Directory of Researchers
| KAMIHIGASHI Takashi |  |
| Center for Computational Social Science (CCSS) | |
| Professor | |
| Business / Economics |
Researcher Profile and Settings
Affiliation
＜Faculty / Graduate School / Others＞
Center for Computational Social Science (CCSS)＜Related Faculty / Graduate School / Others＞
Graduate School of Economics / Division of Economics, Research Institute for Economics and Business Administration / Global Finance Unit, Organization for Advanced and Integrated Research, Center for Social Systems Innovation, Center for Mathematical and Data Sciences
Degree
Teaching
Research Activities
Research Interests
Research Areas
Committee Memberships
Awards
Oct. 2020 Kobe University, 令和2年度神戸大学学長表彰 財務貢献者
Oct. 2019 神戸大学, 令和元年度神戸大学学長表彰 財務貢献者
Others
Oct. 2018 神戸大学, 平成30年度神戸大学学長表彰 財務貢献者
Others
Oct. 2017 神戸大学, 平成29年度神戸大学学長表彰 財務貢献者, -
Others
May 2015 International Economics and Finance Society Japan, IEFS Japan Koji Shimomura Award 2015, －
Japan society
Mar. 2011 （財）村尾育英会, 第28回村尾育英会学術賞, 資産バブルと景気変動に関する経済理論
Sep. 2010 日本経済学会, 中原賞, -
Published Papers
- 大阪経済大学日本経済史研究所, Jan. 2022, 経済史研究, 25, 31 - 57, Japanese投機かリスクヘッジか―堂島米市場再考―
Scientific journal
- Springer, Oct. 2021, Theory and Decision, 91 (3), 289 - 312, English, International magazine
[Refereed]
Scientific journal
- 丸善出版, Jan. 2021, 鳥海 不二夫 編著「計算社会科学入門」, 12章, 289 - 297, Japanese計算社会科学の今後の展望と課題
- Springer, 2021, Journal of Computational Social Science, forthcoming, English, International magazineJapan's Monetary Policy: A Literature Review and Empirical Assessment
[Refereed]
Scientific journal
- Springer, Nov. 2020, Journal of Inequalities and Applications, Article Number 243, English, International magazine
[Refereed]
Scientific journal
- Lead, Elsevier, Sep. 2020, Operations Research Letters, 49 (5), 584 - 586, English, International magazine, Co-authored internationallyPartial Stochastic Dominance via Optimal Transport
[Refereed]
Scientific journal
- Taylor & Francis, Jan. 2020, Journal of Difference Equations and Applications, 26 (2), 209 - 222, English
[Refereed]
Scientific journal
- 2020, Pure and Applied Functional Analysis, Forthcoming, EnglishExistence of an optimal path in a continuous-time nonconcave Ramsey model
[Refereed]
Scientific journal
- エヌ・ティー・エス, Jun. 2019, 栗原聡監修「人と共生するAI革命最前線～人工知能がもたらす生活・産業・社会の未来像を展望する～」, 12章4節, 427 - 433, Japanese計算社会科学と経済学におけるAI
- 2019, Journal of Applied Probability, English
[Refereed]
Scientific journal
- 有斐閣, Jul. 2018, 企業家研究, 15, Japanese丁稚か「Salary man」か―神戸高等商業学校卒業生のキャリア選択―
[Refereed]
Scientific journal
A policy change that involves a redistribution of income or wealth is typically controversial, affecting some people positively but others negatively. In this paper we extend the “robust comparative statics” result for large aggregative games established by Acemoglu and Jensen (2010) to possibly controversial policy changes. In particular, we show that both the smallest and the largest equilibrium values of an aggregate variable increase in response to a policy change to which individuals' reactions may be mixed but the overall aggregate response is positive. We provide sufficient conditions for such a policy change in terms of distributional changes in parameters.
Academic Press Inc., 01 Mar. 2018, Journal of Economic Theory, 174, 288 - 299, English[Refereed]
Scientific journal
- Mar. 2018, frontiers in Physics, English
[Refereed]
Scientific journal
We establish a simple no-bubble theorem that applies to a wide range of deterministic sequential economies with infinitely lived agents. In particular, we show that asset bubbles never arise if at least one agent can reduce his asset holdings permanently from some period onward. Our no-bubble theorem is based on the optimal behavior of a single agent, requiring virtually no assumption beyond the strict monotonicity of preferences. The theorem is a substantial generalization of Kocherlakota's (1992) result on asset bubbles and short sales constraints.
Elsevier B.V., 01 Jan. 2018, Mathematical Social Sciences, 91, 36 - 41, English[Refereed]
Scientific journal
- Springer, Jan. 2018, Journal of Computational Social Science, 1 (1), 167 - 185, English
[Refereed]
Scientific journal
We study the international transmission of bubble crashes by analyzing stationary sunspot equilibria in a two-country overlapping generations exchange economy with stochastic bubbles. We consider two cases of sunspot shocks. In the first case, we assume that only the foreign country receives a sunspot shock, while in the second, we assume that both countries independently receive sunspot shocks. In the first case, a bubble crash in the foreign country is always accompanied by a bubble crash in the home country. In the second case, a bubble crash in the foreign country can have a positive or negative effect on the home bubble. We also show that there exists a unique locally isolated stationary sunspot equilibrium, and that it is locally unstable. (C) 2016 Elsevier B.V. All rights reserved.
ELSEVIER SCIENCE SA, Jan. 2017, JOURNAL OF MATHEMATICAL ECONOMICS, 68, 115 - 126, English[Refereed]
Scientific journal
Given a sequence {f(n)}(n epsilon N) of measurable functions on a sigma-finite measure space such that the integral of each fn as well as that of lim sup(n up arrow infinity) f(n) exists in (R) over bar, we provide a sufficient condition for the following inequality to hold: lim sup (n up arrow infinity) integral f(n) d mu <= integral lim sup (n up arrow infinity) f(n) d mu. Our condition is considerably weaker than sufficient conditions known in the literature such as uniform integrability (in the case of a finite measure) and equi-integrability. As an application, we obtain a new result on the existence of an optimal path for deterministic infinite-horizon optimization problems in discrete time.
