Details about Michel Lubrano

E-mail:
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:	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 2022-06-07. Update your information in the RePEc Author Service.

Short-id: plu3

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Working Papers

2021

1. 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)
2. Optimal lockdowns for COVID‐19 pandemics: Analyzing the efficiency of sanitary policies in Europe
   Post-Print, HAL View citations (1)
3. 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)
4. The Bayesian approach to poverty measurement
   Working Papers, HAL
   Also in AMSE Working Papers, Aix-Marseille School of Economics, France (2021)

2020

5. A Bayesian look at American academic wages: From wage dispersion to wage compression
   Post-Print, HAL
   See also Journal Article in The Journal of Economic Inequality (2020)
6. Bayesian Inference for Distributional Changes: The Effect of Western TV on Wage Inequality and Female Participation in Former East Germany
   Working Papers, HAL
   Also in AMSE Working Papers, Aix-Marseille School of Economics, France (2020)
7. Bayesian inference for TIP curves: an application to child poverty in Germany
   Post-Print, HAL View citations (5)
   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 in The Journal of Economic Inequality (2020)
8. Lie of the Weak: Inconsistent Corporate Social Responsibility Activities of Chinese Zombie Firms
   Working Papers, HAL View citations (3)
   Also in AMSE Working Papers, Aix-Marseille School of Economics, France (2020) View citations (3)
   Post-Print, HAL (2020) View citations (3)

2019

9. 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

10. A Bayesian Measure of Poverty in the Developing World
    Post-Print, HAL View citations (2)
    See also Journal Article in Review of Income and Wealth (2018)
11. The Wall’s Impact in the Occupied West Bank: A Bayesian Approach to Poverty Dynamics Using Repeated Cross-Sections
    Post-Print, HAL View citations (2)
    Also in AMSE Working Papers, Aix-Marseille School of Economics, France (2018) View citations (2)
    See also Journal Article in Econometrics (2018)

2016

12. 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)
13. 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)
14. Income inequality decomposition using a finite mixture of log-normal distributions: A Bayesian approach
    Post-Print, HAL View citations (7)
    See also Journal Article in Computational Statistics & Data Analysis (2016)
15. 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

16. Bayesian Unconditional Quantile Regression: An Analysis of Recent Expansions in Wage Structure and Earnings Inequality in the US 1992-2009
    Post-Print, HAL View citations (2)
    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)
17. Tournaments and Superstar models: A Mixture of two Pareto distributions
    Post-Print, HAL View citations (7)
    See also Chapter (2014)

2013

18. 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)
19. Human Capital, Social Capital and Scientific Research in Europe: an Application of Linear Hierarchical Models
    Post-Print, HAL View citations (3)
    Also in Working Papers, HAL (2011)
    See also Journal Article in Manchester School (2013)

2011

20. Inequality decomposition using the Gibbs output of a Mixture of lognormal distributions
    Working Papers, HAL View citations (1)
21. On Kolm's Theory of Macrojustice
    Post-Print, HAL
22. Why Should We Debate the Theory of Macrojustice?
    Post-Print, HAL View citations (8)

2010

23. EXPLICIT SOLUTIONS FOR THE ASYMPTOTICALLY-OPTIMAL BANDWIDTH IN CROSS VALIDATION
    Working Papers, HAL
    Also in Working Paper series, Rimini Centre for Economic Analysis (2010)
24. 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)
    LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE) (2009) View citations (1)
    Working Papers, HAL (2009)

2009

25. Modeling Multivariate Interest Rates using Time-Varying Copulas and Reducible Stochastic Differential Equations
    Working Papers, HAL
26. 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

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

2007

29. 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 (6)
    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 in Econometric Reviews (2007)

2003

30. Ranking economics departments in Europe: a statistical approach
    LIDAM Reprints CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE) View citations (33)
    Also in LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE) (2003) View citations (85)
    See also Journal Article in Journal of the European Economic Association (2003)

2002

31. Bayesian option pricing using asymmetric GARCH models
    LIDAM Reprints CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE) View citations (11)
    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

32. 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 (6)
    Also in LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE) (1998) View citations (7)
    G.R.E.Q.A.M., Universite Aix-Marseille III (1999)

