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Details about John Stachurski

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Homepage:http://johnstachurski.net
Workplace:Research School of Economics, College of Business and Economics, Australian National University, (more information at EDIRC)

Access statistics for papers by John Stachurski.

Last updated 2012-10-23. Update your information in the RePEc Author Service.

Short-id: pst14


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Working Papers

2012

  1. Coase meets Tarski: New Insights from Coase's Theory of the Firm
    KIER Working Papers, Kyoto University, Institute of Economic Research Downloads
  2. Exact Draws from the Stationary Distribution of Entry-Exit Models
    ANU Working Papers in Economics and Econometrics, Australian National University, College of Business and Economics, School of Economics Downloads
    Also in Discussion Paper Series, Research Institute for Economics & Business Administration, Kobe University (2012) Downloads
  3. Existence, Uniqueness and Stability of Stationary Distributions: An Extension of the Hopenhayn-Prescott Theorem
    Discussion Paper Series, Research Institute for Economics & Business Administration, Kobe University Downloads
  4. Stochastic Optimal Growth with Risky Labor Supply
    Discussion Paper Series, Research Institute for Economics & Business Administration, Kobe University Downloads
    Also in ANU Working Papers in Economics and Econometrics, Australian National University, College of Business and Economics, School of Economics (2012) Downloads

2011

  1. A GOODNESS OF FIT TEST FOR ERGODIC MARKOV PROCESSES
    KIER Working Papers, Kyoto University, Institute of Economic Research Downloads
    Also in ANU Working Papers in Economics and Econometrics, Australian National University, College of Business and Economics, School of Economics (2011) Downloads
  2. An Order-Theoretic Mixing Condition for Monotone Markov Chains
    Discussion Paper Series, Research Institute for Economics & Business Administration, Kobe University Downloads View citations (1)
    Also in ANU Working Papers in Economics and Econometrics, Australian National University, College of Business and Economics, School of Economics (2011) Downloads View citations (2)

    See also Journal Article in Statistics & Probability Letters (2012)
  3. Existence, Stability and Computation of Stationary Distributions: An Extension of the Hopenhayn-Prescott Theorem
    Discussion Paper Series, Research Institute for Economics & Business Administration, Kobe University Downloads View citations (7)
  4. Fitted Value Function Iteration With Probability One Contractions
    ANU Working Papers in Economics and Econometrics, Australian National University, College of Business and Economics, School of Economics Downloads
  5. Generalized Look-Ahead Methods for Computing Stationary Densities
    ANU Working Papers in Economics and Econometrics, Australian National University, College of Business and Economics, School of Economics Downloads View citations (1)
  6. Parametric Conditional Monte Carlo Density Estimation
    ANU Working Papers in Economics and Econometrics, Australian National University, College of Business and Economics, School of Economics Downloads
  7. Stability of Stationary Distributions in Monotone Economies
    ANU Working Papers in Economics and Econometrics, Australian National University, College of Business and Economics, School of Economics Downloads

2010

  1. A Note on Monotone Markov Processes
    Discussion Paper Series, Research Institute for Economics & Business Administration, Kobe University Downloads
  2. Stochastic Stability in Monotone Economies
    Discussion Paper Series, Research Institute for Economics & Business Administration, Kobe University Downloads

2009

  1. ASYMPTOTICS OF STOCHASTIC RECURSIVE ECONOMIES UNDER MONOTONICITY
    KIER Working Papers, Kyoto University, Institute of Economic Research Downloads View citations (2)
  2. Computing Densities and Expectations in Stochastic Recursive Economies: Generalized Look-Ahead Techniques
    CIRJE F-Series, CIRJE, Faculty of Economics, University of Tokyo Downloads
  3. Computing Densities in Stochastic Recursive Economies: Generalized Look-Ahead Techniques
    2009 Meeting Papers, Society for Economic Dynamics Downloads
  4. Computing Densities: A Conditional Monte Carlo Estimator
    CIRJE F-Series, CIRJE, Faculty of Economics, University of Tokyo Downloads
    Also in CARF F-Series, Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo (2009) Downloads

