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

2012

1. Coase meets Tarski: New Insights from Coase's Theory of the Firm
   KIER Working Papers, Kyoto University, Institute of Economic Research
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
   Also in Discussion Paper Series, Research Institute for Economics & Business Administration, Kobe University (2012)
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
4. Stochastic Optimal Growth with Risky Labor Supply
   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)

2011

5. 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)
6. 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 in Statistics & Probability Letters (2012)
7. 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 (6)
8. 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
9. 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)
10. Parametric Conditional Monte Carlo Density Estimation
    ANU Working Papers in Economics and Econometrics, Australian National University, College of Business and Economics, School of Economics
11. 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

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

2009

14. ASYMPTOTICS OF STOCHASTIC RECURSIVE ECONOMIES UNDER MONOTONICITY
    KIER Working Papers, Kyoto University, Institute of Economic Research View citations (1)
15. Computing Densities and Expectations in Stochastic Recursive Economies: Generalized Look-Ahead Techniques
    CIRJE F-Series, CIRJE, Faculty of Economics, University of Tokyo
16. Computing Densities in Stochastic Recursive Economies: Generalized Look-Ahead Techniques
    2009 Meeting Papers, Society for Economic Dynamics
17. 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

18. Parametric continuity of stationary distributions
    Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL View citations (2)
    Also in 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)
    KIER Working Papers, Kyoto University, Institute of Economic Research (2006)
    See also Journal Article in Economic Theory (2007)

2006

19. Computing the Distributions of Economic Models Via Simulation
    KIER Working Papers, Kyoto University, Institute of Economic Research
    Also in Department of Economics - Working Papers Series, The University of Melbourne (2005) View citations (1)
    Computing in Economics and Finance 2006, Society for Computational Economics (2006)
    See also Journal Article in Econometrica (2008)
20. 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 in Computational Economics (2008)
21. 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)
22. Stochastic Optimal Policies When the Discout Rate Vanishes
    KIER Working Papers, Kyoto University, Institute of Economic Research
    See also Journal Article in Journal of Economic Dynamics and Control (2007)

2005

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

2004

24. ASYMPTOTIC STATISTICAL PROPERTIES OF THE NEOCLASSICAL OPTIMAL GROWTH MODEL
    Department of Economics - Working Papers Series, The University of Melbourne
25. 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)
26. Poverty Traps
    Department of Economics - Working Papers Series, The University of Melbourne View citations (11)
    See also Chapter (2005)
27. STOCHASTIC GROWTH WITH NONCONVEXITIES:THE OPTIMAL CASE
    Department of Economics - Working Papers Series, The University of Melbourne
28. Some Stability Results for Markovian Economic Semigroups
    Department of Economics - Working Papers Series, The University of Melbourne View citations (1)
    See also Journal Article in International Journal of Economic Theory (2005)
29. Stochastic Optimal Growth when the Discount Rate Vanishes
    Department of Economics - Working Papers Series, The University of Melbourne

2003

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

2002

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

2001

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

2000

37. 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 (4)
   See also Working Paper (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

2010

4. Perfect simulation of stationary equilibria
   Journal of Economic Dynamics and Control, 2010, 34, (4), 577-584 View citations (3)

2009

5. Endogenous inequality and fluctuations in a two-country model
   Journal of Economic Theory, 2009, 144, (4), 1560-1571 View citations (1)
6. Equilibrium storage with multiple commodities
   Journal of Mathematical Economics, 2009, 45, (1-2), 80-96
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 (7)
   See also Working Paper (2006)
9. Continuous State Dynamic Programming via Nonexpansive Approximation
   Computational Economics, 2008, 31, (2), 141-160 View citations (1)
   See also Working Paper (2006)

2007

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

2006

12. Stochastic optimal growth with nonconvexities
    Journal of Mathematical Economics, 2006, 42, (1), 74-96 View citations (6)

2005

13. Some stability results for Markovian economic semigroups
    International Journal of Economic Theory, 2005, 1, (1), 57-72
    See also Working Paper (2004)
14. Stability of stochastic optimal growth models: a new approach
    Journal of Economic Theory, 2005, 122, (1), 100-118 View citations (29)

2003

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

2002

18. Stochastic Optimal Growth with Unbounded Shock
    Journal of Economic Theory, 2002, 106, (1), 40-65 View citations (23)
    See also Working Paper (2001)

Books

2009

1. Economic Dynamics: Theory and Computation, vol 1
   MIT Press Books, The MIT Press View citations (9)

Chapters

2005

1. Poverty Traps
   Chapter 05 in Handbook of Economic Growth, 2005, vol. 1, Part A View citations (75)
   See also Working Paper (2004)