SPRINGER INTERNATIONAL PUBLISHING AG, Jan. 2017, JOURNAL OF INEQUALITIES AND APPLICATIONS, 2017 (24), 1 - 15, English[Refereed]
Scientific journal
The discrete time "bomber problem" has been one of the longest standing open problems in operations research. In particular, the validity of one of the natural monotonicity conjectures-known as property (B)-has been an unresolved issue since 1968. In this paper we report 41 counterexamples to property (B) of this problem. We have found them by computing the exact solutions for nearly one million pairs of parameter values utilizing the GNU multiple precision arithmetic library. All our counterexamples can readily be verified using a simple Mathematica program included in this paper.
SPRINGER, Jan. 2017, ANNALS OF OPERATIONS RESEARCH, 248 (1-2), 579 - 588, English[Refereed]
Scientific journal
- Springer, Dec. 2016, Sunspots and Non-linear Dynamics: Essays in Honor of Jean-Michel Grandmont (Studies in Economic Theory), edited by K. Nishimura, A. Venditti, and N. Yannelis, EnglishRegime-Switching Sunspot Equilibria in a One-Sector Growth Model with Aggregate Decreasing Returns and Small Externalities
[Refereed]
Scientific journal
- Springer, Aug. 2016, Rabi N. Bhattacharya: Selected Papers, 363 - 374, EnglishStability Analysis for Random Dynamical Systems in Economics
[Refereed]
Scientific journal
- Aug. 2016, MIRU 2016, PS2-48, EnglishSIFT Boosting for Handwriting Recognition
International conference proceedings
- Elsevier, Jun. 2016, Optimization, 1–10, EnglishInfinite-Horizon Deterministic Dynamic Programming in Discrete Time: A Monotone Convergence Principle and a Penalty Method
[Refereed]
Scientific journal
- Elsevier, May 2016, Journal of Economic Theory, 163, 900–924, EnglishSeeking Ergodicity in Dynamic Economies
[Refereed]
Scientific journal
- Wiley-Blackwell, Dec. 2015, International Journal of Economic Theory, 11 (4), 429 - 439, EnglishAn Application of Kleene's Fixed Point Theorem to Dynamic Programming
[Refereed]
Scientific journal
- Wiley-Blackwell, Mar. 2015, International Journal of Economic Theory, 11 (1), 25 - 37, EnglishMultiple Interior Steady States in the Ramsey Model with Elastic Labor Supply
[Refereed]
Scientific journal
In this paper we introduce a technique for perfect simulation from the stationary distribution of a standard model of industry dynamics. The method can be adapted to other, possibly non-monotone, regenerative processes found in industrial organization and other fields of economics. The algorithm we propose is a version of coupling from the past. It is straightforward to implement and exploit the regenerative property of the process in order to achieve rapid coupling. (C) 2014 Elsevier B.V. All rights reserved.
ELSEVIER SCIENCE SA, Jan. 2015, JOURNAL OF MATHEMATICAL ECONOMICS, 56, 9 - 14, English[Refereed]
Scientific journal
We establish some elementary results on solutions to the Bellman equation without introducing any topological assumption. Under a small number of conditions, we show that the Bellman equation has a unique solution in a certain set, that this solution is the value function, and that the value function can be computed by value iteration with an appropriate initial condition. In addition, we show that the value function can be computed by the same procedure under alternative conditions. We apply our results to two optimal growth models: one with a discontinuous production function and the other with "roughly increasing" returns.
SPRINGER, Jun. 2014, ECONOMIC THEORY, 56 (2), 251 - 273, English[Refereed]
Scientific journal
This paper extends a family of well known stability theorems for monotone economies to a significantly larger class of models. We provide a set of general conditions for existence, uniqueness, and stability of stationary distributions when monotonicity holds. The conditions in our main result are both necessary and sufficient for global stability of monotone economies that satisfy a weak mixing condition introduced in the paper. Through our analysis, we develop new insights into the nature and causes of stability and instability.
ECONOMETRIC SOCIETY, May 2014, THEORETICAL ECONOMICS, 9 (2), 383 - 407, English[Refereed]
Scientific journal
- Springer, Apr. 2014, Economic Theory Bulletin, 2 (1), 13 - 21, EnglishAn Order-Theoretic Approach to Dynamic Programming: an Exposition
[Refereed]
Scientific journal
Production takes time, and labor supply and profit maximization decisions that relate to current production are typically made before all shocks affecting that production have been realized. In this paper we re-examine the problem of stochastic optimal growth with aggregate risk where the timing of the model conforms to this information structure. We provide a set of conditions under which the economy has a unique, nontrivial and stable stationary distribution. In addition, we verify key optimality properties in the presence of unbounded shocks and rewards, and provide the sample path laws necessary for consistent estimation and simulation. (C) 2013 Elsevier B.V. All rights reserved.
ELSEVIER SCIENCE SA, Jan. 2014, JOURNAL OF MATHEMATICAL ECONOMICS, 50, 167 - 176, English[Refereed]
Scientific journal
- Springer, Dec. 2013, Fixed Point Theory and Applications, EnglishSimple Fixed Point Results for Order-Preserving Self-Maps and Applications to Nonlinear Markov Operators
[Refereed]
Scientific journal
This paper studies wealth distribution dynamics in a small open economy with a continuum of consumers indexed by initial wealth. Each of them solves a discrete-choice problem whose optimal policy function exhibits ergodic chaos. We show that for any initial distribution of wealth given by a density, the wealth distribution converges to a unique invariant distribution, and aggregate wealth converges to the corresponding value. Thus ergodic chaos leads to aggregate stability rather than instability. These results are illustrated with various numerical examples.
