John Stachurski

John Stachurski is a Professor at the Research School of Economics, Australian National University, specializing in economic dynamics, dynamic programming, and computational methods. His research focuses on optimal growth theory, stochastic processes, and asset pricing models. He has contributed to advancements in unbounded dynamic programming, Bellman equation transformations, and the computational efficiency of economic models. His work often bridges theoretical rigor with practical applications in finance and macroeconomics.

Stachurski’s research spans projects such as the Next Generation Scientific Textbooks (2019–2025) and Advanced Computational Methods for Asset Pricing (2017–2021), emphasizing innovation in quantitative economics. He holds an h-index of 11 with over 563 citations across his 48 publications.

His research interests include stability analysis of economic systems, recursive utility frameworks, and the interplay between financial markets and economic theory. Notable contributions include work on power-transformed affine systems, interest rate dynamics, and systemic risk in financial networks.