Details about Michel Lubrano

Homepage:	https://perso.amse-aixmarseille.fr/lubrano/
Phone:	0033 413 55 25 57
Postal address:	AMSE, 5 Bd Maurice Bourdet F-13001 MARSEILLE FRANCE
Workplace:	École d'Économie d'Aix-Marseille (Aix-Marseille School of Economics (AMSE)), Aix-Marseille Université (Aix-Marseille University), (more information at EDIRC)

Access statistics for papers by Michel Lubrano.

Last updated 2025-03-14. Update your information in the RePEc Author Service.

Short-id: plu3

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Working Papers

2024

1. Bayesian inference for income inequality using a Pareto II tail with an uncertain threshold: Combining EU-SILC and WID data
   Working Papers, HAL
   Also in AMSE Working Papers, Aix-Marseille School of Economics, France (2024)
2. Education politics, schooling choice and public school quality: the impact of income polarization
   Post-Print, HAL
   Also in AMSE Working Papers, Aix-Marseille School of Economics, France (2016) View citations (1)
   Working Papers, HAL (2016)
   AMSE Working Papers, Aix-Marseille School of Economics, France (2022)
   Working Papers, HAL (2022)
   See also Journal Article Education politics, schooling choice and public school quality: the impact of income polarization, International Tax and Public Finance, Springer (2024) View citations (1) (2024)
3. Explicit solutions for the asymptotically optimal bandwidth in cross-validation
   Post-Print, HAL
   Also in Working Paper series, Rimini Centre for Economic Analysis (2010)
   AMSE Working Papers, Aix-Marseille School of Economics, France (2023)
   Working Papers, HAL (2010)
   Working Papers, HAL (2023)
   See also Journal Article Explicit solutions for the asymptotically optimal bandwidth in cross-validation, Biometrika, Biometrika Trust (2024) (2024)

2023

4. Bayesian Unconditional Quantile Regression: An Analysis of Recent Expansions in Wage Structure and Earnings Inequality in the US 1992-2009
   Working Papers, HAL
   Also in Working Papers, HAL (2012)
   AMSE Working Papers, Aix-Marseille School of Economics, France (2012)
   See also Journal Article 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, Scottish Economic Society (2014) View citations (4) (2014)
5. Bayesian correction for missing rich using a Pareto II tail with unknown threshold: Combining EU-SILC and WID data
   AMSE Working Papers, Aix-Marseille School of Economics, France
   Also in Working Papers, HAL (2023)
6. Bayesian inference for non-anonymous growth incidence curves using Bernstein polynomials: an application to academic wage dynamics
   Post-Print, HAL
   Also in AMSE Working Papers, Aix-Marseille School of Economics, France (2022)
   Post-Print, HAL (2023)
   Working Papers, HAL (2022)
   See also Journal Article Bayesian inference for non-anonymous growth incidence curves using Bernstein polynomials: an application to academic wage dynamics, Studies in Nonlinear Dynamics & Econometrics, De Gruyter (2024) (2024)
7. The Bayesian approach to poverty measurement
   Post-Print, HAL
   Also in Working Papers, HAL (2021)
   Post-Print, HAL (2023)
   AMSE Working Papers, Aix-Marseille School of Economics, France (2021)
   See also Chapter The Bayesian approach to poverty measurement, Chapters, Edward Elgar Publishing (2023) (2023)

2022

8. Optimal lockdowns for COVID‐19 pandemics: Analyzing the efficiency of sanitary policies in Europe
   Post-Print, HAL View citations (3)
   See also Journal Article Optimal lockdowns for COVID‐19 pandemics: Analyzing the efficiency of sanitary policies in Europe, Journal of Public Economic Theory, Association for Public Economic Theory (2022) View citations (5) (2022)
9. Preference for Redistribution, Poverty Perception among Chinese Migrants
   AMSE Working Papers, Aix-Marseille School of Economics, France
   Also in Working Papers, HAL (2022)

2021

10. Bayesian Inference for Parametric Growth Incidence Curves
    Post-Print, HAL View citations (2)
    Also in Working Papers, HAL (2021) View citations (2)
    AMSE Working Papers, Aix-Marseille School of Economics, France (2021)
    See also Chapter Bayesian Inference for Parametric Growth Incidence Curves, Research on Economic Inequality, Emerald Group Publishing Limited (2021) (2021)
11. Optimal lockdowns: Analysing the efficiency of sanitary policies in Europe during the first wave
    AMSE Working Papers, Aix-Marseille School of Economics, France
    Also in Working Papers, HAL (2021)

