I am a professor of economics at Australian National University and a co-founder of the QuantEcon organization (https://quantecon.org/). My primary research interests are dynamic programming, asset pricing, computational methods, and Markov processes theory. I have just completed a book with Thomas J. Sargent on economic networks (https://networks.quantecon.org/), which is forthcoming from Cambridge University Press. I have almost completed a monograph on dynamic programming, also with Tom Sargent. The book contains a significant amount of new material on dynamic programming, in terms of both theory and applications.
Economic Dynamics: Theory and Computation (2nd edition)
John Stachurski
MIT Press, 2022
Dynamic Programming with Value Convexity
Guanlong Ren and John Stachurski
Automatica, 2021.109641, 2021
Stability of Equilibrium Asset Pricing Models: A Necessary and Sufficient Condition
Jaroslav Borovicka and John Stachurski
Journal of Economic Theory, 193, 105227, 2021
Dynamic Programming with State-Dependent Discounting
John Stachurski and Junnan Zhang
Journal of Economic Theory, 192, 105190, 2021
Dynamic Programming Deconstructed
Qingyin Ma and John Stachurski
Operations Research, in press, 2020
The Income Fluctuation Problem and the Evolution of Wealth
Qingyin Ma, John Stachurski, and Alexis Akira Toda
Journal of Economic Theory, 187, 2020
Trade Clustering and Power Laws in Financial Markets
Makoto Nirei, John Stachurski and Tsutomu Watanabe
Theoretical Economics, 15(4), 1365-1398, 2020
Necessary and Sufficient Conditions for Existence and Uniqueness of Recursive Utilities
Jaroslav Borovicka and John Stachurski
Journal of Finance, 75(3), 1457-1493, 2020
A Primer in Econometric Theory
John Stachurski
MIT Press, 2016
