This file is part of IDEAS, which uses RePEc data


[ Papers | Articles | Software | Books | Chapters | Authors | Institutions | JEL Classification | NEP reports | Search | New papers by email | Author registration | Rankings | Volunteers | FAQ | Blog | Help! ]

Information about:
Michel Lubrano

Personal Details | Affiliation | Works
This is information that was supplied by Michel Lubrano in registering through RePEc. If you are Michel Lubrano , you may change this information at RePEc. Or if you are not registered and would like to be listed as well, register at RePEc. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

Other registered authors

Personal Details

First Name: Michel
Middle Name:
Last Name: Lubrano
Suffix:

RePEc Short-ID: plu3

Email:
The email address of this author does not seem to be valid anymore. Please ask Michel Lubrano to update the entry or send us the correct address. Thank you.
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

(in no particular order)

Works

| Working papers | Articles | Access and download statistics | Citations (if any)| NEP Fields |
Download all references for this author: available formats: HTML (with abstracts), plain text (with abstracts), BibTeX, RIS (EndNote), ReDIF

Working papers

  1. Michel Lubrano, 2008. "Introduction à l'économétrie des mesures de pauvreté," Working Papers halshs-00277281_v1, HAL. [Downloadable!]

  2. Michel Lubrano, 2008. "The Redistributive Aspects of ELIE: a simulationapproach," Working Papers halshs-00347278_v1, HAL. [Downloadable!]

  3. 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. [Downloadable!]
    Other versions:
    Published as:

  4. 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). [Downloadable!]
    Published as:

  5. Bauwens, L. & Lubrano, M., 2000. "Bayesian Option Pricing using Asymmetric Garch Models," G.R.E.Q.A.M. 00a18, Universite Aix-Marseille III.
    Published as:

  6. 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). [Downloadable!]

  7. Lubrano, M., 1999. "Smooth Transition GARCH Models: a Bayesian perspective," G.R.E.Q.A.M. 99a49, Universite Aix-Marseille III.
    Other versions:

  8. Lubrano, M., 1998. "TPS 4.4 An Old But Powerful Econometric Software," G.R.E.Q.A.M. 98b02, Universite Aix-Marseille III.

  9. Bauwens, L. & Lubrano, M., 1997. "Bayesian Option Pricing Using Asymmetric GARCH," G.R.E.Q.A.M. 97a40, Universite Aix-Marseille III.
    Other versions:

  10. Lubrano, M., 1996. "Bayesian Analysis of Nonlinear Time Series Models with Threshold," G.R.E.Q.A.M. 96a12, Universite Aix-Marseille III.
    Other versions:

  11. 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.
    Other versions:
    Published as:

  12. 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.

  13. 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.

  14. 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.

  15. 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).

  16. BAUWENSÊ , Luc & LUBRANOÊ, 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).

  17. 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).
    Other versions:
    Published as:

  18. 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.

  19. Michel Lubrano, 1992. "Bayesian Tests for Single Equation Cointegration in the Case of Structural Breaks," University of California at San Diego, Economics Working Paper Series 92-10, Department of Economics, UC San Diego.

  20. 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).

  21. Aprahamian, F. & Lubrano, M. & Marimoutou, V., 1991. "A Bayesian Approach to Misspecification Tests," G.R.E.Q.A.M. 91a17, Universite Aix-Marseille III.

  22. 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. 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. [Downloadable!] (restricted)

  2. 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. [Downloadable!]

  3. 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. [Downloadable!] (restricted)
    Other versions:

  4. 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. [Downloadable!] (restricted)

  5. 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. [Downloadable!] (restricted)

  6. 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. [Downloadable!] (restricted)
    Other versions:

  7. Bauwens, Luc & Lubrano, Michel, 2002. "Bayesian option pricing using asymmetric GARCH models," Journal of Empirical Finance, Elsevier, vol. 9(3), pages 321-342, August. [Downloadable!] (restricted)
    Other versions:

  8. 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.
    Other versions:

  9. Barthelemy, Fabrice & Lubrano, Michel, 1996. "Unit roots tests and SARIMA models," Economics Letters, Elsevier, vol. 50(2), pages 147-154, February. [Downloadable!] (restricted)

  10. 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.
    Other versions:

  11. Lubrano, Michel, 1995. "Testing for unit roots in a Bayesian framework," Journal of Econometrics, Elsevier, vol. 69(1), pages 81-109, September. [Downloadable!] (restricted)

  12. 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. [Downloadable!] (restricted)

  13. 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, Blackwell Publishing, vol. 53(4), pages 603-24, August. [Downloadable!] (restricted)

  14. Lubrano, Michel, 1985. "Bayesian analysis of switching regression models," Journal of Econometrics, Elsevier, vol. 29(1-2), pages 69-95. [Downloadable!] (restricted)

  15. Lubrano, Michel, 1985. "Some aspects of prior elicitation problems in disequilibrium models," Journal of Econometrics, Elsevier, vol. 29(1-2), pages 165-172. [Downloadable!] (restricted)

NEP Fields

2 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-ECM: Econometrics (1) 2006-11-04 Author is listed
  2. NEP-MAC: Macroeconomics (1) 2006-11-04 Author is listed
Did you know? You can create your own reading lists on IDEAS.

This page was last updated on 2009-11-19.

This information is provided to you by IDEAS at the Department of Economics, College of Liberal Arts and Sciences, University of Connecticut using RePEc data on a server sponsored by the Society for Economic Dynamics.