2020

12. A Bayesian look at American academic wages: From wage dispersion to wage compression
    Post-Print, HAL View citations (1)
    See also Journal Article A Bayesian look at American academic wages: From wage dispersion to wage compression, The Journal of Economic Inequality, Springer (2020) View citations (2) (2020)
13. Bayesian Inference for Distributional Changes: The Effect of Western TV on Wage Inequality and Female Participation in Former East Germany
    AMSE Working Papers, Aix-Marseille School of Economics, France
    Also in Working Papers, HAL (2020)
14. Bayesian inference for TIP curves: an application to child poverty in Germany
    Post-Print, HAL View citations (6)
    Also in AMSE Working Papers, Aix-Marseille School of Economics, France (2017) View citations (2)
    Working Papers, HAL (2017) View citations (2)
    See also Journal Article Bayesian inference for TIP curves: an application to child poverty in Germany, The Journal of Economic Inequality, Springer (2020) View citations (7) (2020)
15. Lie of the Weak: Inconsistent Corporate Social Responsibility Activities of Chinese Zombie Firms
    Working Papers, HAL View citations (7)
    Also in Post-Print, HAL (2020) View citations (12)
    AMSE Working Papers, Aix-Marseille School of Economics, France (2020) View citations (12)

2019

16. The Effect of Aspirations on Inequality: Evidence from the German Reunification using Bayesian Growth Incidence Curves
    AMSE Working Papers, Aix-Marseille School of Economics, France
    Also in Working Papers, HAL (2019)

2018

17. A Bayesian Measure of Poverty in the Developing World
    Post-Print, HAL View citations (4)
    See also Journal Article A Bayesian Measure of Poverty in the Developing World, Review of Income and Wealth, International Association for Research in Income and Wealth (2018) View citations (5) (2018)
18. The Wall’s Impact in the Occupied West Bank: A Bayesian Approach to Poverty Dynamics Using Repeated Cross-Sections
    Post-Print, HAL View citations (4)
    Also in AMSE Working Papers, Aix-Marseille School of Economics, France (2018) View citations (4)
    See also Journal Article The Wall’s Impact in the Occupied West Bank: A Bayesian Approach to Poverty Dynamics Using Repeated Cross-Sections, Econometrics, MDPI (2018) View citations (3) (2018)

2016

19. 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)
20. Income inequality decomposition using a finite mixture of log-normal distributions: A Bayesian approach
    Post-Print, HAL View citations (16)
    Also in Post-Print, HAL (2016) View citations (3)
    See also Journal Article Income inequality decomposition using a finite mixture of log-normal distributions: A Bayesian approach, Computational Statistics & Data Analysis, Elsevier (2016) View citations (15) (2016)
21. 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 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, John Wiley & Sons, Ltd. (2016) (2016)

2014

22. Tournaments and Superstar models: A Mixture of two Pareto distributions
    Post-Print, HAL View citations (7)
    See also Chapter Tournaments and Superstar Models: A Mixture of Two Pareto Distributions, Research on Economic Inequality, Emerald Group Publishing Limited (2014) View citations (7) (2014)

2013

23. 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)
24. Human Capital, Social Capital and Scientific Research in Europe: an Application of Linear Hierarchical Models
    Post-Print, HAL View citations (4)
    Also in Working Papers, HAL (2011)
    See also Journal Article HUMAN CAPITAL, SOCIAL CAPITAL AND SCIENTIFIC RESEARCH IN EUROPE: AN APPLICATION OF LINEAR HIERARCHICAL MODELS, Manchester School, University of Manchester (2013) View citations (4) (2013)

2011

25. Inequality decomposition using the Gibbs output of a Mixture of lognormal distributions
    Working Papers, HAL View citations (1)
26. On Kolm's Theory of Macrojustice
    Post-Print, HAL
27. Why Should We Debate the Theory of Macrojustice?
    (Pourquoi la théorie de la macrojustice mérite-t-elle qu'on en débatte ?)
    Post-Print, HAL View citations (6)

2010

28. The tradeoff between growth and redistribution: ELIE in an overlapping generations model
    LIDAM Reprints CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE)
    Also in LIDAM Discussion Papers IRES, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES) (2009)
    Working Papers, HAL (2009)
    LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE) (2009) View citations (1)

2009

29. Modeling Multivariate Interest Rates using Time-Varying Copulas and Reducible Stochastic Differential Equations
    Working Papers, HAL
30. 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

