11
H index
12
i10 index
445
Citations
Australian National University | 11 H index 12 i10 index 445 Citations RESEARCH PRODUCTION: 18 Articles 51 Papers 1 Books 1 Chapters RESEARCH ACTIVITY:
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Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with John Stachurski. | Is cited by: | Cites to: |
| Journals with more than one article published | # docs |
|---|---|
| Journal of Mathematical Economics | 3 |
| Journal of Economic Theory | 3 |
| Journal of Economic Dynamics and Control | 2 |
| Economic Theory | 2 |
| International Journal of Economic Theory | 2 |
| Macroeconomic Dynamics | 2 |
| Year | Title of citing document |
|---|---|
| 2024 | Interest Rate Dynamics and Commodity Prices. (2024). Gouel, Christophe ; Ma, Qingyin ; Stachurski, John. In: Papers. RePEc:arx:papers:2308.07577. Full description at Econpapers || Download paper |
| 2024 | Stochastic Equilibrium the Lucas Critique and Keynesian Economics. (2024). Staines, David. In: Papers. RePEc:arx:papers:2312.16214. Full description at Econpapers || Download paper |
| 2024 | Dynamic Programming: Finite States. (2024). Sargent, Thomas ; Stachurski, John. In: Papers. RePEc:arx:papers:2401.10473. Full description at Econpapers || Download paper |
| 2024 | Equilibrium control theory for Kihlstrom-Mirman preferences in continuous time. (2024). Havrylenko, Yevhen ; Desmettre, Sascha ; Steffensen, Mogens ; de Gennaro, Luca. In: Papers. RePEc:arx:papers:2407.16525. Full description at Econpapers || Download paper |
| 2025 | Optimal Savings with Preference for Wealth. (2025). Ma, Qingyin ; Toda, Alexis Akira. In: Papers. RePEc:arx:papers:2509.12195. Full description at Econpapers || Download paper |
| 2025 | Optimal Consumption-Investment with Epstein-Zin Utility under Leverage Constraint. (2025). Tian, Dejian ; Zhou, Jianjun ; Zhu, Zimu. In: Papers. RePEc:arx:papers:2509.21929. Full description at Econpapers || Download paper |
| 2026 | A Theory of Saving under Risk Preference Dynamics. (2025). Ma, Qingyin ; Song, Xinxi ; Toda, Alexis Akira. In: Papers. RePEc:arx:papers:2511.03142. Full description at Econpapers || Download paper |
| 2026 | Optimal Savings under Transition Uncertainty and Learning Dynamics. (2026). Zhang, Xinxin ; Ma, Qingyin. In: Papers. RePEc:arx:papers:2603.08663. Full description at Econpapers || Download paper |
| 2026 | Recursive utility under the ICAPM: Is it relevant?. (2026). Maio, Paulo. In: Economics Letters. RePEc:eee:ecolet:v:258:y:2026:i:c:s0165176525005610. Full description at Econpapers || Download paper |
| 2025 | Sequential quantile regression for stream data by least squares. (2025). Fan, YE ; Lin, Nan. In: Journal of Econometrics. RePEc:eee:econom:v:249:y:2025:i:pa:s0304407624001374. Full description at Econpapers || Download paper |
| 2025 | Storage scarcity and oil price uncertainty. (2025). Kleppe, Tore Selland ; Oglend, Atle. In: Energy Economics. RePEc:eee:eneeco:v:144:y:2025:i:c:s0140988325002178. Full description at Econpapers || Download paper |
| 2024 | Asset pricing with time preference shocks: Existence and uniqueness. (2024). Wilms, Ole ; Zhang, Junnan ; Stachurski, John. In: Journal of Economic Theory. RePEc:eee:jetheo:v:216:y:2024:i:c:s0022053123001771. Full description at Econpapers || Download paper |
| 2024 | On existence of Berk-Nash equilibria in misspecified Markov decision processes with infinite spaces. (2024). Khan, M. ; Anderson, Robert M ; Duanmu, Haosui ; Ghosh, Aniruddha. In: Journal of Economic Theory. RePEc:eee:jetheo:v:217:y:2024:i:c:s002205312400019x. Full description at Econpapers || Download paper |
