Details about Takashi Kamihigashi

Access statistics for papers by Takashi Kamihigashi.

Last updated 2013-05-06. Update your information in the RePEc Author Service.

Short-id: pka662

Working Papers

2013

1. Exact Sampling from the Stationary Distribution of Entry-Exit Models
   Discussion Paper Series, Research Institute for Economics & Business Administration, Kobe University
2. Stochastic Stability in Monotone Economies
   Discussion Paper Series, Research Institute for Economics & Business Administration, Kobe University
   Also in Discussion Paper Series, Research Institute for Economics & Business Administration, Kobe University (2010)
   See also Journal Article in Theoretical Economics (Forthcoming)

2012

3. Elementary Results on Solutions to the Bellman Equation of Dynamic Programming: Existence, Uniqueness, and Convergence
   Discussion Paper Series, Research Institute for Economics & Business Administration, Kobe University View citations (1)
4. Ergodic Chaos and Aggregate Stability: A Deterministic Discrete-Choice Model of Wealth Distribution Dynamics
   Discussion Paper Series, Research Institute for Economics & Business Administration, Kobe University
   See also Journal Article in International Journal of Economic Theory (2013)
5. Exact Draws from the Stationary Distribution of Entry-Exit Models
   ANU Working Papers in Economics and Econometrics, Australian National University, College of Business and Economics, School of Economics
   Also in Discussion Paper Series, Research Institute for Economics & Business Administration, Kobe University (2012)
6. Existence and Uniqueness of a Fixed Point for the Bellman Operator in Deterministic Dynamic Programming
   Discussion Paper Series, Research Institute for Economics & Business Administration, Kobe University
   Also in Discussion Paper Series, Research Institute for Economics & Business Administration, Kobe University (2011) View citations (1)
7. Existence, Uniqueness and Stability of Stationary Distributions: An Extension of the Hopenhayn-Prescott Theorem
   Discussion Paper Series, Research Institute for Economics & Business Administration, Kobe University
8. Stochastic Optimal Growth with Risky Labor Supply
   Discussion Paper Series, Research Institute for Economics & Business Administration, Kobe University
   Also in ANU Working Papers in Economics and Econometrics, Australian National University, College of Business and Economics, School of Economics (2012)
9. Threats or Promises? A Built-in Mechanism of Gradual Reciprocal Trade Liberalization
   Discussion Paper Series, Research Institute for Economics & Business Administration, Kobe University
   See also Journal Article in The Japanese Economic Review (2012)

2011

10. An Order-Theoretic Mixing Condition for Monotone Markov Chains
    Discussion Paper Series, Research Institute for Economics & Business Administration, Kobe University View citations (1)
    Also in ANU Working Papers in Economics and Econometrics, Australian National University, College of Business and Economics, School of Economics (2011) View citations (2)
    See also Journal Article in Statistics & Probability Letters (2012)
11. Discrete Choice and Complex Dynamics in Deterministic Optimization Problems
    Discussion Paper Series, Research Institute for Economics & Business Administration, Kobe University
    See also Journal Article in Macroeconomic Dynamics (2012)
12. Existence, Stability and Computation of Stationary Distributions: An Extension of the Hopenhayn-Prescott Theorem
    Discussion Paper Series, Research Institute for Economics & Business Administration, Kobe University View citations (6)
13. Monotonicity and Continuity of the Critical Capital Stock in the Dechert-Nishimura Model
    Discussion Paper Series, Research Institute for Economics & Business Administration, Kobe University
    See also Journal Article in Journal of Mathematical Economics (2011)
14. Stability of Stationary Distributions in Monotone Economies
    ANU Working Papers in Economics and Econometrics, Australian National University, College of Business and Economics, School of Economics

2010

15. A Note on Monotone Markov Processes
    Discussion Paper Series, Research Institute for Economics & Business Administration, Kobe University
16. Global Dynamics in Repeated Games with Additively Separable Payoffs
    Discussion Paper Series, Research Institute for Economics & Business Administration, Kobe University
    See also Journal Article in Review of Economic Dynamics (2010)
17. Recurrent Bubbles
    Discussion Paper Series, Research Institute for Economics & Business Administration, Kobe University
    See also Journal Article in The Japanese Economic Review (2011)
18. Threats or Promises?: A Simple Explanation of Gradual Trade Liberalization
    Discussion Paper Series, Research Institute for Economics & Business Administration, Kobe University

