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Fumio Hayashi

Personal Details

First Name:Fumio
Middle Name:
Last Name:Hayashi
Suffix:
RePEc Short-ID:pha83
[This author has chosen not to make the email address public]
https://sites.google.com/site/fumiohayashi/home
Terminal Degree:1980 Department of Economics; Harvard University (from RePEc Genealogy)

Affiliation

National Graduate Institute for Policy Studies (GRIPS)

Tokyo, Japan
http://www.grips.ac.jp/
RePEc:edi:gripsjp (more details at EDIRC)

Research output

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Jump to: Working papers Articles Chapters Books

Working papers

  1. Fumio Hayashi, 2016. "Affine term structure pricing with bond supply as factors," FRB Atlanta CQER Working Paper 2016-1, Federal Reserve Bank of Atlanta.
  2. Fumio Hayashi & Junko Koeda, 2014. "Exiting from QE," NBER Working Papers 19938, National Bureau of Economic Research, Inc.
  3. Fumio Hayashi & Junko Koeda, 2013. "A Regime-Switching SVAR Analysis of Quantitative Easing," CARF F-Series CARF-F-322, Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo.
  4. Stephen Gilmore & Fumio Hayashi, 2008. "Emerging Market Currency Excess Returns," NBER Working Papers 14528, National Bureau of Economic Research, Inc.
  5. Gary B. Gorton & Fumio Hayashi & K. Geert Rouwenhorst, 2007. "The Fundamentals of Commodity Futures Returns," NBER Working Papers 13249, National Bureau of Economic Research, Inc.
  6. Fumio Hayashi & Edward C. Prescott, 2006. "The Depressing Effect of Agricultural Institutions on the Prewar Japanese Economy," NBER Working Papers 12081, National Bureau of Economic Research, Inc.
  7. Fumio Hayashi & Koji Nomura, 2005. "Can IT be Japan's Savior?," NBER Working Papers 11749, National Bureau of Economic Research, Inc.
  8. Fumio Hayashi & Edward C. Prescott, 2002. "Data Appendix to The 1990s in Japan: A Lost Decade," Online Appendices hayashi02, Review of Economic Dynamics.
  9. Fumio Hayashi & Edward C. Prescott, 2000. "The 1990s in Japan: a lost decade," Working Papers 607, Federal Reserve Bank of Minneapolis.
  10. Fumio Hayashi, 2000. "Bekaert-Hodrick93," Instructional Stata datasets for econometrics bhodrick93, Boston College Department of Economics.
  11. Fumio Hayashi, 2000. "Nerlove63," Instructional Stata datasets for econometrics nerlove63, Boston College Department of Economics.
  12. Fumio Hayashi, 2000. "LTaylor96," Instructional Stata datasets for econometrics ltaylor96, Boston College Department of Economics.
  13. Fumio Hayashi, 2000. "Christensen-Greene76," Instructional Stata datasets for econometrics cgreene76, Boston College Department of Economics.
  14. Fumio Hayashi, 2000. "Is There a Liquidity Effect in the Japanese Market?," Harvard Institute of Economic Research Working Papers 1898, Harvard - Institute of Economic Research.
  15. Fumio Hayashi, 2000. "Mishkin92," Instructional Stata datasets for econometrics mishkin92, Boston College Department of Economics.
  16. Fumio Hayashi, 2000. "Stock-Watson93," Instructional Stata datasets for econometrics swatson93, Boston College Department of Economics.
  17. Fumio Hayashi, 2000. "Summers-Heston91," Instructional Stata datasets for econometrics sheston91, Boston College Department of Economics.
  18. Fumio Hayashi, 2000. "Griliches76," Instructional Stata datasets for econometrics griliches76, Boston College Department of Economics.
  19. Fumio Hayashi, 1997. "The Main Bank System and Corporate Investment: An Empirical Reassessment," NBER Working Papers 6172, National Bureau of Economic Research, Inc.
  20. Joseph G. Altonji & Fumio Hayashi & Laurence Kotlikoff, 1996. "The Effects of Income and Wealth on Time and Money Transfers between Parents and Children," NBER Working Papers 5522, National Bureau of Economic Research, Inc.
  21. Joseph G. Altonji & Fumio Hayashi & Laurence J. Kotlikoff, 1995. "Parental Altruism and Inter Vivos Transfers: Theory and Evidence," Boston University - Institute for Economic Development 65, Boston University, Institute for Economic Development.
