Michel
LUBRANO's Home page
Current Position: CNRS
directeur de recherche
Emeritus (since 2018)
Address: GREQAM,
Ilot Bernard Dubois
5, Bd Maurice Bourdet
F-1300& Marseille
Tel: 04 13 55 25 57
Fax: il n'y en a plus!!!
email: michel.lubrano@univ-amu.fr
Photo: when I was a student in 1976.
A more recent picture
taken by Luc Bauwens
Fields of interest: Bayesian econometrics, Bayesian
computations,
econometrics of inequality and poverty, income mobility, empirical models of
the labour market, happiness economics, the chinese economy.
Detailed CV
Google Scholar citations (2016)
FOREWORD: this page is updated on a very irregular basis.
Lecturing
PhD Lecturing: The Bayesian approach to poverty measurement (2022). The lecture notes are available as separate pdf files, one for each lecture. The notes will be dowloaded after each lecture.
Cours de Mastère 2ième année ETE: The World income distribution. This is a two hour lecture devoted to the econometric questions around the World Income Distribution. The lecture notes are available as a single pdf file. The lecture was given in 2018 and 2019.
Cours de PhD: The econometrics of Income and Social Mobility (2019). The lecture notes are available as separate pdf files, one for each lecture. The notes will be dowloaded after each lecture.
Cours de Mastère 2ième année: The econometrics of inequality and poverty measurement.
The lecture notes are availalble as
separate pdf files, one for each chapter. The notes will be dowloaded after each lecture.
Cours de Mastère 1ère année: Econométrie
des séries temporelles avec applications en finance. Ce cours de
12h vient en introduction au cours d'économétrie
appliquée de 12h donné par Eric Girardin.
Chapitre I: Modèles
à corrections d'erreurs
(Version 2007)
Chapitre II: Modèles
VAR et modèles à équations simultannées
(Version 2007)
Les questions d'examen porteront sur les chapitres I et II. Les
seuls documents autorisés à l'examen sont une feuille de
formules recto verso que chaque étudiant devra se confectionner.
Pour ses questions, Eric Girardin n'autorise aucun document.
A titre d'illustation du cours, il est plus qu'utile de lire l'article
deux articles. Davidson,
Hendry, Sbra
et Yeo (fichier pdf), en particulier les section 8 et 9 pour
illustrer le chapitre I. Pour le chapitre II, il serait bon de lire la
section 2 de l'article de Sims Macroeconomics
and Reality (en négligeant la section 1 qui est trop dure).
Cours de Mastère 2ième année: Volatilité et Risques Financiers.
The lecture notes are availalble as
separate pdf files, one for each chapter.
Cours de Mastère 2ième année: Non-Stationary
Time
Series Econometrics with Financial Applications.
The lecture notes are availalble as
separate pdf files, one for each chapter. These notes correspond to the
lecture referenced on the Web site of the AE2
Master Degree.
This lecture is given together with Eric Girardin for the
financial aspects.
Reading Group Bayesian Model Choice: The program of this reading group is available here. It took place in 2018
The Dynamics of Inequalities and their Perceptions
DynIPer
A two year research contract involving a post doctoral position. More details here.
Honoris Causa doctorate of Tony Atkinson
Tony Atkinson was awarded a doctorat Honoris Causa from the
Université de la méditerranée in November 2010.
The text of the eloge is available here.
Publications
Books: 1) Bayesian Inference in Dynamic Econometric Models
(co-authored
with Luc Bauwens and Jean-François Richard, Oxford University
Press,
1999).
2) On Kolm's Theory of
Macrojustice (edited with Claude Gamel, Springer Verlag 2011)
Recently published articles
- Benzidia Majda, Michel Lubrano and Paolo Melindi-Ghidi (2023) Education politics, schooling choice andpublic school quality: theimpact ofincome polarization. International Tax and Public Finance. Available at https://rdcu.be/dvAPg
- Fourrier-Nicolai and Michel Lubrano (2023) Bayesian
inference for non-anonymous growth incidence curves using Bernstein
polynomials: an application to academic wage dynamics. Studies in Nonlinear Dynamics & Econometrics.
