default author photo

Takashi Shiono

University of Tokyo

Yayoi 1-1-1

Bunkyo-ku

Tokyo, Tokyo 113-8657

Japan

SCHOLARLY PAPERS

10

DOWNLOADS

1,293

TOTAL CITATIONS

0

Scholarly Papers (10)

1.

Combining a DSGE Model with Neural Networks for Forecasting Economic Variables

Number of pages: 38 Posted: 20 Jun 2019 Last Revised: 12 Jun 2020
Takashi Shiono
University of Tokyo
Downloads 549 (125,561)

Abstract:

Loading...

Neural Network, DSGE, VAE, LSTM

2.

Combining a DSGE Model with Variational Bayesian Neural Networks

Number of pages: 45 Posted: 09 Jun 2021
Takashi Shiono
University of Tokyo
Downloads 381 (194,740)

Abstract:

Loading...

Variational Inference, DSGE, Neural Networks, Bayesian Inference

3.

Estimation of Agent-Based Models Using Bayesian Deep Learning Approach of BayesFlow

Journal of Economic Dynamics and Control, Available online 10 February 2021, 104082 https://doi.org/10.1016/j.jedc.2021.104082
Number of pages: 32 Posted: 25 Jul 2020 Last Revised: 17 Feb 2021
Takashi Shiono
University of Tokyo
Downloads 264 (289,513)

Abstract:

Loading...

Agent-Based Model; Bayesian Inference; Parameter Estimation; Deep Learning

4.

Network Topology Modulates Strategy Herding and Tail Risk in an Active Inference Artificial Market

Number of pages: 47 Posted: 10 Apr 2026
Takashi Shiono
University of Tokyo
Downloads 31 (1,318,317)

Abstract:

Loading...

5.

Dynamic General Equilibrium Models as Special Cases of Active Inference: An Illustration with the RBC Framework

Number of pages: 29 Posted: 20 Jan 2026 Last Revised: 07 Mar 2026
Takashi Shiono
University of Tokyo
Downloads 20 (1,459,862)

Abstract:

Loading...

6.

Stagflation Trap for Japan: A Two-Sector Endogenous Growth Model with Directed Search

Number of pages: 60 Posted: 20 Apr 2026
Takashi Shiono
University of Tokyo
Downloads 19 (1,509,872)

Abstract:

Loading...

E24, E31, E52, J64, O41 stagnation trap, stagflation, directed search, Baumol cost disease, zero lower bound, Japan

7.

Network Expectations in HANK

Number of pages: 55 Posted: 25 Mar 2026
Takashi Shiono
University of Tokyo
Downloads 12 (1,541,665)

Abstract:

Loading...

HANK, bounded rationality, Bayesian learning, factor graphs, expectations formation, Master equation JEL: D84, E21, E52, C63

8.

When r < g Breaks: Coordination Failure on Safe Sovereign Debt

Number of pages: 67 Posted: 09 Apr 2026
Takashi Shiono
University of Tokyo
Downloads 10 (1,541,665)

Abstract:

Loading...

Safe Asset, Convenience Yield, r versus g, Sovereign Debt Crisis, Global Games, Collateral, Regime Switching

9.

Stagflation Trap for Japan: A Two-Sector Endogenous Growth Model with Directed Search

Number of pages: 70 Posted: 17 Jun 2026
Takashi Shiono
University of Tokyo
Downloads 4

Abstract:

Loading...

E24, E31, E52, J64, O41

10.

Network Expectations in HANK: Variational Message Passing as Approximate Bayesian Learning

Number of pages: 66 Posted: 30 May 2026
Takashi Shiono
University of Tokyo
Downloads 3 (1,590,289)

Abstract:

Loading...

HANK, Bounded Rationality, Bayesian Learning, factor graphs, expectations formation, Master equation