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John Stachurski

Personal Details

First Name:John
Middle Name:
Last Name:Stachurski
Suffix:
RePEc Short-ID:pst14
http://johnstachurski.net

Affiliation

Research School of Economics
College of Business and Economics
Australian National University

Canberra, Australia
https://rse.anu.edu.au/
RePEc:edi:eganuau (more details at EDIRC)

Research output

as
Jump to: Working papers Articles Chapters Books

Working papers

  1. Jaroslav Borovička & John Stachurski, 2017. "Necessary and Sufficient Conditions for Existence and Uniqueness of Recursive Utilities," NBER Working Papers 24162, National Bureau of Economic Research, Inc.
  2. Takashi Kamihigashi & John Stachurski, 2012. "Exact Draws from the Stationary Distribution of Entry-Exit Models," Discussion Paper Series DP2012-26, Research Institute for Economics & Business Administration, Kobe University.
  3. Takashi Kamihigashi & John Stachurski, 2012. "Existence, Uniqueness and Stability of Stationary Distributions: An Extension of the Hopenhayn-Prescott Theorem," Discussion Paper Series DP2012-27, Research Institute for Economics & Business Administration, Kobe University.
  4. Tomoo Kikuchi & Kazuo Nishimura & John Stachurski, 2012. "Coase meets Tarski: New Insights from Coase's Theory of the Firm," KIER Working Papers 828, Kyoto University, Institute of Economic Research.
  5. Yiyong Cai & Takashi Kamihigashi & John Stachurski, 2012. "Stochastic Optimal Growth with Risky Labor Supply," ANU Working Papers in Economics and Econometrics 2012-585, Australian National University, College of Business and Economics, School of Economics.
  6. R. Anton Braun & Huiyu Li & John Stachurski, 2011. "Generalized Look-Ahead Methods for Computing Stationary Densities," ANU Working Papers in Economics and Econometrics 2011-558, Australian National University, College of Business and Economics, School of Economics.
  7. Vance Martin & Yoshihiko Nishiyama & John Stachurski, 2011. "A Goodness Of Fit Test For Ergodic Markov Processes," KIER Working Papers 787, Kyoto University, Institute of Economic Research.
  8. Takashi Kamihigashi & John Stachurski, 2011. "An Order-Theoretic Mixing Condition for Monotone Markov Chains," Discussion Paper Series DP2011-24, Research Institute for Economics & Business Administration, Kobe University, revised Sep 2011.
  9. Yin Liao & John Stachurski, 2011. "Parametric Conditional Monte Carlo Density Estimation," ANU Working Papers in Economics and Econometrics 2011-562, Australian National University, College of Business and Economics, School of Economics.
  10. Takashi Kamihigashi & John Stachurski, 2011. "Existence, Stability and Computation of Stationary Distributions: An Extension of the Hopenhayn-Prescott Theorem," Discussion Paper Series DP2011-32, Research Institute for Economics & Business Administration, Kobe University.
  11. Jenö Pál & John Stachurski, 2011. "Fitted Value Function Iteration With Probability One Contractions," ANU Working Papers in Economics and Econometrics 2011-560, Australian National University, College of Business and Economics, School of Economics.
  12. Takashi Kamihigashi & John Stachurski, 2011. "Stability of Stationary Distributions in Monotone Economies," ANU Working Papers in Economics and Econometrics 2011-561, Australian National University, College of Business and Economics, School of Economics.
  13. Takashi Kamihigashi & John Stachurski, 2010. "Stochastic Stability in Monotone Economies," Discussion Paper Series DP2010-12, Research Institute for Economics & Business Administration, Kobe University.
  14. Takashi Kamihigashi & John Stachurski, 2010. "A Note on Monotone Markov Processes," Discussion Paper Series DP2010-13, Research Institute for Economics & Business Administration, Kobe University.
  15. Richard Anton Braun & Huiyu Li & John Stachurski, 2009. "Computing Densities and Expectations in Stochastic Recursive Economies: Generalized Look-Ahead Techniques," CIRJE F-Series CIRJE-F-620, CIRJE, Faculty of Economics, University of Tokyo.
  16. John Stachurski & Huiyu Li & Richard Anton Braun, 2009. "Computing Densities in Stochastic Recursive Economies: Generalized Look-Ahead Techniques," 2009 Meeting Papers 975, Society for Economic Dynamics.
