1112131415161718191
BOUNDING TAIL PROBABILITIES IN DYNAMIC ECONOMIC MODELS,
John Stachurski,
in Macroeconomic Dynamics
(2012)
Systemic Risk in Financial Systems: Properties of Equilibria,
John Stachurski,
from arXiv.org
(2022)
Firm Entry and Exit with Unbounded Productivity Growth,
John Stachurski,
from arXiv.org
(2024)
Stochastic Optimal Growth with Unbounded Shock,
John Stachurski,
in Journal of Economic Theory
(2002)
Economic dynamical systems with multiplicative noise,
John Stachurski,
in Journal of Mathematical Economics
(2003)
Economic Dynamics: Theory and Computation,
John Stachurski,
from The MIT Press
(2009)
Keywords: economic dynamics, nonlinear dynamic systems, Markov chains, programming
Continuous State Dynamic Programming via Nonexpansive Approximation,
John Stachurski,
in Computational Economics
(2008)
Keywords: Numerical dynamic programming, Nonexpansive approximation, C61, C63,
Stochastic Growth with Increasing Returns: Stability and Path Dependence,
John Stachurski,
in Studies in Nonlinear Dynamics & Econometrics
(2003)
Stochastic growth: asymptotic distributions,
John Stachurski,
in Economic Theory
(2003)
Keywords: Keywords and Phrases: Stochastic growth, Law of large numbers, Central limit theorem., JEL Classification Numbers: C51, C62, O41.,
Registered author: John Stachurski
Log-Linearization of Stochastic Economic Models,
John Stachurski,
from Kyoto University, Institute of Economic Research
(2003)
Keywords: Log-linearization, Markov process, topological conjugacy.
Necessary and Sufficient Conditions for Stability of Finite State Markov Chains,
John Stachurski,
from Kyoto University, Institute of Economic Research
(2006)
Computing the Distributions of Economic Models Via Simulation,
John Stachurski,
from Kyoto University, Institute of Economic Research
(2006)
Keywords: Distributions, Markov processes, simulation.
Continuous State Dynamic Programming Via Nonexpansive Approximation,
John Stachurski,
from Kyoto University, Institute of Economic Research
(2006)
Asymptotic Stability of a Brock-Mirman Economy with Unbounded Shock,
John Stachurski,
from The University of Melbourne
(2000)
Keywords: STOCHASTIC PROCESS ; MATHEMATICAL ANALYSIS ; ECONOMETRICS
Stochastic Optimal Growth with Unbounded Shock,
John Stachurski,
from The University of Melbourne
(2001)
Keywords: ECONOMIC GROWTH ; ECONOMIC MODELS
Stochastic Growth: Asymptotic Distributions,
John Stachurski,
from The University of Melbourne
(2001)
Keywords: CAPITAL ; PRODUCTIVITY ; ECONOMIC MODELS
Log-Linearization of Perturbed Dynamical Systems, With Applications to Optimal Growth,
John Stachurski,
from The University of Melbourne
(2001)
Keywords: BEHAVIOUR ; GROWTH MODELS ; PRODUCTION
CONVERGENCE, PATH DEPENDENCE AND THE NATURE OF STOCHASTIC EQUILIBRIA: A TERATOLOGY OF GROWTH METHODS,
John Stachurski,
from The University of Melbourne
(2001)
Random Dynamical Systems with Multiplicative Noise,
John Stachurski,
from The University of Melbourne
(2002)
ASYMPTOTIC STATISTICAL PROPERTIES OF THE NEOCLASSICAL OPTIMAL GROWTH MODEL,
John Stachurski,
from The University of Melbourne
(2004)
NECESSARY AND SUFFICIENT CONDITIONS FORSTABILITY OF FINITE STATE MARKOV CHAINS,
John Stachurski,
from The University of Melbourne
(2005)
Computing the Distributions of Economic Models Via Simulation,
John Stachurski,
from The University of Melbourne
(2005)
Computable Bounds for Extreme Event Probabilities in Stochastic Economic Models,
John Stachurski,
from The University of Melbourne
(2005)
Continuous State Dynamic Programming via Nonexpansive Approximation,
John Stachurski,
from The University of Melbourne
(2006)
Keywords: Dynamic Programming; Approximation
