Details about John Stachurski

Access statistics for papers by John Stachurski.

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

Short-id: pst14

Working Papers

2017

1. Necessary and Sufficient Conditions for Existence and Uniqueness of Recursive Utilities
   NBER Working Papers, National Bureau of Economic Research, Inc View citations (6)

2012

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

2011

6. A GOODNESS OF FIT TEST FOR ERGODIC MARKOV PROCESSES
   KIER Working Papers, Kyoto University, Institute of Economic Research
   Also in ANU Working Papers in Economics and Econometrics, Australian National University, College of Business and Economics, School of Economics (2011)
7. An Order-Theoretic Mixing Condition for Monotone Markov Chains
   Discussion Paper Series, Research Institute for Economics & Business Administration, Kobe University View citations (1)
   Also in ANU Working Papers in Economics and Econometrics, Australian National University, College of Business and Economics, School of Economics (2011) View citations (2)
   See also Journal Article An order-theoretic mixing condition for monotone Markov chains, Statistics & Probability Letters, Elsevier (2012) View citations (15) (2012)
8. 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 View citations (9)
9. 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 View citations (1)
10. 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 View citations (1)
11. Parametric Conditional Monte Carlo Density Estimation
    ANU Working Papers in Economics and Econometrics, Australian National University, College of Business and Economics, School of Economics
12. 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

2010

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

2009

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

2007

19. Parametric continuity of stationary distributions
    Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL View citations (6)
    Also in KIER Working Papers, Kyoto University, Institute of Economic Research (2006)
    Department of Economics - Working Papers Series, The University of Melbourne (2004) View citations (1)
    Cahiers de la Maison des Sciences Economiques, Université Panthéon-Sorbonne (Paris 1) (2004) View citations (3)
    See also Journal Article Parametric continuity of stationary distributions, Economic Theory, Springer (2007) View citations (6) (2007)

2006

20. Computing the Distributions of Economic Models Via Simulation
    KIER Working Papers, Kyoto University, Institute of Economic Research
    Also in Computing in Economics and Finance 2006, Society for Computational Economics (2006)
    Department of Economics - Working Papers Series, The University of Melbourne (2005) View citations (3)
    See also Journal Article Computing the Distributions of Economic Models via Simulation, Econometrica, Econometric Society (2008) View citations (17) (2008)
21. Continuous State Dynamic Programming Via Nonexpansive Approximation
    KIER Working Papers, Kyoto University, Institute of Economic Research
    Also in Department of Economics - Working Papers Series, The University of Melbourne (2006) View citations (1)
    See also Journal Article Continuous State Dynamic Programming via Nonexpansive Approximation, Computational Economics, Springer (2008) View citations (14) (2008)
22. Necessary and Sufficient Conditions for Stability of Finite State Markov Chains
    KIER Working Papers, Kyoto University, Institute of Economic Research
    Also in Department of Economics - Working Papers Series, The University of Melbourne (2005)
23. Stochastic Optimal Policies When the Discout Rate Vanishes
    KIER Working Papers, Kyoto University, Institute of Economic Research
    See also Journal Article Stochastic optimal policies when the discount rate vanishes, Journal of Economic Dynamics and Control, Elsevier (2007) View citations (3) (2007)

2005

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

2004

25. ASYMPTOTIC STATISTICAL PROPERTIES OF THE NEOCLASSICAL OPTIMAL GROWTH MODEL
    Department of Economics - Working Papers Series, The University of Melbourne
26. Equivalent Conditions for Irreducibility of Discrete Time Markov Chains
    Department of Economics - Working Papers Series, The University of Melbourne
    Also in Cahiers de la Maison des Sciences Economiques, Université Panthéon-Sorbonne (Paris 1) (2004)
27. Poverty Traps
    Department of Economics - Working Papers Series, The University of Melbourne View citations (11)
    See also Chapter Poverty Traps, Handbook of Economic Growth, Elsevier (2005) View citations (101) (2005)
28. STOCHASTIC GROWTH WITH NONCONVEXITIES:THE OPTIMAL CASE
    Department of Economics - Working Papers Series, The University of Melbourne
29. Some Stability Results for Markovian Economic Semigroups
    Department of Economics - Working Papers Series, The University of Melbourne View citations (1)
    See also Journal Article Some stability results for Markovian economic semigroups, International Journal of Economic Theory, The International Society for Economic Theory (2005) View citations (1) (2005)
30. Stochastic Optimal Growth when the Discount Rate Vanishes
    Department of Economics - Working Papers Series, The University of Melbourne

2003

31. A Forward Projection of the Cross-Country Income Distribution
    KIER Working Papers, Kyoto University, Institute of Economic Research View citations (16)
32. Log-Linearization of Stochastic Economic Models
    KIER Working Papers, Kyoto University, Institute of Economic Research