WILEY-BLACKWELL, Mar. 2013, INTERNATIONAL JOURNAL OF ECONOMIC THEORY, 9 (1), 45 - 56, English[Refereed]
Scientific journal
- Jun. 2012, Japanese Economic Review, Volume 63, Issue 3, pages 259-, EnglishThreats or Promises? A Built-in Mechanism of Gradual Reciprocal Trade Liberalization
[Refereed]
Scientific journal
- Apr. 2012, Macroeconomic Dynamics, Volume 16, S1, pp.52-69, EnglishDiscrete Choice and Complex Dynamics in Deterministic Optimization Problems
[Refereed]
Scientific journal
- Feb. 2012, Statistics and Probability Letters, Volume 82, Issue 2, pp.262-267, EnglishAn Order-Theoretic Mixing Condition for Monotone Markov Chains
[Refereed]
Scientific journal
- Dec. 2011, Journal of Mathematical Economics, Volume 47, Issue 6, pp.677-682, EnglishMonotonicity and Continuity of the Critical Capital Stock in the Dechert-Nishimura Model
[Refereed]
Scientific journal
- Mar. 2011, Japanese Economic Review, Volume 62, Issue 1, pages 27–6, EnglishRecurrent Bubbles
[Refereed]
Scientific journal
- Oct. 2010, Review of Economic Dynamics, Volume 13, Issue 4, Pages 899-, EnglishGlobal Dynamics in Repeated Games with Additively Separable Payoffs
[Refereed]
Scientific journal
- Dec. 2008, Takashi Kamihigashi and Laixun Zhao eds. International Trade and Economic Dynamics: Essays in Memory of Koji Shimomura, pp.383-392, EnglishStatus Seeking and Bubbles
[Refereed]
Scientific journal
- Dec. 2008, International Journal of Economic Theory, Vol.4,Issue 4, 519-525, EnglishOn the Principle of Optimality for Nonstationary Deterministic Dynamic Programming
[Refereed]
Scientific journal
- May 2008, Steven N. Durlauf and Lawrence E. Blume eds. The New Palgrave Dictionary of Economics, Second Edition, Volume 8, pp.384-387, EnglishTransversality Conditions and Dynamic Economic Behaviour
[Refereed]
Scientific journal
- Mar. 2008, International Journal of Economic Theory, (Vol. 4 Special Issue on Nonli, EnglishThe Spirit of Capitalism, Stock Market Bubbles, and Output Fluctuations
[Refereed]
Scientific journal
- Apr. 2007, Journal of Mathematical Economics, Volume 43, Issues 3-4, pp. 477, EnglishStochastic Optimal Growth with Bounded or Unbounded Utility and with Bounded or Unbounded Shocks
[Refereed]
Scientific journal
- Jan. 2007, Journal of Economic Theory, 132 (1), 435-460, EnglishA Nonsmooth, Nonconvex Model of Optimal Growth
[Refereed]
Scientific journal
- Oct. 2006, Economic Theory, 29 (2), 325-340, EnglishDynamic Optimization with a Nonsmooth, Nonconvex Technology: The Case of a Linear Objective Function
[Refereed]
Scientific journal
- Sep. 2006, Economic Theory, 29 (1), 231-237, EnglishAlmost Sure Convergence to Zero in Stochastic Growth Models
[Refereed]
Scientific journal
- Aug. 2005, Journal of Economic Dynamics and Control, 29 (8), 1313-1329, EnglishNecessity of the Transversality Condition for Stochastic Models with Bounded or CRRA Utility
[Refereed]
Scientific journal
- 2003, Journal of Economic Theory, 109,pp.140-149, EnglishNecessity of Transversality Conditions for Stochastic Problems
[Refereed]
Scientific journal
This note provides a simple proof of the necessity of the transversality condition for the differentiable reduced-form model. The proof uses only an elementary perturbation argument without relying on dynamic programming. The proof makes it clear that, contrary to common belief, the necessity of the transversality condition can be shown in a straightforward way.
SPRINGER, Sep. 2002, ECONOMIC THEORY, 20 (2), 427 - 433, English[Refereed]
Scientific journal
- Elsevier, Jan. 2002, Journal of Economic Dynamics and Control, 26 (11), 141 - 169, English
[Refereed]
Scientific journal
This paper studies necessity of transversality conditions for the continuous time, reduced form model. By generalizing Benveniste and Scheinkman's (1982) "envelope" condition and Michel's (1990) version of the squeezing argument, we show a generalization of Michel's (1990, Theorem 1) necessity result that does not assume concavity. The generalization enables us to generalize Ekeland and Scheinkman's (1986) result as well as to establish a new result that does not require the objective functional to be finite. The new result implies that homogeneity of the return function alone is sufficient for the necessity of the most standard transversality condition. Our results are also applied to a nonstationary version of the one-sector growth model. It is shown that bubbles never arise in an equilibrium asset pricing model with a nonlinear constraint.
BLACKWELL PUBL LTD, Jul. 2001, ECONOMETRICA, 69 (4), 995 - 1012, English[Refereed]
Scientific journal
- 東洋経済新報社, Oct. 2000, 岡田章・神谷和也・黒田昌裕・伴金美編『現代経済学の潮流2000』, 177 - 200, English離散選択問題の政策関数は乱数発生装置である
[Refereed]
Scientific journal
- Springer, Apr. 2000, Economic Theory, 15 (3), 585 - 598, English
[Refereed]
Scientific journal
- The policy function of a discrete-choice problem is a random number generator
This paper studies a life-cycle model in which the consumption good is assumed to be indivisible. This assumption requires the number of units of the good purchased in each period to be an integer. It is shown that, if the discount factor (B) is sufficiently small, the policy function takes the form of a pseudo-random number generator or, more precisely a linear congruential generator. It is also shown that optimal plans are almost always asymptotically non-periodic regardless of the discount factor. Various numerical examples of the value function and the policy function are provided. JEL Classification Numbers: C61, D91, E32.
BLACKWELL PUBL LTD, Mar. 2000, JAPANESE ECONOMIC REVIEW, 51 (1), 51 - 71, English[Refereed]
Scientific journal
Ekeland and Scheinkman (1986) prove the necessity of a standard transversality condition under certain technical conditions. Their result is one of the most powerful on the necessity of a transversality condition currently available in the literature, and their proof involves numerous estimations and relies on Ekeland's variational principle and Fatou's lemma. This note relaxes some of their assumptions and provides a simple proof that uses neither Ekeland's principle nor a convergence result like Fatou's lemma.
SPRINGER VERLAG, Mar. 2000, ECONOMIC THEORY, 15 (2), 463 - 468, English[Refereed]
Scientific journal
- Increasing marginal impatience and intertemporal substitution
For infinite-horizon models with recursive preferences the condition known as increasing marginal impatience is often adopted, but the condition is not fully understood in the literature. This paper shows that increasing marginal impatience is equivalent to the intuitive property that the substitutability between the consumption levels in two different periods is a decreasing function of the distance between the periods.
