[教授] 上東 貴志 Takashi KAMIHIGASHI
| 所属部門 | グローバル金融研究部門 共同研究推進室 |
|---|---|
| 研究分野 | 経済理論 |
| 研究課題 | 動的最適化理論 |
研究活動
研究業績
【著書】
| Title | Publishing | Date |
|---|---|---|
| "International Trade and Economic Dynamics: Essays in Memory of Koji Shimomura" | (co-edited with Laixun Zhao), Springer 532pp | December 2008 |
【論文】
| Title | Publishing | Date |
|---|---|---|
| "Threats or Promises? A Built-in Mechanism of Gradual Reciprocal Trade Liberalization" | (with Taiji FURUSAWA), Japanese Economic Review | forthcoming |
| "An Order-Theoretic Mixing Condition for Monotone Markov Chains" | (with John Stachurski), Statistics and Probability Letters 82 (2), 262-267 | February 2012 |
| "Monotonicity and Continuity of the Critical Capital Stock in the Dechert-Nishimura Model" | (with Ken-Ichi Akao and Kazuo Nishimura), Journal of Mathematical Economics 47 (6), 677-682 | December 2011 |
| "Discrete Choice and Complex Dynamics in Deterministic Optimization Problems" | Macroeconomic Dynamics | forthcoming |
| 「マクロ経済学における動的最適化」 | 経済セミナー 67-73頁 | 2011年9月 |
| "Recurrent Bubbles" | Japanese Economic Review 62 (1), 27–62 | March 2011 |
| "Global Dynamics in Repeated Games with Additively Separable Payoffs" | (with Taiji Furusawa), Review of Economic Dynamics 13 (4), 899-918 | October 2010 |
| "On the Principle of Optimality for Nonstationary Deterministic Dynamic Programming" | International Journal of Economic Theory 4(4), 519-525 | December 2008 |
| "Status Seeking and Bubbles" | T. Kamihigashi, L. Zhao, eds., International Trade and Economic Dynamics: Essays in Memory of Koji Shimomura. pp.383-392, Springer | December 2008 |
| "Transversality Conditions and Dynamic Economic Behavior" | The New Palgrave Dictionary of Economics, 2nd Editon.Volume 8, pp.384-387, edited by S. Durlauf and L. Blume. Hampshire: Macmillan | May 2008 |
| "The Spirit of Capitalism, Stock Market Bubbles and Output Fluctuations" | International Journal of Economic Theory 4, 3-28 | March 2008 |
| "Stochastic Optimal Growth with Bounded or Unbounded Utility and with Bounded or Unbounded Shocks" | Journal of Mathematical Economics 43 (3-4), 477-500 | April 2007 |
| "A Nonsmooth, Nonconvex Model of Optimal Growth" | (with Santanu Roy), Journal of Economic Theory 132 (1), 435-460 | January 2007 |
| "Dynamic Optimization with a Nonsmooth, Nonconvex Technology: The Case of Linear Objective Function" | (with Santanu Roy), Economic Theory 29 (2), 325-340 | October 2006 |
| "Almost Sure Convergence to Zero in Stochastic Growth Models" | Economic Theory 29 (1), 231-237 | September 2006 |
| "Necessity of Transversality Condition for Stochastic Models with Bounded or CRRA Utility" | Journal of Economic Dynamics and Control 29(8), 1313-1329 | August 2005 |
| 「横断性条件の必要性と十分性」 | 西村和雄・福田慎一編『非線形均衡動学：不決定性と複雑性』（東京大学出版）第4章 89-118頁 | 2004年9月 |
| "Necessity of Transversality Conditions for Stochastic Problems" | Journal of Economic Theory109,140-149 | 2003 |
| "A Simple Proof of the Necessity of the Transversality Condition" | Economic Theory 20, 427-433 | 2002 |
| "Externalities and Nonlinear Discounting: Indeterminacy" | Journal of Economic Dynamics and Control 26, 141-169 | 2002 |
| 「離散選択問題の政策関数は乱数発生装置である」 | 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頁 | 2000年 |
| "Necessity of Transversality Conditions for Infinite Horizon Problems" | Econometrica69, 995-1012 | 2001 |
| "Indivisible Labor Implies Chaos" | Economic Theory 15, 585-598 | 2000 |
| "The Policy Function of a Discrete-Choice Problem is a Random Number Generator" | Japanese Economic Review 51, 52-72 | 2000 |
| "Increasing Marginal Impatience and Intertemporal Substitution" | Journal of Economics 72, 76-79 | 2000 |