| 2024 | Interest rate dynamics and commodity prices. (2024). Ma, Qingyin ; Gouel, Christophe ; Stachurski, John. In: Journal of Economic Theory. RePEc:eee:jetheo:v:222:y:2024:i:c:s0022053124001212. Full description at Econpapers || Download paper |
| 2024 | Optimal intertemporal curative drug expenses: The case of hepatitis C in France. (2024). Magnac, Thierry ; Dubois, Pierre. In: Journal of Health Economics. RePEc:eee:jhecon:v:94:y:2024:i:c:s0167629624000067. Full description at Econpapers || Download paper |
| 2024 | Fifty years of mathematical growth theory: Classical topics and new trends. (2024). ZOU, Benteng ; Venditti, Alain ; Boucekkine, Raouf ; Gozzi, Fausto ; Augeraud-Veron, Emmanuelle. In: Journal of Mathematical Economics. RePEc:eee:mateco:v:111:y:2024:i:c:s0304406824000284. Full description at Econpapers || Download paper |
| 2024 | Political institutions and output collapses. (2024). Temple, Jonathan ; Imam, Patrick. In: European Journal of Political Economy. RePEc:eee:poleco:v:85:y:2024:i:c:s0176268024000752. Full description at Econpapers || Download paper |
| 2025 | Condorcet was wrong, Pareto was right: families, inheritance and inequality. (2025). van De, Dirk ; Cowell, Frank. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:127769. Full description at Econpapers || Download paper |
| 2025 | Estimating and Testing Long-Run Risk Models: International Evidence. (2025). Li, Junye ; Liu, Hening ; Yan, Cheng ; Fulop, Andras. In: Management Science. RePEc:inm:ormnsc:v:71:y:2025:i:4:p:3517-3536. Full description at Econpapers || Download paper |
| 2025 | The Art of Temporal Approximation: An Investigation into Numerical Solutions to Discrete- and Continuous-Time Problems in Economics. (2025). Eslami, Keyvan ; Phelan, Thomas. In: Computational Economics. RePEc:kap:compec:v:65:y:2025:i:3:d:10.1007_s10614-024-10596-3. Full description at Econpapers || Download paper |
| 2026 | Stationary Distributions in Monotone Markov Models: Theory and Applications. (2026). Stachurski, John ; Kamihigashi, Takashi. In: Discussion Paper Series. RePEc:kob:dpaper:dp2026-09. Full description at Econpapers || Download paper |
| 2026 | Markov perfect equilibria in stochastic growth models with quasi-hyperbolic discounting and risk-sensitive preferences. (2026). Wony, Ukasz ; Nowak, Andrzej S ; Jakiewicz, Anna ; Balbus, Ukasz. In: Dynamic Games and Applications. RePEc:spr:dyngam:v:16:y:2026:i:1:d:10.1007_s13235-025-00683-x. Full description at Econpapers || Download paper |
| 2025 | Stochastic instability: a dynamic quantile approach. (2025). Chavas, Jean-Paul. In: Empirical Economics. RePEc:spr:empeco:v:68:y:2025:i:2:d:10.1007_s00181-024-02651-7. Full description at Econpapers || Download paper |
| 2024 | Unbounded Markov dynamic programming with weighted supremum norm Perov contractions. (2024). Toda, Alexis Akira. In: Economic Theory Bulletin. RePEc:spr:etbull:v:12:y:2024:i:2:d:10.1007_s40505-024-00267-9. Full description at Econpapers || Download paper |
| 2025 | Impact of productivity shock on household welfare in AfCFTA: a GSSA method. (2025). Signe, Franck Xavier. In: SN Business & Economics. RePEc:spr:snbeco:v:5:y:2025:i:5:d:10.1007_s43546-025-00817-8. Full description at Econpapers || Download paper |
| 2024 | Do not Blame Bellman: It Is Koopmans Fault. (2024). Vailakis, Yiannis ; Bloise, Gaetano ; le Van, Cuong. In: Econometrica. RePEc:wly:emetrp:v:92:y:2024:i:1:p:111-140. Full description at Econpapers || Download paper |
| Year | Title | Type | Cited |
|---|---|---|---|
| 2011 | A Goodness of Fit Test for Ergodic Markov Processes In: ANU Working Papers in Economics and Econometrics. [Full Text][Citation analysis] | paper | 0 |
| 2011 | A GOODNESS OF FIT TEST FOR ERGODIC MARKOV PROCESSES.(2011) In: KIER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
