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Details about Fumio Hayashi

Homepage:https://sites.google.com/site/fumiohayashi/home
Workplace:National Graduate Institute for Policy Studies (GRIPS), (more information at EDIRC)
National Bureau of Economic Research (NBER), (more information at EDIRC)

Access statistics for papers by Fumio Hayashi.

Last updated 2015-04-09. Update your information in the RePEc Author Service.

Short-id: pha83


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Working Papers

2016

  1. Affine term structure pricing with bond supply as factors
    FRB Atlanta CQER Working Paper, Federal Reserve Bank of Atlanta Downloads

2014

  1. Exiting from QE
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (7)

2013

  1. A Regime-Switching SVAR Analysis of Quantitative Easing
    CARF F-Series, Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo Downloads View citations (5)

2008

  1. Emerging Market Currency Excess Returns
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (5)
    See also Journal Article in American Economic Journal: Macroeconomics (2011)
  2. The Fundamentals of Commodity Futures Returns
    Yale School of Management Working Papers, Yale School of Management Downloads View citations (8)
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (2007) Downloads View citations (24)

    See also Journal Article in Review of Finance (2013)

2007

  1. Commodity Futures: A Japanese Perspective
    Yale School of Management Working Papers, Yale School of Management Downloads View citations (1)

2006

  1. The Depressing Effect of Agricultural Institutions on the Prewar Japanese Economy
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (4)
    See also Journal Article in Journal of Political Economy (2008)

2005

  1. Can IT be Japan's Savior?
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (2)
    See also Journal Article in Journal of the Japanese and International Economies (2005)

2002

  1. Data Appendix to The 1990s in Japan: A Lost Decade
    Technical Appendices, Review of Economic Dynamics Downloads View citations (149)
    See also Journal Article in Review of Economic Dynamics (2002)

2000

  1. Bekaert-Hodrick93
    Instructional Stata datasets for econometrics, Boston College Department of Economics Downloads
  2. Christensen-Greene76
    Instructional Stata datasets for econometrics, Boston College Department of Economics Downloads
  3. Griliches76
    Instructional Stata datasets for econometrics, Boston College Department of Economics Downloads
  4. Is There a Liquidity Effect in the Japanese Market?
    Harvard Institute of Economic Research Working Papers, Harvard - Institute of Economic Research Downloads
  5. LTaylor96
    Instructional Stata datasets for econometrics, Boston College Department of Economics Downloads
  6. Mishkin92
    Instructional Stata datasets for econometrics, Boston College Department of Economics Downloads
  7. Nerlove63
    Instructional Stata datasets for econometrics, Boston College Department of Economics Downloads
  8. Stock-Watson93
    Instructional Stata datasets for econometrics, Boston College Department of Economics Downloads
  9. Summers-Heston91
    Instructional Stata datasets for econometrics, Boston College Department of Economics Downloads
  10. The 1990s in Japan: a lost decade
    Working Papers, Federal Reserve Bank of Minneapolis Downloads View citations (4)
    See also Journal Article in Review of Economic Dynamics (2002)

1997

  1. The Main Bank System and Corporate Investment: An Empirical Reassessment
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (12)

1996

  1. The Effects of Income and Wealth on Time and Money Transfers between Parents and Children
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (24)
    Also in IPR working papers, Institute for Policy Resarch at Northwestern University View citations (27)

1995

  1. Is the Japanese Extended Family Altruistically Linked? A Test based on Engel Curves
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (36)
    See also Journal Article in Journal of Political Economy (1995)
  2. Parental Altruism and Inter Vivos Transfers: Theory and Evidence
    Boston University - Institute for Economic Development, Boston University, Institute for Economic Development View citations (5)
    Also in IPR working papers, Institute for Policy Resarch at Northwestern University View citations (5)
    NBER Working Papers, National Bureau of Economic Research, Inc (1995) Downloads View citations (12)

    See also Journal Article in Journal of Political Economy (1997)

1994

  1. A Model of Fiat Money and Barter
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (7)
    See also Journal Article in Journal of Economic Theory (1996)

1991

  1. Measuring Depreciation For Japan: Rejoinder to Dekle and Summers
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (1)
  2. Risk-Sharing, Altruism, and the Factor Structure of Consumption
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (8)
    Also in Discussion Paper / Institute for Empirical Macroeconomics, Federal Reserve Bank of Minneapolis (1991) Downloads View citations (2)

1990

  1. Ex-Day Behavior of Japanese Stock Prices: New Insights from New Methodology
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (6)
    Also in Discussion Paper / Institute for Empirical Macroeconomics, Federal Reserve Bank of Minneapolis (1990) Downloads View citations (3)

