Details about Michel Lubrano
Access statistics for papers by Michel Lubrano.
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Short-id: plu3
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Working Papers
2020
- 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)
- 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)
- Bayesian inference for TIP curves: an application to child poverty in Germany
Post-Print, HAL View citations (1)
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)
- Lie of the Weak: Inconsistent Corporate Social Responsibility Activities of Chinese Zombie Firms
Working Papers, HAL View citations (1)
Also in Post-Print, HAL (2020) View citations (1) AMSE Working Papers, Aix-Marseille School of Economics, France (2020) View citations (1)
2019
- 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
- A Bayesian Measure of Poverty in the Developing World
Post-Print, HAL
See also Journal Article in Review of Income and Wealth (2018)
- The Wall’s Impact in the Occupied West Bank: A Bayesian Approach to Poverty Dynamics Using Repeated Cross-Sections
AMSE Working Papers, Aix-Marseille School of Economics, France 
Also in Post-Print, HAL (2018) 
See also Journal Article in Econometrics (2018)
2016
- 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)
- Education Politics, Schooling Choice and Public School Quality: The Impact of Income Polarisation
AMSE Working Papers, Aix-Marseille School of Economics, France 
Also in Working Papers, HAL (2016)
- Income inequality decomposition using a finite mixture of log-normal distributions: A Bayesian approach
Post-Print, HAL View citations (4)
See also Journal Article in Computational Statistics & Data Analysis (2016)
- 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
- 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 (1)
Also in Working Papers, HAL (2012)  AMSE Working Papers, Aix-Marseille School of Economics, France (2012) 
See also Journal Article in Scottish Journal of Political Economy (2014)
- Tournaments and Superstar models: A Mixture of two Pareto distributions
Post-Print, HAL View citations (1)
See also Chapter (2014)
2013
- A Bayesian Subjective Poverty Line, One Dollar a Day Revisited
Working Papers, HAL 
Also in AMSE Working Papers, Aix-Marseille School of Economics, France (2013)
- 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
- Inequality decomposition using the Gibbs output of a Mixture of lognormal distributions
Working Papers, HAL View citations (1)
- On Kolm's Theory of Macrojustice
Post-Print, HAL
- Why Should We Debate the Theory of Macrojustice?
Post-Print, HAL
2010
- EXPLICIT SOLUTIONS FOR THE ASYMPTOTICALLY-OPTIMAL BANDWIDTH IN CROSS VALIDATION
Working Papers, HAL 
Also in Working Paper series, Rimini Centre for Economic Analysis (2010)
- 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
- Modeling Multivariate Interest Rates using Time-Varying Copulas and Reducible Stochastic Differential Equations
Working Papers, HAL
- 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
- Introduction à l'économétrie des mesures de pauvreté
Working Papers, HAL
- The Redistributive Aspects of ELIE: a simulationapproach
Working Papers, HAL View citations (2)
2007
- 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 (3)
Also in LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE) (2006) View citations (1) Discussion Papers (ECON - Département des Sciences Economiques), Université catholique de Louvain, Département des Sciences Economiques (2006) View citations (2)
See also Journal Article in Econometric Reviews (2007)
2003
- Ranking economics departments in Europe: a statistical approach
LIDAM Reprints CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE) View citations (30)
Also in LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE) (2003) View citations (76)
See also Journal Article in Journal of the European Economic Association (2003)
2002
- Bayesian option pricing using asymmetric GARCH models
LIDAM Reprints CORE, 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 (2000) View citations (1)
See also Journal Article in Journal of Empirical Finance (2002)
2001
- 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 (4)
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 (6)
2000
- 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
- Trends and breaking points in the Bayesian econometric literature
LIDAM Reprints CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE)
1998
- 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)
- 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 (14)
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)
- TPS 4.4 An Old But Powerful Econometric Software
G.R.E.Q.A.M., Universite Aix-Marseille III
1997
- 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 (2)
1996
- 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 (18)
- Properties of Unit Root Tests for Models with Trend and Cycles
G.R.E.Q.A.M., Universite Aix-Marseille III
- 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
- 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
- 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)
- Bayesian and classical econometric modeling of time series
LIDAM Reprints CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE)
1994
- 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
- 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 (3)
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
- Wage and Price Fromation Under External Constraint in France 1963-1989
G.R.E.Q.A.M., Universite Aix-Marseille III
1991
- A Bayesian Approach to Misspecification Tests
G.R.E.Q.A.M., Universite Aix-Marseille III
- 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)
- 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
- 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
- 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)
- 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
- Elicitation of prior information in single market disequilibrium models
LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE)
- 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)
- 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
- 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)
- Bayesian inference for TIP curves: an application to child poverty in Germany
The Journal of Economic Inequality, 2020, 18, (1), 91-111 View citations (1)
See also Working Paper (2020)
2018
- A Bayesian Measure of Poverty in the Developing World
Review of Income and Wealth, 2018, 64, (3), 649-678 
See also Working Paper (2018)
- 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
- 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)
- 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
- 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 (1)
See also Working Paper (2014)
2013
- 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
- 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 (15)
2008
- 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
- 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)
- The Econometrics of Industrial Organization
Journal of Applied Econometrics, 2007, 22, (7), 1153-1156 View citations (1)
2004
- Density inference for ranking European research systems in the field of economics
Journal of Econometrics, 2004, 123, (2), 345-369 View citations (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
- Recent advances in Bayesian econometrics
Journal of Econometrics, 2004, 123, (2), 197-199
2003
- Ranking Economics Departments in Europe: A Statistical Approach
Journal of the European Economic Association, 2003, 1, (6), 1367-1401 View citations (109)
See also Working Paper (2003)
2002
- Bayesian option pricing using asymmetric GARCH models
Journal of Empirical Finance, 2002, 9, (3), 321-342 View citations (25)
See also Working Paper (2002)
1998
- Bayesian inference on GARCH models using the Gibbs sampler
Econometrics Journal, 1998, 1, (ConferenceIssue), C23-C46 View citations (78)
See also Working Paper (1998)
1996
- Real Wages, Quantity Constraints and Equilibrium Unemployment: Belgium, 1955-1988
Empirical Economics, 1996, 21, (3), 427-57
See also Working Paper (1993)
- Unit roots tests and SARIMA models
Economics Letters, 1996, 50, (2), 147-154 View citations (1)
1995
- Editors' introduction Bayesian and classical econometric modeling of time series
Journal of Econometrics, 1995, 69, (1), 1-4
- Testing for unit roots in a Bayesian framework
Journal of Econometrics, 1995, 69, (1), 81-109 View citations (22)
1991
- Approximation des identités comptables dans les modéles spécifiés en logarithme
Annals of Economics and Statistics, 1991, (22), 91-102
- Bayesian Diagnostics for Heterogeneity
Annals of Economics and Statistics, 1991, (20-21), 17-40 View citations (1)
See also Working Paper (1991)
1986
- 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
- Bayesian analysis of switching regression models
Journal of Econometrics, 1985, 29, (1-2), 69-95 View citations (1)
See also Working Paper (1985)
- 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
- Bayesian Inference in Dynamic Econometric Models
OUP Catalogue, Oxford University Press View citations (136)
Edited books
2011
- On Kolm's Theory of Macrojustice
Springer Books, Springer
Chapters
2014
- 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)
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