| 2011 | Generalized Look-Ahead Methods for Computing Stationary Densities In: ANU Working Papers in Economics and Econometrics. [Full Text][Citation analysis] | paper | 0 |
| 2011 | An Order-Theoretic Mixing Condition for Monotone Markov Chains In: ANU Working Papers in Economics and Econometrics. [Full Text][Citation analysis] | paper | 14 |
| 2012 | An order-theoretic mixing condition for monotone Markov chains.(2012) In: Statistics & Probability Letters. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 14 | article | |
| 2011 | An Order-Theoretic Mixing Condition for Monotone Markov Chains.(2011) In: Discussion Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 14 | paper | |
| 2011 | Fitted Value Function Iteration With Probability One Contractions In: ANU Working Papers in Economics and Econometrics. [Full Text][Citation analysis] | paper | 1 |
| 2011 | Stability of Stationary Distributions in Monotone Economies In: ANU Working Papers in Economics and Econometrics. [Full Text][Citation analysis] | paper | 0 |
| 2011 | Parametric Conditional Monte Carlo Density Estimation In: ANU Working Papers in Economics and Econometrics. [Full Text][Citation analysis] | paper | 0 |
| 2012 | Stochastic Optimal Growth with Risky Labor Supply In: ANU Working Papers in Economics and Econometrics. [Full Text][Citation analysis] | paper | 7 |
| 2012 | Stochastic Optimal Growth with Risky Labor Supply.(2012) In: Discussion Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 7 | paper | |
| 2012 | Exact Draws from the Stationary Distribution of Entry-Exit Models In: ANU Working Papers in Economics and Econometrics. [Full Text][Citation analysis] | paper | 0 |
| 2012 | Exact Draws from the Stationary Distribution of Entry-Exit Models.(2012) In: Discussion Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
| 2005 | Some stability results for Markovian economic semigroups In: International Journal of Economic Theory. [Full Text][Citation analysis] | article | 1 |
| 2004 | Some Stability Results for Markovian Economic Semigroups.(2004) In: Department of Economics - Working Papers Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | paper | |
| 2009 | On geometric ergodicity of the commodity pricing model In: International Journal of Economic Theory. [Full Text][Citation analysis] | article | 0 |
| 2003 | Stochastic Growth with Increasing Returns: Stability and Path Dependence In: Studies in Nonlinear Dynamics & Econometrics. [Full Text][Citation analysis] | article | 3 |
| 2009 | Computing Densities: A Conditional Monte Carlo Estimator In: CARF F-Series. [Full Text][Citation analysis] | paper | 0 |
| 2009 | Computing Densities: A Conditional Monte Carlo Estimator.(2009) In: CIRJE F-Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
| 2012 | INTRODUCTION TO MACROECONOMIC DYNAMICS SPECIAL ISSUE IN HONOR OF KAZUO NISHIMURA: NONLINEAR DYNAMICS IN EQUILIBRIUM MODELS In: Macroeconomic Dynamics. [Full Text][Citation analysis] | article | 1 |
| 2012 | BOUNDING TAIL PROBABILITIES IN DYNAMIC ECONOMIC MODELS In: Macroeconomic Dynamics. [Full Text][Citation analysis] | article | 0 |
| 2008 | Computing the Distributions of Economic Models via Simulation In: Econometrica. [Full Text][Citation analysis] | article | 14 |
| 2006 | Computing the Distributions of Economic Models Via Simulation.(2006) In: KIER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 14 | paper | |
| 2005 | Computing the Distributions of Economic Models Via Simulation.(2005) In: Department of Economics - Working Papers Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 14 | paper | |
| 2006 | Computing the Distributions of Economic Models via Simulation.(2006) In: Computing in Economics and Finance 2006. [Citation analysis] This paper has nother version. Agregated cites: 14 | paper | |