2009

19. ASYMPTOTICS OF STOCHASTIC RECURSIVE ECONOMIES UNDER MONOTONICITY
    KIER Working Papers, Kyoto University, Institute of Economic Research View citations (1)

2007

20. Global Dynamics in Infinitely Repeated Games with Additively Separable Continuous Payoffs
    Discussion Paper Series, Research Institute for Economics & Business Administration, Kobe University
21. On the Principle of Optimality for Nonstationary Deterministic Dynamic Programming
    Discussion Paper Series, Research Institute for Economics & Business Administration, Kobe University
    See also Journal Article in International Journal of Economic Theory (2008)
22. The Spirit of Capitalism, Stock Market Bubbles, and Output Fluctuations
    Discussion Paper Series, Research Institute for Economics & Business Administration, Kobe University View citations (3)
    See also Journal Article in International Journal of Economic Theory (2008)

2006

23. Immediately Reactive Equilibria in Infinitely Repeated Games with Additively Separable Continuous Payoffs
    Discussion Paper Series, Research Institute for Economics & Business Administration, Kobe University
24. Stochastic Optimal Growth with Bounded or Unbounded Utility and with Bounded or Unbounded Shocks
    Discussion Paper Series, Research Institute for Economics & Business Administration, Kobe University View citations (2)
    Also in Discussion Paper Series, Research Institute for Economics & Business Administration, Kobe University (2005) View citations (3)
    See also Journal Article in Journal of Mathematical Economics (2007)
25. Transversality Conditions and Dynamic Economic Behavior
    Discussion Paper Series, Research Institute for Economics & Business Administration, Kobe University

2005

26. A nonsmooth, nonconvex model of optimal growth
    Discussion Paper Series, Research Institute for Economics & Business Administration, Kobe University View citations (2)
    Also in Discussion Paper Series, Research Institute for Economics & Business Administration, Kobe University (2003) View citations (4)
    Discussion Paper Series, Research Institute for Economics & Business Administration, Kobe University (2003) View citations (1)
    See also Journal Article in Journal of Economic Theory (2007)
27. Almost sure convergence to zero in stochastic growth models
    Discussion Paper Series, Research Institute for Economics & Business Administration, Kobe University
    Also in Discussion Paper Series, Research Institute for Economics & Business Administration, Kobe University (2003) View citations (2)
    See also Journal Article in Economic Theory (2006)
28. Dynamic optimization with a nonsmooth, nonconvex technology: The case of a linear objective function
    Discussion Paper Series, Research Institute for Economics & Business Administration, Kobe University View citations (2)
    Also in Discussion Paper Series, Research Institute for Economics & Business Administration, Kobe University (2004)
    See also Journal Article in Economic Theory (2006)

2004

29. Investment, Externalities & Industry Dynamics
    Econometric Society 2004 North American Summer Meetings, Econometric Society View citations (2)
30. Necessity of the Transversality Condition for Stochastic Models with Bounded or CRRA Utility
    Discussion Paper Series, Research Institute for Economics & Business Administration, Kobe University View citations (1)
    Also in Discussion Paper Series, Research Institute for Economics & Business Administration, Kobe University (2004)
    See also Journal Article in Journal of Economic Dynamics and Control (2005)

2003

31. Necessity of the Transversality Condition for Stochastic Models with CRRA Utility
    Discussion Paper Series, Research Institute for Economics & Business Administration, Kobe University

2002

32. Necessity of Transversality Conditions for Stochastic Problems
    Discussion Paper Series, Research Institute for Economics & Business Administration, Kobe University
    Also in Department of Economics Working Papers, Stony Brook University, Department of Economics (2001)
    Discussion Paper Series, Research Institute for Economics & Business Administration, Kobe University (2000) View citations (1)
    See also Journal Article in Journal of Economic Theory (2003)

2001

33. A Simple Proof of the Necessity of the Transversality Condition
    Discussion Paper Series, Research Institute for Economics & Business Administration, Kobe University View citations (8)
    See also Journal Article in Economic Theory (2002)

Journal Articles

2013

1. Ergodic chaos and aggregate stability: A deterministic discrete-choice model of wealth distribution dynamics
   International Journal of Economic Theory, 2013, 9, (1), 45-56
   See also Working Paper (2012)
2. Stochastic stability in monotone economies
   Theoretical Economics, Forthcoming
   See also Working Paper (2013)