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

2007

33. Bayesian inference in dynamic disequilibrium models: an application to the Polish credit market
    LIDAM Reprints CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE) View citations (10)
    Also in Discussion Papers (ECON - Département des Sciences Economiques), Université catholique de Louvain, Département des Sciences Economiques (2006) View citations (2)
    LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE) (2006) View citations (2)
    See also Journal Article Bayesian Inference in Dynamic Disequilibrium Models: An Application to the Polish Credit Market, Econometric Reviews, Taylor & Francis Journals (2007) View citations (11) (2007)

2003

34. Ranking economics departments in Europe: a statistical approach
    LIDAM Reprints CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE) View citations (42)
    Also in LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE) (2003) View citations (87)
    See also Journal Article Ranking Economics Departments in Europe: A Statistical Approach, Journal of the European Economic Association, MIT Press (2003) View citations (116) (2003)

2002

35. Bayesian option pricing using asymmetric GARCH models
    LIDAM Reprints CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE) View citations (25)
    Also in G.R.E.Q.A.M., Universite Aix-Marseille III (2000) View citations (1)
    See also Journal Article Bayesian option pricing using asymmetric GARCH models, Journal of Empirical Finance, Elsevier (2002) View citations (30) (2002)

2001

36. 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 (7)
    Also in G.R.E.Q.A.M., Universite Aix-Marseille III (1999)
    LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE) (1998) View citations (7)

2000

37. Bayesian non-linear modellings of the short term US interest rate: the help of non-parametric tools
    LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE) View citations (1)

1999

38. Trends and breaking points in the Bayesian econometric literature
    LIDAM Reprints CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE)

1998

39. 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)
40. Bayesian inference on GARCH models using the Gibbs sampler
    LIDAM Reprints CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE) View citations (104)
    Also in LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE) (1996)
    G.R.E.Q.A.M., Universite Aix-Marseille III (1996) View citations (16)
    See also Journal Article Bayesian inference on GARCH models using the Gibbs sampler, Econometrics Journal, Royal Economic Society (1998) View citations (110) (1998)
41. TPS 4.4 An Old But Powerful Econometric Software
    G.R.E.Q.A.M., Universite Aix-Marseille III

1997

42. Bayesian Option Pricing Using Asymmetric GARCH
    G.R.E.Q.A.M., Universite Aix-Marseille III View citations (5)
    Also in LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE) (1997) View citations (4)

1996

43. Identification restrictions and posterior densities in cointegrated Gaussian VAR system
    LIDAM Reprints CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE) View citations (21)
    Also in LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE) (1994) View citations (19)
44. Properties of Unit Root Tests for Models with Trend and Cycles
    G.R.E.Q.A.M., Universite Aix-Marseille III
45. 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

46. 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
47. 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)
48. Bayesian and classical econometric modeling of time series
    LIDAM Reprints CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE)

1994

49. Are Interest Rates Responsible for Unemployment in the Eighties ? A Bayesian Analysis of Cointegrated Relationship with a Regime Shift
    LIDAM Discussion Papers IRES, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES) View citations (5)

1993

50. Real Wages, Quantity Constraints and Equilibrium Unemployment: Belgium 1955-1988
    LIDAM Discussion Papers IRES, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES) View citations (4)
    Also in G.R.E.Q.A.M., Universite Aix-Marseille III (1993) View citations (3)
    See also Journal Article Real Wages, Quantity Constraints and Equilibrium Unemployment: Belgium, 1955-1988, Empirical Economics, Springer (1996) View citations (2) (1996)

1992

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

1991

52. A Bayesian Approach to Misspecification Tests
    G.R.E.Q.A.M., Universite Aix-Marseille III
53. Bayesian diagnostics for heterogeneity
    LIDAM Reprints CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE) View citations (4)
    See also Journal Article Bayesian Diagnostics for Heterogeneity, Annals of Economics and Statistics, GENES (1991) View citations (4) (1991)
54. Testing for Unit Roots Cointegration in a Bayesian Framework
    LIDAM Discussion Papers IRES, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES) View citations (1)

1986

55. Stability of a U.K. money demand equation: a Bayesian approach to testing exogeneity
    LIDAM Reprints CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE) View citations (6)
    See also Journal Article Stability of a U.K. Money Demand Equation: A Bayesian Approach to Testing Exogeneity, The Review of Economic Studies, Review of Economic Studies Ltd (1986) View citations (9) (1986)

