Fumio Hayashi : Citation Profile


Are you Fumio Hayashi?

National Graduate Institute for Policy Studies (GRIPS)

23

H index

28

i10 index

3746

Citations

RESEARCH PRODUCTION:

38

Articles

52

Papers

1

Books

5

Chapters

EDITOR:

1

Books edited

RESEARCH ACTIVITY:

   40 years (1979 - 2019). See details.
   Cites by year: 93
   Journals where Fumio Hayashi has often published
   Relations with other researchers
   Recent citing documents: 263.    Total self citations: 23 (0.61 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pha83
   Updated: 2020-05-16    RAS profile: 2019-08-20    
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Relations with other researchers


Works with:

Koeda, Junko (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Fumio Hayashi.

Is cited by:

Kotlikoff, Laurence (49)

Horioka, Charles (47)

Sudo, Nao (40)

Sawada, Yasuyuki (35)

Yamada, Tomoaki (35)

McKibbin, Warwick (31)

Attanasio, Orazio (30)

Kitao, Sagiri (30)

Wolff, François-Charles (24)

Kobayashi, Keiichiro (23)

Imrohoroglu, Selahattin (22)

Cites to:

Vayanos, Dimitri (11)

Kotlikoff, Laurence (10)

Altonji, Joseph (9)

Hall, Robert (6)

Mishkin, Frederic (5)

Summers, Lawrence (5)

Nakajima, Jouchi (4)

Zha, Tao (4)

Farmer, Roger (4)

Eichenbaum, Martin (4)

Braun, R. (4)

Main data


Where Fumio Hayashi has published?


Journals with more than one article published# docs
Journal of the Japanese and International Economies4
Econometrica4
Journal of Political Economy4
The Japanese Economic Review3
Review of Economic Dynamics2
Japan and the World Economy2
The Quarterly Journal of Economics2
Economics Letters2
Monetary and Economic Studies2
American Economic Journal: Macroeconomics2

Working Papers Series with more than one paper published# docs
Instructional Stata datasets for econometrics / Boston College Department of Economics8
Discussion Papers / Northwestern University, Center for Mathematical Studies in Economics and Management Science6
Discussion Paper / Institute for Empirical Macroeconomics / Federal Reserve Bank of Minneapolis3
Yale School of Management Working Papers / Yale School of Management2

Recent works citing Fumio Hayashi (2019 and 2018)


YearTitle of citing document
2018The Role of Annuitized Wealth in Post-retirement Behavior. (2018). Stolyarov, Dmitriy ; Silverman, Dan ; Laitner, John . In: American Economic Journal: Macroeconomics. RePEc:aea:aejmac:v:10:y:2018:i:3:p:71-117.

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2018Hedging Positions, Basis, and Futures Risk Premium: A Disaggregated Data Analysis on US Wheat Markets. (2018). Grieb, Terrance ; Hoang, Nam. In: 2018 Annual Meeting, August 5-7, Washington, D.C.. RePEc:ags:aaea18:273799.

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2019Time Preferences, Intertemporal Optimization, and the Permanent Income-Life Cycle Hypothesis. (2019). Hayakawa, Hiroaki. In: Growth. RePEc:aoj:growth:2019:p:1-11.

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2018Forecasting Commodity Futures Returns: An Economic Value Analysis of Macroeconomic vs. Specific Factors. (2018). Guidolin, Massimo ; Pedio, Manuela. In: BAFFI CAREFIN Working Papers. RePEc:baf:cbafwp:cbafwp1886.

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2019Can survey-based information help assess investment gaps in the eu?. (2019). Maurin, Laurent ; Dejuan, Daniel ; Alves, Pana. In: Occasional Papers. RePEc:bde:opaper:1908.

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2019Sources and implications of resource misallocation: new evidence from firm-level marginal products and user costs. (2019). Manaresi, Francesco ; Lenzu, Simone . In: Questioni di Economia e Finanza (Occasional Papers). RePEc:bdi:opques:qef_485_19.

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2018Globalisation and consumption risk-sharing in emerging market economies. (2018). Ramos -Francia, Manuel ; Garcia-Verdu, Santiago ; Ramos-Francia, Manuel. In: BIS Papers chapters. RePEc:bis:bisbpc:100-15.