| 2007 | Stochastic optimal policies when the discount rate vanishes In: Journal of Economic Dynamics and Control. [Full Text][Citation analysis] | article | 3 |
| 2006 | Stochastic Optimal Policies When the Discout Rate Vanishes.(2006) In: KIER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 3 | paper | |
| 2010 | Perfect simulation of stationary equilibria In: Journal of Economic Dynamics and Control. [Full Text][Citation analysis] | article | 7 |
| 2005 | Poverty Traps In: Handbook of Economic Growth. [Full Text][Citation analysis] | chapter | 107 |
| 2004 | Poverty Traps.(2004) In: Department of Economics - Working Papers Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 107 | paper | |
| 2002 | Stochastic Optimal Growth with Unbounded Shock In: Journal of Economic Theory. [Full Text][Citation analysis] | article | 33 |
| 2001 | Stochastic Optimal Growth with Unbounded Shock..(2001) In: Department of Economics - Working Papers Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 33 | paper | |
| 2005 | Stability of stochastic optimal growth models: a new approach In: Journal of Economic Theory. [Full Text][Citation analysis] | article | 38 |
| 2009 | Endogenous inequality and fluctuations in a two-country model In: Journal of Economic Theory. [Full Text][Citation analysis] | article | 15 |
| 2003 | Economic dynamical systems with multiplicative noise In: Journal of Mathematical Economics. [Full Text][Citation analysis] | article | 6 |
| 2006 | Stochastic optimal growth with nonconvexities In: Journal of Mathematical Economics. [Full Text][Citation analysis] | article | 15 |
| 2009 | Equilibrium storage with multiple commodities In: Journal of Mathematical Economics. [Full Text][Citation analysis] | article | 5 |
| 2007 | Parametric continuity of stationary distributions In: Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers). [Full Text][Citation analysis] | paper | 8 |
| 2006 | Parametric Continuity of Stationary Distributions.(2006) In: KIER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 8 | paper | |
| 2004 | Parametric Continuity of Stationary Distributions.(2004) In: Department of Economics - Working Papers Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 8 | paper | |
| 2004 | Parametric continuity of stationary distributions.(2004) In: Cahiers de la Maison des Sciences Economiques. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 8 | paper | |
| 2007 | Parametric continuity of stationary distributions.(2007) In: Economic Theory. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 8 | article | |
| 2008 | Continuous State Dynamic Programming via Nonexpansive Approximation In: Computational Economics. [Full Text][Citation analysis] | article | 11 |
| 2006 | Continuous State Dynamic Programming Via Nonexpansive Approximation.(2006) In: KIER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 11 | paper | |
| 2006 | Continuous State Dynamic Programming via Nonexpansive Approximation.(2006) In: Department of Economics - Working Papers Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 11 | paper | |
| 2010 | Stochastic Stability in Monotone Economies In: Discussion Paper Series. [Full Text][Citation analysis] | paper | 34 |
| 2010 | A Note on Monotone Markov Processes In: Discussion Paper Series. [Full Text][Citation analysis] | paper | 0 |
| 2011 | Existence, Stability and Computation of Stationary Distributions: An Extension of the Hopenhayn-Prescott Theorem In: Discussion Paper Series. [Full Text][Citation analysis] | paper | 6 |
| 2012 | Existence, Uniqueness and Stability of Stationary Distributions: An Extension of the Hopenhayn-Prescott Theorem In: Discussion Paper Series. [Full Text][Citation analysis] | paper | 0 |