    See also Journal Article in Journal of the Japanese and International Economies (1990)
  2. The Relation Between Firm Growth and Q with Multiple Capital Goods: Theory and Evidence from Panel Data on Japanese Firms
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (3)
    See also Journal Article in Econometrica (1991)

1989

  1. Is the Extended Family Altruistically Linked? Direct Tests Using Micro Data
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (24)
    See also Journal Article in American Economic Review (1992)
  2. Japan's Saving Rate: New Data and Reflections
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (10)
  3. Research and Development As An Investment
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (13)
    Also in Economics Working Papers, University of California at Berkeley (1989) View citations (16)
    Department of Economics, Working Paper Series, Department of Economics, Institute for Business and Economic Research, UC Berkeley (1989) Downloads View citations (14)
  4. The relationship of firm growth and Q with multiple capital goods: theory and evidence from panel data on Japanese firms
    Discussion Paper / Institute for Empirical Macroeconomics, Federal Reserve Bank of Minneapolis Downloads View citations (2)

1987

  1. Housing Finance Imperfections and Private Saving: A Comparative Simulation Analysis of the U.S. and Japan
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (5)

1985

  1. Taxes and Corporate Investment in Japanese Manufacturing
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (1)
    See also Chapter (1991)
  2. Tests for Liquidity Constraints: A Critical Survey
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (49)

1984

  1. The Permanent Income Hypothesis and Consumption Durability: Analysis Based on Japanese Panel Data
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads

1983

  1. Real and Financial Decisions of a Firm with Bankruptcy and Default: An Integration
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads

1982

  1. The Effect of Liquidity Constraints on Consumption: A Cross-Sectional Analysis
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (4)
    Also in Discussion Papers, Northwestern University, Center for Mathematical Studies in Economics and Management Science (1982) Downloads View citations (6)

1981

  1. Tobin's Marginal q and Average a: A Neoclassical Interpretation
    Discussion Papers, Northwestern University, Center for Mathematical Studies in Economics and Management Science Downloads View citations (3)
    See also Journal Article in Econometrica (1982)

1980

  1. Efficient Estimation of Time Series Models with Predetermined
    Discussion Papers, Northwestern University, Center for Mathematical Studies in Economics and Management Science Downloads View citations (3)
  2. Estimation of Macroeconometric Models Under Rational Expectations: A Survey
    Discussion Papers, Northwestern University, Center for Mathematical Studies in Economics and Management Science Downloads View citations (2)
  3. Intertemporal Optimization and Demand Analysis
    Discussion Papers, Northwestern University, Center for Mathematical Studies in Economics and Management Science Downloads

1979

  1. The Permanent Income Hypothesis: Estimation and Testing
    Discussion Papers, Northwestern University, Center for Mathematical Studies in Economics and Management Science Downloads View citations (9)

Journal Articles

2013

  1. The Fundamentals of Commodity Futures Returns
    Review of Finance, 2013, 17, (1), 35-105 Downloads View citations (62)
    See also Working Paper (2008)

2012

  1. Corrigendum: Emerging Market Currency Excess Returns
    American Economic Journal: Macroeconomics, 2012, 4, (1), 283-283 Downloads

2011

  1. Commentary: Some Methodological Suggestions
    International Journal of Central Banking, 2011, 7, (1), 217-223 Downloads
  2. Emerging Market Currency Excess Returns
    American Economic Journal: Macroeconomics, 2011, 3, (4), 85-111 Downloads View citations (14)
    See also Working Paper (2008)

2008

  1. The Depressing Effect of Agricultural Institutions on the Prewar Japanese Economy
    Journal of Political Economy, 2008, 116, (4), 573-632 Downloads View citations (64)
    See also Working Paper (2006)

2006

  1. Comment on "Crowding out and the rate of return on capital in Japan" by Levon Barseghyan
    Japan and the World Economy, 2006, 18, (3), 298-301 Downloads
  2. INTRODUCTION
    The Japanese Economic Review, 2006, 57, (2), 157-160 Downloads View citations (1)
  3. Introduction to aspects of Japan's prolonged slump special issue
    Japan and the World Economy, 2006, 18, (4), 357-357 Downloads

2005

  1. Can IT be Japan's savior?
    Journal of the Japanese and International Economies, 2005, 19, (4), 543-567 Downloads View citations (3)
    See also Working Paper (2005)