SPRINGER-VERLAG WIEN, 2000, JOURNAL OF ECONOMICS-ZEITSCHRIFT FUR NATIONALOKONOMIE, 72 (1), 67 - 79, English[Refereed]
Scientific journal
- Chaotic dynamics in quasi-static systems: theory and applications
By a dynamical system, we mean a system of N is an element of N equations that depend on x(t-mu),..., x(t+v) is an element of R-N, where mu, v is an element of N. We define a static system as a dynamical system that depends only on x(t). We define a quasi-static system as a dynamical system that is in a certain sense relatively close to a static system. We show that under additional conditions, a quasi-static system is chaotic in a generalized sense of Li and Yorke. This result provides easy-to-verify sufficient conditions for chaos for general multidimensional dynamical systems, including maps. We show that these conditions are stable under small C-1 perturbations. We apply these results to two types of growth models with externalities. We show that the models display chaotic dynamics for certain parameter values. WB also construct a numerical example in which utility is logarithmic and the dynamics are chaotic (and the discount rate is small). Our conditions for chaos are particularly useful in analyzing dynamic versions of static models with multiple equilibria, as well as dynamic models with multiple steady states. (C) 1999 Elsevier Science S.A. All rights reserved.
ELSEVIER SCIENCE SA, Mar. 1999, JOURNAL OF MATHEMATICAL ECONOMICS, 31 (2), 183 - 214, English[Refereed]
Scientific journal
- Springer, Jun. 1998, Economic Theory, 12 (1), 103 - 122, English
[Refereed]
Scientific journal
This paper points out that real business cycle models are observationally equivalent to externality models, which we define as models with externalities and sunspots but without productivity shocks. As far as standard first-order systems are concerned, however, externality models turn out to be more flexible than RBC models. This explains, at least partly, why previous studies have found that externality models perform better than standard RBC models at generating realistic business cycle behavior. Our results cast doubt on the arguments of Farmer and Guo (1994) and Caballero and Lyons (1992).
ELSEVIER SCIENCE BV, Feb. 1996, JOURNAL OF MONETARY ECONOMICS, 37 (1), 105 - 117, English[Refereed]
Scientific journal
MISC
- Springer, Nov. 2017, Reconstruction of the Public Sphere in the Socially Mediated Age, 139 - 163, EnglishMeasuring Social Change Using Text Data: A Simple Distributional Approach
Report scientific journal
- Sep. 2011, 経済セミナー, 67-73頁, Japaneseマクロ経済学における動的最適化
Others
- Sep. 2004, 西村 和雄・福田 慎一編著「非線形均衡動学：不決定性と複雑性」, 第4章,89-118頁, Japanese横断性条件の必要性と十分性
Introduction other
Books etc
- Joint editor, Springer, Oct. 2017, EnglishReconstruction of the Public Sphere in the Socially Mediated Age
Scholarly book
- Springer, Dec. 2008, EnglishInternational Trade and Economic Dynamics: Essays in Memory of Koji Shimomura
Scholarly book
Presentations
- 防災減災の国際連続ワークショップ「MIRAI BOSAI 2022」, 11 Mar. 2022, Japanese, 神戸大学高等研究院未来世紀都市学研究アライアンス, 神戸大学（オンライン開催）, Japan, Domestic conference（パネルディスカッション司会）インターナショナル・セッション
[Invited]
Nominated symposium
- 防災減災の国際連続ワークショップ「MIRAI BOSAI 2022」, 10 Mar. 2022, Japanese, 神戸大学高等研究院未来世紀都市学研究アライアンス, 神戸大学（オンライン開催）, Japan, Domestic conference（基調講演）MIRAIBOSAI趣旨説明
[Invited]
Keynote oral presentation
- 第12回横幹連合コンファレンス, 19 Dec. 2021, Japanese, 特定非営利活動法人 横断型基幹科学技術研究団体連合, 筑波大学（オンライン開催）, Japanポストコロナ社会における政策決定
Oral presentation
- 第12回横幹連合コンファレンス, 18 Dec. 2021, Japanese, 特定非営利活動法人 横断型基幹科学技術研究団体連合, 筑波大学（オンライン開催）, Japan社会リスク可視化システム、及び社会リスクに適切に対応する意思決定システムの開発
Oral presentation
- 神戸大学経済経営研究所ウェビナー 藩札から銀行へ～渋沢栄一と明治の金融革命～, 05 Dec. 2021, Japanese, 神戸大学経済経営研究所, 神戸大学経済経営研究所（オンライン開催）, Japan（パネリスト）神戸大学経済経営研究所ウェビナー 藩札から銀行へ～渋沢栄一と明治の金融革命～
Public discourse
- 神戸大学経済経営研究所ウェビナー 藩札から銀行へ～渋沢栄一と明治の金融革命～, 05 Dec. 2021, Japanese, 神戸大学経済経営研究所, 神戸大学経済経営研究所（オンライン開催）, Japan（モデレーター）神戸大学経済経営研究所ウェビナー 藩札から銀行へ～渋沢栄一と明治の金融革命～
Public discourse
- The 20th Annual SAET Conference, 15 Jun. 2021, English, Society for the Advancement of Economic Theory, Seoul National University (Online), International conference(Organizer) International Competition and Growth
Others
- The 20th Annual SAET Conference, 14 Jun. 2021, English, Society for the Advancement of Economic Theory, Seoul National University (Online), International conference(Organizer/Chair) Innovation
Others
- The 20th Annual SAET Conference, 14 Jun. 2021, English, Society for the Advancement of Economic Theory, Seoul National University (Online), International conference(Organizer) Economic Growth
Others
- International Conference on Creating Value for the Future of AI and Society, 17 Oct. 2019, EnglishCreating Value for the Future of AI and Society
[Invited]
- International Conference on Creating Value for the Future of AI and Society, 17 Oct. 2019, EnglishValue and Evaluation in Economics and AI
[Invited]
- Sapporo Summer Workshop on Monetary and Financial Economics 2018, Aug. 2018, English, 北海道大学, 北海道大学, International conferenceA Dynamic General Equilibrium IS-LM Model
Oral presentation
- 第80回全国大会－みんなの情報処理教育－, Mar. 2018, Japanese, 一般社団法人 情報処理学会, 早稲田大学西早稲田キャンパス, Domestic conference近似ベイズ計算に基づく大規模シミュレーションモデルの推定と評価
Oral presentation
