Random Quote: And in order to do good to others he would have needed, besides the principles which filled his mind, an unprincipled heart–the kind of heart that knows no general cases, but only of particular ones, and has the greatness of small actions. – Boris Pasternak
I’m currently based at the Research School of Economics at Australian National University. I’ve also spent substantial amounts of time at Kyoto University and NYU.
You can find my papers and books in my list of publications.
- Stochastic dynamics (particularly Markov processes)
- Computational and numerical methods (simulation, algorithms, etc.)
- Asset pricing
- Distribution dynamics (evolution and properties of firm, income and wealth distributions)
- Time series analysis
- Optimal transport
- Dynamic programming
- Assorted outliers, including economic development and the theory of the firm
My coauthors include, in alphabetical order, Costas Azariadis, Jaroslav Borovicka, Toni Braun, Yiyong Cai, Takashi Kamihigashi, Tomoo Kikuchi, Huiyu Li, Yin Liao, Qingyin Ma, Vance Martin, Leonard J. Mirman, Kazuo Nishimura, Yoshihiko Nishiyama, Jeno Pal, Kevin Reffett, Guanlong Ren, Ryszard Rudnicki, Tom Sargent, Alexis Akira Toda, Cuong Le Van and Junnan Zhang.
PhD Students (Chair)
- Yiyong Cai, Akshay Shanker, Qingyin Ma, Guanlong Ren, Junnan Zhang, Chien Hsiang, Shu Hu