  17. Takashi Kamihigashi & John Stachurski, 2009. "Asymptotics Of Stochastic Recursive Economies Under Monotonicity," KIER Working Papers 666, Kyoto University, Institute of Economic Research.
  18. Richard Anton Braun & Huiyu Li & John Stachurski, 2009. "Computing Densities: A Conditional Monte Carlo Estimator," CIRJE F-Series CIRJE-F-678, CIRJE, Faculty of Economics, University of Tokyo.
  19. John Stachurski, 2006. "Continuous State Dynamic Programming Via Nonexpansive Approximation," KIER Working Papers 618, Kyoto University, Institute of Economic Research.
  20. Kazuo Nishimura & John Stachurski, 2006. "Stochastic Optimal Policies When the Discout Rate Vanishes," KIER Working Papers 617, Kyoto University, Institute of Economic Research.
  21. John Stachurski, 2006. "Necessary and Sufficient Conditions for Stability of Finite State Markov Chains," KIER Working Papers 614, Kyoto University, Institute of Economic Research.
  22. John Stachurski, 2005. "Computable Bounds for Extreme Event Probabilities in Stochastic Economic Models," Department of Economics - Working Papers Series 927, The University of Melbourne.
  23. John Stachurski, 2005. "Computing the Distributions of Economic Models Via Simulation," Department of Economics - Working Papers Series 949, The University of Melbourne.
  24. Kazuo Nishimura & John Stachurski, 2004. "Stochastic Optimal Growth when the Discount Rate Vanishes," Department of Economics - Working Papers Series 908, The University of Melbourne.
  25. Cuong Le Van & John Stachurski, 2004. "Equivalent conditions for irreducibility of discrete time Markov chains," Cahiers de la Maison des Sciences Economiques b04061, Université Panthéon-Sorbonne (Paris 1).
  26. Leonard J. Mirman & Kevin Reffett & John Stachurski, 2004. "Some Stability Results for Markovian Economic Semigroups," Department of Economics - Working Papers Series 902, The University of Melbourne.
  27. John Stachurski, 2004. "Asymptotic Statistical Properties Of The Neoclassical Optimal Growth Model," Department of Economics - Working Papers Series 898, The University of Melbourne.
  28. Costas Aariadis & John Stachurski, 2004. "Poverty Traps," Department of Economics - Working Papers Series 913, The University of Melbourne.
  29. Kazuo Nishimura & Ryszard Rudnicki & John Stachurski, 2004. "Stochastic Growth With Nonconvexities:The Optimal Case," Department of Economics - Working Papers Series 897, The University of Melbourne.
  30. John Stachurski & Cuong Le Van, 2004. "Parametric continuity of stationary distributions," Cahiers de la Maison des Sciences Economiques b04059, Université Panthéon-Sorbonne (Paris 1).
  31. John Stachurski, 2003. "Log-Linearization of Stochastic Economic Models," KIER Working Papers 564, Kyoto University, Institute of Economic Research.
  32. Costas Azariadis & John Stachurski, 2003. "A Forward Projection of the Cross-Country Income Distribution," KIER Working Papers 570, Kyoto University, Institute of Economic Research.
  33. John Stachurski, 2002. "Random Dynamical Systems with Multiplicative Noise," Department of Economics - Working Papers Series 834, The University of Melbourne.
  34. John Stachurski, 2001. "Convergence, Path Dependence And The Nature Of Stochastic Equilibria: A Teratology Of Growth Methods," Department of Economics - Working Papers Series 815, The University of Melbourne.
  35. Stachurski, J., 2001. "Log-Linearization of Perturbed Dynamical Systems, With Applications to Optimal Growth," Department of Economics - Working Papers Series 788, The University of Melbourne.
  36. Stachurski, J., 2001. "Stochastic Growth: Asymptotic Distributions," Department of Economics - Working Papers Series 787, The University of Melbourne.
  37. Stachurski, J., 2001. "Stochastic Optimal Growth with Unbounded Shock," Department of Economics - Working Papers Series 777, The University of Melbourne.
  38. Stachurski, J., 2000. "Asymptotic Stability of a Brock-Mirman Economy with Unbounded Shock," Department of Economics - Working Papers Series 746, The University of Melbourne.

