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Details about Takashi Kamihigashi

Workplace:Research Institute for Economics and Business Administration (RIEB), Kobe University, (more information at EDIRC)

Access statistics for papers by Takashi Kamihigashi.

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

Short-id: pka662


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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 Downloads
  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 Downloads
    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 Downloads
  5. Organizational Refinements of Nash Equilibrium
    Discussion Paper Series, Research Institute for Economics & Business Administration, Kobe University Downloads
  6. Robust Comparative Statics for Non-monotone Shocks in Large Aggregative Games
    Discussion Paper Series, Research Institute for Economics & Business Administration, Kobe University Downloads
    Also in Discussion Paper Series, Research Institute for Economics & Business Administration, Kobe University (2016) Downloads View citations (1)
    Discussion Paper Series, Research Institute for Economics & Business Administration, Kobe University (2015) Downloads

    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 Downloads

2016

  1. 41 Counterexamples to Property (B) of the Discrete Time Bomber Problem
    Discussion Paper Series, Research Institute for Economics & Business Administration, Kobe University Downloads
    See also Journal Article in Annals of Operations Research (2017)
  2. 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 Downloads
  3. A Simple No-Bubble Theorem for Deterministic Sequential Economies
    Discussion Paper Series, Research Institute for Economics & Business Administration, Kobe University Downloads
    Also in Discussion Paper Series, Research Institute for Economics & Business Administration, Kobe University (2015) Downloads View citations (2)
  4. A Simple Optimality-Based No-Bubble Theorem for Deterministic Sequential Economies
    Discussion Paper Series, Research Institute for Economics & Business Administration, Kobe University Downloads
  5. 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 Downloads
    Also in Discussion Paper Series, Research Institute for Economics & Business Administration, Kobe University (2016) Downloads
  6. 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 Downloads
  7. 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 Downloads
    Also in Discussion Paper Series, Research Institute for Economics & Business Administration, Kobe University (2015) Downloads

2015

  1. A Simple No-Bubble Theorem
    Discussion Paper Series, Research Institute for Economics & Business Administration, Kobe University Downloads
  2. A Simple No-Bubble Theorem for Deterministic Dynamic Economies
    Discussion Paper Series, Research Institute for Economics & Business Administration, Kobe University Downloads View citations (2)
  3. 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 Downloads View citations (1)
  4. Deterministic Dynamic Programming in Discrete Time: A Monotone Convergence Principle
    Discussion Paper Series, Research Institute for Economics & Business Administration, Kobe University Downloads View citations (1)
  5. 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 Downloads
  6. Infnite-Horizon Deterministic Dynamic Programming in Discrete Time: A Monotone Convergence Principle
    Discussion Paper Series, Research Institute for Economics & Business Administration, Kobe University Downloads
  7. International Transmission of Bubble Crashes in a Two-Country Overlapping Generations
    Discussion Paper Series, Research Institute for Economics & Business Administration, Kobe University Downloads
  8. 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)
  9. 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 Downloads
    Also in Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL (2015) Downloads
  10. Seeking Ergodicity in Dynamic Economies
    Discussion Paper Series, Research Institute for Economics & Business Administration, Kobe University Downloads View citations (2)
    Also in Discussion Paper Series, Research Institute for Economics & Business Administration, Kobe University (2014) Downloads
    Discussion Paper Series, Research Institute for Economics & Business Administration, Kobe University (2014) Downloads
    Discussion Paper Series, Research Institute for Economics & Business Administration, Kobe University (2014) Downloads

    See also Journal Article in Journal of Economic Theory (2016)

2014

  1. An Application of Kleene's Fixed Point Theorem to Dynamic Programming: A Note
    Discussion Paper Series, Research Institute for Economics & Business Administration, Kobe University Downloads View citations (4)
    Also in Working Papers, Department of Research, Ipag Business School (2014) Downloads View citations (4)
  2. An Axiomatic Approach to Measuring Degree of Stochastic Dominance
    Discussion Paper Series, Research Institute for Economics & Business Administration, Kobe University Downloads
  3. Interlinkage between Real Exchange rate and Current Account Behaviors: Evidence from India
    Working Papers, Department of Research, Ipag Business School Downloads
  4. Multiple Interior Steady States in the Ramsey Model with Elastic Labor Supply
    Discussion Paper Series, Research Institute for Economics & Business Administration, Kobe University Downloads View citations (2)
    Also in Working Papers, Department of Research, Ipag Business School (2014) Downloads
    Discussion Paper Series, Research Institute for Economics & Business Administration, Kobe University (2014) Downloads

