Personal Details
First Name: Michel
Middle Name:
Last Name: Lubrano
Suffix:
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
(in no particular order)
Works
| Working papers | Articles | Access
and download statistics | Citations (if
any)| NEP Fields |
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Working papers
- Luc, BAUWENS & Michel, LUBRANO, 2006.
"Bayesian Inference in Dynamic Disequilibrium Models : an Application to the Polish Credit Market,"
Université catholique de Louvain, Département des Sciences Economiques Working Paper
2006027, Université catholique de Louvain, Département des Sciences Economiques.
[Downloadable!]
Published as: - 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: - Lubrano, M., 2000.
"Bayesian Non-Linear Modellings of the Short Term US Interest Rate: the Help of Non-Parametric Tools,"
Papers
0038, Catholique de Louvain - Center for Operations Research and Economics.
- Lubrano, M., 1999.
"Smooth Transition GARCH Models: a Bayesian perspective,"
G.R.E.Q.A.M.
99a49, Universite Aix-Marseille III.
Other versions: - Lubrano, M., 1998.
"TPS 4.4 An Old But Powerful Econometric Software,"
G.R.E.Q.A.M.
98b02, Universite Aix-Marseille III.
- Bauwens, L. & Lubrano, M., 1997.
"Bayesian Option Pricing Using Asymmetric GARCH,"
G.R.E.Q.A.M.
97a40, Universite Aix-Marseille III.
- 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: - 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: - 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.
- 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.
- 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.
- 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,"
Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES) Discussion Paper
1994015, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES).
- Lubrano, Michel & Shadman-Mehta, Fatemeh & Sneessens, Henri R., 1993.
"Real Wages, Quantity Constraints and Equilibrium Unemployment : Belgium 1955-1988,"
Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES) Discussion Paper
1993011, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES).
Other versions:
Published as:
- 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.
- 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.
- 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.
- Lubrano, Michel, 1991.
"Testing for Unit Roots Cointegration in a Bayesian Framework,"
Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES) Discussion Paper
1991003, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES).
- Aprahamian, F. & Lubrano, M. & Marimoutou, V., 1991.
"A Bayesian Approach to Misspecification Tests,"
G.R.E.Q.A.M.
91a17, Universite Aix-Marseille III.
Articles
- 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: - 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)
- 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)
- 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)
- 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: - 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:
- Bauwens, L. & Lubrano, M., 1996.
"Bayesian Inference on Garch Models Using the Gibbs Sampler,"
Papers
9627, Catholique de Louvain - Center for Operations Research and Economics.
- 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.
- Barthelemy, Fabrice & Lubrano, Michel, 1996.
"Unit roots tests and SARIMA models,"
Economics Letters,
Elsevier, vol. 50(2), pages 147-154, February.
[Downloadable!] (restricted)
- 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:
- Lubrano, Michel & Shadman-Mehta, Fatemeh & Sneessens, Henri R., 1993.
"Real Wages, Quantity Constraints and Equilibrium Unemployment : Belgium 1955-1988,"
Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES) Discussion Paper
1993011, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES).
- Lubrano, M. & Shadman-Metha, F. & Sneessens, H.R., 1993.
"Real Wages, Quantity Constraints and Equilibrium Unemployment: Belgium, 1955-1988,"
G.R.E.Q.A.M.
93b02, Universite Aix-Marseille III.
- Lubrano, Michel, 1995.
"Testing for unit roots in a Bayesian framework,"
Journal of Econometrics,
Elsevier, vol. 69(1), pages 81-109, September.
[Downloadable!] (restricted)
- 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)
- 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)
- Lubrano, Michel, 1985.
"Bayesian analysis of switching regression models,"
Journal of Econometrics,
Elsevier, vol. 29(1-2), pages 69-95.
[Downloadable!] (restricted)
- 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
1 paper by this author was announced in NEP, and specifically in the following field reports (number of papers):
- NEP-ECM: Econometrics (1) 2006-11-04 Author is listed
- NEP-MAC: Macroeconomics (1) 2006-11-04 Author is listed
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