EconPapers    
Economics at your fingertips  
 

Details about John Philip Rust

E-mail:
Homepage:http://editorialexpress.com/jrust
Phone:+13018010081
Postal address:Department of Economics Georgetown University Washington DC 20550
Workplace:Economics Department, Georgetown University, (more information at EDIRC)

Access statistics for papers by John Philip Rust.

Last updated 2020-09-02. Update your information in the RePEc Author Service.

Short-id: pru5


Jump to Journal Articles Edited books Chapters Editor

Working Papers

2019

  1. Equilibrium Trade in Automobile Markets
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads
    Also in CESifo Working Paper Series, CESifo (2019) Downloads

2018

  1. Optimal Dynamic Hotel Pricing
    2018 Meeting Papers, Society for Economic Dynamics Downloads

2015

  1. Constrained Optimization Approaches to Estimation of Structural Models: Comment
    Discussion Papers, University of Copenhagen. Department of Economics Downloads
  2. Estimating Discrete-Continuous Choice Models: The Endogenous Grid Method with Taste Shocks
    Discussion Papers, University of Copenhagen. Department of Economics Downloads View citations (9)
  3. Precommitments for Financial Self-Control:Evidence from Credit Card Borrowing
    2015 Meeting Papers, Society for Economic Dynamics Downloads

2014

  1. Recursive Lexicographical Search: Finding all Markov Perfect Equilibria of Finite State Directional Dynamic Games
    Discussion Papers, University of Copenhagen. Department of Economics Downloads View citations (7)
    See also Journal Article in Review of Economic Studies (2016)
  2. The Home Selling Problem: Theory and Evidence
    Working Papers, Rice University, Department of Economics Downloads View citations (1)
    Also in PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania (2013) Downloads View citations (5)

    See also Journal Article in International Economic Review (2015)

2013

  1. The Dynamics of Bertrand Price Competition with Cost-Reducing Investments
    Discussion Papers, University of Copenhagen. Department of Economics Downloads View citations (5)
    See also Journal Article in International Economic Review (2018)

2012

  1. A Dynamic Model of Leap-Frogging Investments and Bertrand Price Competition
    2012 Meeting Papers, Society for Economic Dynamics Downloads
  2. A generalized endogenous grid method for discrete-continuous choice
    2012 Meeting Papers, Society for Economic Dynamics Downloads View citations (9)
  3. 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 Downloads

2010

  1. Is the ’Linkage Principle’ Valid?: Evidence from the Field
    CEI Working Paper Series, Center for Economic Institutions, Institute of Economic Research, Hitotsubashi University Downloads
    See also Journal Article in Journal of Industrial Economics (2014)

2008

  1. 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) Downloads View citations (6)

2007

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

2005

  1. Health Status, Insurance, and Expenditures in the Transition from Work to Retirement
    Department of Economics Working Papers, Stony Brook University, Department of Economics Downloads
  2. How Large are the Classification Errors in the Social Security Disability Award Process?
    Department of Economics Working Papers, Stony Brook University, Department of Economics Downloads View citations (4)
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (2004) Downloads View citations (54)
  3. Induced Entry Effects of a $1 for $2 Offset in SSDI Benefits
    Department of Economics Working Papers, Stony Brook University, Department of Economics Downloads View citations (5)
  4. Stochastic Dynamic Programming in Space: An Application to British Columbia Forestry
    2005 Meeting Papers, Society for Economic Dynamics Downloads

2004

  1. 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

  1. 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 Downloads View citations (16)
    Also in NBER Technical Working Papers, National Bureau of Economic Research, Inc (2002) Downloads View citations (4)
  2. Middlemen versus Market Makers: A Theory of Competitive Exchange
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (5)
    Also in Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University (2001) Downloads View citations (3)

    See also Journal Article in Journal of Political Economy (2003)

2000

  1. A COMPARISON OF DISCRETE AND PARAMETRIC METHODS FOR CONTINUOUS-STATE DYNAMIC PROGRAMMING PROBLEMS
    Computing in Economics and Finance 2000, Society for Computational Economics Downloads View citations (27)
  2. How Large is the Bias in Self-Reported Disability?
    Working Papers, Brown University, Department of Economics View citations (75)
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (2000) Downloads View citations (11)

    See also Journal Article in Journal of Applied Econometrics (2004)

1999

  1. An Empirical Model of Inventory Investment by Durable Commodity Intermediaries
    Macroeconomics, University Library of Munich, Germany Downloads View citations (7)
    Also in Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University (1999) Downloads View citations (14)