- 神戸大学経済経営研究所公開シンポジウム「計算社会科学からの挑戦～リスク社会におけるメディアの発達とソーシャル・キャピタル～」, Sep. 2017, Japanese, Domestic conference（司会）パネル・ディスカッション「計算社会科学の成果と課題」
Others
- 神戸大学経済経営研究所公開シンポジウム「計算社会科学からの挑戦～リスク社会におけるメディアの発達とソーシャル・キャピタル～」, Sep. 2017, Japanese, Domestic conferenceテキスト分析による社会変動の計測
Public discourse
- 第25回地球環境シンポジウム, Sep. 2017, Japanese, Domestic conferenceテキストデータによる震災等の社会的影響の計測
Public discourse
- 神戸大学経済経営研究所公開シンポジウム「アベノミクス再考：グローバル日本の金融・財政政策」, Aug. 2017, Japanese, 神戸大学経済経営研究所, 神戸大学, Domestic conference（司会）対談「アベノミクス再考」
Others
- SS研HPCフォーラム2017「計算科学の新たな可能性」, Aug. 2017, Japanese, Domestic conferenceパネルディスカッション「HPCの社会シミュレーションへの展開」
Others
- 神戸大学経済経営研究所特別シンポジウム AKB48の計算社会科学 かよよん（田北香世子さん・AKB48チームA）を迎えて, Mar. 2017, Japanese, 神戸大学経済経営研究所, 神戸大学, Domestic conferenceパネル・ディスカッション「計算社会科学はアイドルの役に立つのか？」
Others
- 第一回計算社会科学ワークショップ, Feb. 2017, Japanese, 計算社会科学ワークショップ, 学習院大学目白キャンパス, Domestic conference計算社会科学の拠点形成に向けて
Invited oral presentation
- Asia-Pacific Conference on Economic Dynamics (APCED 2016), Dec. 2016, English, Asia-Pacific Researchers in Organisation Studies, International University, VNU-HCMC, International conferenceA Simple Optimality-Based No-Bubble Theorem for Deterministic Sequential Economies with Strictly Monotone Preferences
[Invited]
Invited oral presentation
- RIEB Workshop on Monotone Comparative Statics, Sep. 2016, English, 神戸大学経済経営研究所, 神戸大学経済経営研究所, Domestic conferenceRobust Comparative Statics for Non-monotone Shocks in Large Aggregative Games
Oral presentation
- 画像の認識・理解シンポジウム, Aug. 2016, English, Domestic conferenceSIFT Boosting for Handwriting Recognition
Poster presentation
- 計算社会科学ワークショップ「Advances in Computational Social Science」, Jul. 2016, English, 日本学術振興会 先導的人文学・社会科学研究推進事業「リスク社会におけるメディアの発達と公共性」研究グループ, 学習院大学目白キャンパス, Domestic conference（討論）計算社会科学ワークショップ「Advances in Computational Social Science」
Oral presentation
- 公開シンポジウム「リスク社会における公共性の構造転換と社会関係資本－計算社会科学からの挑戦－（第2回）」, Jul. 2016, Japanese, 日本学術振興会 先導的人文学・社会科学研究推進事業「リスク社会におけるメディアの発達と公共性」研究グループ, 学習院大学目白キャンパス, Domestic conference（パネル討論）公開シンポジウム「リスク社会における公共性の構造転換と社会関係資本－計算社会科学からの挑戦－（第2回）」
Oral presentation
- 16th SAET Conference on Current Trends in Economics, Jun. 2016, English, Society for the Advancement of Economic Theory, リオデジャネイロ, International conference（Chair）Development/Environment Dynamics and Unemployment
Others
- 16th SAET Conference on Current Trends in Economics, Jun. 2016, English, Society for the Advancement of Economic Theory, リオデジャネイロ, International conferenceOptimal cycles in the Dechert-Nishimura model with time to build
Oral presentation
- 公開シンポジウム リスク社会における公共性の構造転換と社会関係資本―計算社会科学からの挑戦―（先導的人文学・社会科学研究推進事業）, Feb. 2016, Japanese, 日本学術振興会 先導的人文学・社会科学研究推進事業 「リスク社会におけるメディアの発達と公共性」研究グループ, 東京大学本郷キャンパス, Domestic conference利益相反の分類と社会組織の安定性
Nominated symposium
- Computational Social Science Japan Kickoff Workshop in Japan, Feb. 2016, English, Computational Social Science Japan, Hottlink Inc, Tokyo, Japan, International conferenceComputational Methods in Dynamic Macroeconomics
Invited oral presentation
- «TIME, UNCERTAINTIES & STRATEGIES», a Novo Tempus and Labex MME-DII Conference, Dec. 2015, English, a Novo Tempus, Labex MME-DII Conference, Maison des Sciences Economiques, Paris, International conferenceRobust Comparative Statics of Non-Monotone Shocks in Large Aggregative Games
Oral presentation
- Singapore Economic Review Conference 2015, Aug. 2015, English, The Singapore Economic Review, Mandarin Orchard Singapore, International conferenceA Dynamic General Equilibrium IS-LM Model
Invited oral presentation
- Singapore Economic Review Conference 2015, Aug. 2015, English, The Singapore Economic Review, Mandarin Orchard Singapore, International conference(Chair) Macroeconomics VI
Others
- 15th SAET Conference on Current Trends in Economics, Jul. 2015, English, Society for the Advancement of Economic Theory, University of Cambridge, UK, International conferenceSeeking Ergodicity in Dynamic Economies
Oral presentation
- マクロ・金融ワークショップ, Jul. 2015, Japanese, 一橋大学経済研究所, Domestic conferenceA Dynamic General Equilibrium IS-LM Model
Oral presentation
- 15th SAET Conference on Current Trends in Economics, Jul. 2015, English, Society for the Advancement of Economic Theory, University of Cambridge, UK, International conference(Organizer) Dynamic Stochastic Models
Oral presentation
- 15th SAET Conference on Current Trends in Economics, Jul. 2015, English, Society for the Advancement of Economic Theory, University of Cambridge, UK, International conference(Organizer) Dynamic Programming
Oral presentation
- 15th SAET Conference on Current Trends in Economics, Jul. 2015, English, Society for the Advancement of Economic Theory, University of Cambridge, UK, International conference(Organizer) Dynamic Economies
Oral presentation
- 15th SAET Conference on Current Trends in Economics, Jul. 2015, English, Society for the Advancement of Economic Theory, University of Cambridge, UK, International conference(Chair) Dynamic Stochastic Models
Oral presentation
- 15th SAET Conference on Current Trends in Economics, Jul. 2015, English, Society for the Advancement of Economic Theory, University of Cambridge, UK, International conference(Chair) Dynamic Economies
Oral presentation
- Microeconomics Workshop 2015, Jun. 2015, English, 東京大学, International conferenceA Dynamic General Equilibrium IS-LM Model