  22. Fumio Hayashi, 1995. "Is the Japanese Extended Family Altruistically Linked? A Test based on Engel Curves," NBER Working Papers 5033, National Bureau of Economic Research, Inc.
  23. Fumio Hayashi & Akihiko Matsui, 1994. "A Model of Fiat Money and Barter," NBER Working Papers 4919, National Bureau of Economic Research, Inc.
  24. Fumio Hayashi, 1991. "Measuring Depreciation For Japan: Rejoinder to Dekle and Summers," NBER Working Papers 3836, National Bureau of Economic Research, Inc.
  25. Joseph Altonji & Fumio Hayashi & Laurence J. Kotlikoff, 1991. "Risk-sharing, altruism, and the factor structure of consumption," Discussion Paper / Institute for Empirical Macroeconomics 48, Federal Reserve Bank of Minneapolis.
  26. Fumio Hayashi & Ravi Jagannathan, 1990. "Ex-day behavior of Japanese stock prices: new insights from new methodology," Discussion Paper / Institute for Empirical Macroeconomics 30, Federal Reserve Bank of Minneapolis.
  27. Fumio Hayashi & Tohru Inoue, 1990. "The Relation Between Firm Growth and Q with Multiple Capital Goods: Theory and Evidence from Panel Data on Japanese Firms," NBER Working Papers 3326, National Bureau of Economic Research, Inc.
  28. Fumio Hayashi, 1989. "Japan's Saving Rate: New Data and Reflections," NBER Working Papers 3205, National Bureau of Economic Research, Inc.
  29. Fumio Hayashi & Tohru Inoue, 1989. "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 13, Federal Reserve Bank of Minneapolis.
  30. Joseph G. Altonji & Fumio Hayashi & Laurence J. Kotlikoff, 1989. "Is the Extended Family Altruistically Linked? Direct Tests Using Micro Data," NBER Working Papers 3046, National Bureau of Economic Research, Inc.
  31. Hall, Bronwyn H. & Hayashi, Fumio, 1989. "Research and Development as an Investment," Department of Economics, Working Paper Series qt8br8d266, Department of Economics, Institute for Business and Economic Research, UC Berkeley.
  32. Fumio Hayashi & Takatoshi Ito & Joel Slemrod, 1987. "Housing Finance Imperfections and Private Saving: A Comparative Simulation Analysis of the U.S. and Japan," NBER Working Papers 2272, National Bureau of Economic Research, Inc.
  33. Fumio Hayashi, 1985. "Tests for Liquidity Constraints: A Critical Survey," NBER Working Papers 1720, National Bureau of Economic Research, Inc.
  34. Fumio Hayashi, 1985. "Taxes and Corporate Investment in Japanese Manufacturing," NBER Working Papers 1753, National Bureau of Economic Research, Inc.
  35. Fumio Hayashi, 1984. "The Permanent Income Hypothesis and Consumption Durability: Analysis Based on Japanese Panel Data," NBER Working Papers 1305, National Bureau of Economic Research, Inc.
  36. Fumio Hayashi, 1983. "Real and Financial Decisions of a Firm with Bankruptcy and Default: An Integration," NBER Working Papers 1097, National Bureau of Economic Research, Inc.
  37. Fumio Hayashi, 1982. "The Effect of Liquidity Constraints on Consumption: A Cross-Sectional Analysis," NBER Working Papers 0882, National Bureau of Economic Research, Inc.
  38. Fumio Hayashi, 1981. "Tobin's Marginal q and Average a : A Neoclassical Interpretation," Discussion Papers 457, Northwestern University, Center for Mathematical Studies in Economics and Management Science.
  39. Fumio Hayashi, 1980. "Intertemporal Optimization and Demand Analysis," Discussion Papers 439, Northwestern University, Center for Mathematical Studies in Economics and Management Science.
  40. Fumio Hayashi & Christopher Sims, 1980. "Efficient Estimation of Time Series Models with Predetermined," Discussion Papers 450, Northwestern University, Center for Mathematical Studies in Economics and Management Science.
  41. Fumio Hayashi, 1980. "Estimation of Macroeconometric Models Under Rational Expectations: A Survey," Discussion Papers 444, Northwestern University, Center for Mathematical Studies in Economics and Management Science.
  42. Fumio Hayashi, 1979. "The Permanent Income Hypothesis: Estimation and Testing," Discussion Papers 484, Northwestern University, Center for Mathematical Studies in Economics and Management Science.

