Michel
LUBRANO's Home page
Current Position: CNRS
directeur de recherche
Address: GREQAM,
Centre de la Vieille Charité
2, rue de la Charité
F-13002 Marseille
Tel: 04 91 14 07 45
Fax: 04 91 90 02 27
email: michel.lubrano@univmed.fr
Fields of interest: Bayesian econometrics, Bayesian
computations,
econometrics of inequality, financial econometrics, empirical models of
the labour market.
Detailed CV in french (sorry, but this
is mainly administrative. It has to be updated).
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.
Local interest
: lecturing
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.
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.
Publications
Book: Bayesian Inference in Dynamic Econometric Models
(co-authored
with Luc Bauwens and Jean-François Richard, Oxford University
Press,
1999). More
information
Recently published articles: with
downloadable postscript 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.
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
