Details about Takashi Kamihigashi

Access statistics for papers by Takashi Kamihigashi.

Last updated 2018-03-01. Update your information in the RePEc Author Service.

Short-id: pka662

Working Papers

2017

1. A Generalization of Fatou's Lemma for Extended Real-Valued Functions on σ-Finite Measure Spaces: With an Application to Infinite-Horizon Optimization in Discrete Time
   Discussion Paper Series, Research Institute for Economics & Business Administration, Kobe University
2. A Simple Optimality-Based No-Bubble Theorem for Deterministic Sequential Economies with Strictly Monotone Preferences
   Discussion Paper Series, Research Institute for Economics & Business Administration, Kobe University
   See also Journal Article in Mathematical Social Sciences (2018)
3. International transmission of bubble crashes in a two-country overlapping generations model
   Post-Print, HAL
   See also Journal Article in Journal of Mathematical Economics (2017)
4. Measuring Social Change Using Text Data: A Simple Distributional Approach
   Discussion Paper Series, Research Institute for Economics & Business Administration, Kobe University
5. Organizational Refinements of Nash Equilibrium
   Discussion Paper Series, Research Institute for Economics & Business Administration, Kobe University
6. Robust Comparative Statics for Non-monotone Shocks in Large Aggregative Games
   Discussion Paper Series, Research Institute for Economics & Business Administration, Kobe University
   Also in Discussion Paper Series, Research Institute for Economics & Business Administration, Kobe University (2016) View citations (1)
   Discussion Paper Series, Research Institute for Economics & Business Administration, Kobe University (2015)
   See also Journal Article in Journal of Economic Theory (2018)
7. Some Unified Results for Classical and Monotone Markov Chain Theory
   Discussion Paper Series, Research Institute for Economics & Business Administration, Kobe University

2016

8. 41 Counterexamples to Property (B) of the Discrete Time Bomber Problem
   Discussion Paper Series, Research Institute for Economics & Business Administration, Kobe University
   See also Journal Article in Annals of Operations Research (2017)
9. A Multiple-Try Extension of the Particle Marginal Metropolis-Hastings (PMMH) Algorithm with an Independent Proposal
   Discussion Paper Series, Research Institute for Economics & Business Administration, Kobe University
10. A Simple No-Bubble Theorem for Deterministic Sequential 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 (2015) View citations (2)
11. A Simple Optimality-Based No-Bubble Theorem for Deterministic Sequential Economies
    Discussion Paper Series, Research Institute for Economics & Business Administration, Kobe University
12. Fast Bellman Iteration: An Application of Legendre-Fenchel Duality to Deterministic Dynamic Programming in Discrete Time
    Discussion Paper Series, Research Institute for Economics & Business Administration, Kobe University
    Also in Discussion Paper Series, Research Institute for Economics & Business Administration, Kobe University (2016)
13. Infinite-Horizon Deterministic Dynamic Programming in Discrete Time: A Monotone Convergence Principle and a Penalty Method
    Discussion Paper Series, Research Institute for Economics & Business Administration, Kobe University
14. Regime-Switching Sunspot Equilibria in a One-Sector Growth Model with Aggregate Decreasing Returns and Small Externalities
    Discussion Paper Series, Research Institute for Economics & Business Administration, Kobe University
    Also in Discussion Paper Series, Research Institute for Economics & Business Administration, Kobe University (2015)

2015

15. A Simple No-Bubble Theorem
    Discussion Paper Series, Research Institute for Economics & Business Administration, Kobe University
16. A Simple No-Bubble Theorem for Deterministic Dynamic Economies
    Discussion Paper Series, Research Institute for Economics & Business Administration, Kobe University View citations (2)
17. Critical Capital Stock in a Continuous-Time Growth Model with a Convex-Concave Production Function
    Discussion Paper Series, Research Institute for Economics & Business Administration, Kobe University View citations (1)
18. Deterministic Dynamic Programming in Discrete Time: A Monotone Convergence Principle
    Discussion Paper Series, Research Institute for Economics & Business Administration, Kobe University View citations (1)
19. Fast Bellman Iteration: An Application of Legendre-Fenchel Duality to Infinite-Horizon Dynamic Programming in Discrete Time
    Discussion Paper Series, Research Institute for Economics & Business Administration, Kobe University
20. Infnite-Horizon Deterministic Dynamic Programming in Discrete Time: A Monotone Convergence Principle
    Discussion Paper Series, Research Institute for Economics & Business Administration, Kobe University
21. International Transmission of Bubble Crashes in a Two-Country Overlapping Generations
    Discussion Paper Series, Research Institute for Economics & Business Administration, Kobe University
22. International Transmission of Bubble Crashes: Stationary Sunspot Equilibria in a Two-Country Overlapping Generations Model
    Discussion Paper Series, Research Institute for Economics & Business Administration, Kobe University View citations (2)
23. Necessary and Sufficient Conditions for a Solution of the Bellman Equation to be the Value Function: A General Principle
    Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne
    Also in Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL (2015)
24. Seeking Ergodicity in Dynamic Economies
    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 (2014)
    Discussion Paper Series, Research Institute for Economics & Business Administration, Kobe University (2014)
    Discussion Paper Series, Research Institute for Economics & Business Administration, Kobe University (2014)
    See also Journal Article in Journal of Economic Theory (2016)