2002

  1. Commentary: Is there a role for discretionary fiscal policy?
    Proceedings - Economic Policy Symposium - Jackson Hole, 2002, 163-172 Downloads View citations (5)
  2. The 1990s in Japan: A Lost Decade
    Review of Economic Dynamics, 2002, 5, (1), 206-235 Downloads View citations (273)
    See also Working Paper (2002)
    Working Paper (2000)

2001

  1. Identifying a Liquidity Effect in the Japanese Interbank Market
    International Economic Review, 2001, 42, (2), 287-315 View citations (8)

1997

  1. Parental Altruism and Inter Vivos Transfers: Theory and Evidence
    Journal of Political Economy, 1997, 105, (6), 1121-66 Downloads View citations (305)
    See also Working Paper (1995)

1996

  1. A Model of Fiat Money and Barter
    Journal of Economic Theory, 1996, 68, (1), 111-132 Downloads View citations (13)
    See also Working Paper (1994)
  2. ANALYSIS OF HOUSEHOLD SAVING: PAST, PRESENT, AND FURTURE
    The Japanese Economic Review, 1996, 47, (1), 21-33 Downloads View citations (3)
  3. Risk-Sharing between and within Families
    Econometrica, 1996, 64, (2), 261-94 Downloads View citations (158)

1995

  1. Is the Japanese Extended Family Altruistically Linked? A Test Based on Engel Curves
    Journal of Political Economy, 1995, 103, (3), 661-74 Downloads View citations (39)
    See also Working Paper (1995)

1992

  1. Is the Extended Family Altruistically Linked? Direct Tests Using Micro Data
    American Economic Review, 1992, 82, (5), 1177-98 Downloads View citations (273)
    See also Working Paper (1989)
  2. On the Estimation of Panel-Data Models with Serial Correlation When Instruments Are Not Strictly Exogenous: Comment
    Journal of Business & Economic Statistics, 1992, 10, (1), 15-17

1991

  1. The Relation between Firm Growth and Q with Multiple Capital Goods: Theory and Evidence from Panel Data on Japanese Firms
    Econometrica, 1991, 59, (3), 731-53 Downloads View citations (137)
    See also Working Paper (1990)

1990

  1. Ex-day behavior of japanese stock prices: New insights from new methodology
    Journal of the Japanese and International Economies, 1990, 4, (4), 401-427 Downloads View citations (3)
    See also Working Paper (1990)

1989

  1. Is Japan's saving rate high?
    Quarterly Review, 1989, (Spr), 3-9 Downloads View citations (27)

1988

  1. Housing finance imperfections, taxation, and private saving: A comparative simulation analysis of the United States and Japan
    Journal of the Japanese and International Economies, 1988, 2, (3), 215-238 Downloads View citations (30)
  2. Life cycle and bequest savings A study of Japanese and U.S. households based on data from the 1984 NSFIE and the 1983 survey of consumer finances
    Journal of the Japanese and International Economies, 1988, 2, (4), 450-491 Downloads View citations (25)

1985

  1. Corporate finance side of the Q theory of investment
    Journal of Public Economics, 1985, 27, (3), 261-280 Downloads View citations (24)

1983

  1. Nearly Efficient Estimation of Time Series Models with Predetermined, but Not Exogenous, Instruments
    Econometrica, 1983, 51, (3), 783-98 Downloads View citations (66)

1982

  1. The Permanent Income Hypothesis: Estimation and Testing by Instrumental Variables
    Journal of Political Economy, 1982, 90, (5), 895-916 Downloads View citations (111)
  2. Tobin's Marginal q and Average q: A Neoclassical Interpretation
    Econometrica, 1982, 50, (1), 213-24 Downloads View citations (655)
    See also Working Paper (1981)

1979

  1. A new estimation procedure under rational expectations
    Economics Letters, 1979, 4, (1), 41-43 Downloads

Books

2003

  1. Structural Impediments to Growth in Japan
    NBER Books, National Bureau of Economic Research, Inc View citations (39)

Chapters

2003

  1. Introduction to "Structural Impediments to Growth in Japan"
    A chapter in Structural Impediments to Growth in Japan, 2003, pp 1-8 Downloads

1991

  1. Taxes and Corporate Investment in Japanese Manufacturing
    A chapter in Productivity Growth in Japan and the United States, 1991, pp 295-316 Downloads
    See also Working Paper (1985)

1986

  1. Why Is Japan's Saving Rate So Apparently High?
    A chapter in NBER Macroeconomics Annual 1986, Volume 1, 1986, pp 147-234 Downloads View citations (41)
 
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