Oral presentation
- IEFS Japan Annual Meeting 2015, May 2015, English, International Economics and Finance Society Japan, 京都大学, International conferenceA Dynamic General Equilibrium IS-LM Model
Oral presentation
- 13th Viennese Workshop on Optimal Control and Dynamic Games, May 2015, English, European Mathematical Society, Vienna University of Technology, International conferenceA dynamic general equilibrium IS-LM model
Oral presentation
- 第6回 数理経済学会国際会議, Jan. 2015, English, 数理経済学会, 慶應義塾大学・三田キャンパス, International conferenceExtensions of Fatou's lemma and the dominated convergence theorem
Oral presentation
- 14th SAET Conference on Current Trends in Economics, Aug. 2014, English, Society for the Advancement of Economic Theory, Waseda Univeristy, Tokyo, Japan, International conference(Organizer) Time Consistency
Others
- 14th SAET Conference on Current Trends in Economics, Aug. 2014, English, Society for the Advancement of Economic Theory, Waseda Univeristy, Tokyo, Japan, International conference(Organizer) Dynamic Programming
Others
- 14th SAET Conference on Current Trends in Economics, Aug. 2014, English, Society for the Advancement of Economic Theory, Waseda Univeristy, Tokyo, Japan, International conference(Chair) Dynamic Programming
Others
- The Seventh Vietnam Economist Annual Meeting, Jun. 2014, English, the University of Economics Ho Chi Minh City (UEH), the Development and Policies Research Center (DEPOCEN), the French National Center for Scientific Research (CNRS), and the Foreign Trade University (FTU), University of Economics Ho Chi Minh City, Vietnam, International conferenceAsset Bubbles in a Small Open Economy:A Simple Representative-Agent Model
Keynote oral presentation
- Dynamic Interactions for Economic Theory Conference - 2013, Dec. 2013, English, Paris School of Economics, Maison des Sciences Economiques, Paris, International conferenceAsset Bubbles in a Small Open Economy: A Simple Representative-Agent Model
Oral presentation
- Asia-Pacific Conference on Economic Dynamics APCED 2013, Nov. 2013, English, University of Economics and Law,Ho Chi Minh City, International conferenceAn Order-Theoretic Approach to Dynamic Programming
Keynote oral presentation
- Microeconomics Workshop 2013, Oct. 2013, English, 東京大学, 東京大学, International conferenceAn Order-Theoretic Approach to Dynamic Programming
Oral presentation
- Asian Meeting of the Econometric Society, Aug. 2013, English, Department of Economics, Faculty of Arts and Social Sciences, National University of Singapore, Singapore, Department of Economics, Faculty of Arts and Social Sciences, National University of Singapore, Singapore, International conferenceElementary results on solutions to the bellmanequation of dynamic programming: existence,uniqueness, and convergence
Oral presentation
- Asian Meeting of the Econometric Society, Aug. 2013, English, Department of Economics, Faculty of Arts and Social Sciences, National University of Singapore, Singapore, Department of Economics, Faculty of Arts and Social Sciences, National University of Singapore, Singapore, International conference(Organizer) Dynamic programming
Others
- 13th SAET Conference on Current Trends in Economics, Jul. 2013, English, MINES ParisTech, MINES ParisTech, France, International conferenceExact Sampling from the Stationary Distribution of Entry-Exit Models
Oral presentation
- 13th SAET Conference on Current Trends in Economics, Jul. 2013, English, MINES ParisTech, MINES ParisTech, France, International conferenceEquilibrium Dynamics of Entry and Exit: Industry-wide Learning and Endogenous Heterogeneity
Oral presentation
- 13th SAET Conference on Current Trends in Economics, Jul. 2013, English, MINES ParisTech, MINES ParisTech, France, International conference(Organizer) Topics in Economic Growth
Others
- 13th SAET Conference on Current Trends in Economics, Jul. 2013, English, MINES ParisTech, MINES ParisTech, France, International conference(Organizer) International Financial Markets and Intertemporal Equilibrium
Others
- 13th SAET Conference on Current Trends in Economics, Jul. 2013, English, MINES ParisTech, MINES ParisTech, France, International conference(Organizer) Industry Dynamics
Others
- 13th SAET Conference on Current Trends in Economics, Jul. 2013, English, MINES ParisTech, MINES ParisTech, France, International conference(Organizer) Financial Friction and Overlapping Generations
Others
- 13th SAET Conference on Current Trends in Economics, Jul. 2013, English, MINES ParisTech, France, MINES ParisTech, France, International conference(Chair) Industry Dynamics
Others
- 13th SAET Conference on Current Trends in Economics, Jul. 2013, English, MINES ParisTech, MINES ParisTech, France, International conference(Chair) Financial Friction and Overlapping Generations
Others
- Conference on Instability and Public Policies in a Globalized World, Jun. 2013, English, Aix-Marseille School of Economics (AMSI), GREQAM, Centre de la Vieille Charité, International conferenceRamsey, Kurz, Sidrauski and Keynes: A Dynamic General Equilibrium IS-LM Model
Invited oral presentation
- Conference on Instability and Public Policies in a Globalized World, Jun. 2013, English, Aix-Marseille School of Economics (AMSI), GREQAM, Centre de la Vieille Charité, International conference(Chair) Industry Dynamics