Dynamic Programming with State-Dependent Discounting,
John Stachurski and Junnan Zhang,
from arXiv.org
(2020)
Dynamic Optimal Choice When Rewards are Unbounded Below,
Qingyin Ma and John Stachurski,
from arXiv.org
(2019)
Seeking Ergodicity in Dynamic Economies,
Takashi Kamihigashiw and John Stachurski,
from Department of Research, Ipag Business School
(2014)
Keywords: Ergodicity, consistency, calibration
Dynamic Programming Deconstructed: Transformations of the Bellman Equation and Computational Efficiency,
Qingyin Ma and John Stachurski,
in Operations Research
(2021)
Keywords: dynamic programming: Markov, Optimization, dynamic programming, optimality, computational efficiency
Endogenous inequality and fluctuations in a two-country model,
Tomoo Kikuchi and John Stachurski,
in Journal of Economic Theory
(2009)
Keywords: Credit market imperfection Endogenous cycles Symmetry-breaking Two-country model
Fitted value function iteration with probability one contractions,
Jenő Pál and John Stachurski,
in Journal of Economic Dynamics and Control
(2013)
Keywords: Dynamic programming; Value function iteration; Monte Carlo;
Dynamic Programming with Recursive Preferences: Optimality and Applications,
Guanlong Ren and John Stachurski,
from arXiv.org
(2020)
Simulation-Based Density Estimation for Time Series Using Covariate Data,
Yin Liao and John Stachurski,
in Journal of Business & Economic Statistics
(2015)
Necessary and Sufficient Conditions for Existence and Uniqueness of Recursive Utilities,
Jaroslav Borovička and John Stachurski,
from Society for Economic Dynamics
(2018)
Stability of equilibrium asset pricing models: A necessary and sufficient condition,
Jaroslav Borovička and John Stachurski,
in Journal of Economic Theory
(2021)
Keywords: Asset pricing; Equilibrium prices; Spectral methods;
Necessary and Sufficient Conditions for Existence and Uniqueness of Recursive Utilities,
Jaroslav Borovička and John Stachurski,
from arXiv.org
(2019)
Stability of Equilibrium Asset Pricing Models: A Necessary and Sufficient Condition,
Jaroslav Borovička and John Stachurski,
from arXiv.org
(2021)
Optimal timing of decisions: A general theory based on continuation values,
Qingyin Ma and John Stachurski,
in Journal of Economic Dynamics and Control
(2019)
Keywords: Continuation values; Dynamic programming; Optimal timing;
Necessary and Sufficient Conditions for Existence and Uniqueness of Recursive Utilities,
Jaroslav Borovička and John Stachurski,
in Journal of Finance
(2020)
Computing the Distributions of Economic Models via Simulation,
John Stachurski and Vance Martin,
in Econometrica
(2008)
Solving the income fluctuation problem with unbounded rewards,
Huiyu Li and John Stachurski,
in Journal of Economic Dynamics and Control
(2014)
Keywords: Coleman operator; Policy iteration; Time iteration; Global convergence;
Interlinkage between Real Exchange rate and Current Account Behaviors: Evidence from India,
Takashi Kamihigashi and John Stachurski,
from Department of Research, Ipag Business School
(2014)
Perfect Simulation for Models of Industry Dynamics,
Takashi Kamihigashi and John Stachurski,
from Department of Research, Ipag Business School
(2014)
Partial Stochastic Dominance,
Takashi Kamihigashi and John Stachurski,
from Department of Research, Ipag Business School
(2014)
Keywords: Stochastic dominance, stochastic order
Seeking ergodicity in dynamic economies,
Takashi Kamihigashi and John Stachurski,
in Journal of Economic Theory
(2016)
Keywords: Ergodicity; Monotonicity; Calibration;
Perfect simulation for models of industry dynamics,
Takashi Kamihigashi and John Stachurski,
in Journal of Mathematical Economics
(2015)
Keywords: Regeneration; Simulation; Coupling from the past; Perfect sampling;