Articles

  1. Stachurski, John & Venditti, Alain & Yano, Makoto, 2012. "Introduction To Macroeconomic Dynamics Special Issue In Honor Of Kazuo Nishimura: Nonlinear Dynamics In Equilibrium Models," Macroeconomic Dynamics, Cambridge University Press, vol. 16(S1), pages 1-4, April.
  2. Kamihigashi, Takashi & Stachurski, John, 2012. "An order-theoretic mixing condition for monotone Markov chains," Statistics & Probability Letters, Elsevier, vol. 82(2), pages 262-267.
  3. Stachurski, John, 2012. "Bounding Tail Probabilities In Dynamic Economic Models," Macroeconomic Dynamics, Cambridge University Press, vol. 16(S1), pages 117-126, April.
  4. Nishimura, Kazuo & Stachurski, John, 2010. "Perfect simulation of stationary equilibria," Journal of Economic Dynamics and Control, Elsevier, vol. 34(4), pages 577-584, April.
  5. Kikuchi, Tomoo & Stachurski, John, 2009. "Endogenous inequality and fluctuations in a two-country model," Journal of Economic Theory, Elsevier, vol. 144(4), pages 1560-1571, July.
  6. Nishimura, Kazuo & Stachurski, John, 2009. "Equilibrium storage with multiple commodities," Journal of Mathematical Economics, Elsevier, vol. 45(1-2), pages 80-96, January.
  7. Kazuo Nishimura & John Stachurski, 2009. "On geometric ergodicity of the commodity pricing model," International Journal of Economic Theory, The International Society for Economic Theory, vol. 5(3), pages 293-300, September.
  8. John Stachurski & Vance Martin, 2008. "Computing the Distributions of Economic Models via Simulation," Econometrica, Econometric Society, vol. 76(2), pages 443-450, March.
  9. John Stachurski, 2008. "Continuous State Dynamic Programming via Nonexpansive Approximation," Computational Economics, Springer;Society for Computational Economics, vol. 31(2), pages 141-160, March.
  10. Cuong Van & John Stachurski, 2007. "Parametric continuity of stationary distributions," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 33(2), pages 333-348, November.
  11. Nishimura, Kazuo & Stachurski, John, 2007. "Stochastic optimal policies when the discount rate vanishes," Journal of Economic Dynamics and Control, Elsevier, vol. 31(4), pages 1416-1430, April.
  12. Nishimura, Kazuo & Rudnicki, Ryszard & Stachurski, John, 2006. "Stochastic optimal growth with nonconvexities," Journal of Mathematical Economics, Elsevier, vol. 42(1), pages 74-96, February.
  13. Leonard J. Mirman & Kevin Reffett & John Stachurski, 2005. "Some stability results for Markovian economic semigroups," International Journal of Economic Theory, The International Society for Economic Theory, vol. 1(1), pages 57-72, March.
  14. Nishimura, Kazuo & Stachurski, John, 2005. "Stability of stochastic optimal growth models: a new approach," Journal of Economic Theory, Elsevier, vol. 122(1), pages 100-118, May.
  15. Stachurski John, 2003. "Stochastic Growth with Increasing Returns: Stability and Path Dependence," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 7(2), pages 1-13, July.
  16. John Stachurski, 2003. "Stochastic growth: asymptotic distributions," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 21(4), pages 913-919, June.
  17. Stachurski, John, 2003. "Economic dynamical systems with multiplicative noise," Journal of Mathematical Economics, Elsevier, vol. 39(1-2), pages 135-152, February.
  18. Stachurski, John, 2002. "Stochastic Optimal Growth with Unbounded Shock," Journal of Economic Theory, Elsevier, vol. 106(1), pages 40-65, September.

Chapters

  1. Azariadis, Costas & Stachurski, John, 2005. "Poverty Traps," Handbook of Economic Growth, in: Philippe Aghion & Steven Durlauf (ed.), Handbook of Economic Growth, edition 1, volume 1, chapter 5, Elsevier.

Books

  1. John Stachurski, 2009. "Economic Dynamics: Theory and Computation," MIT Press Books, The MIT Press, edition 1, volume 1, number 0262012774, April.

More information

Research fields, statistics, top rankings, if available.

Statistics

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Rankings

This author is among the top 5% authors according to these criteria:
  1. Number of Distinct Works, Weighted by Number of Authors and Recursive Impact Factors

Co-authorship network on CollEc

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 28 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-ECM: Econometrics (14) 2005-03-13 2005-03-13 2006-03-18 2006-03-18 2006-04-29 2006-04-29 2006-04-29 2009-11-27 2011-07-27 2011-10-22 2011-10-22 2011-10-22 2011-10-22 2011-10-22. Author is listed
  2. NEP-CIS: Confederation of Independent States (7) 2011-10-22 2011-10-22 2011-10-22 2011-10-22 2011-10-22 2011-10-22 2011-10-22. Author is listed
  3. NEP-DGE: Dynamic General Equilibrium (7) 2006-03-25 2006-04-29 2006-04-29 2009-05-23 2011-12-13 2012-10-13 2012-10-20. Author is listed
  4. NEP-CMP: Computational Economics (6) 2006-03-18 2006-03-25 2006-04-29 2006-04-29 2011-10-22 2012-10-27. Author is listed
  5. NEP-BEC: Business Economics (4) 2006-03-25 2012-09-09 2012-10-27 2012-11-03
  6. NEP-ETS: Econometric Time Series (3) 2005-03-13 2005-03-13 2009-11-27
  7. NEP-ICT: Information and Communication Technologies (2) 2006-03-18 2006-04-29
  8. NEP-MIC: Microeconomics (2) 2012-09-09 2018-01-22
  9. NEP-CBA: Central Banking (1) 2006-04-29
  10. NEP-COM: Industrial Competition (1) 2012-09-09
  11. NEP-ORE: Operations Research (1) 2010-05-02
  12. NEP-UPT: Utility Models and Prospect Theory (1) 2018-01-22

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