John Stachurski

Orcid: 0000-0001-6716-0111

According to our database1, John Stachurski authored at least 18 papers between 2002 and 2024.

Collaborative distances:
  • Dijkstra number2 of four.
  • Erdős number3 of four.

Timeline

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Bibliography

2024
QuantEcon.py: A community based Python library for quantitative economics.
J. Open Source Softw., January, 2024

2023
Interest Rate Dynamics and Commodity Prices.
CoRR, 2023

2021
Dynamic programming with state-dependent discounting.
J. Econ. Theory, 2021

Coase meets Bellman: Dynamic programming for production networks.
J. Econ. Theory, 2021

Stability of equilibrium asset pricing models: A necessary and sufficient condition.
J. Econ. Theory, 2021

Dynamic Programming Deconstructed: Transformations of the Bellman Equation and Computational Efficiency.
Oper. Res., 2021

Dynamic programming with value convexity.
Autom., 2021

2020
Partial stochastic dominance via optimal transport.
Oper. Res. Lett., 2020

Corrigendum to "An impossibility theorem for wealth in heterogeneous-agent models with limited heterogeneity" [Journal of Economic Theory 182 (2019) 1-24].
J. Econ. Theory, 2020

The income fluctuation problem and the evolution of wealth.
J. Econ. Theory, 2020

2019
An impossibility theorem for wealth in heterogeneous-agent models with limited heterogeneity.
J. Econ. Theory, 2019

A unified stability theory for classical and monotone Markov chains.
J. Appl. Probab., 2019

2018
Volatile capital flows and financial integration: The role of moral hazard.
J. Econ. Theory, 2018

2016
Seeking ergodicity in dynamic economies.
J. Econ. Theory, 2016

2012
Generalized Look-Ahead Methods for Computing Stationary Densities.
Math. Oper. Res., 2012

2009
Endogenous inequality and fluctuations in a two-country model.
J. Econ. Theory, 2009

2005
Stability of stochastic optimal growth models: a new approach.
J. Econ. Theory, 2005

2002
Stochastic Optimal Growth with Unbounded Shock.
J. Econ. Theory, 2002


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