Details about Takashi Kamihigashi
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Last updated 2019-09-05. Update your information in the RePEc Author Service.
Short-id: pka662
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Working Papers
2019
- Critical capital stock in a continuous time growth model with a convex-concave production function
RIEEM Discussion Paper Series, Research Institute for Environmental Economics and Management, Waseda University 
Also in Discussion Paper Series, Research Institute for Economics & Business Administration, Kobe University (2015) View citations (3)
- Existence of an optimal path in a continuous-time nonconcave Ramsey model
RIEEM Discussion Paper Series, Research Institute for Environmental Economics and Management, Waseda University View citations (1)
- Optimal steady state of an economic dynamics model with a nonconcave production function
RIEEM Discussion Paper Series, Research Institute for Environmental Economics and Management, Waseda University View citations (3)
2018
- Robust comparative statics of non-monotone shocks in large aggregative games
Post-Print, HAL
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)  Discussion Paper Series, Research Institute for Economics & Business Administration, Kobe University (2017) 
See also Journal Article in Journal of Economic Theory (2018)
2017
- 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
- 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)
- 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)
- Measuring Social Change Using Text Data: A Simple Distributional Approach
Discussion Paper Series, Research Institute for Economics & Business Administration, Kobe University
- Organizational Refinements of Nash Equilibrium
Discussion Paper Series, Research Institute for Economics & Business Administration, Kobe University
- Some Unified Results for Classical and Monotone Markov Chain Theory
Discussion Paper Series, Research Institute for Economics & Business Administration, Kobe University
2016
- 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)
- 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
- 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)
- A Simple Optimality-Based No-Bubble Theorem for Deterministic Sequential Economies
Discussion Paper Series, Research Institute for Economics & Business Administration, Kobe University
- 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)
- 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
- 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
- A Simple No-Bubble Theorem
Discussion Paper Series, Research Institute for Economics & Business Administration, Kobe University
- A Simple No-Bubble Theorem for Deterministic Dynamic Economies
Discussion Paper Series, Research Institute for Economics & Business Administration, Kobe University View citations (2)
- Deterministic Dynamic Programming in Discrete Time: A Monotone Convergence Principle
Discussion Paper Series, Research Institute for Economics & Business Administration, Kobe University View citations (1)
- 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
- Infnite-Horizon Deterministic Dynamic Programming in Discrete Time: A Monotone Convergence Principle
Discussion Paper Series, Research Institute for Economics & Business Administration, Kobe University
- International Transmission of Bubble Crashes in a Two-Country Overlapping Generations
Discussion Paper Series, Research Institute for Economics & Business Administration, Kobe University
- 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)
- 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)
- 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
- An Application of Kleene's Fixed Point Theorem to Dynamic Programming: A Note
Working Papers, Department of Research, Ipag Business School View citations (4)
Also in Discussion Paper Series, Research Institute for Economics & Business Administration, Kobe University (2014) View citations (4)
- An Axiomatic Approach to Measuring Degree of Stochastic Dominance
Discussion Paper Series, Research Institute for Economics & Business Administration, Kobe University
- Interlinkage between Real Exchange rate and Current Account Behaviors: Evidence from India
Working Papers, Department of Research, Ipag Business School
- Multiple Interior Steady States in the Ramsey Model with Elastic Labor Supply
Discussion Paper Series, Research Institute for Economics & Business Administration, Kobe University 
Also in Working Papers, Department of Research, Ipag Business School (2014)  Discussion Paper Series, Research Institute for Economics & Business Administration, Kobe University (2014) View citations (2)
See also Journal Article in International Journal of Economic Theory (2015)
- Partial Stochastic Dominance
Discussion Paper Series, Research Institute for Economics & Business Administration, Kobe University 
