He doesn't respond to Lauren at all, no matter what she says. This is a job for Superman! -- er, for Joey, I mean.
Hint 2
And even Joey doesn't get anywhere just talking. Let's try something a little more physical.
Hint 3
He's really into his playing. What can Joey do to interrupt the music?
Hint 4
While you're directing Joey, left-click/use the ghost's saxophone to yank it out of his mouth.
Hint 5
This will only divert him for one or two questions, so choose ones that count.
Hint 6
If you first "question his presence" and then "ask some questions," the ghost will tell you where he thinks he is. That gives you a good starting point.
Hint 7
The ghost said he's on stage in a place called Johnny Ivory's. Go back to your apartment and look it up in the phone book to put it on the map.