2002

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

2001

34. CONVERGENCE, PATH DEPENDENCE AND THE NATURE OF STOCHASTIC EQUILIBRIA: A TERATOLOGY OF GROWTH METHODS
    Department of Economics - Working Papers Series, The University of Melbourne
35. Log-Linearization of Perturbed Dynamical Systems, With Applications to Optimal Growth
    Department of Economics - Working Papers Series, The University of Melbourne View citations (1)
36. Stochastic Growth: Asymptotic Distributions
    Department of Economics - Working Papers Series, The University of Melbourne
    See also Journal Article Stochastic growth: asymptotic distributions, Economic Theory, Springer (2003) View citations (4) (2003)
37. Stochastic Optimal Growth with Unbounded Shock
    Department of Economics - Working Papers Series, The University of Melbourne View citations (3)
    See also Journal Article Stochastic Optimal Growth with Unbounded Shock, Journal of Economic Theory, Elsevier (2002) View citations (45) (2002)

2000

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

Journal Articles

2012

1. An order-theoretic mixing condition for monotone Markov chains
   Statistics & Probability Letters, 2012, 82, (2), 262-267 View citations (15)
   See also Working Paper An Order-Theoretic Mixing Condition for Monotone Markov Chains, Discussion Paper Series (2011) View citations (1) (2011)
2. BOUNDING TAIL PROBABILITIES IN DYNAMIC ECONOMIC MODELS
   Macroeconomic Dynamics, 2012, 16, (S1), 117-126
3. INTRODUCTION TO MACROECONOMIC DYNAMICS SPECIAL ISSUE IN HONOR OF KAZUO NISHIMURA: NONLINEAR DYNAMICS IN EQUILIBRIUM MODELS
   Macroeconomic Dynamics, 2012, 16, (S1), 1-4 View citations (1)

2010

4. Perfect simulation of stationary equilibria
   Journal of Economic Dynamics and Control, 2010, 34, (4), 577-584 View citations (8)

2009

5. Endogenous inequality and fluctuations in a two-country model
   Journal of Economic Theory, 2009, 144, (4), 1560-1571 View citations (15)
6. Equilibrium storage with multiple commodities
   Journal of Mathematical Economics, 2009, 45, (1-2), 80-96 View citations (5)
7. On geometric ergodicity of the commodity pricing model
   International Journal of Economic Theory, 2009, 5, (3), 293-300

2008

8. Computing the Distributions of Economic Models via Simulation
   Econometrica, 2008, 76, (2), 443-450 View citations (17)
   See also Working Paper Computing the Distributions of Economic Models Via Simulation, KIER Working Papers (2006) (2006)
9. Continuous State Dynamic Programming via Nonexpansive Approximation
   Computational Economics, 2008, 31, (2), 141-160 View citations (14)
   See also Working Paper Continuous State Dynamic Programming Via Nonexpansive Approximation, KIER Working Papers (2006) (2006)

2007

10. Parametric continuity of stationary distributions
    Economic Theory, 2007, 33, (2), 333-348 View citations (6)
    See also Working Paper Parametric continuity of stationary distributions, Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) (2007) View citations (6) (2007)
11. Stochastic optimal policies when the discount rate vanishes
    Journal of Economic Dynamics and Control, 2007, 31, (4), 1416-1430 View citations (3)
    See also Working Paper Stochastic Optimal Policies When the Discout Rate Vanishes, KIER Working Papers (2006) (2006)

2006

12. Stochastic optimal growth with nonconvexities
    Journal of Mathematical Economics, 2006, 42, (1), 74-96 View citations (16)

2005

13. Some stability results for Markovian economic semigroups
    International Journal of Economic Theory, 2005, 1, (1), 57-72 View citations (1)
    See also Working Paper Some Stability Results for Markovian Economic Semigroups, Department of Economics - Working Papers Series (2004) View citations (1) (2004)
14. Stability of stochastic optimal growth models: a new approach
    Journal of Economic Theory, 2005, 122, (1), 100-118 View citations (57)

2003

15. Economic dynamical systems with multiplicative noise
    Journal of Mathematical Economics, 2003, 39, (1-2), 135-152 View citations (9)
16. Stochastic Growth with Increasing Returns: Stability and Path Dependence
    Studies in Nonlinear Dynamics & Econometrics, 2003, 7, (2), 13 View citations (3)
17. Stochastic growth: asymptotic distributions
    Economic Theory, 2003, 21, (4), 913-919 View citations (4)
    See also Working Paper Stochastic Growth: Asymptotic Distributions, Department of Economics - Working Papers Series (2001) (2001)

2002

18. Stochastic Optimal Growth with Unbounded Shock
    Journal of Economic Theory, 2002, 106, (1), 40-65 View citations (45)
    See also Working Paper Stochastic Optimal Growth with Unbounded Shock, Department of Economics - Working Papers Series (2001) View citations (3) (2001)

Books

2009

1. Economic Dynamics: Theory and Computation, vol 1
   MIT Press Books, The MIT Press View citations (66)

Chapters

2005

1. Poverty Traps
   Chapter 05 in Handbook of Economic Growth, 2005, vol. 1, Part A View citations (101)
   See also Working Paper Poverty Traps, The University of Melbourne (2004) View citations (11) (2004)