Details about John Philip Rust

E-mail:
Homepage:	http://gemini.econ.umd.edu
Workplace:	Economics Department, Georgetown University, (more information at EDIRC)

Access statistics for papers by John Philip Rust.

Last updated 2013-06-12. Update your information in the RePEc Author Service.

Short-id: pru5

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Working Papers

2019

1. Equilibrium Trade in Automobile Markets
   NBER Working Papers, National Bureau of Economic Research, Inc

2012

2. Does Zero Interest Work as An Important Marketing Tool?
   Research Center for Price Dynamics Working Paper Series, Research Center for Price Dynamics, Institute of Economic Research, Hitotsubashi University

2010

3. Is the ’Linkage Principle’ Valid?: Evidence from the Field
   CEI Working Paper Series, Center for Economic Institutions, Institute of Economic Research, Hitotsubashi University

2008

4. Optimal Corn and Soybean Rotations
   2008 Annual Meeting, July 27-29, 2008, Orlando, Florida, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association) View citations (6)

2007

5. Intertemporal Productivity under Fixed Wages and Piece Rates
   2007 Meeting Papers, Society for Economic Dynamics

2005

6. Health Status, Insurance, and Expenditures in the Transition from Work to Retirement
   Department of Economics Working Papers, Stony Brook University, Department of Economics
7. How Large are the Classification Errors in the Social Security Disability Award Process?
   Department of Economics Working Papers, Stony Brook University, Department of Economics View citations (4)
   Also in NBER Working Papers, National Bureau of Economic Research, Inc (2004) View citations (49)
8. Induced Entry Effects of a $1 for $2 Offset in SSDI Benefits
   Department of Economics Working Papers, Stony Brook University, Department of Economics View citations (3)
9. Stochastic Dynamic Programming in Space: An Application to British Columbia Forestry
   2005 Meeting Papers, Society for Economic Dynamics

2004

10. Price Discrimination in the Steel Market
    2004 Meeting Papers, Society for Economic Dynamics View citations (5)
    Also in Econometric Society 2004 North American Summer Meetings, Econometric Society (2004) View citations (8)

2002

11. Econometric Methods for Endogenously Sampled Time Series: The Case of Commodity Price Speculation in the Steel Market
    Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University View citations (16)
    Also in NBER Technical Working Papers, National Bureau of Economic Research, Inc (2002) View citations (4)
12. Middlemen versus Market Makers: A Theory of Competitive Exchange
    NBER Working Papers, National Bureau of Economic Research, Inc View citations (4)
    Also in Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University (2001) View citations (3)
    See also Journal Article in Journal of Political Economy (2003)

2000

13. A COMPARISON OF DISCRETE AND PARAMETRIC METHODS FOR CONTINUOUS-STATE DYNAMIC PROGRAMMING PROBLEMS
    Computing in Economics and Finance 2000, Society for Computational Economics View citations (25)
14. How Large is the Bias in Self-Reported Disability?
    Working Papers, Brown University, Department of Economics View citations (74)
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (2000) View citations (10)
    See also Journal Article in Journal of Applied Econometrics (2004)

1999

15. An Empirical Model of Inventory Investment by Durable Commodity Intermediaries
    Macroeconomics, University Library of Munich, Germany View citations (7)
    Also in Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University (1999) View citations (14)
    See also Journal Article in Carnegie-Rochester Conference Series on Public Policy (2000)
16. How Large is the BIas in Self-Reported Disability Status?
    Department of Economics Working Papers, Stony Brook University, Department of Economics View citations (3)
17. No Curse of Dimensionality for Contraction Fixed Points Even in the Worst Case
    Computational Economics, University Library of Munich, Germany View citations (1)

1998

18. An Empirical Analysis of the Social Security Disability Application, Appeal, and Award Process
    Public Economics, University Library of Munich, Germany View citations (30)
    See also Journal Article in Labour Economics (1999)

