Density inference for ranking European Research Systems in the Fields of Economics.
Authors: Michel Lubrano and Camelia Protopopescu
Source: Journal of Econometrics (forthcoming).
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2002

Bayesian option pricing using asymetric GARCH models.
Authors: Luc Bauwens and Michel Lubrano
Source: Journal of Empirical Finance, vol 9/3 pp 321-344.
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2001

Smooth transition GARCH models: a Bayesian approach.
Author: Michel Lubrano
Source: Recherches Economiques de Louvain,  67(3), pp 257-287.
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2000

Bayesian model choice for the short term US interest rate
Author: Michel Lubrano.
Source: I. Edward George: Bayesian methods with application to science, policy and official statistics, Proceedings of ISBA 2000, Eurostat, Luxemburg.
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Bayesian Analysis of Nonlinear Time Series with Models with a Threshold.
Author: Michel Lubrano
Source: William A. Barnett, David F. Hendry, Svend Hylleberg, Timo Teräsvirta, Dag Tjöstheim, and Allan Würtz (eds), Non-linear Econometric Modelling, Cambridge University Press, pp:79-118.
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1999

Trends and Breaking Points of the Bayesian Econometric Literature
Authors: Luc Bauwens and Michel Lubrano
Source: Louis-André Gérard-Varet and Alan Kirman (eds), Economics beyond the Millennium, Oxford University Press, pp: 273-299.
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1998

TSP 4.4 an old but powerful econometric software
Author: Michel Lubrano.
Source: The Economic Journal, 108 (450), pp: 1621-1627.
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Bayesian inference on GARCH models using the Gibbs sampler
Authors: Luc Bauwens and Michel Lubrano.
Source: The Econometrics Journal, 1, pp: C23-C46.
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1996

Identification Restrictions and Posterior Densities in Cointegrated Gaussian Vector System
Authors: Luc Bauwens and Michel Lubrano
Source: Thomas Fomby et Carter Hill (eds), Advances in Econometrics, JAI Press.
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Are Interest Rates Responsible for Unemployment in the Eighties
Authors: David de la Croix and Michel Lubrano
Source: Thomas Fomby et Carter Hill (eds), Advances in Econometrics, JAI Press.
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Real Wages, Quantity Constraints and Equilibrium Unemployment, Belgium 1955-1988
Authors: Michel Lubrano, Fati Metha and Henri Sneessens.
Source: Empirical Economics 21, pp: 427-457.
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Unit Root Tests and SARIMA Models
Authors: Fabrice Barthelemy and Michel Lubrano
Source: Economic Letters 50, pp: 147-154.
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1995

Bayesian Tests for Single Equation Cointegration in the Case of Structural  Breaks
Author: Michel Lubrano
Source: Recherches Economiques de Louvain 61, 1995, pp: 479-507.
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Bayesian and classical econometric modeling of time series
Authors: Luc Bauwens and Michel Lubrano
Source:  Journal  of Econometrics 69, 1995, pp: 1-4.
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Testing for Unit Roots in a Bayesian framework
Author: Michel Lubrano
Source: Journal of Econometrics 69, 1995, pp: 81-109.
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