An order-theoretic mixing condition for monotone Markov chains,
Takashi Kamihigashi and John Stachurski,
in Statistics & Probability Letters
(2012)
Keywords: Markov chains; Monotonicity; Mixing; Irreducibility; Coupling;
Stochastic Stability in Monotone Economies,
Takashi Kamihigashi and John Stachurski,
from Research Institute for Economics & Business Administration, Kobe University
(2010)
Keywords: Monotonicity, Stability, Markov process, Stochastic dynamics
A Note on Monotone Markov Processes,
Takashi Kamihigashi and John Stachurski,
from Research Institute for Economics & Business Administration, Kobe University
(2010)
An Order-Theoretic Mixing Condition for Monotone Markov Chains,
Takashi Kamihigashi and John Stachurski,
from Research Institute for Economics & Business Administration, Kobe University
(2011)
Existence, Stability and Computation of Stationary Distributions: An Extension of the Hopenhayn-Prescott Theorem,
Takashi Kamihigashi and John Stachurski,
from Research Institute for Economics & Business Administration, Kobe University
(2011)
Exact Draws from the Stationary Distribution of Entry-Exit Models,
Takashi Kamihigashi and John Stachurski,
from Research Institute for Economics & Business Administration, Kobe University
(2012)
Keywords: Simulation, Stationary equilibrium, Firm dynamics
Existence, Uniqueness and Stability of Stationary Distributions: An Extension of the Hopenhayn-Prescott Theorem,
Takashi Kamihigashi and John Stachurski,
from Research Institute for Economics & Business Administration, Kobe University
(2012)
Keywords: Stability, Simulation, Stationary equilibria
Stochastic Stability in Monotone Economies,
Takashi Kamihigashi and John Stachurski,
from Research Institute for Economics & Business Administration, Kobe University
(2013)
Keywords: Stability, Monotonicity, Stationary equilibria
Exact Sampling from the Stationary Distribution of Entry-Exit Models,
Takashi Kamihigashi and John Stachurski,
from Research Institute for Economics & Business Administration, Kobe University
(2013)
Keywords: Simulation, Stationary equilibrium, Firm dynamics
Exact Sampling for Industry Dynamics and Other Regenerative Processes,
Takashi Kamihigashi and John Stachurski,
from Research Institute for Economics & Business Administration, Kobe University
(2013)
Keywords: Regeneration, rejuvenation, simulation, coupling from the past, perfect sampling
Simple Fixed Point Results for Order-Preserving Self-Maps and Applications to Nonlinear Markov Operators,
Takashi Kamihigashi and John Stachurski,
from Research Institute for Economics & Business Administration, Kobe University
(2013)
Keywords: xed point; order-preserving self-map; contraction; nonlin-ear Markov operator; global stability
Seeking Ergodicity in Dynamic Economies,
Takashi Kamihigashi and John Stachurski,
from Research Institute for Economics & Business Administration, Kobe University
(2014)
Keywords: Ergodicity, consistency, calibration
Perfect Simulation for Models of Industry Dynamics,
Takashi Kamihigashi and John Stachurski,
from Research Institute for Economics & Business Administration, Kobe University
(2014)
Keywords: Regeneration, Simulation, Coupling from the past, Perfect sampling
Seeking Ergodicity in Dynamic Economies,
Takashi Kamihigashi and John Stachurski,
from Research Institute for Economics & Business Administration, Kobe University
(2014)
Keywords: Ergodicity, Consistency, Calibration
Partial Stochastic Dominance,
Takashi Kamihigashi and John Stachurski,
from Research Institute for Economics & Business Administration, Kobe University
(2014)
Keywords: Stochastic dominance, Stochastic order
Stability Analysis for Random Dynamical Systems in Economics,