    See also Journal Article in International Journal of Economic Theory (2015)
  5. Partial Stochastic Dominance
    Working Papers, Department of Research, Ipag Business School Downloads
    Also in Discussion Paper Series, Research Institute for Economics & Business Administration, Kobe University (2014) Downloads
  6. Perfect Simulation for Models of Industry Dynamics
    Working Papers, Department of Research, Ipag Business School Downloads
    Also in Discussion Paper Series, Research Institute for Economics & Business Administration, Kobe University (2014) Downloads
    Discussion Paper Series, Research Institute for Economics & Business Administration, Kobe University (2014) Downloads

    See also Journal Article in Journal of Mathematical Economics (2015)
  7. Stability Analysis for Random Dynamical Systems in Economics
    Discussion Paper Series, Research Institute for Economics & Business Administration, Kobe University Downloads
  8. 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 Downloads

2013

  1. An Order-Theoretic Approach to Dynamic Programming: An Exposition
    Discussion Paper Series, Research Institute for Economics & Business Administration, Kobe University Downloads View citations (9)
    See also Journal Article in Economic Theory Bulletin (2014)
  2. 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 Downloads 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)
  3. Exact Sampling for Industry Dynamics and Other Regenerative Processes
    Discussion Paper Series, Research Institute for Economics & Business Administration, Kobe University Downloads
  4. Exact Sampling from the Stationary Distribution of Entry-Exit Models
    Discussion Paper Series, Research Institute for Economics & Business Administration, Kobe University Downloads
  5. 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 Downloads View citations (1)
  6. Stochastic Optimal Growth with Risky Labor Supply
    Discussion Paper Series, Research Institute for Economics & Business Administration, Kobe University Downloads View citations (3)
    Also in ANU Working Papers in Economics and Econometrics, Australian National University, College of Business and Economics, School of Economics (2012) Downloads
    Discussion Paper Series, Research Institute for Economics & Business Administration, Kobe University (2012) Downloads View citations (2)

    See also Journal Article in Journal of Mathematical Economics (2014)
  7. Stochastic Stability in Monotone Economies
    Discussion Paper Series, Research Institute for Economics & Business Administration, Kobe University Downloads View citations (2)
    Also in Discussion Paper Series, Research Institute for Economics & Business Administration, Kobe University (2010) Downloads

    See also Journal Article in Theoretical Economics (2014)

2012

  1. 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 Downloads
    See also Journal Article in International Journal of Economic Theory (2013)
  2. 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 Downloads
    Also in Discussion Paper Series, Research Institute for Economics & Business Administration, Kobe University (2012) Downloads
  3. 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 Downloads View citations (6)
    Also in Discussion Paper Series, Research Institute for Economics & Business Administration, Kobe University (2011) Downloads View citations (1)
  4. 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 Downloads
  5. Threats or Promises? A Built-in Mechanism of Gradual Reciprocal Trade Liberalization
    Discussion Paper Series, Research Institute for Economics & Business Administration, Kobe University Downloads View citations (2)
    See also Journal Article in The Japanese Economic Review (2012)

2011

  1. An Order-Theoretic Mixing Condition for Monotone Markov Chains
    Discussion Paper Series, Research Institute for Economics & Business Administration, Kobe University Downloads View citations (1)
    Also in ANU Working Papers in Economics and Econometrics, Australian National University, College of Business and Economics, School of Economics (2011) Downloads View citations (2)

    See also Journal Article in Statistics & Probability Letters (2012)
  2. Discrete Choice and Complex Dynamics in Deterministic Optimization Problems
    Discussion Paper Series, Research Institute for Economics & Business Administration, Kobe University Downloads
    See also Journal Article in Macroeconomic Dynamics (2012)
  3. 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 Downloads View citations (9)
  4. Monotonicity and Continuity of the Critical Capital Stock in the Dechert-Nishimura Model
    Discussion Paper Series, Research Institute for Economics & Business Administration, Kobe University Downloads View citations (9)
    See also Journal Article in Journal of Mathematical Economics (2011)
  5. 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 Downloads