    See also Journal Article in Carnegie-Rochester Conference Series on Public Policy (2000)
  2. How Large is the BIas in Self-Reported Disability Status?
    Department of Economics Working Papers, Stony Brook University, Department of Economics Downloads View citations (3)
  3. No Curse of Dimensionality for Contraction Fixed Points Even in the Worst Case
    Computational Economics, University Library of Munich, Germany Downloads View citations (1)

1998

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

1997

  1. 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 Downloads View citations (10)
  2. Dealing with the Complexity of Economic Calculations
    Computational Economics, University Library of Munich, Germany Downloads View citations (5)

1996

  1. How Social Security and Medicare Affect Retirement Behavior in a World of Incomplete Markets
    Public Economics, University Library of Munich, Germany Downloads View citations (61)
    Also in Working papers, Wisconsin Madison - Social Systems (1994) View citations (13)

    See also Journal Article in Econometrica (1997)
  2. On the Optimal Lifetime of Nuclear Power Plants
    Industrial Organization, University Library of Munich, Germany Downloads
    See also Journal Article in Journal of Business & Economic Statistics (1997)
  3. Using Randomization to Break the Curse of Dimensionality
    Computational Economics, University Library of Munich, Germany Downloads
    Also in Working papers, Wisconsin Madison - Social Systems (1994) View citations (4)

    See also Journal Article in Econometrica (1997)

1995

  1. A Dynamic Programming Model of U.S. Nuclear Power Plant Operations
    Microeconomics, University Library of Munich, Germany Downloads View citations (5)
  2. Optimal Response to Shift in Regulatory Regime: the Case of the U.S. Nuclear Power Industry
    Industrial Organization, University Library of Munich, Germany Downloads View citations (15)
    See also Journal Article in Journal of Applied Econometrics (1995)

1991

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

1989

  1. 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 Downloads View citations (22)
    See also Chapter (1990)

1987

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

1985

  1. Maximum Likelihood Estimation Of Discrete Control Processes
    SSRI Workshop Series, University of Wisconsin-Madison, Social Systems Research Institute Downloads

1984

  1. Stationary Equilibrium In A Market For Durable Assets
    SSRI Workshop Series, University of Wisconsin-Madison, Social Systems Research Institute Downloads
    See also Journal Article in Econometrica (1985)

1983

  1. Optimal Replacement Timing And Monopoly Choice Of Durability
    SSRI Workshop Series, University of Wisconsin-Madison, Social Systems Research Institute Downloads

Undated

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

Journal Articles

2018

  1. Strategic Timing of Investment over the Business Cycle: Machine Replacement in the US Rental Industry
    Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), 2018, 238, (3-4), 295-351 Downloads
  2. THE DYNAMICS OF BERTRAND PRICE COMPETITION WITH COST‐REDUCING INVESTMENTS
    International Economic Review, 2018, 59, (4), 1681-1731 Downloads View citations (2)
    See also Working Paper (2013)

2017

  1. Precommitments for Financial Self-Control? Micro Evidence from the 2003 Korean Credit Crisis
    Journal of Political Economy, 2017, 125, (5), 1413 - 1464 Downloads View citations (2)
  2. The endogenous grid method for discrete‐continuous dynamic choice models with (or without) taste shocks
    Quantitative Economics, 2017, 8, (2), 317-365 Downloads View citations (19)

2016

  1. Comment on “Constrained Optimization Approaches to Estimation of Structural Models”
    Econometrica, 2016, 84, 365-370 Downloads View citations (7)
  2. Mostly Useless Econometrics? Assessing the Causal Effect of Econometric Theory
    Foundations and Trends(R) in Accounting, 2016, 10, (2-4), 125-203 Downloads
  3. Recursive Lexicographical Search: Finding All Markov Perfect Equilibria of Finite State Directional Dynamic Games
    Review of Economic Studies, 2016, 83, (2), 658-703 Downloads View citations (3)
    See also Working Paper (2014)

2015

  1. THE HOME SELLING PROBLEM: THEORY AND EVIDENCE
    International Economic Review, 2015, 56, 457-484 Downloads View citations (13)
    See also Working Paper (2014)

2014

  1. Can Well-Being be Measured Using Facebook Status Updates? Validation of Facebook’s Gross National Happiness Index
    Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement, 2014, 115, (1), 483-491 Downloads View citations (1)
  2. Is the ‘Linkage Principle’ Valid? Evidence from the Field
    Journal of Industrial Economics, 2014, 62, (2), 346-375 Downloads View citations (2)
    See also Working Paper (2010)
  3. The Limits of Inference with Theory: A Review of Wolpin (2013)
    Journal of Economic Literature, 2014, 52, (3), 820-50 Downloads View citations (11)

