John Stachurski

Names

Contact

Affiliations

• Australian National University → College of Business and Economics → Research School of Economics
  • website
  • location: Canberra, Australia

Research profile

author of:

• Economic dynamical systems with multiplicative noise
  by Stachurski, John
• Stochastic Optimal Growth with Unbounded Shock
  by Stachurski, John
• Stability of stochastic optimal growth models: a new approach
  by Nishimura, Kazuo & Stachurski, John
• Equivalent conditions for irreducibility of discrete time Markov chains.
  by Cuong Le Van & John Stachurski
• Parametric continuity of stationary distributions.
  by John Stachurski & Cuong Le Van
• Stochastic growth: asymptotic distributions
  by John Stachurski
• Log-Linearization of Perturbed Dynamical Systems, With Applications to Optimal Growth.
  by Stachurski, J.
• Poverty Traps
  by Azariadis, Costas & Stachurski, John
  edited by
• Stochastic Optimal Growth with Unbounded Shock.
  by Stachurski, J.
• Some Stability Results for Markovian Economic Semigroups
  by Leonard J. Mirman & Kevin Reffett & John Stachurski
• Stochastic Optimal Growth when the Discount Rate Vanishes
  by Kazuo Nishimura & John Stachurski
• Stochastic Optimal Policies When the Discout Rate Vanishes
  by Kazuo Nishimura & John Stachurski
• STOCHASTIC GROWTH WITH NONCONVEXITIES:THE OPTIMAL CASE
  by Kazuo Nishimura & Ryszard Rudnicki & John Stachurski
• Asymptotic Stability of a Brock-Mirman Economy with Unbounded Shock.
  by Stachurski, J.
• Stochastic Growth: Asymptotic Distributions.
  by Stachurski, J.
• Stochastic optimal growth with nonconvexities
  by Nishimura, Kazuo & Rudnicki, Ryszard & Stachurski, John
• Computing the Distributions of Economic Models Via Simulation
  by John Stachurski
• ASYMPTOTIC STATISTICAL PROPERTIES OF THE NEOCLASSICAL OPTIMAL GROWTH MODEL
  by John Stachurski
• A Forward Projection of the Cross-Country Income Distribution
  by Costas Azariadis & John Stachurski
• Computing the Distributions of Economic Models via Simulation
  by John Stachurski & University of Melbourne
• Parametric Continuity of Stationary Distributions
  by Cuong Le Van & John Stachurski
• Poverty Traps
  by Costas Aariadis & John Stachurski
• Computable Bounds for Extreme Event Probabilities in Stochastic Economic Models
  by John Stachurski
• Continuous State Dynamic Programming Via Nonexpansive Approximation
  by John Stachurski
• Computing the Distributions of Economic Models Via Simulation
  by John Stachurski
• Necessary and Sufficient Conditions for Stability of Finite State Markov Chains
  by John Stachurski
• Continuous State Dynamic Programming via Nonexpansive Approximation
  by John Stachurski
• Parametric Continuity of Stationary Distributions
  by Cuong Le Van & John Stachurski
• Random Dynamical Systems with Multiplicative Noise
  by John Stachurski
• CONVERGENCE, PATH DEPENDENCE AND THE NATURE OF STOCHASTIC EQUILIBRIA: A TERATOLOGY OF GROWTH METHODS
  by John Stachurski
• NECESSARY AND SUFFICIENT CONDITIONS FORSTABILITY OF FINITE STATE MARKOV CHAINS
  by John Stachurski
• Log-Linearization of Stochastic Economic Models
  by John Stachurski
• Equivalent Conditions for Irreducibility of Discrete Time Markov Chains
  by Cuong Le Van & John Stachurski
• Stochastic optimal policies when the discount rate vanishes
  by Nishimura, Kazuo & Stachurski, John
• Parametric continuity of stationary distributions
  by Cuong Van & John Stachurski
• Some stability results for Markovian economic semigroups
  by Leonard J. Mirman & Kevin Reffett & John Stachurski
• Continuous State Dynamic Programming via Nonexpansive Approximation
  by John Stachurski
• Computing the Distributions of Economic Models via Simulation
