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), École d'Économie d'Aix-Marseille (Aix-Marseille School of Economics (AMSE)), Aix-Marseille Université (Aix-Marseille University), (more information at EDIRC) Jiangxi University of Finance and Econonics, (more information at EDIRC)

Access statistics for papers by Michel Lubrano.

Last updated 2018-12-13. Update your information in the RePEc Author Service.

Short-id: plu3

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Working Papers

2018

1. The Wall’s Impact in the Occupied West Bank: A Bayesian Approach to Poverty Dynamics Using Repeated Cross-Sections
   Post-Print, HAL
   Also in AMSE Working Papers, Aix-Marseille School of Economics, France (2018)
   See also Journal Article in Econometrics (2018)

2017

2. Bayesian Inference for TIP curves: An Application to Child Poverty in Germany
   AMSE Working Papers, Aix-Marseille School of Economics, France View citations (2)
   Also in Working Papers, HAL (2017) View citations (2)

2016

3. A Bayesian Look at American Academic Wages: The Case of Michigan State University
   AMSE Working Papers, Aix-Marseille School of Economics, France
   Also in Working Papers, HAL (2016)
4. Education Politics, Schooling Choice and Public School Quality: The Impact of Income Polarisation
   Working Papers, HAL
   Also in AMSE Working Papers, Aix-Marseille School of Economics, France (2016)
5. 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)
6. 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

7. 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 AMSE Working Papers, Aix-Marseille School of Economics, France (2012)
   Working Papers, HAL (2012)
   See also Journal Article in Scottish Journal of Political Economy (2014)
8. Tournaments and Superstar models: A Mixture of two Pareto distributions
   Post-Print, HAL View citations (1)
   See also Chapter (2014)

2013

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

2011

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

2010

12. EXPLICIT SOLUTIONS FOR THE ASYMPTOTICALLY-OPTIMAL BANDWIDTH IN CROSS VALIDATION
    Working Papers, HAL
    Also in Working Paper series, Rimini Centre for Economic Analysis (2010)
13. The tradeoff between growth and redistribution: ELIE in an overlapping generations model
    CORE Discussion Papers RP, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE)
    Also in CORE Discussion Papers, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE) (2009) View citations (1)
    Working Papers, HAL (2009)
    Discussion Papers (IRES - Institut de Recherches Economiques et Sociales), Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES) (2009)

2009

14. Modeling Multivariate Interest Rates using Time-Varying Copulas and Reducible Stochastic Differential Equations
    Working Papers, HAL
15. 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

2008

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

2007

18. Bayesian inference in dynamic disequilibrium models: an application to the Polish credit market
    CORE Discussion Papers RP, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE) View citations (3)
    Also in Discussion Papers (ECON - Département des Sciences Economiques), Université catholique de Louvain, Département des Sciences Economiques (2006) View citations (2)
    CORE Discussion Papers, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE) (2006) View citations (1)
    See also Journal Article in Econometric Reviews (2007)

2003

19. Ranking economics departments in Europe: a statistical approach
    CORE Discussion Papers, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE) View citations (62)
    Also in CORE Discussion Papers RP, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE) (2003) View citations (16)
    See also Journal Article in Journal of the European Economic Association (2003)

2002

20. Bayesian option pricing using asymmetric GARCH models
    CORE Discussion Papers RP, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE) View citations (5)
    Also in G.R.E.Q.A.M., Universite Aix-Marseille III (2000) View citations (1)
    See also Journal Article in Journal of Empirical Finance (2002)

2001

21. 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) View citations (2)
    Also in G.R.E.Q.A.M., Universite Aix-Marseille III (1999)
    CORE Discussion Papers, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE) (1998) View citations (6)

2000

22. 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) View citations (1)

1999

23. Trends and breaking points in the Bayesian econometric literature
    CORE Discussion Papers RP, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE)

1998

24. 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)
25. Bayesian inference on GARCH models using the Gibbs sampler
    CORE Discussion Papers RP, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE) View citations (9)
    Also in G.R.E.Q.A.M., Universite Aix-Marseille III (1996) View citations (16)
    CORE Discussion Papers, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE) (1996)
    See also Journal Article in Econometrics Journal (1998)
26. TPS 4.4 An Old But Powerful Econometric Software
    G.R.E.Q.A.M., Universite Aix-Marseille III

