- Site Index

Home

About Us

People

Research

Services

Publications

Resources

Events

Links

Contact Us

MEET THE RESEARCHER

Recent Scientific Accomplishments

Funded Research

Future Research Plans

WHO'S WHO IN MPRC

Faculty Associates

Faculty Affiliates

Technical Staff

Contact Information

ACTIVITIES

Faculty Publications

Funded Research

AFFILIATIONS

Affiliated Departments @ UMD

Become a Faculty Associate

Publications by Researcher

John Rust

Rust, J. and Hall, G. (Forthcoming), "The $(S,s)$ Rule Is an Optimal Trading Strategy in a Class of Commodity Price Speculation Problems", Economic Theory, :

Rust, J. (2005), "Impact of Retiree Health Plans on Faculty Retirement Decisions", Recruitment, Retention and Retirement: The Three R's of Higher Education in the 21st Century, :

Rust, J. (2005), "Comments on 'Econometric Analysis of Fisher's Equation' by Peter Phillips, Yale University", American Journal of Economics and Sociology, 64 (1): 169-184

Benitez-Silva, H., Buchinsky, M., & Rust, J. (2004), "How Large is the Bias in Self Reported Disability?", Journal of Applied Econometrics, 19 (6): 649-670

Rust, J.P. (2004), "Impact of Retiree Health Plans on Faculty Retirement Decisions", in Recruitment, Retention and Retirement: The Three R's of Higher Education in the 21st Century, Robert Clark (ed.),

Rust, J.P. and M. Santos (2004), "Convergence Properties of Policy Iteration", SIAM Journal on Control and Optimization, :

Christensen, B., Gupta, N.D. and Rust, J. (2004), "Special Issue on the Econometrics of Social Insurance", Journal of Applied Econometrics, 19 (6): 647-648

Hall, G. & Rust, J. (2003), "Middlemen Versus Market Makers: A Theory of Competitive Exchange", Journal of Political Economy, 111 (2): 353-403

Rust, J., Amman, H. and Kendrick, D. (2003), "Introduction", Handbook of Computational Economics, :

Rust, J. P., J. Traub, and H. Wozniakowski (2002), "Is There a Curse of Dimensionality for Contraction Fixed Points in the Worst Case?", Econometrica, 70 (1): 285-329

Rust, J., Geweke, J., & van Dijk, H. K. (2000), "Introduction: Inference and Decision Making", Journal of Applied Econometrics, 15 (6): 545-546

Hall, G. & Rust, J. (2000), "An Empirical Model of Inventory Investment by Durable Commodity Intermediaries", Carnegie-Rochester Conference Series on Public Policy, 52 (1): 171-214 [Link]

Rust, J. P. (1999), "Projections of Disability Insurance", Section IV-C-4 of the Final Report of the 1999 Technical Panel on Assumptions and Methods, : [Link]

Rust, J. (1999), "Effect of Pensions on Saving: Analysis with Data from the Health and Retirement Study: A Comment", Carnegie Rochester Conference on Public Policy, 50 : [Link]

Rust, J. P. (1999), "Strategies for Incorporating Risk, Uncertainty, and Private Insurance Mechanisms in Models of Social Insurance (Chapter 5)", in Long Term Model Development for Social Security Policy Analysis, ,

Benitez-Silva, H., Buchinsky, M., Chan, H. M., Rust, J., & Sheidvasser, S. (1999), "An Empirical Analysis of the Social Security Disability Application, Appeal and Award Process", Labour Economics, 6 (2): 147-178 [Link]

Rust, J. (1999), "Effect if Pensions on Saving: Analysis with Data from the Health and Retirement Study --Comment", Carnegie Rochester Conference on Public Policy, 50 :

Rust, J. (1998), "Comment on Poirier: The Subjective Perspective of a "Spiritual Bayesian"", Journal of Economic Perspectives, 2 (1): 145-151 [Link (via JStor)]

Rust, J. (1997), "Using Randomization to Break the Curse of Dimensionality", Econometrica, 65 (3): 487-516 [Link (via JStor)]

Rust, J. (1997), , National Research Council, National Academy Press, Washington, D.C.

Rust, J. (1997), "Discussion of Theresa J. Devine`s Paper, "Demographics, Social Security Reform, and Labor Supply"", Social Security Reform: Links to Saving, Investment and Growth, 41 : 96-101

Rust, J. & Phelan, C. (1997), "How Social Security and Medicare Affect Retirement Behavior in a World of Incomplete Markets", Econometrica, 65 (4): 781-832 [Link (via JStor)]

Rust, J. and Rothwell, G. (1997), "On the Optimal Lifetime of Nuclear Power Plants", Journal of Business and Economic Statistics, 15 (2): 195-208

Rust, J. (1996), "Numerical Dynamic Programming in Economics", in Handbook of Computational Economics, H. Amman, D. Kendrick, & J. Rust,

H. Amman, D. Kendrick, & J. Rust (eds.) (1996), , Elsevier, North Holland,

Rust, J., Amman, H., & Kendrick, D. (1996), "Introduction", in Handbook of Computational Economics, H. Amman, D. Kendrick, & J. Rust,

Rust, J., Hanushek, E. A., et al (1995), "Toward Improved Modeling of Retirement Income Policies", Interim Report of Panel on Retirement Income Modeling of the Committee on National Statistics, :

Rust, J. & Rothwell, G. (1995), "Optimal Response to a Shift in Regulatory Regime: The Case of the U.S. Nuclear Power Industry", Journal of Applied Econometrics, 10 (Special Issue: The Microeconometrics of Dynamic Decision Making): 75-118 [Link (via JStor)]

