Professor John Stachurski

RSE

Research School of Economics

Position
Professor
Email
john.stachurski@anu.edu.au
Phone number
+61 2 612 57552
Office
Room 1136, Copland Bld (24)
Research areas

Dynamic programming; Markov processes; asset pricing; Computational economics; Numerical methods.

Biography

John Stachurski is a Professor of Economics, a 2020 Australian Research Council Future Fellow, and a founding member and co-chair of QuantEcon, a nonprofit organisation dedicated to collaborative development and documentation of open source code for economics, finance and operations research.  John’s technical research interests are at the intersection of applied probability, functional analysis and stochastic stability. He applies these fields to problems such as dynamic programming, intertemporal optimization and asset pricing. John’s research has been funded by prestigious organisations including the Australian Research Council and the Alfred P. Sloan Foundation. His work has been published in books and top international journals including Journal of Economic TheoryEconometricaEconometric TheoryJournal of Economic Dynamics and ControlTheoretical EconomicsOperations Research, and Journal of Business and Economic Statistics. John has served on the OSE Advisory Board of Chicago University’s  Becker–Friedman Institute, and been involved as research instructor at their Summer Boot camp.

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Personal Website

CV

Research publications

Research grants and awards

Awards:

2016 ARC Future Fellowship

2012 ARC Discovery Outstanding Researcher Award

2007 IJET Lionel W. McKenzie Prize

2002 Melbourne University Chancellor’s Prize for Excellence 


Grants:

Alfred P. Sloan Foundation 2015 Grant

Alfred P. Sloan Foundation 2019 Grant, in collaboration with Berkley and Northern Arizona University

2016 ARC Future Fellowship

2012 ARC Discovery Project with a Discovery Outstanding Researcher Award

Research engagement and outreach

OSE Advisory Board (Becker–Friedman Institute, Chicago University)

Member of the QuantEcon Steering Committee

Research Fellow, Research Institute for Economics and Business, Kobe University