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2018Frontiers of macrofinancial linkages. (2018). Claessens, Stijn ; Kose, Ayhan M. In: BIS Papers. RePEc:bis:bisbps:95.

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2018Family first? Nepotism and corporate investment. (2018). Leone, Fabrizio ; Parise, Gianpaolo. In: BIS Working Papers. RePEc:bis:biswps:693.

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2019From carry trades to trade credit: financial intermediation by non-financial corporations. (2019). Saffie, Felipe ; Hardy, Bryan. In: BIS Working Papers. RePEc:bis:biswps:773.

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2018The Impact of Mandatory International Financial Reporting Standards Adoption on Investment Efficiency: Standards, Enforcement, and Reporting Incentives. (2018). Gao, RU ; Sidhu, Baljit K. In: Abacus. RePEc:bla:abacus:v:54:y:2018:i:3:p:277-318.

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2018Does Taxation Stifle Corporate Investment? Firm‐Level Evidence from ASEAN Countries. (2018). Cevik, Serhan ; Miryugin, Fedor. In: Australian Economic Review. RePEc:bla:ausecr:v:51:y:2018:i:3:p:351-367.

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2018RISK†SHARING MATCHING AND MORAL HAZARD. (2018). Ye, Bing ; Li, Sanxi ; Chen, PU. In: Bulletin of Economic Research. RePEc:bla:buecrs:v:70:y:2018:i:2:p:165-174.

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2018Determinants of Factor Misallocation in Agricultural Production and Implications for Agricultural Supply†side Reform in China. (2018). Han, Hongyun ; Zhao, Liange ; Li, Hanning. In: China & World Economy. RePEc:bla:chinae:v:26:y:2018:i:3:p:22-42.

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2018MEASURING AND MODELING INTERGENERATIONAL LINKS IN RELATION TO LONG‐TERM CARE. (2018). Caplin, Andrew ; McGarry, Kathleen ; Luo, MI. In: Economic Inquiry. RePEc:bla:ecinqu:v:56:y:2018:i:1:p:100-113.

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2017The Invisible Hand of Rain in Spending: Effect of Rainfall-Driven Agricultural Income on Per Capita Expenditure in Ghana. (2017). Akobeng, Eric. In: South African Journal of Economics. RePEc:bla:sajeco:v:85:y:2017:i:1:p:98-122.

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2018Business investment, cash holding and uncertainty since the Great Financial Crisis. (2018). Smietanka, Pawel ; Mizen, Paul ; bloom, nicholas. In: Bank of England working papers. RePEc:boe:boeewp:0753.

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2018Shock transmission and the interaction of financial and hiring frictions. (2018). Millard, Stephen ; Yashiv, Eran ; Varadi, Alexandra. In: Bank of England working papers. RePEc:boe:boeewp:0769.

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2019Biased beliefs, costly external finance, and firm behavior : A Unified theory. (2019). Yang, Jinqiang ; Mu, Congming ; Lu, Lei ; Li, Delong. In: Research Discussion Papers. RePEc:bof:bofrdp:2019_018.

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2017Structural Reforms, Innovation and Economic Growth. (2017). Aoki, Kosuke ; Koga, Maiko ; Hara, Naoko. In: Bank of Japan Working Paper Series. RePEc:boj:bojwps:wp17e02.

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2018Population Aging and the Real Interest Rate in the Last and Next 50 Years -- A tale told by an Overlapping Generations Model --. (2018). Sudo, Nao ; Takizuka, Yasutaka. In: Bank of Japan Working Paper Series. RePEc:boj:bojwps:wp18e01.

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2018Natural Rate of Interest in Japan -- Measuring its size and identifying drivers based on a DSGE model --. (2018). Sudo, Nao ; Okazaki, Yosuke. In: Bank of Japan Working Paper Series. RePEc:boj:bojwps:wp18e06.

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2018Firm Performance and Macro Forecast Accuracy. (2018). bloom, nicholas ; Kato, Haruko ; Koga, Maiko ; Tanaka, Mari. In: Bank of Japan Working Paper Series. RePEc:boj:bojwps:wp18e09.

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2019Making Carbon Taxation A Generational Win Win. (2019). Scheidegger, Simon ; Polbin, Andrey ; Kubler, Felix ; Sachs, Jeffrey D ; Kotlikoff, Laurence J. In: Boston University - Department of Economics - The Institute for Economic Development Working Papers Series. RePEc:bos:iedwpr:dp-313.