Articles

  1. Fumio Hayashi, 2019. "Peril of the Inflation Exit Condition," The Japanese Economic Review, Japanese Economic Association, vol. 70(1), pages 4-27, March.
  2. Fumio Hayashi & Junko Koeda, 2019. "Exiting from quantitative easing," Quantitative Economics, Econometric Society, vol. 10(3), pages 1069-1107, July.
  3. Hayashi, Fumio, 2018. "Computing equilibrium bond prices in the Vayanos-Vila model," Research in Economics, Elsevier, vol. 72(2), pages 181-195.
  4. Hayashi, Fumio, 2017. "The long-run Taylor principle revisited," Economics Letters, Elsevier, vol. 161(C), pages 24-26.
  5. Gary B. Gorton & Fumio Hayashi & K. Geert Rouwenhorst, 2013. "The Fundamentals of Commodity Futures Returns," Review of Finance, European Finance Association, vol. 17(1), pages 35-105.
  6. Stephen Gilmore & Fumio Hayashi, 2012. "Corrigendum: Emerging Market Currency Excess Returns," American Economic Journal: Macroeconomics, American Economic Association, vol. 4(1), pages 283-283, January.
  7. Stephen Gilmore & Fumio Hayashi, 2011. "Emerging Market Currency Excess Returns," American Economic Journal: Macroeconomics, American Economic Association, vol. 3(4), pages 85-111, October.
  8. Fumio Hayashi, 2011. "Commentary: Some Methodological Suggestions," International Journal of Central Banking, International Journal of Central Banking, vol. 7(1), pages 217-223, March.
  9. Fumio Hayashi & Edward C. Prescott, 2008. "The Depressing Effect of Agricultural Institutions on the Prewar Japanese Economy," Journal of Political Economy, University of Chicago Press, vol. 116(4), pages 573-632, August.
  10. Hayashi, Fumio, 2006. "Comment on "Crowding out and the rate of return on capital in Japan" by Levon Barseghyan," Japan and the World Economy, Elsevier, vol. 18(3), pages 298-301, August.
  11. Hayashi, Fumio, 2006. "Introduction to aspects of Japan's prolonged slump special issue," Japan and the World Economy, Elsevier, vol. 18(4), pages 357-357, December.
  12. Kenn Ariga & Fumio Hayashi & Charles Horioka, 2006. "Introduction," The Japanese Economic Review, Japanese Economic Association, vol. 57(2), pages 157-160, June.
  13. Hayashi, Fumio & Nomura, Koji, 2005. "Can IT be Japan's savior?," Journal of the Japanese and International Economies, Elsevier, vol. 19(4), pages 543-567, December.
  14. Fumio Hayashi, 2002. "Commentary : Is there a role for discretionary fiscal policy?," Proceedings - Economic Policy Symposium - Jackson Hole, Federal Reserve Bank of Kansas City, pages 163-172.
  15. Fumio Hayashi & Edward C. Prescott, 2002. "The 1990s in Japan: A Lost Decade," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 5(1), pages 206-235, January.
  16. Hayashi, Fumio, 2001. "Identifying a Liquidity Effect in the Japanese Interbank Market," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 42(2), pages 287-315, May.
  17. Altonji, Joseph G & Hayashi, Fumio & Kotlikoff, Laurence J, 1997. "Parental Altruism and Inter Vivos Transfers: Theory and Evidence," Journal of Political Economy, University of Chicago Press, vol. 105(6), pages 1121-1166, December.
  18. Hayashi, Fumio & Matsui, Akihiko, 1996. "A Model of Fiat Money and Barter," Journal of Economic Theory, Elsevier, vol. 68(1), pages 111-132, January.
  19. Fumio Hayashi, 1996. "Analysis Of Household Saving: Past, Present, And Furture," The Japanese Economic Review, Japanese Economic Association, vol. 47(1), pages 21-33, March.
  20. Hayashi, Fumio & Altonji, Joseph & Kotlikoff, Laurence, 1996. "Risk-Sharing between and within Families," Econometrica, Econometric Society, vol. 64(2), pages 261-294, March.
