John Stachurski

Available identifiers

zbMath Open stachurski.johnMaRDI QIDQ281411

List of research outcomes

Publication	Date of Publication	Type
Asset pricing with time preference shocks: existence and uniqueness	2024-03-27	Paper
https://portal.mardi4nfdi.de/entity/Q5871905	2023-01-25	Paper
Unique Solutions to Power-Transformed Affine Systems	2022-11-30	Paper
Unbounded dynamic programming via the Q-transform	2022-05-11	Paper
Dynamic Programming Deconstructed: Transformations of the Bellman Equation and Computational Efficiency	2022-02-16	Paper
Dynamic programming with value convexity	2021-11-19	Paper
Coase meets Bellman: dynamic programming for production networks	2021-09-29	Paper
Trade clustering and power laws in financial markets	2021-06-07	Paper
Stability of equilibrium asset pricing models: a necessary and sufficient condition	2021-05-11	Paper
Partial stochastic dominance via optimal transport	2021-04-07	Paper
Dynamic programming with state-dependent discounting	2021-02-23	Paper
Corrigendum to ``An impossibility theorem for wealth in heterogeneous-agent models with limited heterogeneity	2020-08-07	Paper
The income fluctuation problem and the evolution of wealth	2020-04-22	Paper
A unified stability theory for classical and monotone Markov chains	2019-07-15	Paper
An impossibility theorem for wealth in heterogeneous-agent models with limited heterogeneity	2019-06-14	Paper
Optimal timing of decisions: a general theory based on continuation values	2019-03-27	Paper
Volatile capital flows and financial integration: the role of moral hazard	2019-01-15	Paper
Solving the income fluctuation problem with unbounded rewards	2018-11-01	Paper
Span of control, transaction costs, and the structure of production chains	2018-09-19	Paper
Stochastic stability in monotone economies	2018-09-11	Paper
https://portal.mardi4nfdi.de/entity/Q2957422	2017-01-26	Paper
Fitted value function iteration with probability one contractions	2016-09-22	Paper
Seeking ergodicity in dynamic economies	2016-05-11	Paper
Perfect simulation for models of industry dynamics	2015-02-27	Paper
Generalized Look-Ahead Methods for Computing Stationary Densities	2014-10-21	Paper
Simple fixed point results for order-preserving self-maps and applications to nonlinear Markov operators	2014-08-28	Paper
Stochastic optimal growth with risky labor supply	2014-03-24	Paper
BOUNDING TAIL PROBABILITIES IN DYNAMIC ECONOMIC MODELS	2012-09-04	Paper
An order-theoretic mixing condition for monotone Markov chains	2012-05-18	Paper
Perfect simulation of stationary equilibria	2010-04-22	Paper
Endogenous inequality and fluctuations in a two-country model	2009-08-07	Paper
https://portal.mardi4nfdi.de/entity/Q3630866	2009-06-04	Paper
Stochastic optimal policies when the discount rate vanishes	2009-05-18	Paper
Equilibrium storage with multiple commodities	2009-02-10	Paper
Continuous state dynamic programming via nonexpansive approximation	2008-06-11	Paper
Computing the Distributions of Economic Models via Simulation	2008-04-08	Paper
Parametric continuity of stationary distributions	2007-10-11	Paper
Stochastic optimal growth with nonconvexities	2007-05-23	Paper
Log-linearization of stochastic economic models†	2007-05-08	Paper
Stochastic Growth with Increasing Returns: Stability and Path Dependence	2006-01-27	Paper
https://portal.mardi4nfdi.de/entity/Q5708273	2005-11-28	Paper
Stability of stochastic optimal growth models: a new approach	2005-06-01	Paper
Stochastic growth: asymptotic distributions	2003-08-20	Paper
Economic dynamical systems with multiplicative noise.	2003-06-25	Paper
Stochastic optimal growth with unbounded shock	2002-12-16	Paper

Research outcomes over time

Doctoral students

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