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2019Development Priorities: The Relative Benefits of Agricultural Growth. (2019). Temple, Jonathan ; Satchi, Mathan ; Monteforte, Fabio . In: Bristol Economics Discussion Papers. RePEc:bri:uobdis:19/716.

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2017A normative justification of compulsory education. (2017). Luporini, Annalisa ; Grazzini, Lisa ; Balestrino, Alessandro. In: CHILD Working Papers Series. RePEc:cca:wchild:48.

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2018Formation of Market Beliefs in the Oil Market. (2018). Anatolyev, Stanislav ; Selezneva, Veronika . In: CERGE-EI Working Papers. RePEc:cer:papers:wp619.

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2019The Risk of Policy Tipping and Stranded Carbon Assets. (2019). van der Ploeg, Frederick (Rick) ; Rezai, Armon ; VAN DERPLOEG, RICK . In: CESifo Working Paper Series. RePEc:ces:ceswps:_7769.

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2019Risk Pooling, Leverage, and the Business Cycle. (2019). Pelizzon, Loriana ; Dindo, Pietro ; Modena, Andrea. In: CESifo Working Paper Series. RePEc:ces:ceswps:_7772.

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2020Retaining Alpha: The Effect of Trade Size and Rebalancing Frequency on FX Strategy Returns. (2020). Melvin, Michael ; Pan, Wenqiang ; Wikstrom, Petra. In: CESifo Working Paper Series. RePEc:ces:ceswps:_8143.

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2019Saving Rates in Latin America: A Neoclassical Perspective. (2019). Tamayo, Cesar ; FERNÁNDEZ MARTIN, ANDRÉS ; Imrohoroglu, Ayse ; Fernandez, Andres. In: Working Papers Central Bank of Chile. RePEc:chb:bcchwp:856.

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2018Health spending, savings and fertility in a lifecycle-dynastic model with longevity externalities. (2018). Yew, Siew Ling ; Zhang, Jie. In: Canadian Journal of Economics. RePEc:cje:issued:v:51:y:2018:i:1:p:186-215.

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2019Makroökonomische Auswirkungen von Reformoptionen für eine Senkung der Körperschaftsbesteuerung. (2019). Davoine, Thomas ; Forstner, Susanne . In: Working Paper Reihe der AK Wien - Materialien zu Wirtschaft und Gesellschaft. RePEc:clr:mwugar:192.

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2019Fragility in modeling consumption tax revenue. (2019). Nutahara, Kengo ; Hiraga, Kazuki. In: CIGS Working Paper Series. RePEc:cnn:wpaper:19-003e.

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2019Uncertainty-Induced Reallocations and Growth. (2019). Rosen, Samuel ; Liao, Wenxi ; Croce, Mariano Massimiliano ; Bansal, Ravi. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:13964.

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2019Business Cycles and Currency Returns. (2019). Sarno, Lucio ; Riddiough, Steven ; Colacito, Ric. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:14015.

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2019Knowledge Cycles and Corporate Investment. (2019). Fresard, Laurent ; Cujean, Julien ; Bustamante, Maria Cecilia. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:14152.

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2019The Low-Minus-High Portfolio and the Factor Zoo. (2019). Fournier, Mathieu ; Cujean, Julien ; Andrei, Daniel. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:14153.

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2019The Cost of Consumption Smoothing: Less Schooling and less Nutrition. (2019). Santaeulila-Llopis, Raul ; Koh, Dongya ; de Magalhes, Leandro . In: JODE - Journal of Demographic Economics. RePEc:ctl:louvde:v:85:y:2019:i:3:p:181-208.

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2019Capital Stock and Depreciation: Theory and an Empirical Application. (2019). Ruiz-Tamarit, José ; Murgui-Garcia, M J ; Escriba-Perez, F J. In: Discussion Papers (IRES - Institut de Recherches Economiques et Sociales). RePEc:ctl:louvir:2019004.

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2019Sectoral Heterogeneity and the Dual Structural Change in China. (2019). Pan, Shan. In: Annals of Economics and Finance. RePEc:cuf:journl:y:2019:v:20:i:1:pan.

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2019Revisiting the Time Series Momentum Anomaly. (2019). Jo, Yonghwan ; Kim, Jihee. In: Annals of Economics and Finance. RePEc:cuf:journl:y:2019:v:20:i:2:jokim.