  by John Stachurski & Vance Martin
• Endogenous inequality and fluctuations in a two-country model
  by Kikuchi, Tomoo & Stachurski, John
• Economic Dynamics: Theory and Computation
  by John Stachurski
• ASYMPTOTICS OF STOCHASTIC RECURSIVE ECONOMIES UNDER MONOTONICITY
  by Takashi Kamihigashi & John Stachurski
• Equilibrium storage with multiple commodities
  by Nishimura, Kazuo & Stachurski, John
• Stochastic Growth with Increasing Returns: Stability and Path Dependence
  by Stachurski John
• "Computing Densities: A Conditional Monte Carlo Estimator"
  by Richard Anton Braun & Huiyu Li & John Stachurski
• "Computing Densities and Expectations in Stochastic Recursive Economies: Generalized Look-Ahead Techniques"
  by Richard Anton Braun & Huiyu Li & John Stachurski
• On geometric ergodicity of the commodity pricing model
  by Kazuo Nishimura & John Stachurski
• A Note on Monotone Markov Processes
  by Takashi Kamihigashi & John Stachurski
• Stochastic Stability in Monotone Economies
  by Takashi Kamihigashi & John Stachurski
• Perfect simulation of stationary equilibria
  by Nishimura, Kazuo & Stachurski, John
• Computing Densities: A Conditional Monte Carlo Estimator
  by Richard Anton Braun & Huiyu Li & John Stachurski
• An Order-Theoretic Mixing Condition for Monotone Markov Chains
  by Takashi Kamihigashi & John Stachurski
• Parametric Conditional Monte Carlo Density Estimation
  by Yin Liao & John Stachurski
• A GOODNESS OF FIT TEST FOR ERGODIC MARKOV PROCESSES
  by Vance Martin & Yoshihiko Nishiyama & John Stachurski
• An Order-Theoretic Mixing Condition for Monotone Markov Chains
  by Takashi Kamihigashi & John Stachurski
• A Goodness of Fit Test for Ergodic Markov Processes
  by Vance Martin & Yoshihiko Nishiyama & John Stachurski
• Generalized Look-Ahead Methods for Computing Stationary Densities
  by R. Anton Braun & Huiyu Li & John Stachurski
• Fitted Value Function Iteration With Probability One Contractions
  by Jenö Pál & John Stachurski
• Stability of Stationary Distributions in Monotone Economies
  by Takashi Kamihigashi & John Stachurski
• Existence, Stability and Computation of Stationary Distributions: An Extension of the Hopenhayn-Prescott Theorem
  by Takashi Kamihigashi & John Stachurski
• Stochastic Optimal Growth with Risky Labor Supply
  by Yiyong Cai & Takashi Kamihigashi & John Stachurski
• Coase meets Tarski: New Insights from Coase's Theory of the Firm
  by Tomoo Kikuchi & Kazuo Nishimura & John Stachurski
• INTRODUCTION TO MACROECONOMIC DYNAMICS SPECIAL ISSUE IN HONOR OF KAZUO NISHIMURA: NONLINEAR DYNAMICS IN EQUILIBRIUM MODELS
  by Stachurski, John & Venditti, Alain & Yano, Makoto
• An order-theoretic mixing condition for monotone Markov chains
  by Kamihigashi, Takashi & Stachurski, John
• BOUNDING TAIL PROBABILITIES IN DYNAMIC ECONOMIC MODELS
  by Stachurski, John
• Parametric continuity of stationary distributions
  by Cuong Le Van & John Stachurski
• Stochastic Optimal Growth with Risky Labor Supply
  by Yiyong Cai & Takashi Kamihigashi & John Stachurski
• Computing Densities in Stochastic Recursive Economies: Generalized Look-Ahead Techniques
  by John Stachurski & Huiyu Li & Richard Anton Braun
• Existence, Uniqueness and Stability of Stationary Distributions: An Extension of the Hopenhayn-Prescott Theorem
  by Takashi Kamihigashi & John Stachurski
• Exact Draws from the Stationary Distribution of Entry-Exit Models
  by Takashi Kamihigashi & John Stachurski
• Exact Draws from the Stationary Distribution of Entry-Exit Models
  by Takashi Kamihigashi & John Stachurski
• Necessary and Sufficient Conditions for Existence and Uniqueness of Recursive Utilities
  by Jaroslav Borovička & John Stachurski