2012

3. An order-theoretic mixing condition for monotone Markov chains
   Statistics & Probability Letters, 2012, 82, (2), 262-267 View citations (4)
   See also Working Paper (2011)
4. DISCRETE CHOICE AND COMPLEX DYNAMICS IN DETERMINISTIC OPTIMIZATION PROBLEMS
   Macroeconomic Dynamics, 2012, 16, (S1), 52-69
   See also Working Paper (2011)
5. THREATS OR PROMISES? A BUILT-IN MECHANISM OF GRADUAL RECIPROCAL TRADE LIBERALIZATION
   The Japanese Economic Review, 2012, 63, (2), 259-279
   See also Working Paper (2012)

2011

6. Monotonicity and continuity of the critical capital stock in the Dechert–Nishimura model
   Journal of Mathematical Economics, 2011, 47, (6), 677-682
   See also Working Paper (2011)
7. RECURRENT BUBBLES
   The Japanese Economic Review, 2011, 62, (1), 27-62
   See also Working Paper (2010)

2010

8. Global dynamics in repeated games with additively separable payoffs
   Review of Economic Dynamics, 2010, 13, (4), 899-918 View citations (1)
   See also Working Paper (2010)

2008

9. On the principle of optimality for nonstationary deterministic dynamic programming
   International Journal of Economic Theory, 2008, 4, (4), 519-525 View citations (3)
   See also Working Paper (2007)
10. The spirit of capitalism, stock market bubbles and output fluctuations
    International Journal of Economic Theory, 2008, 4, (1), 3-28 View citations (3)
    See also Working Paper (2007)

2007

11. A nonsmooth, nonconvex model of optimal growth
    Journal of Economic Theory, 2007, 132, (1), 435-460 View citations (6)
    See also Working Paper (2005)
12. Stochastic optimal growth with bounded or unbounded utility and with bounded or unbounded shocks
    Journal of Mathematical Economics, 2007, 43, (3-4), 477-500 View citations (9)
    See also Working Paper (2006)

2006

13. Almost sure convergence to zero in stochastic growth models
    Economic Theory, 2006, 29, (1), 231-237 View citations (6)
    See also Working Paper (2005)
14. Dynamic optimization with a nonsmooth, nonconvex technology: the case of a linear objective function
    Economic Theory, 2006, 29, (2), 325-340 View citations (6)
    See also Working Paper (2005)

2005

15. Necessity of the transversality condition for stochastic models with bounded or CRRA utility
    Journal of Economic Dynamics and Control, 2005, 29, (8), 1313-1329 View citations (5)
    See also Working Paper (2004)

2003

16. Necessity of transversality conditions for stochastic problems
    Journal of Economic Theory, 2003, 109, (1), 140-149 View citations (15)
    See also Working Paper (2002)

2002

17. A simple proof of the necessity of the transversality condition
    Economic Theory, 2002, 20, (2), 427-433 View citations (4)
    See also Working Paper (2001)
18. Externalities and nonlinear discounting: Indeterminacy
    Journal of Economic Dynamics and Control, 2002, 26, (1), 141-169 View citations (1)

2001

19. Necessity of Transversality Conditions for Infinite Horizon Problems
    Econometrica, 2001, 69, (4), 995-1012 View citations (32)

2000

20. A simple proof of Ekeland and Scheinkman's result on the necessity of a transversality condition
    Economic Theory, 2000, 15, (2), 463-468 View citations (12)
21. Increasing marginal impatience and intertemporal substitution
    Journal of Economics, 2000, 72, (1), 67-79 View citations (2)
22. Indivisible labor implies chaos
    Economic Theory, 2000, 15, (3), 585-598 View citations (4)

1999

23. Chaotic dynamics in quasi-static systems: theory and applications1
    Journal of Mathematical Economics, 1999, 31, (2), 183-214 View citations (3)

1998

24. Uniqueness of asset prices in an exchange economy with unbounded utility
    Economic Theory, 1998, 12, (1), 103-122 View citations (8)

1996

25. Real business cycles and sunspot fluctuations are observationally equivalent
    Journal of Monetary Economics, 1996, 37, (1), 105-117 View citations (12)

Editor

1. Kobe Economic & Business Review
   Research Institute for Economics & Business Administration, Kobe University