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2018Insurance in Extended Family Networks. (2018). Meghir, Costas ; Mommaerts, Corina ; Attanasio, Orazio. In: Cowles Foundation Discussion Papers. RePEc:cwl:cwldpp:1996r.

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2019Measuring trends and persistence in capital and labor misallocation. (2019). de Winter, Jasper ; Bun, Maurice. In: DNB Working Papers. RePEc:dnb:dnbwpp:639.

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2019A simple aggregate demand analysis with dynamic optimization in a small open economy. (2019). Ono, Yoshiyasu ; Hashimoto, Ken-Ichi. In: ISER Discussion Paper. RePEc:dpr:wpaper:1061.

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2020Does the Selfish Life-Cycle Model Apply in the Case of Japan?. (2020). Horioka, Charles. In: ISER Discussion Paper. RePEc:dpr:wpaper:1084.

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2018The effects of migration and remittances on development and capital in Caribbean Small Island Developing States. (2018). Cassin, Lesly ; Ait Benhamou, Zouhair. In: EconomiX Working Papers. RePEc:drm:wpaper:2018-41.

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2019Financial Frictions and the Futures Pricing Puzzle. (2019). Taamouti, Abderrahim ; EL Alaoui, AbdelKader ; Ebrahim, M. Shahid ; ap Gwilym, Rhys ; Rahman, Hamid. In: Working Papers. RePEc:dur:durham:2019_07.

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2018Real and financial cycles in EU countries - Stylised facts and modelling implications. (2018). Welz, Peter ; Rots, Eyno ; Rünstler, Gerhard ; Rannenberg, Ansgar ; Perez Quiros, Gabriel ; Papageorgiou, Dimitris ; Mandler, Martin ; Lozej, Matija ; Lequien, Matthieu ; Lenarčič, Črt ; Jaccard, Ivan ; Iskrev, Nikolay ; Guarda, Paolo ; Dewachter, Hans ; De Backer, Bruno ; Comunale, Mariarosaria ; Burlon, Lorenzo ; Buss, Ginters ; Balfoussia, Hiona ; Haavio, Markus ; Perez-Quiros, Gabriel ; Pedersen, Jesper ; Runstler, Gerhard ; Lenarcic, Crt ; Kunovac, Davor ; Kulikov, Dmitry ; Scharnagl, Michael ; Hindrayanto, Irma. In: Occasional Paper Series. RePEc:ecb:ecbops:2018205.

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2019Does a financial accelerator improve forecasts during financial crises? Evidence from Japan with prediction-pooling methods. (2019). Iiboshi, Hirokuni ; Nakamura, Daisuke ; Matsumae, Tatsuyoshi ; Hasumi, Ryo. In: Journal of Asian Economics. RePEc:eee:asieco:v:60:y:2019:i:c:p:45-68.

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2018Is R&D cash flow sensitive? Evidence from Chinese industrial firms. (2018). Weng, Qian ; Soderbom, Mns. In: China Economic Review. RePEc:eee:chieco:v:47:y:2018:i:c:p:77-95.

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2018Political promotion and labor investment efficiency. (2018). Kong, Dongmin ; Xiang, Junyi ; Liu, Shasha. In: China Economic Review. RePEc:eee:chieco:v:50:y:2018:i:c:p:273-293.

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2019Labor mobility barriers and rural-urban migration in transitional China. (2019). Yu, FU ; Wang, Sophie Xuefei . In: China Economic Review. RePEc:eee:chieco:v:53:y:2019:i:c:p:211-224.

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2018Do firms care about investment opportunities? Evidence from China. (2018). Ding, Sai ; Zhang, Xiao ; Kim, Minjoo. In: Journal of Corporate Finance. RePEc:eee:corfin:v:52:y:2018:i:c:p:214-237.

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2020Inventory, fixed capital, and the cross-section of corporate investment. (2020). Kim, Kirak. In: Journal of Corporate Finance. RePEc:eee:corfin:v:60:y:2020:i:c:s0929119918301482.

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2017Extended families and child well-being. (2017). LaFave, Daniel ; Thomas, Duncan. In: Journal of Development Economics. RePEc:eee:deveco:v:126:y:2017:i:c:p:52-65.