2014

25. An Application of Kleene's Fixed Point Theorem to Dynamic Programming: A Note
    Discussion Paper Series, Research Institute for Economics & Business Administration, Kobe University View citations (4)
    Also in Working Papers, Department of Research, Ipag Business School (2014) View citations (4)
26. An Axiomatic Approach to Measuring Degree of Stochastic Dominance
    Discussion Paper Series, Research Institute for Economics & Business Administration, Kobe University
27. Interlinkage between Real Exchange rate and Current Account Behaviors: Evidence from India
    Working Papers, Department of Research, Ipag Business School
28. Multiple Interior Steady States in the Ramsey Model with Elastic Labor Supply
    Discussion Paper Series, Research Institute for Economics & Business Administration, Kobe University View citations (2)
    Also in Working Papers, Department of Research, Ipag Business School (2014)
    Discussion Paper Series, Research Institute for Economics & Business Administration, Kobe University (2014)
    See also Journal Article in International Journal of Economic Theory (2015)
29. Partial Stochastic Dominance
    Working Papers, Department of Research, Ipag Business School
    Also in Discussion Paper Series, Research Institute for Economics & Business Administration, Kobe University (2014)
30. Perfect Simulation for Models of Industry Dynamics
    Working Papers, Department of Research, Ipag Business School
    Also in Discussion Paper Series, Research Institute for Economics & Business Administration, Kobe University (2014)
    Discussion Paper Series, Research Institute for Economics & Business Administration, Kobe University (2014)
    See also Journal Article in Journal of Mathematical Economics (2015)
31. Stability Analysis for Random Dynamical Systems in Economics
    Discussion Paper Series, Research Institute for Economics & Business Administration, Kobe University
32. The Nikodym Convergence Theorem for Countably Additive Set Functions on an Arbitrary Family of Sets
    Discussion Paper Series, Research Institute for Economics & Business Administration, Kobe University

2013

33. An Order-Theoretic Approach to Dynamic Programming: An Exposition
    Discussion Paper Series, Research Institute for Economics & Business Administration, Kobe University View citations (9)
    See also Journal Article in Economic Theory Bulletin (2014)
34. 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)
    Also in Discussion Paper Series, Research Institute for Economics & Business Administration, Kobe University (2012) View citations (11)
    See also Journal Article in Economic Theory (2014)
35. Exact Sampling for Industry Dynamics and Other Regenerative Processes
    Discussion Paper Series, Research Institute for Economics & Business Administration, Kobe University
36. Exact Sampling from the Stationary Distribution of Entry-Exit Models
    Discussion Paper Series, Research Institute for Economics & Business Administration, Kobe University
37. Simple Fixed Point Results for Order-Preserving Self-Maps and Applications to Nonlinear Markov Operators
    Discussion Paper Series, Research Institute for Economics & Business Administration, Kobe University View citations (1)
38. Stochastic Optimal Growth with Risky Labor Supply
    Discussion Paper Series, Research Institute for Economics & Business Administration, Kobe University View citations (3)
    Also in ANU Working Papers in Economics and Econometrics, Australian National University, College of Business and Economics, School of Economics (2012)
    Discussion Paper Series, Research Institute for Economics & Business Administration, Kobe University (2012) View citations (2)
    See also Journal Article in Journal of Mathematical Economics (2014)
39. Stochastic Stability in Monotone Economies
    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 (2010)
    See also Journal Article in Theoretical Economics (2014)

2012

40. 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)
41. 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)
42. 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 View citations (6)
    Also in Discussion Paper Series, Research Institute for Economics & Business Administration, Kobe University (2011) View citations (1)
43. 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
44. Threats or Promises? A Built-in Mechanism of Gradual Reciprocal Trade Liberalization
    Discussion Paper Series, Research Institute for Economics & Business Administration, Kobe University View citations (2)
    See also Journal Article in The Japanese Economic Review (2012)

2011

45. 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)
46. 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)
47. 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 (9)
48. Monotonicity and Continuity of the Critical Capital Stock in the Dechert-Nishimura Model
    Discussion Paper Series, Research Institute for Economics & Business Administration, Kobe University View citations (9)
    See also Journal Article in Journal of Mathematical Economics (2011)
49. 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