Takashi Kamihigashi and John Stachurski,
from Research Institute for Economics & Business Administration, Kobe University
(2014)
An Axiomatic Approach to Measuring Degree of Stochastic Dominance,
Takashi Kamihigashi and John Stachurski,
from Research Institute for Economics & Business Administration, Kobe University
(2014)
Keywords: Stochastic dominance, Stochastic order
Perfect Simulation for Models of Industry Dynamics,
Takashi Kamihigashi and John Stachurski,
from Research Institute for Economics & Business Administration, Kobe University
(2014)
Seeking Ergodicity in Dynamic Economies,
Takashi Kamihigashi and John Stachurski,
from Research Institute for Economics & Business Administration, Kobe University
(2014)
Keywords: Ergodicity, Monotonicity, Calibration
The Nikodym Convergence Theorem for Countably Additive Set Functions on an Arbitrary Family of Sets,
Takashi Kamihigashi and John Stachurski,
from Research Institute for Economics & Business Administration, Kobe University
(2014)
Keywords: Nikodym convergence theorem, countable additivity, semiring.
Seeking Ergodicity in Dynamic Economies,
Takashi Kamihigashi and John Stachurski,
from Research Institute for Economics & Business Administration, Kobe University
(2015)
Keywords: Ergodicity, Monotonicity, Calibration
Some Unified Results for Classical and Monotone Markov Chain Theory,
Takashi Kamihigashi and John Stachurski,
from Research Institute for Economics & Business Administration, Kobe University
(2017)
Keywords: Total variation, Markov chains, Stochastic domination, Coupling
Quantitative Convergence Rates for Stochastically Monotone Markov Chains,
Takashi Kamihigashi and John Stachurski,
from Research Institute for Economics & Business Administration, Kobe University
(2024)
Economic Networks: Theory and Computation,
Thomas Sargent and John Stachurski,
from arXiv.org
(2022)
Dynamic programming with state-dependent discounting,
John Stachurski and Junnan Zhang,
in Journal of Economic Theory
(2021)
Keywords: Dynamic programming; Optimality; State-dependent discounting;
Parametric continuity of stationary distributions,
Cuong Van and John Stachurski,
in Economic Theory
(2007)
Keywords: Markov processes, Parametric continuity, C61, C62,
Necessary and Sufficient Conditions for Existence and Uniqueness of Recursive Utilities,
Jaroslav Borovička and John Stachurski,
from National Bureau of Economic Research, Inc
(2017)
EQUILIBRIUM STORAGE WITH MULTIPLE COMMODITIES,
Kazuo Nishimura and John Stachurski,
from Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University
(2007)
Dynamic Programming: Finite States,
Thomas Sargent and John Stachurski,
from arXiv.org
(2024)
Perfect simulation of stationary equilibria,
Kazuo Nishimura and John Stachurski,
in Journal of Economic Dynamics and Control
(2010)
Keywords: Stationarity Coupling from the past Perfect sampling
Stochastic optimal policies when the discount rate vanishes,
Kazuo Nishimura and John Stachurski,
in Journal of Economic Dynamics and Control
(2007)
Stability of stochastic optimal growth models: a new approach,
Kazuo Nishimura and John Stachurski,
in Journal of Economic Theory
(2005)
Equilibrium storage with multiple commodities,
Kazuo Nishimura and John Stachurski,
in Journal of Mathematical Economics
(2009)
Keywords: Commodities Dynamic programming Stability
On geometric ergodicity of the commodity pricing model,
Kazuo Nishimura and John Stachurski,
in International Journal of Economic Theory
(2009)
Economic Networks,
Thomas Sargent and John Stachurski,
from Cambridge University Press
(2024)
Economic Networks,
Thomas Sargent and John Stachurski,
from Cambridge University Press
(2024)