  21. Hayashi, Fumio, 1995. "Is the Japanese Extended Family Altruistically Linked? A Test Based on Engel Curves," Journal of Political Economy, University of Chicago Press, vol. 103(3), pages 661-674, June.
  22. Altonji, Joseph G & Hayashi, Fumio & Kotlikoff, Laurence J, 1992. "Is the Extended Family Altruistically Linked? Direct Tests Using Micro Data," American Economic Review, American Economic Association, vol. 82(5), pages 1177-1198, December.
  23. Fumio Hayashi, 1992. "Explaining Japan's Saving: A Review of Recent Literature," Monetary and Economic Studies, Institute for Monetary and Economic Studies, Bank of Japan, vol. 10(2), pages 63-78, November.
  24. Hayashi, Fumio, 1992. "On the Estimation of Panel-Data Models with Serial Correlation When Instruments Are Not Strictly Exogenous: Comment," Journal of Business & Economic Statistics, American Statistical Association, vol. 10(1), pages 15-17, January.
  25. Fumio Hayashi, 1991. "Rejoinder to Dekle and Summers," Monetary and Economic Studies, Institute for Monetary and Economic Studies, Bank of Japan, vol. 9(2), pages 79-89, September.
  26. Hayashi, Fumio & Inoue, Tohru, 1991. "The Relation between Firm Growth and Q with Multiple Capital Goods: Theory and Evidence from Panel Data on Japanese Firms," Econometrica, Econometric Society, vol. 59(3), pages 731-753, May.
  27. Hayashi, Fumio & Jagannathan, Ravi, 1990. "Ex-day behavior of japanese stock prices: New insights from new methodology," Journal of the Japanese and International Economies, Elsevier, vol. 4(4), pages 401-427, December.
  28. Fumio Hayashi, 1989. "Is Japan's saving rate high?," Quarterly Review, Federal Reserve Bank of Minneapolis, vol. 13(Spr), pages 3-9.
  29. Hayashi, Fumio & Ando, Albert & Ferris, Richard, 1988. "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, Elsevier, vol. 2(4), pages 450-491, December.
  30. Hayashi, Fumio & Ito, Takatoshi & Slemrod, Joel, 1988. "Housing finance imperfections, taxation, and private saving: A comparative simulation analysis of the United States and Japan," Journal of the Japanese and International Economies, Elsevier, vol. 2(3), pages 215-238, September.
  31. Fumio Hayashi, 1985. "The Effect of Liquidity Constraints on Consumption: A Cross-Sectional Analysis," The Quarterly Journal of Economics, President and Fellows of Harvard College, vol. 100(1), pages 183-206.
  32. Fumio Hayashi, 1985. "The Permanent Income Hypothesis and Consumption Durability: Analysis Based on Japanese Panel Data," The Quarterly Journal of Economics, President and Fellows of Harvard College, vol. 100(4), pages 1083-1113.
  33. Hayashi, Fumio, 1985. "Corporate finance side of the Q theory of investment," Journal of Public Economics, Elsevier, vol. 27(3), pages 261-280, August.
  34. Hayashi, Fumio & Sims, Christopher A, 1983. "Nearly Efficient Estimation of Time Series Models with Predetermined, but Not Exogenous, Instruments," Econometrica, Econometric Society, vol. 51(3), pages 783-798, May.
  35. Hayashi, Fumio, 1982. "Tobin's Marginal q and Average q: A Neoclassical Interpretation," Econometrica, Econometric Society, vol. 50(1), pages 213-224, January.
  36. Hayashi, Fumio, 1982. "The Permanent Income Hypothesis: Estimation and Testing by Instrumental Variables," Journal of Political Economy, University of Chicago Press, vol. 90(5), pages 895-916, October.
  37. Hayashi, Fumio, 1979. "A new estimation procedure under rational expectations," Economics Letters, Elsevier, vol. 4(1), pages 41-43.

