Stochastic Optimal Growth with Unbounded Shock. - John Stachurski (J. Econ. Theory, 2002)

Stability of stochastic optimal growth models: a new approach. - Kazuo Nishimura; John Stachurski (J. Econ. Theory, 2005)

Endogenous inequality and fluctuations in a two-country model. - Tomoo Kikuchi; John Stachurski (J. Econ. Theory, 2009)

Generalized Look-Ahead Methods for Computing Stationary Densities. - R. Anton Braun; Huiyu Li; John Stachurski (Math. Oper. Res., 2012)

Seeking ergodicity in dynamic economies. - Takashi Kamihigashi; John Stachurski (J. Econ. Theory, 2016)

Volatile capital flows and financial integration: The role of moral hazard. - Tomoo Kikuchi; John Stachurski; George Vachadze (J. Econ. Theory, 2018)

A unified stability theory for classical and monotone Markov chains. - Takashi Kamihigashi; John Stachurski (J. Appl. Probab., 2019)

An impossibility theorem for wealth in heterogeneous-agent models with limited heterogeneity. - John Stachurski; Alexis Akira Toda (J. Econ. Theory, 2019)

The income fluctuation problem and the evolution of wealth. - Qingyin Ma; John Stachurski; Alexis Akira Toda (J. Econ. Theory, 2020)

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

Partial stochastic dominance via optimal transport. - Takashi Kamihigashi; John Stachurski (Oper. Res. Lett., 2020)

Dynamic programming with value convexity. - Guanlong Ren; John Stachurski (Autom., 2021)

Dynamic Programming Deconstructed: Transformations of the Bellman Equation and Computational Efficiency. - Qingyin Ma; John Stachurski (Oper. Res., 2021)

Stability of equilibrium asset pricing models: A necessary and sufficient condition. - Jaroslav Borovicka; John Stachurski (J. Econ. Theory, 2021)

Coase meets Bellman: Dynamic programming for production networks. - Tomoo Kikuchi; Kazuo Nishimura; John Stachurski; Junnan Zhang (J. Econ. Theory, 2021)

Dynamic programming with state-dependent discounting. - John Stachurski; Junnan Zhang (J. Econ. Theory, 2021)

Interest rate dynamics and commodity prices. - Christophe Gouel; Qingyin Ma; John Stachurski (J. Econ. Theory, 2024)

Asset pricing with time preference shocks: Existence and uniqueness. - John Stachurski; Ole Wilms; Junnan Zhang (J. Econ. Theory, 2024)

QuantEcon.py: A community based Python library for quantitative economics. - Quentin Batista; Chase Coleman; Yuya Furusawa; Shu Hu; Smit Lunagariya; Spencer Lyon; Matthew McKay; Daisuke Oyama; Thomas J. Sargent; Zejin Shi; John Stachurski; Pablo Winant; et al. (J. Open Source Softw., 2024)

Dynamic Programs on Partially Ordered Sets. - Thomas J. Sargent; John Stachurski (SIAM J. Control. Optim., 2025)