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2018The role of trade in structural transformation. (2018). Teignier, Marc. In: Journal of Development Economics. RePEc:eee:deveco:v:130:y:2018:i:c:p:45-65.

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2018Home production and small open economy business cycles. (2018). Chu, Angus ; Lai, Ching-Chong ; Chen, Kuan-Jen . In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:95:y:2018:i:c:p:110-135.

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2018Equilibrium variance risk premium in a cost-free production economy. (2018). Ruan, Xinfeng ; Zhang, Jin E. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:96:y:2018:i:c:p:42-60.

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2018Optimal effort under high-water mark contracts. (2018). Zhao, LI ; Ba, Shusong ; Huang, Wenli. In: Economic Modelling. RePEc:eee:ecmode:v:68:y:2018:i:c:p:599-610.

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2018Child labour and human capital in developing countries - A multi-period stochastic model. (2018). Thakurata, Indrajit ; D'Souza, Errol. In: Economic Modelling. RePEc:eee:ecmode:v:69:y:2018:i:c:p:67-81.

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2018Convenience yield, realised volatility and jumps: Evidence from non-ferrous metals. (2018). Omura, Akihiro ; Todorova, Neda ; Chung, Richard ; Li, Bin. In: Economic Modelling. RePEc:eee:ecmode:v:70:y:2018:i:c:p:496-510.

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2018Economic and statistical measurement of physical capital: From theory to practice. (2018). Escriba-Perez, F J ; Ruiz-Tamarit, J R ; Murgui-Garcia, M J. In: Economic Modelling. RePEc:eee:ecmode:v:75:y:2018:i:c:p:246-255.

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2019Testing commodity futures market efficiency under time-varying risk premiums and heteroscedastic prices. (2019). Lin, Hai ; Premachandra, IM ; Kuruppuarachchi, Duminda. In: Economic Modelling. RePEc:eee:ecmode:v:77:y:2019:i:c:p:92-112.

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2019Do better institutions offset the adverse effect of a financial crisis on investment? Evidence from East Asia. (2019). Jafari, Mahboubeh ; Eslamloueyan, Karim. In: Economic Modelling. RePEc:eee:ecmode:v:79:y:2019:i:c:p:154-172.

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2019Fear itself: How risk sensitive firms can give demand shocks bite. (2019). He, Zhaochen. In: Economic Modelling. RePEc:eee:ecmode:v:82:y:2019:i:c:p:437-452.

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2020Stabilization policy, infrastructure investment, and welfare in a small open economy. (2020). Germaschewski, Yin. In: Economic Modelling. RePEc:eee:ecmode:v:84:y:2020:i:c:p:322-339.

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2018Sluggish private investment in Japan’s Lost Decade: Mixed frequency vector autoregression approach. (2018). Motegi, Kaiji ; Sadahiro, Akira. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:43:y:2018:i:c:p:118-128.

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2019Tangible and intangible investment in corporate finance. (2019). Lijuan, Wu ; Guohua, Cao ; Shuangling, Zhao. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:50:y:2019:i:c:s1062940818300081.

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2019Dynamic optimal investment policy under incomplete information. (2019). Yang, Jinqiang ; Wang, Hongli ; Liu, BO ; Huang, Wenli. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:50:y:2019:i:c:s1062940818305060.

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2019Picking winners to pick your winners: The momentum effect in commodity risk factors. (2019). Osman, Mohamed ; Karathanasopoulos, Andreas ; Mikutowski, Mateusz ; Zaremba, Adam. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:50:y:2019:i:c:s1062940818306053.

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2019Does a firm with higher Tobin’s q prefer foreign direct investment to foreign outsourcing?. (2019). Jinji, Naoto ; Haruna, Shoji ; Zhang, Xingyuan. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:50:y:2019:i:c:s106294081830682x.

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2018Momentum and crash sensitivity. (2018). Ruenzi, Stefan ; Weigert, Florian. In: Economics Letters. RePEc:eee:ecolet:v:165:y:2018:i:c:p:77-81.

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2018Population policies, demographic structural changes, and the Chinese household saving puzzle. (2018). Yang, Dennis ; Ge, Suqin ; Zhang, Junsen. In: European Economic Review. RePEc:eee:eecrev:v:101:y:2018:i:c:p:181-209.