Poverty Traps,
Costas Azariadis and John Stachurski,
from Elsevier
(2005)
An Order-Theoretic Mixing Condition for Monotone Markov Chains,
Takashi Kamihigashi and John Stachurski,
from Australian National University, College of Business and Economics, School of Economics
(2011)
Fitted Value Function Iteration With Probability One Contractions,
Jenö Pál and John Stachurski,
from Australian National University, College of Business and Economics, School of Economics
(2011)
Stability of Stationary Distributions in Monotone Economies,
Takashi Kamihigashi and John Stachurski,
from Australian National University, College of Business and Economics, School of Economics
(2011)
Parametric Conditional Monte Carlo Density Estimation,
Yin Liao and John Stachurski,
from Australian National University, College of Business and Economics, School of Economics
(2011)
Exact Draws from the Stationary Distribution of Entry-Exit Models,
Takashi Kamihigashi and John Stachurski,
from Australian National University, College of Business and Economics, School of Economics
(2012)
A Forward Projection of the Cross-Country Income Distribution,
Costas Azariadis and John Stachurski,
from Kyoto University, Institute of Economic Research
(2003)
Stochastic Optimal Policies When the Discout Rate Vanishes,
Kazuo Nishimura and John Stachurski,
from Kyoto University, Institute of Economic Research
(2006)
Keywords: Dynamic programming, Long-run optimality.
ASYMPTOTICS OF STOCHASTIC RECURSIVE ECONOMIES UNDER MONOTONICITY,
Takashi Kamihigashi and John Stachurski,
from Kyoto University, Institute of Economic Research
(2009)
Poverty Traps,
Costas Aariadis and John Stachurski,
from The University of Melbourne
(2004)
Keywords: Poverty
Stochastic Optimal Growth when the Discount Rate Vanishes,
Kazuo Nishimura and John Stachurski,
from The University of Melbourne
(2004)
Stability of Stochastic Optimal Growth Models: A New Approach,
Kazuo Nishimura and John Stachurski,
from Springer
(2012)
Keywords: Euler Equation, Lyapunov Function, Central Limit Theorem, Optimal Policy, Marginal Utility
Equivalent Conditions for Irreducibility of Discrete Time Markov Chains,
Cuong Le Van and John Stachurski,
from HAL
(2004)
Keywords: discrete time Markov chains,invariant distribution,nondecomposability,irreducibility,absorbing set,chaînes de Markov à temps discret,distribution invariante,nondécomposabilité,irréductibilité,ensemble absorbant
Parametric continuity of stationary distributions,
John Stachurski and Cuong Le Van,
from HAL
(2004)
Keywords: stationary distribution,parametric continuity,Markov process,Solow-Phelps golden rule,Foias operator,V norm-like function,Feller property
Equivalent Conditions for Irreducibility of Discrete Time Markov Chains,
Cuong Le Van and John Stachurski,
from HAL
(2004)
Keywords: discrete time Markov chains,invariant distribution,nondecomposability,irreducibility,absorbing set,chaînes de Markov à temps discret,distribution invariante,nondécomposabilité,irréductibilité,ensemble absorbant
Parametric continuity of stationary distributions,
John Stachurski and Cuong Le Van,
from HAL
(2004)
Keywords: stationary distribution,parametric continuity,Markov process,Solow-Phelps golden rule,Foias operator,V norm-like function,Feller property
Volatile capital flows and financial integration: The role of moral hazard,
Tomoo Kikuchi, John Stachurski and George Vachadze,
in Journal of Economic Theory
(2018)
Keywords: Capital flows; Moral hazard; Cycles; Financial integration;
INTRODUCTION TO MACROECONOMIC DYNAMICS SPECIAL ISSUE IN HONOR OF KAZUO NISHIMURA: NONLINEAR DYNAMICS IN EQUILIBRIUM MODELS,
John Stachurski, Alain Venditti and Makoto Yano,
in Macroeconomic Dynamics
(2012)