1997

27. Bayesian Option Pricing Using Asymmetric GARCH
    G.R.E.Q.A.M., Universite Aix-Marseille III View citations (3)
    Also in CORE Discussion Papers, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE) (1997) View citations (2)

1996

28. Identification restrictions and posterior densities in cointegrated Gaussian VAR system
    CORE Discussion Papers RP, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE)
    Also in CORE Discussion Papers, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE) (1994) View citations (18)
29. Properties of Unit Root Tests for Models with Trend and Cycles
    G.R.E.Q.A.M., Universite Aix-Marseille III
30. 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

31. 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
32. 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)
33. Bayesian and classical econometric modeling of time series
    CORE Discussion Papers RP, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE)

1994

34. 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)

1993

35. 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

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

1991

37. A Bayesian Approach to Misspecification Tests
    G.R.E.Q.A.M., Universite Aix-Marseille III
38. 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)
39. 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)

1986

40. 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) View citations (1)
    See also Journal Article in Review of Economic Studies (1986)

1985

41. Bayesian analysis of switching regression 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)
42. 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)

1984

43. Elicitation of prior information in single market disequilibrium models
    CORE Discussion Papers, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE)
44. 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)
45. 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

2018

1. A Bayesian Measure of Poverty in the Developing World
   Review of Income and Wealth, 2018, 64, (3), 649-678
2. The Wall’s Impact in the Occupied West Bank: A Bayesian Approach to Poverty Dynamics Using Repeated Cross-Sections
   Econometrics, 2018, 6, (2), 1-24
   See also Working Paper (2018)

2016

3. Income inequality decomposition using a finite mixture of log-normal distributions: A Bayesian approach
   Computational Statistics & Data Analysis, 2016, 100, (C), 830-846 View citations (2)
   See also Working Paper (2016)
4. 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
   See also Working Paper (2016)

2014

5. 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
   See also Working Paper (2014)

2013

6. HUMAN CAPITAL, SOCIAL CAPITAL AND SCIENTIFIC RESEARCH IN EUROPE: AN APPLICATION OF LINEAR HIERARCHICAL MODELS
   Manchester School, 2013, 81, (6), 876-903 View citations (2)
   See also Working Paper (2013)

2011

7. Modeling Multivariate Interest Rates Using Time-Varying Copulas and Reducible Nonlinear Stochastic Differential Equations
   Journal of Financial Econometrics, 2011, 9, (1), 198-236 View citations (13)

2008

8. 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 View citations (4)

2007

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

2004

11. Density inference for ranking European research systems in the field of economics
    Journal of Econometrics, 2004, 123, (2), 345-369 View citations (17)
12. 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
13. Recent advances in Bayesian econometrics
    Journal of Econometrics, 2004, 123, (2), 197-199

2003

14. Ranking Economics Departments in Europe: A Statistical Approach
    Journal of the European Economic Association, 2003, 1, (6), 1367-1401 View citations (94)
    See also Working Paper (2003)

2002

15. Bayesian option pricing using asymmetric GARCH models
    Journal of Empirical Finance, 2002, 9, (3), 321-342 View citations (21)
    See also Working Paper (2002)

1998

16. Bayesian inference on GARCH models using the Gibbs sampler
    Econometrics Journal, 1998, 1, (ConferenceIssue), C23-C46 View citations (73)
    See also Working Paper (1998)

1996

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

1995

19. Editors' introduction Bayesian and classical econometric modeling of time series
    Journal of Econometrics, 1995, 69, (1), 1-4
20. Testing for unit roots in a Bayesian framework
    Journal of Econometrics, 1995, 69, (1), 81-109 View citations (22)

1991

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

1986

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

1985

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

Books

2000

1. Bayesian Inference in Dynamic Econometric Models
   OUP Catalogue, Oxford University Press View citations (134)

Chapters

2014

1. Tournaments and Superstar Models: A Mixture of Two Pareto Distributions
   A chapter in Economic Well-Being and Inequality: Papers from the Fifth ECINEQ Meeting, 2014, vol. 22, pp 449-479 View citations (1)
   See also Working Paper (2014)