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2019All you need is love? Trade shocks, inequality, and risk sharing between partners. (2019). Huber, Katrin ; Winkler, Erwin . In: European Economic Review. RePEc:eee:eecrev:v:111:y:2019:i:c:p:305-335.

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2020Innovation-led growth in a time of debt. (2020). Peretto, Pietro ; Ferraro, Domenico. In: European Economic Review. RePEc:eee:eecrev:v:121:y:2020:i:c:s0014292119302119.

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2018Altruism in preventive health behavior: At-scale evidence from the HIV/AIDS pandemic. (2018). Wilson, Nicholas. In: Economics & Human Biology. RePEc:eee:ehbiol:v:30:y:2018:i:c:p:119-129.

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2017Co-movement of exchange rates with interest rate differential, risk premium and FED policy in “fragile economies”. (2017). Yılmaz, Erdal ; Ozmen, Utku ; Yilmaz, Erdal. In: Emerging Markets Review. RePEc:eee:ememar:v:33:y:2017:i:c:p:173-188.

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2019Informal institutions and firm valuation. (2019). Malinowska, Anna ; Hartwell, Christopher. In: Emerging Markets Review. RePEc:eee:ememar:v:40:y:2019:i:c:9.

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2019Government subsidies and corporate investment efficiency: Evidence from China. (2019). Holmes, Mark ; Jiang, Haiyan ; Hu, Jinshuai. In: Emerging Markets Review. RePEc:eee:ememar:v:41:y:2019:i:c:s1566014118303029.

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2018Predictability of crude oil prices: An investor perspective. (2018). Liu, LI ; Yang, LI ; Wang, Yudong. In: Energy Economics. RePEc:eee:eneeco:v:75:y:2018:i:c:p:193-205.

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2019Time-varying energy and stock market integration in Asia. (2019). Wagner, Niklas ; Batten, Jonathan ; Szilagyi, Peter G ; Kinateder, Harald. In: Energy Economics. RePEc:eee:eneeco:v:80:y:2019:i:c:p:777-792.

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2018The macroeconomic consequences of remittances. (2018). Lebesmuehlbacher, Thomas ; Chatterjee, Santanu ; Bahadir, Berrak . In: Journal of International Economics. RePEc:eee:inecon:v:111:y:2018:i:c:p:214-232.

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2018Financial frictions and foreign direct investment: Evidence from Japanese microdata. (2018). Stähler, Frank ; Ryan, Michael ; Raff, Horst ; Stahler, Frank. In: Journal of International Economics. RePEc:eee:inecon:v:112:y:2018:i:c:p:109-122.

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2019Out-of-sample exchange rate predictability in emerging markets: Fundamentals versus technical analysis. (2019). Yamani, Ehab ; Jamali, Ibrahim. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:61:y:2019:i:c:p:241-263.

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2018Trends in private patent costs and rents for publicly-traded United States firms. (2018). Bessen, James ; Williams, Jonathan ; Turner, John L ; Neuhausler, Peter. In: International Review of Law and Economics. RePEc:eee:irlaec:v:56:y:2018:i:c:p:53-69.

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2019The effects of financial reporting and disclosure on corporate investment: A review. (2019). Verdi, Rodrigo S ; Shroff, Nemit ; Roychowdhury, Sugata. In: Journal of Accounting and Economics. RePEc:eee:jaecon:v:68:y:2019:i:2:s0165410119300412.

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2019Accounting quality and the transmission of monetary policy. (2019). Kepler, John D ; Glaeser, Stephen ; Armstrong, Christopher S. In: Journal of Accounting and Economics. RePEc:eee:jaecon:v:68:y:2019:i:2:s0165410119300606.

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2018Trends, cycles and lost decades: Decomposition from a DSGE model with endogenous growth. (2018). Iiboshi, Hirokuni ; Nakamura, Daisuke ; Hasumi, Ryo. In: Japan and the World Economy. RePEc:eee:japwor:v:46:y:2018:i:c:p:9-28.

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2018The future prospect of the long-term care insurance in Japan. (2018). Kato, Ryuta Ray . In: Japan and the World Economy. RePEc:eee:japwor:v:47:y:2018:i:c:p:1-17.

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2018The role of corporate governance in Japanese unlisted companies. (2018). Shin- ichi Fukuda, ; Nakajima, Jouchi ; Kasuya, Munehisa. In: Japan and the World Economy. RePEc:eee:japwor:v:47:y:2018:i:c:p:27-39.