Chapters

  1. Fumio Hayashi, 2006. "The Over-Investment Hypothesis," Chapters, in: Lawrence R. Klein (ed.), Long-run Growth and Short-run Stabilization, chapter 10, Edward Elgar Publishing.
  2. Fumio Hayashi & Edward C. Prescott, 2004. "The 1990s in Japan: a lost decade," Chapters, in: Paolo Onofri (ed.), The Economics of an Ageing Population, chapter 2, Edward Elgar Publishing.
  3. Magnus Blomstrom & Jennifer Corbett & Fumio Hayashi & Anil Kashyap, 2003. "Introduction to "Structural Impediments to Growth in Japan"," NBER Chapters, in: Structural Impediments to Growth in Japan, pages 1-8, National Bureau of Economic Research, Inc.
  4. Fumio Hayashi, 1991. "Taxes and Corporate Investment in Japanese Manufacturing," NBER Chapters, in: Productivity Growth in Japan and the United States, pages 295-316, National Bureau of Economic Research, Inc.
  5. Fumio Hayashi, 1986. "Why Is Japan's Saving Rate So Apparently High?," NBER Chapters, in: NBER Macroeconomics Annual 1986, Volume 1, pages 147-234, National Bureau of Economic Research, Inc.

Books

  1. Magnus Blomström & Jennifer Corbett & Fumio Hayashi & Anil Kashyap, 2003. "Structural Impediments to Growth in Japan," NBER Books, National Bureau of Economic Research, Inc, number blom03-1.
  2. Blomstrom, Magnus & Corbett, Jennifer & Hayashi, Fumio & Kashyap, Anil (ed.), 2003. "Structural Impediments to Growth in Japan," National Bureau of Economic Research Books, University of Chicago Press, edition 1, number 9780226060217.

More information

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Statistics

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Rankings

This author is among the top 5% authors according to these criteria:
  1. Average Rank Score
  2. Number of Distinct Works, Weighted by Simple Impact Factor
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  4. Number of Distinct Works, Weighted by Number of Authors
  5. Number of Distinct Works, Weighted by Number of Authors and Simple Impact Factors
  6. Number of Distinct Works, Weighted by Number of Authors and Recursive Impact Factors
  7. Number of Citations
  8. Number of Citations, Discounted by Citation Age
  9. Number of Citations, Weighted by Simple Impact Factor
  10. Number of Citations, Weighted by Simple Impact Factor, Discounted by Citation Age
  11. Number of Citations, Weighted by Recursive Impact Factor
  12. Number of Citations, Weighted by Recursive Impact Factor, Discounted by Citation Age
  13. Number of Citations, Weighted by Number of Authors
  14. Number of Citations, Weighted by Number of Authors, Discounted by Citation Age
  15. Number of Citations, Weighted by Number of Authors and Simple Impact Factors
  16. Number of Citations, Weighted by Number of Authors and Simple Impact Factors, Discounted by Citation Age
  17. Number of Citations, Weighted by Number of Authors and Recursive Impact Factors
  18. Number of Citations, Weighted by Number of Authors and Recursive Impact Factors, Discounted by Citation Age
  19. h-index
  20. Number of Registered Citing Authors
  21. Number of Registered Citing Authors, Weighted by Rank (Max. 1 per Author)
  22. Number of Journal Pages, Weighted by Simple Impact Factor
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  24. Number of Journal Pages, Weighted by Number of Authors
  25. Number of Journal Pages, Weighted by Number of Authors and Simple Impact Factors
  26. Number of Journal Pages, Weighted by Number of Authors and Recursive Impact Factors
  27. Number of Abstract Views in RePEc Services over the past 12 months
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  29. Number of Abstract Views in RePEc Services over the past 12 months, Weighted by Number of Authors
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  31. Euclidian citation score
  32. Closeness measure in co-authorship network
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  34. Breadth of citations across fields
  35. Wu-Index
  36. Record of graduates

Co-authorship network on CollEc

Featured entries

This author is featured on the following reading lists, publication compilations, Wikipedia, or ReplicationWiki entries:
  1. Fumio Hayashi in Wikipedia (French)

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 14 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-FMK: Financial Markets (4) 2000-11-29 2001-03-13 2007-07-20 2008-12-14
  2. NEP-MAC: Macroeconomics (4) 2005-11-12 2006-03-11 2014-03-15 2016-05-21
  3. NEP-DEV: Development (3) 2000-01-07 2001-03-13 2006-03-11
  4. NEP-IFN: International Finance (3) 2001-03-13 2001-03-13 2008-12-14
  5. NEP-MON: Monetary Economics (3) 2000-11-29 2013-07-15 2014-03-15
  6. NEP-SEA: South East Asia (3) 2002-03-04 2005-11-12 2006-03-11
  7. NEP-CBA: Central Banking (2) 2008-12-14 2013-07-15
  8. NEP-DGE: Dynamic General Equilibrium (2) 2002-06-13 2006-03-11
  9. NEP-AGR: Agricultural Economics (1) 2006-03-11
  10. NEP-BEC: Business Economics (1) 2007-07-20
  11. NEP-CSE: Economics of Strategic Management (1) 2005-11-12
  12. NEP-FIN: Finance (1) 2000-01-07
  13. NEP-HIS: Business, Economic and Financial History (1) 2006-03-11
  14. NEP-INO: Innovation (1) 2000-01-07
  15. NEP-RMG: Risk Management (1) 2007-07-20
  16. NEP-TID: Technology and Industrial Dynamics (1) 2000-01-17

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