50. A Note on Monotone Markov Processes
    Discussion Paper Series, Research Institute for Economics & Business Administration, Kobe University
51. Global Dynamics in Repeated Games with Additively Separable Payoffs
    Discussion Paper Series, Research Institute for Economics & Business Administration, Kobe University View citations (2)
    See also Journal Article in Review of Economic Dynamics (2010)
52. Recurrent Bubbles
    Discussion Paper Series, Research Institute for Economics & Business Administration, Kobe University
    See also Journal Article in The Japanese Economic Review (2011)
53. Threats or Promises?: A Simple Explanation of Gradual Trade Liberalization
    Discussion Paper Series, Research Institute for Economics & Business Administration, Kobe University

2009

54. ASYMPTOTICS OF STOCHASTIC RECURSIVE ECONOMIES UNDER MONOTONICITY
    KIER Working Papers, Kyoto University, Institute of Economic Research View citations (3)

2007

55. Global Dynamics in Infinitely Repeated Games with Additively Separable Continuous Payoffs
    Discussion Paper Series, Research Institute for Economics & Business Administration, Kobe University
56. On the Principle of Optimality for Nonstationary Deterministic Dynamic Programming
    Discussion Paper Series, Research Institute for Economics & Business Administration, Kobe University View citations (4)
    See also Journal Article in International Journal of Economic Theory (2008)
57. The Spirit of Capitalism, Stock Market Bubbles, and Output Fluctuations
    Discussion Paper Series, Research Institute for Economics & Business Administration, Kobe University View citations (10)
    See also Journal Article in International Journal of Economic Theory (2008)

2006

58. Immediately Reactive Equilibria in Infinitely Repeated Games with Additively Separable Continuous Payoffs
    Discussion Paper Series, Research Institute for Economics & Business Administration, Kobe University
59. 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 (4)
    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)
60. Transversality Conditions and Dynamic Economic Behavior
    Discussion Paper Series, Research Institute for Economics & Business Administration, Kobe University

2005

61. 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 (8)
    Discussion Paper Series, Research Institute for Economics & Business Administration, Kobe University (2003) View citations (4)
    See also Journal Article in Journal of Economic Theory (2007)
62. 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)
63. 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

64. Investment, Externalities & Industry Dynamics
    Econometric Society 2004 North American Summer Meetings, Econometric Society View citations (2)
65. Necessity of the Transversality Condition for Stochastic Models with Bounded or CRRA Utility
    Discussion Paper Series, Research Institute for Economics & Business Administration, Kobe University
    Also in Discussion Paper Series, Research Institute for Economics & Business Administration, Kobe University (2004) View citations (5)
    See also Journal Article in Journal of Economic Dynamics and Control (2005)

2003

66. Necessity of the Transversality Condition for Stochastic Models with CRRA Utility
    Discussion Paper Series, Research Institute for Economics & Business Administration, Kobe University View citations (19)

2002

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

2001

68. A Simple Proof of the Necessity of the Transversality Condition
    Discussion Paper Series, Research Institute for Economics & Business Administration, Kobe University View citations (9)
    See also Journal Article in Economic Theory (2002)

Journal Articles

2018

1. A Simple optimality-based no-bubble theorem for deterministic sequential economies with strictly monotone preferences
   Mathematical Social Sciences, 2018, 91, (C), 36-41
   See also Working Paper (2017)
2. Robust comparative statics for non-monotone shocks in large aggregative games
   Journal of Economic Theory, 2018, 174, (C), 288-299
   See also Working Paper (2017)

2017

3. 41 Counterexamples to property (B) of the discrete time bomber problem
   Annals of Operations Research, 2017, 248, (1), 579-588
   See also Working Paper (2016)
4. International transmission of bubble crashes in a two-country overlapping generations model
   Journal of Mathematical Economics, 2017, 68, (C), 115-126
   See also Working Paper (2017)

2016

5. Seeking ergodicity in dynamic economies
   Journal of Economic Theory, 2016, 163, (C), 900-924 View citations (1)
   See also Working Paper (2015)

2015

6. An application of Kleene's fixed point theorem to dynamic programming
   International Journal of Economic Theory, 2015, 11, (4), 429-434 View citations (4)
7. Multiple interior steady states in the Ramsey model with elastic labor supply
   International Journal of Economic Theory, 2015, 11, (1), 25-37 View citations (6)
   See also Working Paper (2014)
8. Perfect simulation for models of industry dynamics
   Journal of Mathematical Economics, 2015, 56, (C), 9-14
   See also Working Paper (2014)

