Paper (2000)

1998

  1. Bayesian inference on GARCH models using the Gibbs sampler
    Econometrics Journal, 1998, 1, (ConferenceIssue), C23-C46 View citations (60)
    See also Working Paper (1996)

1996

  1. Real Wages, Quantity Constraints and Equilibrium Unemployment: Belgium, 1955-1988
    Empirical Economics, 1996, 21, (3), 427-57
    See also Working Paper (1993)
  2. Unit roots tests and SARIMA models
    Economics Letters, 1996, 50, (2), 147-154 Downloads View citations (1)

1995

  1. Editors' introduction Bayesian and classical econometric modeling of time series
    Journal of Econometrics, 1995, 69, (1), 1-4 Downloads
  2. Testing for unit roots in a Bayesian framework
    Journal of Econometrics, 1995, 69, (1), 81-109 Downloads View citations (18)

1991

  1. Approximation des identités comptables dans les modéles spécifiés en logarithme
    Annals of Economics and Statistics, 1991, (22), 91-102 Downloads
  2. Bayesian Diagnostics for Heterogeneity
    Annals of Economics and Statistics, 1991, (20-21), 17-40 Downloads View citations (1)
    See also Working Paper

1986

  1. Stability of a U.K. Money Demand Equation: A Bayesian Approach to Testing Exogeneity
    Review of Economic Studies, 1986, 53, (4), 603-634 Downloads View citations (3)
    See also Working Paper

1985

  1. Bayesian analysis of switching regression models
    Journal of Econometrics, 1985, 29, (1-2), 69-95 Downloads View citations (1)
    See also Working Paper
  2. Some aspects of prior elicitation problems in disequilibrium models
    Journal of Econometrics, 1985, 29, (1-2), 165-172 Downloads
    See also Working Paper

Books

2000

  1. Bayesian Inference in Dynamic Econometric Models
    OUP Catalogue, Oxford University Press View citations (128)
 
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