1997

19. A Comparison of Policy Iteration Methods for Solving Continuous-State, Infinite-Horizon Markovian Decision Problems Using Random, Quasi-random, and Deterministic Discretizations
    Computational Economics, University Library of Munich, Germany View citations (10)
20. Dealing with the Complexity of Economic Calculations
    Computational Economics, University Library of Munich, Germany View citations (5)

1996

21. How Social Security and Medicare Affect Retirement Behavior in a World of Incomplete Markets
    Public Economics, University Library of Munich, Germany View citations (61)
    Also in Working papers, Wisconsin Madison - Social Systems (1994) View citations (13)
    See also Journal Article in Econometrica (1997)
22. On the Optimal Lifetime of Nuclear Power Plants
    Industrial Organization, University Library of Munich, Germany
    See also Journal Article in Journal of Business & Economic Statistics (1997)
23. Using Randomization to Break the Curse of Dimensionality
    Computational Economics, University Library of Munich, Germany
    Also in Working papers, Wisconsin Madison - Social Systems (1994) View citations (4)
    See also Journal Article in Econometrica (1997)

1995

24. A Dynamic Programming Model of U.S. Nuclear Power Plant Operations
    Microeconomics, University Library of Munich, Germany View citations (5)
25. Optimal Response to Shift in Regulatory Regime: the Case of the U.S. Nuclear Power Industry
    Industrial Organization, University Library of Munich, Germany View citations (13)
    See also Journal Article in Journal of Applied Econometrics (1995)

1991

26. Estimation of dynamic Structural Models: Problems and Prospects Part I: Discrete Decision Processes
    Working papers, Wisconsin Madison - Social Systems View citations (32)

1989

27. Behavior of male workers at the end of the life-cycle: an empirical analysis of states and controls
    Discussion Paper / Institute for Empirical Macroeconomics, Federal Reserve Bank of Minneapolis View citations (22)
    See also Chapter (1990)

1987

28. A Dynamic Programming Model of Retirement Behavior
    NBER Working Papers, National Bureau of Economic Research, Inc View citations (23)
    See also Chapter (1989)

Undated

29. Convergence Properties of Policy Iteration
    Working Papers, Department of Economics, W. P. Carey School of Business, Arizona State University

Journal Articles

2011

1. Rust’s and Staelin’s Comments on: “A structural model of sales force compensation dynamics: estimation and field implementation” by Sanjog Misra and Harikesh Nair
   Quantitative Marketing and Economics (QME), 2011, 9, (3), 259-265

2010

2. Comments on: "Structural vs. atheoretic approaches to econometrics" by Michael Keane
   Journal of Econometrics, 2010, 156, (1), 21-24 View citations (14)

2009

3. Valuing programs with deterministic and stochastic cycles
   Journal of Economic Dynamics and Control, 2009, 33, (3), 614-623

2008

4. Is econometrics useful for private policy making? A case study of replacement policy at an auto rental company
   Journal of Econometrics, 2008, 145, (1-2), 243-257 View citations (8)

2007

5. The (S,s) Policy is an Optimal Trading Strategy in a Class of Commodity Price Speculation Problems
   Economic Theory, 2007, 30, (3), 515-538 View citations (9)

2005

6. Rust Comments on Phillips
   American Journal of Economics and Sociology, 2005, 64, (1), 169-184

2004

7. How large is the bias in self-reported disability?
   Journal of Applied Econometrics, 2004, 19, (6), 649-670 View citations (85)
   See also Working Paper (2000)
8. Special issue on the econometrics of social insurance
   Journal of Applied Econometrics, 2004, 19, (6), 647-648 View citations (1)

2003

9. Middlemen versus Market Makers: A Theory of Competitive Exchange
   Journal of Political Economy, 2003, 111, (2), 353-403 View citations (90)
   See also Working Paper (2002)

2002

10. Is There a Curse of Dimensionality for Contraction Fixed Points in the Worst Case?
    Econometrica, 2002, 70, (1), 285-329 View citations (10)

