Details about Fumio Hayashi

Homepage:	http://fhayashi.fc2web.com/
Workplace:	Graduate School of International Corporate Strategy, Hitotsubashi University, (more information at EDIRC) National Bureau of Economic Research (NBER), (more information at EDIRC)

Access statistics for papers by Fumio Hayashi.

Last updated 2009-09-27. Update your information in the RePEc Author Service.

Short-id: pha83

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Working Papers

2008

1. Emerging Market Currency Excess Returns
   NBER Working Papers, National Bureau of Economic Research, Inc View citations

2007

2. The Fundamentals of Commodity Futures Returns
   NBER Working Papers, National Bureau of Economic Research, Inc View citations

2006

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

2005

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

2002

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

2000

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

1997

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

1996

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

1995

18. Is the Japanese Extended Family Altruistically Linked? A Test based on Engel Curves
    NBER Working Papers, National Bureau of Economic Research, Inc View citations
    See also Journal Article in Journal of Political Economy (1995)
19. Parental Altruism and Inter Vivos Transfers: Theory and Evidence
    NBER Working Papers, National Bureau of Economic Research, Inc View citations
    Also in Boston University - Institute for Economic Development, Boston University, Institute for Economic Development (1995) View citations
    IPR working papers, Institute for Policy Resarch at Northwestern University View citations
    See also Journal Article in Journal of Political Economy (1997)

1994

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

1993

21. Is the Extended Family Altruistically Linked? Direct Tests Using Micro Data
    NBER Working Papers, National Bureau of Economic Research, Inc View citations
    See also Journal Article in American Economic Review (1992)

1991

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

1990

24. Ex-Day Behavior of Japanese Stock Prices: New Insights from New Methodology
    NBER Working Papers, National Bureau of Economic Research, Inc View citations
    Also in Discussion Paper / Institute for Empirical Macroeconomics, Federal Reserve Bank of Minneapolis (1990) View citations
    See also Journal Article in Journal of the Japanese and International Economies (1990)
25. 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 View citations
    See also Journal Article in Econometrica (1991)

1989

26. 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 View citations
27. Japan's Saving Rate: New Data and Reflections
    NBER Working Papers, National Bureau of Economic Research, Inc View citations
28. Research and Development As An Investment
    NBER Working Papers, National Bureau of Economic Research, Inc View citations
    Also in Economics Working Papers, University of California at Berkeley (1989) View citations
29. 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 View citations

1985

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

1984

32. The Permanent Income Hypothesis and Consumption Durability: Analysis Based on Japanese Panel Data
    NBER Working Papers, National Bureau of Economic Research, Inc View citations
    See also Journal Article in The Quarterly Journal of Economics (1985)

1983

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

1982

34. The Effect of Liquidity Constraints on Consumption: A Cross-Sectional Analysis
    NBER Working Papers, National Bureau of Economic Research, Inc View citations
    Also in Discussion Papers, Northwestern University, Center for Mathematical Studies in Economics and Management Science (1982) View citations
    See also Journal Article in The Quarterly Journal of Economics (1985)

1981

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

1980

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

1979

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

Journal Articles

2008

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

2006

2. 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
3. INTRODUCTION
   The Japanese Economic Review, 2006, 57, (2), 157-160
4. Introduction to aspects of Japan's prolonged slump special issue
   Japan and the World Economy, 2006, 18, (4), 357-357

2005

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

2002

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

2001

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

1997

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

1996

10. A Model of Fiat Money and Barter
    Journal of Economic Theory, 1996, 68, (1), 111-132 View citations
    See also Working Paper (1994)
11. Risk-Sharing between and within Families
    Econometrica, 1996, 64, (2), 261-94 View citations

1995

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

1992

13. Is the Extended Family Altruistically Linked? Direct Tests Using Micro Data
    American Economic Review, 1992, 82, (5), 1177-98 View citations
    See also Working Paper (1993)
14. 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

15. 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 View citations
    See also Working Paper (1990)

1990

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

1989

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

1988

18. 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 View citations
19. 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 View citations

1985

20. Corporate finance side of the Q theory of investment
    Journal of Public Economics, 1985, 27, (3), 261-280 View citations
21. The Effect of Liquidity Constraints on Consumption: A Cross-sectional Analysis
    The Quarterly Journal of Economics, 1985, 100, (1), 183-206 View citations
    See also Working Paper (1982)
22. The Permanent Income Hypothesis and Consumption Durability: Analysis Based on Japanese Panel Data
    The Quarterly Journal of Economics, 1985, 100, (4), 1083-1113 View citations
    See also Working Paper (1984)

1983

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

1982

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

1979

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

Books

2003

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

Chapters

2003

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

1991

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

1986

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