2014

9. An order-theoretic approach to dynamic programming: an exposition
   Economic Theory Bulletin, 2014, 2, (1), 13-21
   See also Working Paper (2013)
10. Elementary results on solutions to the bellman equation of dynamic programming: existence, uniqueness, and convergence
    Economic Theory, 2014, 56, (2), 251-273 View citations (12)
    See also Working Paper (2013)
11. Stochastic optimal growth with risky labor supply
    Journal of Mathematical Economics, 2014, 50, (C), 167-176 View citations (1)
    See also Working Paper (2013)
12. Stochastic stability in monotone economies
    Theoretical Economics, 2014, 9, (2) View citations (14)
    See also Working Paper (2013)

2013

13. 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)

2012

14. An order-theoretic mixing condition for monotone Markov chains
    Statistics & Probability Letters, 2012, 82, (2), 262-267 View citations (14)
    See also Working Paper (2011)
15. DISCRETE CHOICE AND COMPLEX DYNAMICS IN DETERMINISTIC OPTIMIZATION PROBLEMS
    Macroeconomic Dynamics, 2012, 16, (S1), 52-69 View citations (1)
    See also Working Paper (2011)
16. THREATS OR PROMISES? A BUILT-IN MECHANISM OF GRADUAL RECIPROCAL TRADE LIBERALIZATION
    The Japanese Economic Review, 2012, 63, (2), 259-279 View citations (1)
    See also Working Paper (2012)

2011

17. Monotonicity and continuity of the critical capital stock in the Dechert–Nishimura model
    Journal of Mathematical Economics, 2011, 47, (6), 677-682 View citations (9)
    See also Working Paper (2011)
18. RECURRENT BUBBLES
    The Japanese Economic Review, 2011, 62, (1), 27-62 View citations (9)
    See also Working Paper (2010)

2010

19. Global dynamics in repeated games with additively separable payoffs
    Review of Economic Dynamics, 2010, 13, (4), 899-918 View citations (3)
    See also Working Paper (2010)

2008

20. On the principle of optimality for nonstationary deterministic dynamic programming
    International Journal of Economic Theory, 2008, 4, (4), 519-525 View citations (17)
    See also Working Paper (2007)
21. The spirit of capitalism, stock market bubbles and output fluctuations
    International Journal of Economic Theory, 2008, 4, (1), 3-28 View citations (22)
    See also Working Paper (2007)

2007

22. A nonsmooth, nonconvex model of optimal growth
    Journal of Economic Theory, 2007, 132, (1), 435-460 View citations (18)
    See also Working Paper (2005)
23. 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 (21)
    See also Working Paper (2006)

2006

24. Almost sure convergence to zero in stochastic growth models
    Economic Theory, 2006, 29, (1), 231-237 View citations (19)
    See also Working Paper (2005)
25. Dynamic optimization with a nonsmooth, nonconvex technology: the case of a linear objective function
    Economic Theory, 2006, 29, (2), 325-340 View citations (13)
    See also Working Paper (2005)

2005

26. 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 (25)
    See also Working Paper (2004)

2003

27. Necessity of transversality conditions for stochastic problems
    Journal of Economic Theory, 2003, 109, (1), 140-149 View citations (34)
    See also Working Paper (2002)

2002

28. A simple proof of the necessity of the transversality condition
    Economic Theory, 2002, 20, (2), 427-433 View citations (44)
    See also Working Paper (2001)
29. Externalities and nonlinear discounting: Indeterminacy
    Journal of Economic Dynamics and Control, 2002, 26, (1), 141-169 View citations (6)

2001

30. Necessity of Transversality Conditions for Infinite Horizon Problems
    Econometrica, 2001, 69, (4), 995-1012 View citations (56)

2000

31. 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 (16)
32. Increasing marginal impatience and intertemporal substitution
    Journal of Economics, 2000, 72, (1), 67-79 View citations (2)
33. Indivisible labor implies chaos
    Economic Theory, 2000, 15, (3), 585-598 View citations (6)
34. The Policy Function of a Discrete-Choice Problem is a Random Number Generator
    The Japanese Economic Review, 2000, 51, (1), 51-71 View citations (6)

1999

35. Chaotic dynamics in quasi-static systems: theory and applications1
    Journal of Mathematical Economics, 1999, 31, (2), 183-214 View citations (5)

1998

36. Uniqueness of asset prices in an exchange economy with unbounded utility
    Economic Theory, 1998, 12, (1), 103-122 View citations (23)

1996

37. Real business cycles and sunspot fluctuations are observationally equivalent
    Journal of Monetary Economics, 1996, 37, (1), 105-117 View citations (19)

Editor

1. Journal of Computational Social Science
   Springer