| "A Simple Proof of Ekeland and Scheinkman's Result on the Necessity of a Transversality Condition" | Economic Theory 15, 463-468 | 2000 |
| "Chaotic Dynamics in Quasi-static Systems: Theory and Applications" | Journal of Mathematical Economics 31, 183-214 | 1999 |
| "Uniqueness of Asset Prices in an Exchange Economy with Unbounded Utility" | Economic Theory 12, 103-122 | 1998 |
| "Real Business Cycles and Sunspot Fluctuations Are Observationally Equivalent" | Journal of Monetary Economics 37, 105-117 | February 1996 |
【未掲載論文】
| Title | Date | |
|---|---|---|
| "Existence, Stability and Computation of Stationary Distributions: An Extension of the Hopenhayn-Prescott Theorem" | (with John Stachurski), Discussion Paper Series, No.DP2011-32, RIEB Kobe University | December 2011 |
| "Threats or Promises? A Built-in Mechanism of Gradual Reciprocal Trade Liberalization" | (with Taiji Furusawa), Discussion Paper Series, No.DP2011-27, RIEB Kobe University | September 2011(Revised January 2012) |
| "An Order-Theoretic Mixing Condition for Monotone Markov Chains" | (with John Stachurski), Discussion Paper Series, No.DP2011-24, RIEB Kobe University | July 2011 (Revised September 2011) |
| "Existence and Uniqueness of a Fixed Point for the Bellman Operator in Deterministic Dynamic Programming" | Discussion Paper Series, No.DP2011-23, RIEB Kobe University | July 2011 |
| "Monotonicity and Continuity of the Critical Capital Stock in the Dechert-Nishimura Model" | (with Ken-Ichi Akao and Kazuo Nishimura), Discussion Paper Series, No.DP2011-20, RIEB Kobe University | April 2011 (Revised September 2011) |
| "Discrete Choice and Complex Dynamics in Deterministic Optimization Problems" | Discussion Paper Series, No.DP2011-19, RIEB Kobe University | April 2011 (Revised July 2011) |
| "Threats or Promises?: A Simple Explanation of Gradual Trade Liberalization" | (with Taiji Furusawa), Discussion Paper Series, No.DP2010-34, RIEB Kobe University | November 2010 |
| "Recurrent Bubbles" | Discussion Paper Series, No.DP2010-27, RIEB Kobe University | October 2010 (Revised November 2010) |
| "A Note on Monotone Markov Processes" | (with John Stachurski), Discussion Paper Series, No.DP2010-13, RIEB Kobe University | April 2010 |
| "Stochastic Stability in Monotone Economies" | (with John Stachurski), Discussion Paper Series, No.DP2010-12, RIEB Kobe University | April 2010 |
| "Global Dynamics in Repeated Games with Additively Separable Payoffs" | (with Taiji Furusawa), Discussion Paper Series, No.DP2010-04, RIEB Kobe University | February 2010 |
| "Global Dynamics in Infnitely Repeated Games with Additively Separable Continuous Payoffs" | (with Taiji Furusawa), Discussion Paper Series, No.210, RIEB Kobe University | November 2007 |
| "Immediately Reactive Equilibria in Infinitely Repeated Games with Additively Separable Continuous Payoffs" | (with Taiji Furusawa), Discussion Paper Series, No.199, RIEB Kobe University | December 2006 |
学会報告活動
| Category | Title | Place | Date |
|---|---|---|---|
| "The Bellman Operator as a Monotone Map", Society for the Advancement of Economic Theory 11th SAET Conference | Ria Park Hotels | 2011年6月29日 | |
| "Discrete Choice and Complex Dynamics in Deterministic Optimization Problems", Les nouveaux enjeux de la régulation macroéconomique: crise financière, politique de stabilisation et développement durable | Centre de la Vieille Charité | 2011年6月9日 | |
| "Recurrent Bubbles", 神戸大学経済経営研究所研究集会「経済の数理解析」 | 神戸大学 | 2010年11月13日 | |
| "Recurrent Bubbles", 日本経済学会秋季大会 | 関西学院大学 | 2010年9月19日 | |
| ディスカッサント | "A New Sufficient Condition for Ergodic Chaos with an Application to the Matsuyama–Solow Model of Cyclical Growth", 日本経済学会秋季大会 | 関西学院大学 | 2010年9月19日 |
