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@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, financial econometrics, empirical models of the labour market, happiness economics.
Detailed CV
Google Scholar citations (2016)

The Dynamics of Inequalities and their Perceptions
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.

Local interest : current lecturing

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.

Past lectures

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.


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
  1. Xun, Zhou and Michel Lubrano (2015) 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. DOI: 10.1002/jae.2434
  2. 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.
  3. Michel Lubrano and Abdoul Aziz Junior Ndoye (2014) Income inequality decomposition using a finite mixture of log-normal distributions: A Bayesian approach. Computational Statistics and Data Analysis doi:10.1016/j.csda.2014.10.009.
  4. 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
  5. 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:



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