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Michel Lubrano

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Personal Details

First Name: Michel
Middle Name:
Last Name: Lubrano
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RePEc Short-ID: plu3

Email:
Homepage: http://www.vcharite.univ-mrs.fr/PP/lubrano/
Postal Address: GREQAM Centre de la Vieille Charité 2, rue de la Charité F-13002 MARSEILLE FRANCE
Phone: 0033 491 14 07 45

Affiliation

Works


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Working papers

  1. Michel Lubrano & Abdoul Aziz Junior Ndoye, 2011. "Inequality decomposition using the Gibbs output of a Mixture of lognormal distributions," Working Papers halshs-00585248, HAL.
  2. Mathieu Goudard & Michel Lubrano, 2011. "Human capital, social capital and scientific research in Europe: an application of linear hierarchical models," Working Papers halshs-00601033, HAL.
  3. Karim M. Abadir & Michel Lubrano, 2010. "Explicit Solutions for the Asymptotically-Optimal Bandwidth in Cross Validation," Working Paper Series 16_10, Rimini Centre for Economic Analysis.
  4. Ruijun Bu & Ludovic Giet & Kaddour Hadri & Michel Lubrano, 2009. "Modeling Multivariate Interest Rates using Time-Varying Copulas and Reducible Stochastic Differential Equations," Working Papers halshs-00408014, HAL.
  5. David DE LA CROIX & Michel LUBRANO, 2009. "The Tradeoff Between Growth and Redistribution: ELIE in an Overlapping Generations Model," Discussion Papers (IRES - Institut de Recherches Economiques et Sociales) 2009011, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES).
  6. Michel Lubrano, 2008. "The Redistributive Aspects of ELIE: a simulationapproach," Working Papers halshs-00347278, HAL.
  7. Michel Lubrano, 2008. "Introduction à l'économétrie des mesures de pauvreté," Working Papers halshs-00277281, HAL.
  8. Escribano, Álvaro & Bauwens, Luc & Lubrano, Michel, 2007. "The Econometrics of Industrial Organization," Open Access publications from Universidad Carlos III de Madrid info:hdl:10016/2584, Universidad Carlos III de Madrid.
  9. Luc, BAUWENS & Michel, LUBRANO, 2006. "Bayesian Inference in Dynamic Disequilibrium Models : an Application to the Polish Credit Market," Discussion Papers (ECON - Département des Sciences Economiques) 2006027, Université catholique de Louvain, Département des Sciences Economiques.
  10. BAUWENS, Luc & KIRMAN, Alan & LUBRANO, Michel & PROTOPOPESCU, Camelia, 2003. "Ranking economics departments in Europe: a statistical approach," CORE Discussion Papers 2003050, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
  11. Bauwens, L. & Lubrano, M., 2000. "Bayesian Option Pricing using Asymmetric Garch Models," G.R.E.Q.A.M. 00a18, Universite Aix-Marseille III.
  12. LUBRANO, Michel, 2000. "Bayesian non-linear modellings of the short term US interest rate: the help of non-parametric tools," CORE Discussion Papers 2000038, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
  13. Lubrano, M., 1999. "Smooth Transition GARCH Models: a Bayesian perspective," G.R.E.Q.A.M. 99a49, Universite Aix-Marseille III.
  14. Lubrano, M., 1998. "TPS 4.4 An Old But Powerful Econometric Software," G.R.E.Q.A.M. 98b02, Universite Aix-Marseille III.
  15. Bauwens, L. & Lubrano, M., 1997. "Bayesian Option Pricing Using Asymmetric GARCH," G.R.E.Q.A.M. 97a40, Universite Aix-Marseille III.
  16. Lubrano, M., 1996. "Bayesian Analysis of Nonlinear Time Series Models with Threshold," G.R.E.Q.A.M. 96a12, Universite Aix-Marseille III.
  17. Bauwens, L. & Lubrano, M., 1996. "Bayesian Inference on GARCH Models Using the Gibbs Sampler," G.R.E.Q.A.M. 96a21, Universite Aix-Marseille III.
  18. Barthelemy, F. & Lubrano, M., 1996. "Properties of the ADF Unit Root Test for Models with Trends and Cycles," G.R.E.Q.A.M. 96a13, Universite Aix-Marseille III.
  19. Barthelemy, F. & Lubrano, M., 1996. "Properties of Unit Root Tests for Models with Trend and Cycles," G.R.E.Q.A.M. 96a01, Universite Aix-Marseille III.
  20. Lubrano, M., 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. 95a19, Universite Aix-Marseille III.
  21. Michel LUBRANO, 1995. "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) 1995044, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES).
  22. de la Croix, David & Lubrano, Michel, 1994. "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) 1994015, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES).
  23. BAUWENS , Luc & LUBRANO , Michel, 1994. "Identification Restrictions and Posterior Densities in Cointegrated Gaussian VAR Systems," CORE Discussion Papers 1994018, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
  24. Lubrano, Michel & Shadman-Mehta, Fatemeh & Sneessens, Henri R., 1993. "Real Wages, Quantity Constraints and Equilibrium Unemployment : Belgium 1955-1988," Discussion Papers (IRES - Institut de Recherches Economiques et Sociales) 1993011, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES).
  25. De La Croix, D. & Lubrano, M., 1992. "Wage and Price Fromation Under External Constraint in France 1963-1989," G.R.E.Q.A.M. 92a16, Universite Aix-Marseille III.
  26. Lubrano, Michel, 1991. "Testing for Unit Roots Cointegration in a Bayesian Framework," Discussion Papers (IRES - Institut de Recherches Economiques et Sociales) 1991003, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES).
  27. Aprahamian, F. & Lubrano, M. & Marimoutou, V., 1991. "A Bayesian Approach to Misspecification Tests," G.R.E.Q.A.M. 91a17, Universite Aix-Marseille III.
  28. Lubrano, M., 1984. "Elicitation of prior information in single market disequilibrium models," CORE Discussion Papers 1984038, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).