| 2003 | Log-Linearization of Stochastic Economic Models In: KIER Working Papers. [Citation analysis] | paper | 0 |
| 2003 | A Forward Projection of the Cross-Country Income Distribution In: KIER Working Papers. [Citation analysis] | paper | 15 |
| 2006 | Necessary and Sufficient Conditions for Stability of Finite State Markov Chains In: KIER Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2005 | NECESSARY AND SUFFICIENT CONDITIONS FORSTABILITY OF FINITE STATE MARKOV CHAINS.(2005) In: Department of Economics - Working Papers Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
| 2009 | ASYMPTOTICS OF STOCHASTIC RECURSIVE ECONOMIES UNDER MONOTONICITY In: KIER Working Papers. [Full Text][Citation analysis] | paper | 1 |
| 2012 | Coase meets Tarski: New Insights from Coases Theory of the Firm In: KIER Working Papers. [Full Text][Citation analysis] | paper | 3 |
| 2000 | Asymptotic Stability of a Brock-Mirman Economy with Unbounded Shock. In: Department of Economics - Working Papers Series. [Full Text][Citation analysis] | paper | 0 |
| 2001 | Stochastic Growth: Asymptotic Distributions. In: Department of Economics - Working Papers Series. [Full Text][Citation analysis] | paper | 2 |
| 2003 | Stochastic growth: asymptotic distributions.(2003) In: Economic Theory. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2 | article | |
| 2001 | Log-Linearization of Perturbed Dynamical Systems, With Applications to Optimal Growth. In: Department of Economics - Working Papers Series. [Full Text][Citation analysis] | paper | 0 |
| 2001 | CONVERGENCE, PATH DEPENDENCE AND THE NATURE OF STOCHASTIC EQUILIBRIA: A TERATOLOGY OF GROWTH METHODS In: Department of Economics - Working Papers Series. [Full Text][Citation analysis] | paper | 0 |
| 2002 | Random Dynamical Systems with Multiplicative Noise In: Department of Economics - Working Papers Series. [Full Text][Citation analysis] | paper | 0 |
| 2004 | STOCHASTIC GROWTH WITH NONCONVEXITIES:THE OPTIMAL CASE In: Department of Economics - Working Papers Series. [Full Text][Citation analysis] | paper | 0 |
| 2004 | ASYMPTOTIC STATISTICAL PROPERTIES OF THE NEOCLASSICAL OPTIMAL GROWTH MODEL In: Department of Economics - Working Papers Series. [Full Text][Citation analysis] | paper | 0 |
| 2004 | Equivalent Conditions for Irreducibility of Discrete Time Markov Chains In: Department of Economics - Working Papers Series. [Full Text][Citation analysis] | paper | 0 |
| 2004 | Equivalent conditions for irreducibility of discrete time Markov chains.(2004) In: Cahiers de la Maison des Sciences Economiques. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
| 2004 | Stochastic Optimal Growth when the Discount Rate Vanishes In: Department of Economics - Working Papers Series. [Full Text][Citation analysis] | paper | 0 |
| 2005 | Computable Bounds for Extreme Event Probabilities in Stochastic Economic Models In: Department of Economics - Working Papers Series. [Full Text][Citation analysis] | paper | 0 |
| 2009 | Economic Dynamics: Theory and Computation In: MIT Press Books. [Citation analysis] | book | 70 |
| 2017 | Necessary and Sufficient Conditions for Existence and Uniqueness of Recursive Utilities In: NBER Working Papers. [Full Text][Citation analysis] | paper | 25 |
| 2009 | Computing Densities in Stochastic Recursive Economies: Generalized Look-Ahead Techniques In: 2009 Meeting Papers. [Full Text][Citation analysis] | paper | 0 |
| 2009 | Computing Densities and Expectations in Stochastic Recursive Economies: Generalized Look-Ahead Techniques In: CIRJE F-Series. [Full Text][Citation analysis] | paper | 0 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated May, 3 2026. Contact: CitEc Team