← All authors John Stachurski Capital University of Economics and Business (from arXiv:1905.13045, 2019) · ORCID · OpenAlex
48 papers in scope · 48 published · 1 on the econ.EM arXiv · 690 citations · h-index 15 (over the papers listed here)
Related authors The 20 authors closest to this one in our weighted citation graph, most related first.
Alexis Akira Toda Qingyin Ma Ji Hyung Lee Yulong Wang Yuya Sasaki Zhentao Shi Julien Hambuckers Li Sun Ziwei Mei Zhan Gao Victor Chernozhukov James G. MacKinnon Youngki Shin Yao Luo Morten Ørregaard Nielsen Matthew D. Webb Yundong Tu Chaohua Dong Stephan Smeekes Ulrike Schneider Proximity is measured over citations between two papers we both hold, weighted by how heavily one leans on the other, and is symmetric — it does not distinguish citing from being cited. Authors without a profile here are skipped, and a genuinely close colleague can be missing simply because their work is not in our arXiv corpus. Method: docs/06-citations-pipeline.md .
Papers (1 of 48)
Dynamic Programming in Ordered Vector Space
published 2026 · Operations Research
with Chengyuan Peng
Dynamic Programs on Partially Ordered Sets
published 2025 · 3 citations · first circulated 2023
with Thomas J. Sargent
Interest rate dynamics and commodity prices
published 2024 · Journal of Economic Theory · 6 citations · first circulated 2023
QuantEcon.py: A community based Python library forquantitative economics
published 2024 · The Journal of Open Source Software
with Quentin Batista, Chase Coleman, Yuya Furusawa, Shu Hu, Smit Lunagariya, Spencer Lyon, Matthew R. McKay, Daisuke Oyama, Thomas J. Sargent, Shi Zejin, Pablo Winant, Natasha D. Watkins, …
Asset pricing with time preference shocks: Existence and uniqueness
published 2023 · Journal of Economic Theory · 1 citations
with Ole Wilms, Junnan Zhang
Unbounded dynamic programming via the Q-transform
published 2022 · Journal of Mathematical Economics · first circulated 2020
Coase meets Bellman: Dynamic programming for production networks
published 2021 · Journal of Economic Theory · 1 citations · first circulated 2019
with Tomoo Kikuchi, Kazuo Nishimura, Junnan Zhang
Dynamic programming with value convexity
published 2021 · Automatica · 10 citations
with Guanlong Ren
Stability of equilibrium asset pricing models: A necessary and sufficient condition
published 2021 · Journal of Economic Theory · 1 citations · first circulated 2019
with Jaroslav Borovička
Dynamic Programming Deconstructed: Transformations of the Bellman Equation and Computational Efficiency
published 2021 · Operations Research · 8 citations · first circulated 2018
Dynamic programming with state-dependent discounting
published 2021 · Journal of Economic Theory · 1 citations
with Junnan Zhang
Partial stochastic dominance via optimal transport
published 2020 · Operations Research Letters · 5 citations
with Takashi Kamihigashi
published 2020 · Journal of Economic Theory · 35 citations · first circulated 2019
Necessary and Sufficient Conditions for Existence and Uniqueness of Recursive Utilities
published 2020 · The Journal of Finance · 34 citations · first circulated 2017
with Jaroslav Borovička, Jaroslav Boroviika
Trade clustering and power laws in financial markets
published 2020 · Theoretical Economics · 15 citations · first circulated 2018
with Makoto Nirei, Tsutomu Watanabe
An impossibility theorem for wealth in heterogeneous-agent models with limited heterogeneity” [Journal of Economic Theory 182 (2019) 1–24
published 2019 · Journal of Economic Theory · 51 citations · first circulated 2018
A unified stability theory for classical and monotone Markov chains
published 2019 · Journal of Applied Probability · 3 citations
with Takashi Kamihigashi
Optimal timing of decisions: A general theory based on continuation values
published 2019 · Journal of Economic Dynamics and Control · 3 citations · first circulated 2017
Span of control, transaction costs, and the structure of production chains
published 2018 · Theoretical Economics · 27 citations
with Tomoo Kikuchi, Kazuo Nishimura
Volatile capital flows and financial integration: The role of moral hazard
published 2018 · Journal of Economic Theory · 8 citations
with Tomoo Kikuchi, George Vachadze
Herding and Power Laws in Financial Markets