1985

56. Bayesian analysis of switching regression models
    LIDAM Reprints CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE) View citations (1)
    See also Journal Article Bayesian analysis of switching regression models, Journal of Econometrics, Elsevier (1985) View citations (1) (1985)
57. Some aspects of prior elicitation problems in disequilibrium models
    LIDAM Reprints CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE)
    See also Journal Article Some aspects of prior elicitation problems in disequilibrium models, Journal of Econometrics, Elsevier (1985) (1985)

1984

58. Elicitation of prior information in single market disequilibrium models
    LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE)
59. Emploi et chômage en France de 1955 à 1982: un modèle macro-économique annuel avec rationnement
    LIDAM Reprints CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE) View citations (1)
60. Un modèle de production CES-Léontief pour l'industrie française
    LIDAM Reprints CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE)

Journal Articles

2024

1. Bayesian inference for non-anonymous growth incidence curves using Bernstein polynomials: an application to academic wage dynamics
   Studies in Nonlinear Dynamics & Econometrics, 2024, 28, (2), 319-336
   See also Working Paper Bayesian inference for non-anonymous growth incidence curves using Bernstein polynomials: an application to academic wage dynamics, Post-Print (2023) (2023)
2. Education politics, schooling choice and public school quality: the impact of income polarization
   International Tax and Public Finance, 2024, 31, (6), 1640-1668 View citations (1)
   See also Working Paper Education politics, schooling choice and public school quality: the impact of income polarization, Post-Print (2024) (2024)
3. Explicit solutions for the asymptotically optimal bandwidth in cross-validation
   Biometrika, 2024, 111, (3), 809-823
   See also Working Paper Explicit solutions for the asymptotically optimal bandwidth in cross-validation, Post-Print (2024) (2024)

2022

4. Optimal lockdowns for COVID‐19 pandemics: Analyzing the efficiency of sanitary policies in Europe
   Journal of Public Economic Theory, 2022, 24, (5), 944-967 View citations (5)
   See also Working Paper Optimal lockdowns for COVID‐19 pandemics: Analyzing the efficiency of sanitary policies in Europe, Post-Print (2022) View citations (3) (2022)

2020

5. A Bayesian look at American academic wages: From wage dispersion to wage compression
   The Journal of Economic Inequality, 2020, 18, (2), 213-238 View citations (2)
   See also Working Paper A Bayesian look at American academic wages: From wage dispersion to wage compression, Post-Print (2020) View citations (1) (2020)
6. Bayesian inference for TIP curves: an application to child poverty in Germany
   The Journal of Economic Inequality, 2020, 18, (1), 91-111 View citations (7)
   See also Working Paper Bayesian inference for TIP curves: an application to child poverty in Germany, Post-Print (2020) View citations (6) (2020)

2018

7. A Bayesian Measure of Poverty in the Developing World
   Review of Income and Wealth, 2018, 64, (3), 649-678 View citations (5)
   See also Working Paper A Bayesian Measure of Poverty in the Developing World, Post-Print (2018) View citations (4) (2018)
8. 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 View citations (3)
   See also Working Paper The Wall’s Impact in the Occupied West Bank: A Bayesian Approach to Poverty Dynamics Using Repeated Cross-Sections, Post-Print (2018) View citations (4) (2018)

2016

9. 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 (15)
   See also Working Paper Income inequality decomposition using a finite mixture of log-normal distributions: A Bayesian approach, Post-Print (2016) View citations (16) (2016)
10. 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 Simulation Estimation of Two‐tiered Dynamic Panel Tobit Models with an Application to the labour Supply of Married Women: A Comment, Post-Print (2016) (2016)

2014

11. 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 View citations (4)
    See also Working Paper Bayesian Unconditional Quantile Regression: An Analysis of Recent Expansions in Wage Structure and Earnings Inequality in the US 1992-2009, Working Papers (2023) (2023)

2013

12. HUMAN CAPITAL, SOCIAL CAPITAL AND SCIENTIFIC RESEARCH IN EUROPE: AN APPLICATION OF LINEAR HIERARCHICAL MODELS
    Manchester School, 2013, 81, (6), 876-903 View citations (4)
    See also Working Paper Human Capital, Social Capital and Scientific Research in Europe: an Application of Linear Hierarchical Models, Post-Print (2013) View citations (4) (2013)

2011

13. 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 (19)

2008

14. 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 (5)