Articles

  1. Ruijun Bu & Ludovic Giet & Kaddour Hadri & Michel Lubrano, 2011. "Modeling Multivariate Interest Rates Using Time-Varying Copulas and Reducible Nonlinear Stochastic Differential Equations," Journal of Financial Econometrics, Oxford University Press, vol. 9(1), pages 198-236, Winter.
  2. Giet, Ludovic & Lubrano, Michel, 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, Elsevier, vol. 52(6), pages 2945-2965, February.
  3. Luc Bauwens & Alvaro Escribano & Michel Lubrano, 2007. "The Econometrics of Industrial Organization," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 22(7), pages 1153-1156.
  4. Luc Bauwens & Michel Lubrano, 2007. "Bayesian Inference in Dynamic Disequilibrium Models: An Application to the Polish Credit Market," Econometric Reviews, Taylor and Francis Journals, vol. 26(2-4), pages 469-486.
  5. Lubrano, Michel, 2004. "Modélisation bayésienne non linéaire du taux d’intérêt de court terme américain : l’aide des outils non paramétriques," L'Actualité Economique, Société Canadienne de Science Economique, vol. 80(2), pages 465-499, Juin-Sept.
  6. Lubrano, Michel & Protopopescu, Camelia, 2004. "Density inference for ranking European research systems in the field of economics," Journal of Econometrics, Elsevier, vol. 123(2), pages 345-369, December.
  7. Bauwens, Luc & Lubrano, Michel & van Dijk, Herman K., 2004. "Recent advances in Bayesian econometrics," Journal of Econometrics, Elsevier, vol. 123(2), pages 197-199, December.
  8. Michel Lubrano & Luc Bauwens & Alan Kirman & Camelia Protopopescu, 2003. "Ranking Economics Departments in Europe: A Statistical Approach," Journal of the European Economic Association, MIT Press, vol. 1(6), pages 1367-1401, December.
  9. Bauwens, Luc & Lubrano, Michel, 2002. "Bayesian option pricing using asymmetric GARCH models," Journal of Empirical Finance, Elsevier, vol. 9(3), pages 321-342, August.
  10. Luc Bauwens & Michel Lubrano, 1998. "Bayesian inference on GARCH models using the Gibbs sampler," Econometrics Journal, Royal Economic Society, vol. 1(Conferenc), pages C23-C46.
  11. Barthelemy, Fabrice & Lubrano, Michel, 1996. "Unit roots tests and SARIMA models," Economics Letters, Elsevier, vol. 50(2), pages 147-154, February.
  12. Lubrano, Michel & Shadman-Mehta, Fatemeh & Sneessens, Henri R, 1996. "Real Wages, Quantity Constraints and Equilibrium Unemployment: Belgium, 1955-1988," Empirical Economics, Springer, vol. 21(3), pages 427-57.
  13. Lubrano, Michel, 1995. "Testing for unit roots in a Bayesian framework," Journal of Econometrics, Elsevier, vol. 69(1), pages 81-109, September.
  14. Bauwens, Luc & Lubrano, Michel, 1995. "Editors' introduction Bayesian and classical econometric modeling of time series," Journal of Econometrics, Elsevier, vol. 69(1), pages 1-4, September.
  15. Michel LUBRANO, 1991. "Approximation des identités comptables dans les modéles spécifiés en logarithme," Annales d'Economie et de Statistique, ENSAE, issue 22, pages 91-102.
  16. Lubrano, M & Pierse, R G & Richard, J-F, 1986. "Stability of a U.K. Money Demand Equation: A Bayesian Approach to Testing Exogeneity," Review of Economic Studies, Wiley Blackwell, vol. 53(4), pages 603-24, August.
  17. Lubrano, Michel, 1985. "Bayesian analysis of switching regression models," Journal of Econometrics, Elsevier, vol. 29(1-2), pages 69-95.
  18. Lubrano, Michel, 1985. "Some aspects of prior elicitation problems in disequilibrium models," Journal of Econometrics, Elsevier, vol. 29(1-2), pages 165-172.

Books

  1. Bauwens, Luc & Lubrano, Michel & Richard, Jean-Francois, 2000. "Bayesian Inference in Dynamic Econometric Models," OUP Catalogue, Oxford University Press, number 9780198773139, August.

NEP Fields

10 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-DGE: Dynamic General Equilibrium (2) 2009-05-23 2009-07-28
  2. NEP-ECM: Econometrics (3) 2006-11-04 2010-04-24 2010-06-26 Author is listed
  3. NEP-ETS: Econometric Time Series (1) 2010-06-26
  4. NEP-EUR: Microeconomic European Issues (1) 2011-06-25
  5. NEP-FDG: Financial Development & Growth (3) 2009-05-23 2009-07-28 2010-03-28 Author is listed
  6. NEP-HRM: Human Capital & Human Resource Management (1) 2011-06-25
  7. NEP-MAC: Macroeconomics (1) 2006-11-04
  8. NEP-PUB: Public Finance (1) 2009-07-28
  9. NEP-SOC: Social Norms & Social Capital (1) 2011-06-25
  10. NEP-SOG: Sociology of Economics (1) 2011-06-25

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