published 2018 · CARF F-Series
with Makoto Nirei, Koichiro Takaoka, Tsutomu Watanabe
no link
Seeking ergodicity in dynamic economies
published 2016 · Journal of Economic Theory · 6 citations
with Takashi Kamihigashi
Simulation-Based Density Estimation for Time Series Using Covariate Data
published 2015 · Journal of Business and Economic Statistics · 3 citations
with Yin Liao
Perfect simulation for models of industry dynamics
published 2014 · Journal of Mathematical Economics · 1 citations
with Takashi Kamihigashi
Solving the income fluctuation problem with unbounded rewards
published 2014 · Journal of Economic Dynamics and Control · 28 citations
with Huiyu Li
Stochastic stability in monotone economies
published 2014 · Theoretical Economics · 47 citations · first circulated 2010
with Takashi Kamihigashi
Stochastic optimal growth with risky labor supply
published 2013 · Journal of Mathematical Economics · 5 citations · first circulated 2012
with Yiyong Cai, Takashi Kamihigashi
Fitted value function iteration with probability one contractions
published 2012 · Journal of Economic Dynamics and Control · 8 citations · first circulated 2011
with Jenő Pál
BOUNDING TAIL PROBABILITIES IN DYNAMIC ECONOMIC MODELS
published 2011 · Macroeconomic Dynamics
INTRODUCTION TO MACROECONOMIC DYNAMICS SPECIAL ISSUE IN HONOR OF KAZUO NISHIMURA: NONLINEAR DYNAMICS IN EQUILIBRIUM MODELS
published 2011 · Macroeconomic Dynamics · 5 citations
with Alain Venditti, Makoto Yano
An order-theoretic mixing condition for monotone Markov chains
published 2011 · Statistics & Probability Letters · 14 citations
with Takashi Kamihigashi
Perfect simulation of stationary equilibria
published 2009 · Journal of Economic Dynamics and Control · 4 citations
with Kazuo Nishimura
On geometric ergodicity of the commodity pricing model
published 2009 · International Journal of Economic Theory · 1 citations
with Kazuo Nishimura
Endogenous inequality and fluctuations in a two-country model
published 2009 · Journal of Economic Theory · 20 citations
with Tomoo Kikuchi
Economic Dynamics: Theory and Computation
published 2009 · MIT Press Books · 98 citations
no link
Equilibrium storage with multiple commodities
published 2008 · Journal of Mathematical Economics · 3 citations · first circulated 2007
with Kazuo Nishimura
Computing the Distributions of Economic Models via Simulation
published 2008 · Econometrica · 22 citations
with Vance L. Martin
Continuous State Dynamic Programming via Nonexpansive Approximation
published 2007 · Computational Economics · 26 citations · first circulated 2006
Log-linearization of stochastic economic models†
published 2007 · The Journal of Difference Equations and Applications · 2 citations · first circulated 2003
Parametric continuity of stationary distributions
published 2006 · Economic Theory · 23 citations · first circulated 2004
with Cuong Le Van
Stochastic optimal policies when the discount rate vanishes
published 2006 · Journal of Economic Dynamics and Control · 7 citations
with Kazuo Nishimura
Stochastic optimal growth with nonconvexities
published 2005 · Journal of Mathematical Economics · 15 citations
with Kazuo Nishimura, Ryszard Rudnicki
Some stability results for Markovian economic semigroups
published 2005 · International Journal of Economic Theory · 1 citations · first circulated 2004
with Leonard J. Mirman, Kevin Reffett
Stability of stochastic optimal growth models: a new approach
published 2004 · Journal of Economic Theory · 51 citations
with Kazuo Nishimura
Stochastic growth: asymptotic distributions
published 2003 · Economic Theory · 10 citations · first circulated 2001
Economic dynamical systems with multiplicative noise
published 2003 · Journal of Mathematical Economics · 18 citations
Stochastic Growth with Increasing Returns: Stability and Path Dependence
published 2003 · Studies in Nonlinear Dynamics and Econometrics · 7 citations
Stochastic Optimal Growth with Unbounded Shock
published 2002 · Journal of Economic Theory · 53 citations · first circulated 2001
Assembled from arXiv and OpenAlex. Duplicate records for the same paper are merged, and the published version is shown where we could identify one. Corrections welcome.
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