| "Asset bubbles in a small open economy", The Seventh Asian General Equilibrium Theory Workshop(GETA2010) | Institute of Mathematics, VAST | 2010年8月30日 | |
| "Stochastic stability in monotone economies", 10th SAET Conference | Grand Copthorne Waterfront Hotel | 2010年8月15日 | |
| 座長 | "Dynamic Programming and Applications", 10th SAET Conference | Grand Copthorne Waterfront Hotel | 2010年8月15日 |
| ディスカッサント | "Patents, R&D, and Firm Distribution", 第8回神戸大学経済経営研究所・大学院経済学研究科 漢陽大学校経済金融大学・経済研究所 共同研究発表会「New Challenges in the Labor Market& Sustainable Growth」 | 神戸大学 | 2010年5月28日 |
| "Rational Asset Price Bubbles in Small Open Economies", Workshop on Mathematical Economics | 慶應義塾大学 | 2009年11月14日 | |
| "Rational Asset Price Bubbles in Small Open Economies", Macroeconomics Workshop（Microeconomics Workshop共催) | 東京大学 | 2009年10月13日 | |
| "Global Dynamics in Infinitely Repeated Games with Additively Separable Continuous Payoffs", 57th International Conference of Numerical Analysis and Applied Mathematics(ICNAAM 2009) | Aquila Rithymna Beach Hotel | 2009年9月21日 | |
| "Rational Asset Price Bubbles in Small Open Economies", 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" | Hanyang University | 2009年9月11日 | |
| ディスカッサント | "Dynamic Effects of Government Budgetary Policies in Reichlin's Overlapping Generations Model with Externalities", 日本経済学会春季大会 | 京都大学 | 2009年6月6日 |
| 座長 | "Session1: Diversity of Economic Agents and the Optimality of Market Economy", Kobe Global COE Workshop | クラウンプラザホテル神戸 | 2008年3月21日 |
| "Status Seeking and Bubbles", 5th International Conference on Economic Theory: Indeterminacy and Non-linear Dynamics in Intertemporal Equilibrium Models | 京都ロイヤルホテル（京都大学主催) | 2008年3月9～10日 | |
| "The Spirit of Capitalism, Stock Market Bubbles, and Output Fluctuations", Workshop on Mathematical Economics | 慶応義塾大学 | 2007年10月27日 | |
| "The Spirit of Capitalism, Stock Market Bubbles, and Output Fluctuations", Workshop on Economic Theory | 京都大学 | 2007年10月18日 | |
| "On the Principle of Optimality for Nonsationary Deterministic Dynamic Programming/Nonlinear Duality for Dynamic Optimization", The Department of Economics Seminars Series | National University of Singapore | 2007年4月26日 | |
| "A Nonsmooth, Nonconvex Model of Optimal Growth", International Conference on Instability and Functions in Intertemporal Equilibrium Models | Marseille | 2005年6月13～15日 | |
| "Nonlinear Duality for Dynamic Optimization", The 3rd International Conference on Mathematical Analysis in Economic Theory | 2004年12月20～22日 | ||
| "Nonlinear Duality for Dynamic Optimization", 2nd International Conference on Economic Theory | 2004年12月17～18日 | ||
| "Nonlinear Duality for Dynamic Optimization", Kobe COE Conference Economic Theory | 2004年11月4～5日 | ||
| "Almost Sure Convergence to Zero in Stochastic Growth Model", AESS International Conference on Economic Theory | 2004年6月25～26日 |
社会活動
| 審査員 |
|---|
| 経済理論専門誌「Economic Theory」のAssociate Editor |
研究助成金
| 2009年～2011年 | 文部科学省 科学研究費補助金：基盤研究(A)「グローバル経済におけるバブルと金融危機に関する研究：理論と実証」(研究代表者) |
| 2003年～2006年 | 文部科学省 科学研究費補助金：基盤研究(C)「離散選択問題が引き起こす景気変動に関する研究」(研究代表者) |
| 日本経済研究省令財団奨励金「離散選択問題が引き起こす景気変動に関する理論的研究」 | |
| 平成17年度 | 稲盛財団研究助成金「PCソフト・音楽CD等のデジタルデータ化された製品に関する経済理論：市場競争と社会構成の観点から」 |
国際交流活動
- "A Nonsmooth, Nonconvex Model of Optimal Growth", with Santanu Roy
- "Industry Dynamic with Investment and Social Learning", with Santanu Roy
- "Dynamic Optimization with a Nonsmooth, Nonconvex Technology: the Case of Linear Objective Function", with Santanu Roy
教育活動
| 年度 | 講義・演習 | 大学院・学部 |
|---|---|---|
| 2010年度 | マクロ経済学II(後期) | 神戸大学経済学部・大学院経済学研究科 |
| 2009年度 | マクロ経済学II(後期) | 神戸大学経済学部・大学院経済学研究科 |
| 2008年度 | マクロ経済学II(後期) | 神戸大学経済学部・大学院経済学研究科 |
受賞歴
- （財）村尾育英会「第28回村尾育英会学術賞」(2010年度)
- 日本経済学会「中原賞」(2010年度)