2000

33. 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

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

1998

35. 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)
36. 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 (17)
    Also in G.R.E.Q.A.M., Universite Aix-Marseille III (1996) View citations (16)
    LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE) (1996)
    See also Journal Article in Econometrics Journal (1998)
37. TPS 4.4 An Old But Powerful Econometric Software
    G.R.E.Q.A.M., Universite Aix-Marseille III

1997

38. Bayesian Option Pricing Using Asymmetric GARCH
    G.R.E.Q.A.M., Universite Aix-Marseille III View citations (3)
    Also in LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE) (1997) View citations (4)

1996

39. Identification restrictions and posterior densities in cointegrated Gaussian VAR system
    LIDAM Reprints CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE)
    Also in LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE) (1994) View citations (19)
40. Properties of Unit Root Tests for Models with Trend and Cycles
    G.R.E.Q.A.M., Universite Aix-Marseille III
41. 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

42. 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
43. 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)
44. Bayesian and classical econometric modeling of time series
    LIDAM Reprints CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE)

1994

45. 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

46. 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 in Empirical Economics (1996)

1992

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

1991

48. A Bayesian Approach to Misspecification Tests
    G.R.E.Q.A.M., Universite Aix-Marseille III
49. Bayesian diagnostics for heterogeneity
    LIDAM Reprints CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE)
    See also Journal Article in Annals of Economics and Statistics (1991)
50. 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

51. 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 (1)
    See also Journal Article in Review of Economic Studies (1986)

1985

52. Bayesian analysis of switching regression models
    LIDAM Reprints CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE)
    See also Journal Article in Journal of Econometrics (1985)
53. 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 in Journal of Econometrics (1985)

1984

54. Elicitation of prior information in single market disequilibrium models
    LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE)
55. 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)
56. 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

2020

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

2018

3. A Bayesian Measure of Poverty in the Developing World
   Review of Income and Wealth, 2018, 64, (3), 649-678 View citations (2)
   See also Working Paper (2018)
4. 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 (2)
   See also Working Paper (2018)

2016

5. 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 (6)
   See also Working Paper (2016)
6. 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

7. 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 (2014)

2013

8. HUMAN CAPITAL, SOCIAL CAPITAL AND SCIENTIFIC RESEARCH IN EUROPE: AN APPLICATION OF LINEAR HIERARCHICAL MODELS
   Manchester School, 2013, 81, (6), 876-903 View citations (3)
   See also Working Paper (2013)

2011

9. Modeling Multivariate Interest Rates Using Time-Varying Copulas and Reducible Nonlinear Stochastic Differential Equations
   The Journal of Financial Econometrics, 2011, 9, (1), 198-236 View citations (18)

2008

10. 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

11. 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 (2007)
12. The Econometrics of Industrial Organization
    Journal of Applied Econometrics, 2007, 22, (7), 1153-1156 View citations (1)

2004

13. Density inference for ranking European research systems in the field of economics
    Journal of Econometrics, 2004, 123, (2), 345-369 View citations (17)
14. 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
15. Recent advances in Bayesian econometrics
    Journal of Econometrics, 2004, 123, (2), 197-199 View citations (2)

2003

16. Ranking Economics Departments in Europe: A Statistical Approach
    Journal of the European Economic Association, 2003, 1, (6), 1367-1401 View citations (114)
    See also Working Paper (2003)

2002

17. Bayesian option pricing using asymmetric GARCH models
    Journal of Empirical Finance, 2002, 9, (3), 321-342 View citations (28)
    See also Working Paper (2002)

1998

18. Bayesian inference on GARCH models using the Gibbs sampler
    Econometrics Journal, 1998, 1, (ConferenceIssue), C23-C46 View citations (100)
    See also Working Paper (1998)

1996

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

1995

21. Editors' introduction Bayesian and classical econometric modeling of time series
    Journal of Econometrics, 1995, 69, (1), 1-4
22. Testing for unit roots in a Bayesian framework
    Journal of Econometrics, 1995, 69, (1), 81-109 View citations (23)

1991

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

1986

25. 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 (7)
    See also Working Paper (1986)

1985

26. Bayesian analysis of switching regression models
    Journal of Econometrics, 1985, 29, (1-2), 69-95 View citations (1)
    See also Working Paper (1985)
27. 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 (139)

Edited books

2011

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

Chapters

2014

1. 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
2. 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 (2014)