Kapteyn, A., Kieffer, N., & Rust, J. (1995), "Introduction: The Microeconometrics of Dynamic Decision Making", Journal of Applied Econometrics, 10 (Special Issue: The Microeconometrics of Dynamic Decision Making): 1-7 [Link (via JStor)]

Rust, J. (1994), "Estimation of Dynamic Structural Models: Problems and Prospects", in Advances in Econometrics: Proceedings of the Sixth World Congress, C. Sims, 119-170

Rust, J. (1994), "Structural Estimation of Markov Decision Processes", in Handbook of Econometrics, R. Engle & D. McFadden, 3082-3139

Rust, J., Miller, J., & Palmer, J. (1994), "Characterizing Effective Trading Strategies: Insights from a Computerized Double Auction Tournament", Journal of Economic Dynamics and Control, 18 (1): 61-96 [Link]

Rust, J. (1994), "Comments on Lumsdaine, Stock and Wise", Studies in the Economics of Aging, :

Rust, J., Miller, J., & Palmer, R. (1993), "Behavior of Trading Automata in a Computerized Double Auction Market", in Double Auction Markets: Theory, Institutions, and Laboratory Evidence, D. Friedman & J. Rust,

Rust, J. & Friedman, D. (eds.) (1993), , Addison Wesley, Santa Fe Institute, Studies in the Sciences of Complexity, Santa Fe, NM

Rust, J., Kendrick, D., et al (1993), "Research Opportunities in Computational Economics", Computational Economics, 6 (3): 257-315

Rust, J. (1992), "A Dynamic Programming Model of Retirement Behavior", in Computer Assisted Analysis and Modeling on the IBM 3090: The 1989 IBM Contest Prize Papers, K. R. Bilingsley, H. U. Brown III, & E. Derohanes, 887-912

Rust, J. (1992), "Review of "The Econometric Analysis of Transition Data" by T. Lancaster", Economica, 59 : 483-490

Rust, J. (1990), "Behavior of Male Workers at the End of the Life Cycle: An Empirical Analysis of States and Controls", in Issues in the Economics of Aging, D. Wise,

Rust, J. (1990), "A Double Auction Market for Computerized Traders", Proceedings of the 1989 Conference on Advanced Computing in the Social Sciences, :

Rust, J. (1990), "Behavior of Male Workers at the End of the Life-Cycle: An Empirical Analysis of States and Controls", in Issues in the Economics of Aging, D. Wise,

Rust, J. (1990), "A Double Auction Market for Computerized Traders", Proceedings of the 1989 Conference on Advanced Computing in the Social Sciences, :

Rust, J. (1989), "A Dynamic Programming Model of Retirement Behavior", in The Economics of Aging, D. Wise, 359-398

Rust, J. (1989), "Empirical Analysis of Retirement Behavior Using RHS Data: Principal Findings", in Individuals and Families in Transition: Understanding Change Through Longitudinal Data, , 83-95

Rust, J. (1989), "Comment on "Optimal Collection of Information by Partially Informed Agents"", Econometric Reviews, : 170-178

Rust, J. (1989), "A Dynamic Programming Model of Retirement Behavior", in The Economics of Aging, D. Wise, 359-398

Rust, J. (1989), "Empirical Analysis of Retirement Behavior Using RHS Data: Principal Findings", Individuals and Families in Transition: Understanding Change Through Longitudinal Data, : 83-95

Rust, J. (1988), "Maximum Likelihood Estimation of Discrete Control Processes", SIAM Journal on Control and Optimization, 265 : 1006-1024

Rust, J. (1988), "The Subjective Perspective of a "Spiritual Bayesian"", Journal of Economic Perspectives, 2 (1): 145-151

Rust, J. (1988), "Statistical Models of Discrete Choice Processes", Transportation Research Part B: Methodological, 22 (2): 125-158 [Link]

Rust, J. (1988), "Maximum Likelihood Estimation of Discrete Control Processes", SIAM Journal on Control and Optimization, 26 (5): 1006-1024

Rust, J. (1987), "Optimal Replacement of GMC Bus Engines: An Empirical Model of Harold Zurcher", Econometrica, 55 (5): 999-1033 [Link (via JStor)]

Rust, J. (1986), "When is it Optimal to Kill off the Market for Used Durable Goods?", Econometrica, 54 (1): 65-86 [Link (via JStor)]

Rust, J. (1986), "Review of "Consumer Durable Choice and the Demand for Electricity" by J. A. Dubin", Journal of Political Economy, 94 (4): 900-904

Rust, J. (1985), "Stationary Equilibrium in a Market for Durable Assets", Econometrica, 53 (4): 783-806 [Link (via JStor)]

Rust, J. (1985), "Equilibrium Holdings Distributions in Durable Asset Markets", Transportation Research Part B: Methodological, 19 (4): 331-346 [Link]

Rust, J. & Berkovec, J. (1985), "A Nested Logic Model of Automobile Holdings for One Vehicle Households", Transportation Research Part B: Methodological, 19 (4): 275-286 [Link]

Bortz, G. A. & J. Rust (1984), "Why Do Companies Pay Dividends: Comment", American Economic Review, 74 (5): 1135-1136

Rust, J. & Bortz, G. (1984), "Why Do Companies Pay Dividends?: Comment", American Economic Review, 74 (5): 1135-1136

Rust, J. P. (), "Dealing with the Complexity of Economic Calculations", in Limits to Knowledge in Economics, S. Durlauf & J. Traub,

Maryland Population Research Center
0124N Cole Student Activities Building (#162)
College Park, MD 20742
Phone: 301-405-6403
Fax: 301-405-5743