Others
- International Conference on Marketing Quality, Trade and Dynamics, Apr. 2013, English, Kyoto University, Institute of Economic Research, The Westin Miyako Kyoto, International conferenceAsset Bubbles in a Small Open Economy
Invited oral presentation
- WEAI 10th Biennial Pacific Rim Conference, Mar. 2013, English, Keio University Graduate Schools of Economics and of Business and Commerce, 慶應義塾大学, International conference（ディスカッサント）Bubbles, Financial Crisis, Macroeconomic Policies
Oral presentation
- 第6回バブル・金融危機研究会, Feb. 2013, English, 神戸大学経済経営研究所, 神戸大学経済経営研究所, International conferenceA dynamic general equilibrium IS-LM model
Oral presentation
- 先端セミナー, Jun. 2012, Japanese, 財務総合政策研究所, 財務総合政策研究所, Domestic conference資産バブルに関する考察:理論と実証
Invited oral presentation
- European Workshop on General Equilibrium Theory, Jun. 2012, English, University of Exeter Business School, University of Exeter Business School, International conferenceExistence and uniqueness of a fixed point for the Bellman operator in deterministic dynamic programming'
[Invited]
Invited oral presentation
- 12th Society for the Advancement of Economic Theory (SAET) Conference, Jun. 2012, English, University of Queensland, University of Queensland, Australia, International conferenceAsset Bubbles in a Small Open Economy
Oral presentation
- Workshop: economic theory, May 2012, English, パリ経済大学, Paris School of Economics, International conferenceExistence and Uniqueness of a Fixed Point for the Bellman Operator in Deterministic Dynamic Programming
Invited oral presentation
- Atelier "Methods of economics dynamics", May 2012, English, パリ第一大学, University of Paris 1 Panthéon-Sorbonne, International conferenceExistence, Stability and Computation of Stationary Distributions: An Extension of the Hopenhayn-Prescott Theorem
Invited oral presentation
- CARF コンファランス―金融市場とマクロ変動―, Mar. 2012, English, 東京大学金融教育研究センター, 箱根・芦ノ湖畔 山のホテル, Domestic conferenceASSET BUBBLES IN A SMALL OPEN ECONOMY
Invited oral presentation
- RIEB Workshop on Economic Dynamics, Mar. 2012, English, 神戸大学経済経営研究所(RIEBセミナー), 神戸大学経済経営研究所, Domestic conferenceAsset Bubbles in a Small Open Economy
Oral presentation
- ・RIEB Workshop on Economic Dynamics, Jan. 2012, English, Centre for Economic Studies and Planning, School of Social Sciences, Jawaharlal Nehru University, Jawaharlal Nehru University, International conferenceAsset bubbles in a small open economy
Invited oral presentation
- 東北大学現代経済学研究会, Nov. 2011, English, 東北大学現代経済学研究会, 東北大学, Domestic conferenceAsset Bubbles in a Small Open Economy
Invited oral presentation
- 日本経済学会2011年度秋季大会, Oct. 2011, Japanese, 日本経済学会, 筑波大学, Domestic conference(座長)金融I
Others
- 日本経済学会2011年度秋季大会, Oct. 2011, Japanese, 日本経済学会, 筑波大学, Domestic conference(コメント)"A Prevention against Bubble"
Others
- Workshop in Honour of Cuong Le Van, Sep. 2011, English, University of Exeter, University of Exeter, International conferenceExistence and Uniqueness of a Fixed Point for the Bellman Operator in Deterministic Dynamic Programming
Oral presentation
- Seminar, Sep. 2011, English, THEMA, Cergy-Pontoise University, Cergy-Pontoise University, France, International conferenceAsset bubbles in a small open economy
Oral presentation
- Workshop in Honour of Cuong Le Van, Sep. 2011, English, University of Exeter, University of Exeter, International conference(Chair)
Others
- 11th SAET Conference, Jun. 2011, English, Society for the Advancement of Economic Theory, Ria Park Hotels, International conferenceThe Bellman Operator as a Monotone Map
Oral presentation
- Les nouveaux enjeux de la r�gulation macro�conomique: crise financi�re, politique de stabilisation et d�veloppement durable, Jun. 2011, English, GREQAM, Centre de la Vieille Charit�, International conferenceDiscrete Choice and Complex Dynamics in Deterministic Optimization Problems
Oral presentation
- 神戸大学経済経営研究所研究集会「経済の数理解析」, Nov. 2010, English, 神戸大学経済経営研究所, 数理経済学研究センター, 神戸大学, Domestic conferenceRecurrent Bubbles
Oral presentation
- 日本経済学会2010年度秋季大会, Sep. 2010, Japanese, 日本経済学会, 関西学院大学, Domestic conference（Comment）"A New Sufficient Condition for Ergodic Chaos with an Application to the Matsuyama–Solow Model of Cyclical Growth"
Others
- 日本経済学会2010年度秋季大会, Sep. 2010, Japanese, 日本経済学会, 関西学院大学, Domestic conferenceRecurrent Bubbles
Invited oral presentation
- 10th SAET Conference, Aug. 2010, English, Society for the Advancement of Economic Theory, Grand Copthorne Waterfront Hotel, International conferenceStochastic stability in monotone economies
Oral presentation
- The Seventh Asian General Equilibrium Theory Workshop (GETA2010), Aug. 2010, English, Institute of Mathematics, the Department of Mathematics of Hanoi National University of Education, Department of Economics of the Foreign Trade University, Development and Policies Research Center (DEPOCEN), Institute of Mathematics, VAST, Vietnam, International conferenceAsset bubbles in a small open economy
Invited oral presentation
- 10th SAET Conference, Aug. 2010, English, Society for the Advancement of Economic Theory, Grand Copthorne Waterfront Hotel, International conference(Organizer)Dynamic Programming and Applications
Others