Also in Working Papers, Department of Research, Ipag Business School (2014)
- 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)
- Stability Analysis for Random Dynamical Systems in Economics
Discussion Paper Series, Research Institute for Economics & Business Administration, Kobe University
- 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
- 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)
- 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)
- Exact Sampling for Industry Dynamics and Other Regenerative Processes
Discussion Paper Series, Research Institute for Economics & Business Administration, Kobe University
- Exact Sampling from the Stationary Distribution of Entry-Exit Models
Discussion Paper Series, Research Institute for Economics & Business Administration, Kobe University
- 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)
- Stochastic Optimal Growth with Risky Labor Supply
Discussion Paper Series, Research Institute for Economics & Business Administration, Kobe University View citations (3)
Also in Discussion Paper Series, Research Institute for Economics & Business Administration, Kobe University (2012) View citations (2) ANU Working Papers in Economics and Econometrics, Australian National University, College of Business and Economics, School of Economics (2012) 
See also Journal Article in Journal of Mathematical Economics (2014)
- 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
- 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)
- 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)
- 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)
- 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
- 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
- An Order-Theoretic Mixing Condition for Monotone Markov Chains
ANU Working Papers in Economics and Econometrics, Australian National University, College of Business and Economics, School of Economics View citations (2)
Also in Discussion Paper Series, Research Institute for Economics & Business Administration, Kobe University (2011) View citations (1)
See also Journal Article in Statistics & Probability Letters (2012)
- 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)
- 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)
- 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 (11)
See also Journal Article in Journal of Mathematical Economics (2011)
- 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
- A Note on Monotone Markov Processes
Discussion Paper Series, Research Institute for Economics & Business Administration, Kobe University
- 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)
- Recurrent Bubbles
Discussion Paper Series, Research Institute for Economics & Business Administration, Kobe University 
See also Journal Article in The Japanese Economic Review (2011)
- Threats or Promises?: A Simple Explanation of Gradual Trade Liberalization
Discussion Paper Series, Research Institute for Economics & Business Administration, Kobe University
2009
- ASYMPTOTICS OF STOCHASTIC RECURSIVE ECONOMIES UNDER MONOTONICITY
KIER Working Papers, Kyoto University, Institute of Economic Research View citations (3)
2007
- Global Dynamics in Infinitely Repeated Games with Additively Separable Continuous Payoffs
Discussion Paper Series, Research Institute for Economics & Business Administration, Kobe University
- On the Principle of Optimality for Nonstationary Deterministic Dynamic Programming
Discussion Paper Series, Research Institute for Economics & Business Administration, Kobe University View citations (4)
- The Spirit of Capitalism, Stock Market Bubbles, and Output Fluctuations
Discussion Paper Series, Research Institute for Economics & Business Administration, Kobe University View citations (10)
2006
- Immediately Reactive Equilibria in Infinitely Repeated Games with Additively Separable Continuous Payoffs
Discussion Paper Series, Research Institute for Economics & Business Administration, Kobe University
- 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)
- Transversality Conditions and Dynamic Economic Behavior
Discussion Paper Series, Research Institute for Economics & Business Administration, Kobe University
2005
- 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)
- 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)
- 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
- Investment, Externalities & Industry Dynamics
Econometric Society 2004 North American Summer Meetings, Econometric Society View citations (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 View citations (5)
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
- Necessity of the Transversality Condition for Stochastic Models with CRRA Utility
Discussion Paper Series, Research Institute for Economics & Business Administration, Kobe University View citations (22)
2002
- 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