2013

  1. Harry Kelejian's Professional Life and Work
    Spatial Economic Analysis, 2013, 8, (3), 218-227 Downloads

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 Downloads

2010

  1. Comments on: "Structural vs. atheoretic approaches to econometrics" by Michael Keane
    Journal of Econometrics, 2010, 156, (1), 21-24 Downloads View citations (16)
  2. The Flat Rental Puzzle
    Review of Economic Studies, 2010, 77, (2), 560-594 Downloads View citations (3)

2009

  1. Valuing programs with deterministic and stochastic cycles
    Journal of Economic Dynamics and Control, 2009, 33, (3), 614-623 Downloads View citations (2)

2008

  1. 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 Downloads View citations (10)

2007

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

2005

  1. Comments on “Econometric Analysis of Fisher's Equation” by Peter C. B. Phillips
    American Journal of Economics and Sociology, 2005, 64, (1), 169-184 Downloads

2004

  1. How large is the bias in self-reported disability?
    Journal of Applied Econometrics, 2004, 19, (6), 649-670 Downloads View citations (102)
    See also Working Paper (2000)
  2. Special issue on the econometrics of social insurance
    Journal of Applied Econometrics, 2004, 19, (6), 647-648 Downloads View citations (1)

2003

  1. Middlemen versus Market Makers: A Theory of Competitive Exchange
    Journal of Political Economy, 2003, 111, (2), 353-403 Downloads View citations (99)
    See also Working Paper (2002)

2002

  1. Is There a Curse of Dimensionality for Contraction Fixed Points in the Worst Case?
    Econometrica, 2002, 70, (1), 285-329 View citations (11)

2000

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

1999

  1. An empirical analysis of the social security disability application, appeal, and award process
    Labour Economics, 1999, 6, (2), 147-178 Downloads View citations (48)
    See also Working Paper (1998)
  2. 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 Downloads

1997

  1. How Social Security and Medicare Affect Retirement Behavior in a World of Incomplete Markets
    Econometrica, 1997, 65, (4), 781-832 View citations (435)
    See also Working Paper (1996)
  2. On the Optimal Lifetime of Nuclear Power Plants
    Journal of Business & Economic Statistics, 1997, 15, (2), 195-208 View citations (17)
    See also Working Paper (1996)
  3. Using Randomization to Break the Curse of Dimensionality
    Econometrica, 1997, 65, (3), 487-516 View citations (132)
    See also Working Paper (1996)

1995

  1. Introduction: The Microeconometrics of Dynamic Decision Making
    Journal of Applied Econometrics, 1995, 10, (S), S1-7 Downloads View citations (2)
  2. 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 Downloads View citations (14)
    See also Working Paper (1995)

1994

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

1993

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

1988

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

1987

  1. Optimal Replacement of GMC Bus Engines: An Empirical Model of Harold Zurcher
    Econometrica, 1987, 55, (5), 999-1033 Downloads View citations (678)

1986

  1. When Is It Optimal to Kill Off the Market for Used Durable Goods?
    Econometrica, 1986, 54, (1), 65-86 Downloads View citations (49)

1985

  1. A nested logit model of automobile holdings for one vehicle households
    Transportation Research Part B: Methodological, 1985, 19, (4), 275-285 Downloads View citations (50)
  2. Equilibrium holdings distributions in durable asset markets
    Transportation Research Part B: Methodological, 1985, 19, (4), 331-345 Downloads
  3. Stationary Equilibrium in a Market for Durable Assets
    Econometrica, 1985, 53, (4), 783-805 Downloads View citations (35)
    See also Working Paper (1984)

1984

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

Edited books

1996

  1. Handbook of Computational Economics, vol 1
    Handbook of Computational Economics, Elsevier Downloads View citations (43)

Chapters

2005

  1. Impact of retiree health plans on faculty retirement decisions
    Chapter 7 in Recruitment, Retention and Retirement in Higher Education, 2005 Downloads View citations (1)

1996

  1. Numerical dynamic programming in economics
    Chapter 14 in Handbook of Computational Economics, 1996, vol. 1, pp 619-729 Downloads View citations (78)

1990

  1. 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 Downloads View citations (28)
    See also Working Paper (1989)

1989

  1. A Dynamic Programming Model of Retirement Behavior
    A chapter in The Economics of Aging, 1989, pp 359-404 Downloads View citations (37)
    See also Working Paper (1987)

1986

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

Editor

  1. Handbook of Computational Economics
    Elsevier
  2. Handbook of Computational Economics
    Elsevier
 
Page updated 2020-11-29