- Workshop on Mathematical Economics, 2009, Nov. 2009, English, 数理経済学研究センター, 慶應義塾大学, International conferenceRational Asset Price Bubbles in Small Open Economies
Oral presentation
- Macroeconomics Workshop (Microeconomics Workshop 共催), Oct. 2009, English, 財団法人東京経済研究センター(TCER), 日本経済国際共同研究センター(TCER), 東京大学, International conferenceRational Asset Price Bubbles in Small Open Economies
Oral presentation
- The 7th Joint Symposium between RIEB/Department of Economics, Kobe University and Hanyang Economic Research Institute/College of Economics and Finance, Hanyang University on "Changes and Challenges in the East Asian Financial Markets", Sep. 2009, English, Hanyang University, Hanyang University, International conferenceRational Asset Price Bubbles in Small Open Economies
Oral presentation
- ICNAAM 2009, Sep. 2009, English, ICNAAM, Aquila Rithymna Beach Hotel, International conferenceGlobal Dynamics in Infinitely Repeated Games with Additively Separable Continuous Payoffs
Oral presentation
- 日本経済学会春季大会, Jun. 2009, Japanese, 日本経済学会, 京都大学, Domestic conferenceDynamic Effects of Government Budgetary Policies in Reichlin’s Overlapping Generations Model with Externalities
Others
- 5th International Conference on Economic Theory: Indeterminacy and Non-linear Dynamics in Intertemporal Equilibrium Models, Mar. 2008, Japanese, 京都大学、慶応義塾大学, 京都ロイヤルホテル, International conferenceStatus Seeking and Bubbles
Oral presentation
- Kobe Global COE Workshop, Mar. 2008, English, 神戸大学, クラウンプラザホテル神戸, International conference(Chair)Session1: Diversity of Economic Agents and the Optimality of Market Economy
Others
- Workshop on Mathematical Economics, Oct. 2007, English, Research Center for Mathematical Economics, Keio University, 慶応義塾大学, International conferenceThe Spirit of Capitalism, Stock Market Bubbles, and Output Fluctuations
Invited oral presentation
- Workshop on Economic Theory, Oct. 2007, English, 京都大学経済研究所, 京都大学, International conferenceThe Spirit of Capitalism, Stock Market Bubbles, and Output Fluctuations
Invited oral presentation
- The Department of Economics Seminars Series, Apr. 2007, English, National University of Singapore, National University of Singapore, International conferenceOn the Principle of Optimality for Nonsationary Deterministic Dynamic Programming/Nonlinear Duality for Dynamic Optimization
Invited oral presentation
- International Conference on Instability and Fluctuations in Intertemporal Equilibrium Models, Jun. 2005, English, GREQAM, Marseille, International conferenceA Nonsmooth, Nonconvex Model of Optimal Growth
Invited oral presentation
- The 3rd International Conference on Mathematical Analysis in Economic Theory, Dec. 2004, English, 慶応大学, Tokyo, International conferenceNonlinear Duality for Dynamic Optimization
Invited oral presentation
- 2nd International Conference on Economic Theory, Dec. 2004, English, 京都大学, Kyoto, International conferenceNonlinear Duality for Dynamic Optimization
Invited oral presentation
- Kobe COE Conference on Economic Theory, Nov. 2004, English, 神戸大学, Kobe, International conferenceNonlinear Duality for Dynamic Optimization
Invited oral presentation
- AESS International Conference on Economic Theory, Jun. 2004, English, 神戸大学, Kobe, International conferenceAlmost Sure Convergence to Zero in Stochastic Growth Models
Invited oral presentation
Research Projects
- 科学研究費補助金／基盤研究(S), Aug. 2020 - Mar. 2025, Principal investigator「包括的な金融・財政政策のリスクマネジメント：金融危機から国際関係・災害リスクまで」
Competitive research funding
- 独立行政法人日本学術振興会, 課題設定による先導的人文学・社会科学研究推進事業, 2017, Principal investigator『課題設定による先導的人文学・社会科学研究推進事業』（領域開拓プログラム）「リスク社会におけるメディアの発達と公共性の構造転換～ネットワーク・モデルの比較行動学に基づく理論・実証・シミュレーション分析」
Competitive research funding
- 国立研究開発法人理化学研究所, 科学技術試験研究委託事業, 2017, Principal investigator「複数の社会経済現象の相互作用のモデル構築とその応用研究（多層マルチ時空間スケール社会・経済シミュレーション技術の研究・開発）」（サブ課題E社会・経済シミュレーションモデルの評価手法の開発、⑤-1近似ベイズ計算によるモデル評価技術の開発）
Competitive research funding
- 科学研究費補助金／基盤研究(B), Apr. 2016 - Mar. 2021
Competitive research funding
- 科学研究費補助金／基盤研究(A), Apr. 2016 - Mar. 2021
Competitive research funding
- 科学研究費補助金／基盤研究(A), Apr. 2016 - Mar. 2020
Competitive research funding
- 科学技術試験研究委託事業, 2016, Principal investigator「複数の社会経済現象の相互作用のモデル構築とその応用研究（多層マルチ時空間スケール社会・経済シミュレーション技術の研究・開発）」（サブ課題E社会・経済シミュレー-
Competitive research funding
- 独立行政法人日本学術振興会, 課題設定による先導的人文学・社会科学研究推進事業（領域開拓プログラム）, 2016, Principal investigatorリスク社会におけるメディアの発達と公共性の構造転換～ネットワーク・モデルの比較行動学に基づく理論・実証・シミュレーション分析
Competitive research funding
- 科学研究費補助金／基盤研究(S), Apr. 2015 - Mar. 2020, Principal investigator
Competitive research funding
- 科学研究費補助金／基盤研究(A), Apr. 2015 - Mar. 2019, Principal investigator
Competitive research funding
- 日本学術振興会, 課題設定による先導的人文学・社会科学研究推進事業（領域開拓プログラム）, 2015, Principal investigatorリスク社会におけるメディアの発達と公共性の構造転換～ネットワーク・モデルの比較行動学に基づく理論・実証・シミュレーション分析
Competitive research funding
- 科学研究費補助金／基盤研究(A), Oct. 2012 - Mar. 2015, Principal investigator
Competitive research funding
- 科学研究費補助金／基盤研究(A), 2010
Competitive research funding
- 科学研究費補助金／基盤研究(A), 2009, Principal investigator
Competitive research funding
- 科学研究費補助金／基盤研究(A), 2008
Competitive research funding
- 2006新しい日本型経済パラダイムの研究教育拠点
Competitive research funding
- 科学研究費補助金／基盤研究(C), 2005, Principal investigator
Competitive research funding
- 2005新しい日本型経済パラダイムの研究教育拠点
Competitive research funding