- 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
- 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)
- An AI-based approach to auto-analyzing historical handwritten business documents
Journal of Computational Social Science, 2018, 1, (1), 167-185
- Editorial
Journal of Computational Social Science, 2018, 1, (1), 1-2
- Robust comparative statics for non-monotone shocks in large aggregative games
Journal of Economic Theory, 2018, 174, (C), 288-299 
See also Working Paper (2018)
2017
- 41 Counterexamples to property (B) of the discrete time bomber problem
Annals of Operations Research, 2017, 248, (1), 579-588 View citations (1)
See also Working Paper (2016)
- 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
- Seeking ergodicity in dynamic economies
Journal of Economic Theory, 2016, 163, (C), 900-924 View citations (1)
See also Working Paper (2015)
2015
- An application of Kleene's fixed point theorem to dynamic programming
International Journal of Economic Theory, 2015, 11, (4), 429-434 View citations (6)
- Multiple interior steady states in the Ramsey model with elastic labor supply
International Journal of Economic Theory, 2015, 11, (1), 25-37 View citations (8)
See also Working Paper (2014)
- Perfect simulation for models of industry dynamics
Journal of Mathematical Economics, 2015, 56, (C), 9-14 
See also Working Paper (2014)
2014
- An order-theoretic approach to dynamic programming: an exposition
Economic Theory Bulletin, 2014, 2, (1), 13-21 
See also Working Paper (2013)
- Elementary results on solutions to the bellman equation of dynamic programming: existence, uniqueness, and convergence
Economic Theory, 2014, 56, (2), 251-273 View citations (15)
See also Working Paper (2013)
- Stochastic optimal growth with risky labor supply
Journal of Mathematical Economics, 2014, 50, (C), 167-176 View citations (2)
See also Working Paper (2013)
- Stochastic stability in monotone economies
Theoretical Economics, 2014, 9, (2) View citations (18)
See also Working Paper (2013)
2013
- 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
- An order-theoretic mixing condition for monotone Markov chains
Statistics & Probability Letters, 2012, 82, (2), 262-267 View citations (15)
See also Working Paper (2011)
- DISCRETE CHOICE AND COMPLEX DYNAMICS IN DETERMINISTIC OPTIMIZATION PROBLEMS
Macroeconomic Dynamics, 2012, 16, (S1), 52-69 View citations (1)
See also Working Paper (2011)
- 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
- Monotonicity and continuity of the critical capital stock in the Dechert–Nishimura model
Journal of Mathematical Economics, 2011, 47, (6), 677-682 View citations (11)
See also Working Paper (2011)
- RECURRENT BUBBLES
The Japanese Economic Review, 2011, 62, (1), 27-62 View citations (9)
See also Working Paper (2010)
2010
- 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)
2007
- A nonsmooth, nonconvex model of optimal growth
Journal of Economic Theory, 2007, 132, (1), 435-460 View citations (24)
See also Working Paper (2005)
- 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 (22)
See also Working Paper (2006)
2006
- Almost sure convergence to zero in stochastic growth models
Economic Theory, 2006, 29, (1), 231-237 View citations (19)
See also Working Paper (2005)
- Dynamic optimization with a nonsmooth, nonconvex technology: the case of a linear objective function
Economic Theory, 2006, 29, (2), 325-340 View citations (17)
See also Working Paper (2005)
2005
- 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 (27)
See also Working Paper (2004)
2003
- Necessity of transversality conditions for stochastic problems
Journal of Economic Theory, 2003, 109, (1), 140-149 View citations (37)
See also Working Paper (2002)
2002
- 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)
- Externalities and nonlinear discounting: Indeterminacy
Journal of Economic Dynamics and Control, 2002, 26, (1), 141-169 View citations (7)
2001
- Necessity of Transversality Conditions for Infinite Horizon Problems
Econometrica, 2001, 69, (4), 995-1012 View citations (57)
2000
- 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)
- Increasing marginal impatience and intertemporal substitution
Journal of Economics, 2000, 72, (1), 67-79 View citations (3)
- Indivisible labor implies chaos
Economic Theory, 2000, 15, (3), 585-598 View citations (6)
- 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
- Chaotic dynamics in quasi-static systems: theory and applications1
Journal of Mathematical Economics, 1999, 31, (2), 183-214 View citations (5)
1998
- Uniqueness of asset prices in an exchange economy with unbounded utility
Economic Theory, 1998, 12, (1), 103-122 View citations (24)
1996
- Real business cycles and sunspot fluctuations are observationally equivalent
Journal of Monetary Economics, 1996, 37, (1), 105-117 View citations (19)
Editor
- Journal of Computational Social Science
Springer
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