2007

  1. Parametric continuity of stationary distributions
    Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL Downloads View citations (2)
    Also in Department of Economics - Working Papers Series, The University of Melbourne (2004) Downloads View citations (1)
    Cahiers de la Maison des Sciences Economiques, Université Panthéon-Sorbonne (Paris 1) (2004) Downloads View citations (3)
    KIER Working Papers, Kyoto University, Institute of Economic Research (2006) Downloads

    See also Journal Article in Economic Theory (2007)

2006

  1. Computing the Distributions of Economic Models Via Simulation
    KIER Working Papers, Kyoto University, Institute of Economic Research Downloads
    Also in Department of Economics - Working Papers Series, The University of Melbourne (2005) Downloads View citations (1)
    Computing in Economics and Finance 2006, Society for Computational Economics (2006)

    See also Journal Article in Econometrica (2008)
  2. Continuous State Dynamic Programming Via Nonexpansive Approximation
    KIER Working Papers, Kyoto University, Institute of Economic Research Downloads
    Also in Department of Economics - Working Papers Series, The University of Melbourne (2006) Downloads View citations (1)

    See also Journal Article in Computational Economics (2008)
  3. Necessary and Sufficient Conditions for Stability of Finite State Markov Chains
    KIER Working Papers, Kyoto University, Institute of Economic Research Downloads
    Also in Department of Economics - Working Papers Series, The University of Melbourne (2005) Downloads
  4. Stochastic Optimal Policies When the Discout Rate Vanishes
    KIER Working Papers, Kyoto University, Institute of Economic Research Downloads
    See also Journal Article in Journal of Economic Dynamics and Control (2007)

2005

  1. Computable Bounds for Extreme Event Probabilities in Stochastic Economic Models
    Department of Economics - Working Papers Series, The University of Melbourne Downloads

2004

  1. ASYMPTOTIC STATISTICAL PROPERTIES OF THE NEOCLASSICAL OPTIMAL GROWTH MODEL
    Department of Economics - Working Papers Series, The University of Melbourne Downloads
  2. Equivalent Conditions for Irreducibility of Discrete Time Markov Chains
    Department of Economics - Working Papers Series, The University of Melbourne Downloads
    Also in Cahiers de la Maison des Sciences Economiques, Université Panthéon-Sorbonne (Paris 1) (2004) Downloads
  3. Poverty Traps
    Department of Economics - Working Papers Series, The University of Melbourne Downloads View citations (12)
    See also Chapter (2005)
  4. STOCHASTIC GROWTH WITH NONCONVEXITIES:THE OPTIMAL CASE
    Department of Economics - Working Papers Series, The University of Melbourne Downloads
  5. Some Stability Results for Markovian Economic Semigroups
    Department of Economics - Working Papers Series, The University of Melbourne Downloads View citations (1)
    See also Journal Article in International Journal of Economic Theory (2005)
  6. Stochastic Optimal Growth when the Discount Rate Vanishes
    Department of Economics - Working Papers Series, The University of Melbourne Downloads

2003

  1. A Forward Projection of the Cross-Country Income Distribution
    KIER Working Papers, Kyoto University, Institute of Economic Research View citations (11)
  2. Log-Linearization of Stochastic Economic Models
    KIER Working Papers, Kyoto University, Institute of Economic Research

2002

  1. Random Dynamical Systems with Multiplicative Noise
    Department of Economics - Working Papers Series, The University of Melbourne Downloads

2001

  1. CONVERGENCE, PATH DEPENDENCE AND THE NATURE OF STOCHASTIC EQUILIBRIA: A TERATOLOGY OF GROWTH METHODS
    Department of Economics - Working Papers Series, The University of Melbourne Downloads
  2. Log-Linearization of Perturbed Dynamical Systems, With Applications to Optimal Growth
    Department of Economics - Working Papers Series, The University of Melbourne Downloads View citations (1)
  3. Stochastic Growth: Asymptotic Distributions
    Department of Economics - Working Papers Series, The University of Melbourne Downloads
    See also Journal Article in Economic Theory (2003)
  4. Stochastic Optimal Growth with Unbounded Shock
    Department of Economics - Working Papers Series, The University of Melbourne Downloads View citations (3)
    See also Journal Article in Journal of Economic Theory (2002)