2000

11. An empirical model of inventory investment by durable commodity intermediaries
    Carnegie-Rochester Conference Series on Public Policy, 2000, 52, (1), 171-214 View citations (8)
    See also Working Paper (1999)
12. Introduction: inference and decision making
    Journal of Applied Econometrics, 2000, 15, (6), 545-546 View citations (1)

1999

13. An empirical analysis of the social security disability application, appeal, and award process
    Labour Economics, 1999, 6, (2), 147-178 View citations (43)
    See also Working Paper (1998)
14. Effect of pensions on saving: analysis with data from the health and retirement study: A comment
    Carnegie-Rochester Conference Series on Public Policy, 1999, 50, (1), 325-335

1997

15. How Social Security and Medicare Affect Retirement Behavior in a World of Incomplete Markets
    Econometrica, 1997, 65, (4), 781-832 View citations (398)
    See also Working Paper (1996)
16. On the Optimal Lifetime of Nuclear Power Plants
    Journal of Business & Economic Statistics, 1997, 15, (2), 195-208 View citations (13)
    See also Working Paper (1996)
17. Using Randomization to Break the Curse of Dimensionality
    Econometrica, 1997, 65, (3), 487-516 View citations (127)
    See also Working Paper (1996)

1995

18. Introduction: The Microeconometrics of Dynamic Decision Making
    Journal of Applied Econometrics, 1995, 10, (S), S1-7 View citations (2)
19. Optimal Response to a Shift in Regulatory Regime: The Case of the US Nuclear Power Industry
    Journal of Applied Econometrics, 1995, 10, (S), S75-118 View citations (12)
    See also Working Paper (1995)

1994

20. Characterizing effective trading strategies: Insights from a computerized double auction tournament
    Journal of Economic Dynamics and Control, 1994, 18, (1), 61-96 View citations (11)

1993

21. GAUSS and MATLAB: A Comparison
    Journal of Applied Econometrics, 1993, 8, (3), 307-24 View citations (2)

1988

22. Comment on Poirer: The Subjective Perspective of a "Spiritual Bayesian."
    Journal of Economic Perspectives, 1988, 2, (1), 145-51
23. Statistical models of discrete choice processes
    Transportation Research Part B: Methodological, 1988, 22, (2), 125-158 View citations (1)

1987

24. Optimal Replacement of GMC Bus Engines: An Empirical Model of Harold Zurcher
    Econometrica, 1987, 55, (5), 999-1033 View citations (586)

1986

25. When Is It Optimal to Kill Off the Market for Used Durable Goods?
    Econometrica, 1986, 54, (1), 65-86 View citations (45)

1985

26. A nested logit model of automobile holdings for one vehicle households
    Transportation Research Part B: Methodological, 1985, 19, (4), 275-285 View citations (49)
27. Equilibrium holdings distributions in durable asset markets
    Transportation Research Part B: Methodological, 1985, 19, (4), 331-345
28. Stationary Equilibrium in a Market for Durable Assets
    Econometrica, 1985, 53, (4), 783-805 View citations (33)

1984

29. Why Do Companies Pay Dividends? Comment
    American Economic Review, 1984, 74, (5), 1135-36

Edited books

1996

1. Handbook of Computational Economics, vol 1
   Handbook of Computational Economics, Elsevier View citations (38)

Chapters

1996

1. Numerical dynamic programming in economics
   Chapter 14 in Handbook of Computational Economics, 1996, vol. 1, pp 619-729 View citations (77)

1990

2. Behavior of Male Workers at the End of the Life Cycle: An Empirical Analysis of States and Controls
   A chapter in Issues in the Economics of Aging, 1990, pp 317-382 View citations (28)
   See also Working Paper (1989)

1989

3. A Dynamic Programming Model of Retirement Behavior
   A chapter in The Economics of Aging, 1989, pp 359-404 View citations (35)
   See also Working Paper (1987)

1986

4. Structural estimation of markov decision processes
   Chapter 51 in Handbook of Econometrics, 1986, vol. 4, pp 3081-3143 View citations (1)

Editor

1. Handbook of Computational Economics
   Elsevier
2. Handbook of Computational Economics
   Elsevier