- Lubrano Michel and Zhou Xun (2023) The Bayesian approach to poverty measurement Research Handbook on Measuring Poverty and Deprivation.
- Gallic Ewen, Michel Lubrano and Pierre Michel (2022) Optimal lockdowns for COVID‐19 pandemics: Analyzing the efficiency of sanitary policies in Europe. Journal of Public Economic Theory
- Fourrier Edwin and Michel Lubrano (2021) Bayesian inference for parametric growth incidence curves Research on Economic Inequality: Poverty, Inequality and Shocks
- Han Shaozhen, Guoming Li, Michel Lubrano and Zhou Xun (2020) Lie of the weak: Inconsistent corporate social responsibility activities of Chinese zombie firms Journal of Cleaner Production
- Fourrier-Nicoloai and Michel Lubrano (2020) Bayesian inference for TIP curves: an application to child poverty in Germany. Journal of Economic Inequality.
- Benzidia Majda and Michel Lubrano (2019) A Bayesian Look at American Academic Wages: From wage dispersion to wage compression. Journal of Economic Inequality. https://doi.org/10.1007/s10888-019-09431-9
- Xun, Zhou and Michel Lubrano (2017) A Bayesian measure of poverty in the Developing World. Review of Income and Wealth.doi = 10.1111/roiw.12295.
- Xun, Zhou and Michel Lubrano (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. 31(4), pages 756-761.
- Ndoye A.A.J. and M. Lubrano (2014) Tournaments and Superstar models: A Mixture of two Pareto distributions. Research on Economic Inequality, Vol. 22, Edited by John Bishop and Juan Gabriel Rodriguez. pp 449-479.
- Michel Lubrano and Abdoul Aziz Junior Ndoye (2016) Income inequality decomposition using a finite mixture of log-normal distributions: A Bayesian approach. Computational Statistics and Data Analysis, 100, pages 830-846.
- Lubrano M. and A.A.J. Ndoye (2014) Bayesian
Unconditional Quantile Regression: An Analysis of Recent Expansions in
Wage Structure and Earnings Inequality in the US1992-2009 . Scottish Journal of Political Economy, 61(2): 129-153
- Goudard M. and M. Lubrano (2013) Human capital, social capital and scientific research in Europe: An application of linear hierarchical models. The Manchester School, 81(6), 876-903
Some Past Published articles: with
downloadable postscript or pdf files
Working papers: current papers not
yet
published
Ranking european economic departments: at the initiative of
the
European
Economic Association, four groups
have
been working hard on this topic. CORE-GREQAM is one of them. If you are
interested by the details of the procedure and by intermediate results,
please consult our group page.
The final
report is now available in its corrected version.
Local Conferences
EC2: Marseilles
organized the 2004 edition of the EC2 conference. Alvaro
Ecribano was in charge of the scientific commitee and myself in
charge
of the local organisation. The theme of the conference was "The
Econometrics
of Industrial Organisation". A selection of the papers are
currently being edited for a special issue of the Journal of Applied
Econometrics.
Inference and test in Econometrics : a Tribute to Russell Davidson (co-organised with Anne Peguin-Feisolle) April 2008.
Adres Doctoral Conference: 19-20 january 2012, Marseille, Vieille Charité (co-organised with Thibault Gajdos)
DynIPer conference, The Dynamics of Inequality and their Perception,
Vieille Charité, 26-27 May 2016 (co-organised with Thomas Seegmuller)
Other items
Econometrics link:
Conferences
- AMRADS
Workshop in Time Series, Rhodes 27-28 May 2002
-
Presentation
and slides
- EC2
conference on Model Selection, Bologna 13th-14th December 2002
-
Presentation
and slides
- 31rst Macromodels Conference, Warsaw 2-4 December 2004
- Lisbon, August 2007
Hobbies:
Plan International
The city of Marseille
How to get oriented in the
city
of Marseille:
Map of the city of Marseille,
detailed
map of the surroundings of the Vieille Charité. How
to reach the Vieille Charité.
Photography by J.P. Lacharme
End of home page