2000

  1. Asymptotic Stability of a Brock-Mirman Economy with Unbounded Shock
    Department of Economics - Working Papers Series, The University of Melbourne Downloads View citations (1)

Journal Articles

2012

  1. An order-theoretic mixing condition for monotone Markov chains
    Statistics & Probability Letters, 2012, 82, (2), 262-267 Downloads View citations (8)
    See also Working Paper (2011)
  2. BOUNDING TAIL PROBABILITIES IN DYNAMIC ECONOMIC MODELS
    Macroeconomic Dynamics, 2012, 16, (S1), 117-126 Downloads
  3. INTRODUCTION TO MACROECONOMIC DYNAMICS SPECIAL ISSUE IN HONOR OF KAZUO NISHIMURA: NONLINEAR DYNAMICS IN EQUILIBRIUM MODELS
    Macroeconomic Dynamics, 2012, 16, (S1), 1-4 Downloads

2010

  1. Perfect simulation of stationary equilibria
    Journal of Economic Dynamics and Control, 2010, 34, (4), 577-584 Downloads View citations (6)

2009

  1. Endogenous inequality and fluctuations in a two-country model
    Journal of Economic Theory, 2009, 144, (4), 1560-1571 Downloads View citations (1)
  2. Equilibrium storage with multiple commodities
    Journal of Mathematical Economics, 2009, 45, (1-2), 80-96 Downloads View citations (1)
  3. On geometric ergodicity of the commodity pricing model
    International Journal of Economic Theory, 2009, 5, (3), 293-300 Downloads

2008

  1. Computing the Distributions of Economic Models via Simulation
    Econometrica, 2008, 76, (2), 443-450 Downloads View citations (7)
    See also Working Paper (2006)
  2. Continuous State Dynamic Programming via Nonexpansive Approximation
    Computational Economics, 2008, 31, (2), 141-160 Downloads View citations (4)
    See also Working Paper (2006)

2007

  1. Parametric continuity of stationary distributions
    Economic Theory, 2007, 33, (2), 333-348 Downloads View citations (2)
    See also Working Paper (2007)
  2. Stochastic optimal policies when the discount rate vanishes
    Journal of Economic Dynamics and Control, 2007, 31, (4), 1416-1430 Downloads
    See also Working Paper (2006)

2006

  1. Stochastic optimal growth with nonconvexities
    Journal of Mathematical Economics, 2006, 42, (1), 74-96 Downloads View citations (7)

2005

  1. Some stability results for Markovian economic semigroups
    International Journal of Economic Theory, 2005, 1, (1), 57-72 Downloads
    See also Working Paper (2004)
  2. Stability of stochastic optimal growth models: a new approach
    Journal of Economic Theory, 2005, 122, (1), 100-118 Downloads View citations (34)

2003

  1. Economic dynamical systems with multiplicative noise
    Journal of Mathematical Economics, 2003, 39, (1-2), 135-152 Downloads View citations (3)
  2. Stochastic Growth with Increasing Returns: Stability and Path Dependence
    Studies in Nonlinear Dynamics & Econometrics, 2003, 7, (2), 1-13 Downloads View citations (1)
  3. Stochastic growth: asymptotic distributions
    Economic Theory, 2003, 21, (4), 913-919 Downloads View citations (3)
    See also Working Paper (2001)

2002

  1. Stochastic Optimal Growth with Unbounded Shock
    Journal of Economic Theory, 2002, 106, (1), 40-65 Downloads View citations (26)
    See also Working Paper (2001)

Books

2009

  1. Economic Dynamics: Theory and Computation, vol 1
    MIT Press Books, The MIT Press View citations (17)

Chapters

2005

  1. Poverty Traps
    Chapter 05 in Handbook of Economic Growth, 2005, vol. 1, Part A Downloads View citations (80)
    See also Working Paper (2004)
 
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