2010

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

2009

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

2007

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

2006

  1. Immediately Reactive Equilibria in Infinitely Repeated Games with Additively Separable Continuous Payoffs
    Discussion Paper Series, Research Institute for Economics & Business Administration, Kobe University Downloads
  2. 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 Downloads 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)
  3. Transversality Conditions and Dynamic Economic Behavior
    Discussion Paper Series, Research Institute for Economics & Business Administration, Kobe University Downloads

2005

  1. A nonsmooth, nonconvex model of optimal growth
    Discussion Paper Series, Research Institute for Economics & Business Administration, Kobe University Downloads View citations (2)
    Also in Discussion Paper Series, Research Institute for Economics & Business Administration, Kobe University (2003) Downloads View citations (8)
    Discussion Paper Series, Research Institute for Economics & Business Administration, Kobe University (2003) Downloads View citations (4)

    See also Journal Article in Journal of Economic Theory (2007)
  2. Almost sure convergence to zero in stochastic growth models
    Discussion Paper Series, Research Institute for Economics & Business Administration, Kobe University Downloads
    Also in Discussion Paper Series, Research Institute for Economics & Business Administration, Kobe University (2003) Downloads View citations (2)

    See also Journal Article in Economic Theory (2006)
  3. 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 Downloads View citations (2)
    Also in Discussion Paper Series, Research Institute for Economics & Business Administration, Kobe University (2004) Downloads

    See also Journal Article in Economic Theory (2006)

2004

  1. Investment, Externalities & Industry Dynamics
    Econometric Society 2004 North American Summer Meetings, Econometric Society Downloads View citations (2)
  2. Necessity of the Transversality Condition for Stochastic Models with Bounded or CRRA Utility
    Discussion Paper Series, Research Institute for Economics & Business Administration, Kobe University Downloads
    Also in Discussion Paper Series, Research Institute for Economics & Business Administration, Kobe University (2004) Downloads View citations (5)

    See also Journal Article in Journal of Economic Dynamics and Control (2005)

2003

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

2002

  1. Necessity of Transversality Conditions for Stochastic Problems
    Discussion Paper Series, Research Institute for Economics & Business Administration, Kobe University Downloads
    Also in Discussion Paper Series, Research Institute for Economics & Business Administration, Kobe University (2000) Downloads View citations (1)
    Department of Economics Working Papers, Stony Brook University, Department of Economics (2001) Downloads

    See also Journal Article in Journal of Economic Theory (2003)

2001

  1. A Simple Proof of the Necessity of the Transversality Condition
    Discussion Paper Series, Research Institute for Economics & Business Administration, Kobe University Downloads 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 Downloads
    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 Downloads
    See also Working Paper (2017)

2017

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

2016

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

2015

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

2014

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

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 Downloads
    See also Working Paper (2012)

2012

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

2011

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

2010

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

2008

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

2007

  1. A nonsmooth, nonconvex model of optimal growth
    Journal of Economic Theory, 2007, 132, (1), 435-460 Downloads View citations (18)
    See also Working Paper (2005)
  2. Stochastic optimal growth with bounded or unbounded utility and with bounded or unbounded shocks
    Journal of Mathematical Economics, 2007, 43, (3-4), 477-500 Downloads View citations (21)
    See also Working Paper (2006)

2006

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

2005

  1. Necessity of the transversality condition for stochastic models with bounded or CRRA utility
    Journal of Economic Dynamics and Control, 2005, 29, (8), 1313-1329 Downloads View citations (25)
    See also Working Paper (2004)

2003

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

2002

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

2001

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

2000

  1. A simple proof of Ekeland and Scheinkman's result on the necessity of a transversality condition
    Economic Theory, 2000, 15, (2), 463-468 Downloads View citations (16)
  2. Increasing marginal impatience and intertemporal substitution
    Journal of Economics, 2000, 72, (1), 67-79 Downloads View citations (2)
  3. Indivisible labor implies chaos
    Economic Theory, 2000, 15, (3), 585-598 Downloads View citations (6)
  4. The Policy Function of a Discrete-Choice Problem is a Random Number Generator
    The Japanese Economic Review, 2000, 51, (1), 51-71 Downloads View citations (6)

1999

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

1998

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

1996

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

Editor

  1. Journal of Computational Social Science
    Springer
 
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