2007

15. Bayesian Inference in Dynamic Disequilibrium Models: An Application to the Polish Credit Market
    Econometric Reviews, 2007, 26, (2-4), 469-486 View citations (11)
    See also Working Paper Bayesian inference in dynamic disequilibrium models: an application to the Polish credit market, LIDAM Reprints CORE (2007) View citations (10) (2007)
16. The Econometrics of Industrial Organization
    Journal of Applied Econometrics, 2007, 22, (7), 1153-1156 View citations (1)

2004

17. Density inference for ranking European research systems in the field of economics
    Journal of Econometrics, 2004, 123, (2), 345-369 View citations (17)
18. 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
19. Recent advances in Bayesian econometrics
    Journal of Econometrics, 2004, 123, (2), 197-199 View citations (2)

2003

20. Ranking Economics Departments in Europe: A Statistical Approach
    Journal of the European Economic Association, 2003, 1, (6), 1367-1401 View citations (116)
    See also Working Paper Ranking economics departments in Europe: a statistical approach, LIDAM Reprints CORE (2003) View citations (42) (2003)

2002

21. Bayesian option pricing using asymmetric GARCH models
    Journal of Empirical Finance, 2002, 9, (3), 321-342 View citations (30)
    See also Working Paper Bayesian option pricing using asymmetric GARCH models, LIDAM Reprints CORE (2002) View citations (25) (2002)

1998

22. Bayesian inference on GARCH models using the Gibbs sampler
    Econometrics Journal, 1998, 1, (ConferenceIssue), C23-C46 View citations (110)
    See also Working Paper Bayesian inference on GARCH models using the Gibbs sampler, LIDAM Reprints CORE (1998) View citations (104) (1998)

1996

23. Real Wages, Quantity Constraints and Equilibrium Unemployment: Belgium, 1955-1988
    Empirical Economics, 1996, 21, (3), 427-57 View citations (2)
    See also Working Paper Real Wages, Quantity Constraints and Equilibrium Unemployment: Belgium 1955-1988, LIDAM Discussion Papers IRES (1993) View citations (4) (1993)
24. Unit roots tests and SARIMA models
    Economics Letters, 1996, 50, (2), 147-154 View citations (1)

1995

25. Editors' introduction Bayesian and classical econometric modeling of time series
    Journal of Econometrics, 1995, 69, (1), 1-4
26. Testing for unit roots in a Bayesian framework
    Journal of Econometrics, 1995, 69, (1), 81-109 View citations (25)

1991

27. Approximation des identités comptables dans les modéles spécifiés en logarithme
    Annals of Economics and Statistics, 1991, (22), 91-102
28. Bayesian Diagnostics for Heterogeneity
    Annals of Economics and Statistics, 1991, (20-21), 17-40 View citations (4)
    See also Working Paper Bayesian diagnostics for heterogeneity, LIDAM Reprints CORE (1991) View citations (4) (1991)

1986

29. Stability of a U.K. Money Demand Equation: A Bayesian Approach to Testing Exogeneity
    The Review of Economic Studies, 1986, 53, (4), 603-634 View citations (9)
    See also Working Paper Stability of a U.K. money demand equation: a Bayesian approach to testing exogeneity, LIDAM Reprints CORE (1986) View citations (6) (1986)

1985

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

Books

2000

1. Bayesian Inference in Dynamic Econometric Models
   OUP Catalogue, Oxford University Press View citations (142)

Edited books

2011

1. On Kolm's Theory of Macrojustice
   Springer Books, Springer

Chapters

2023

1. The Bayesian approach to poverty measurement
   Chapter 44 in Research Handbook on Measuring Poverty and Deprivation, 2023, pp 475-487
   See also Working Paper The Bayesian approach to poverty measurement, HAL (2023) (2023)

2021

2. Bayesian Inference for Parametric Growth Incidence Curves
   A chapter in Research on Economic Inequality: Poverty, Inequality and Shocks, 2021, vol. 29, pp 31-55
   See also Working Paper Bayesian Inference for Parametric Growth Incidence Curves, HAL (2021) View citations (2) (2021)

2014

3. Modeling Interest Rates Using Reducible Stochastic Differential Equations: A Copula-based Multivariate Approach
   Chapter 1 in Econometric Methods and Their Applications in Finance, Macro and Related Fields, 2014, pp 5-29
4. 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 (7)
   See also Working Paper Tournaments and Superstar models: A Mixture of two Pareto distributions, HAL (2014) View citations (7) (2014)