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2019Listing and financial constraints. (2019). Goto, Yasuo ; Ishide, Akira ; Ueda, Kenichi. In: Japan and the World Economy. RePEc:eee:japwor:v:49:y:2019:i:c:p:1-16.

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2018The skewness of commodity futures returns. (2018). Frijns, Bart ; Fernandez-Perez, Adrian ; Miffre, Joelle ; Fuertes, Ana-Maria. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:86:y:2018:i:c:p:143-158.

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2018Time-series momentum in nearly 100 years of stock returns. (2018). Lim, Bryan Y ; Yao, Yaqiong ; Wang, Jiaguo. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:97:y:2018:i:c:p:283-296.

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2018Carry. (2018). , Ralph ; Vrugt, Evert B ; Pedersen, Lasse Heje ; Moskowitz, Tobias J. In: Journal of Financial Economics. RePEc:eee:jfinec:v:127:y:2018:i:2:p:197-225.

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2018The effects of q and cash flow on investment in the presence of measurement error. (2018). Abel, Andrew B. In: Journal of Financial Economics. RePEc:eee:jfinec:v:128:y:2018:i:2:p:363-377.

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2018Investment, Tobin’s q, and interest rates. (2018). Lin, Xiaoji ; Yang, Jinqiang ; Wang, Neng. In: Journal of Financial Economics. RePEc:eee:jfinec:v:130:y:2018:i:3:p:620-640.

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2019Minimum payments and debt paydown in consumer credit cards. (2019). Wang, Jialan ; Keys, Benjamin J. In: Journal of Financial Economics. RePEc:eee:jfinec:v:131:y:2019:i:3:p:528-548.

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2019Dynamic corporate liquidity. (2019). Steri, Roberto ; Schmid, Lukas ; Nikolov, Boris. In: Journal of Financial Economics. RePEc:eee:jfinec:v:132:y:2019:i:1:p:76-102.

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2019Why did the q theory of investment start working?. (2019). Moyen, Nathalie ; Mann, William ; Andrei, Daniel. In: Journal of Financial Economics. RePEc:eee:jfinec:v:133:y:2019:i:2:p:251-272.

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2019Expectation and duration at the effective lower bound. (2019). King, Thomas B. In: Journal of Financial Economics. RePEc:eee:jfinec:v:134:y:2019:i:3:p:736-760.

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More than 100 citations found, this list is not complete...

Fumio Hayashi has edited the books:


YearTitleTypeCited

Works by Fumio Hayashi:


YearTitleTypeCited
1992Is the Extended Family Altruistically Linked? Direct Tests Using Micro Data. In: American Economic Review.
[Full Text][Citation analysis]
article308
1989Is the Extended Family Altruistically Linked? Direct Tests Using Micro Data.(1989) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 308
paper
2011Emerging Market Currency Excess Returns In: American Economic Journal: Macroeconomics.
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article32
2008Emerging Market Currency Excess Returns.(2008) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 32
paper
2012Corrigendum: Emerging Market Currency Excess Returns In: American Economic Journal: Macroeconomics.
[Full Text][Citation analysis]
article1
1992On the Estimation of Panel-Data Models with Serial Correlation When Instruments Are Not Strictly Exogenous: Comment. In: Journal of Business & Economic Statistics.
[Citation analysis]
article1
1996ANALYSIS OF HOUSEHOLD SAVING: PAST, PRESENT, AND FURTURE In: The Japanese Economic Review.
[Full Text][Citation analysis]
article6
2006INTRODUCTION In: The Japanese Economic Review.
[Full Text][Citation analysis]
article2
2019Peril of the Inflation Exit Condition In: The Japanese Economic Review.
[Full Text][Citation analysis]
article0
2000Bekaert-Hodrick93 In: Instructional Stata datasets for econometrics.
[Full Text][Citation analysis]
paper0
2000Christensen-Greene76 In: Instructional Stata datasets for econometrics.
[Full Text][Citation analysis]
paper0
2000Griliches76 In: Instructional Stata datasets for econometrics.
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paper0
2000LTaylor96 In: Instructional Stata datasets for econometrics.
[Full Text][Citation analysis]
paper0
2000Mishkin92 In: Instructional Stata datasets for econometrics.
[Full Text][Citation analysis]
paper0
2000Nerlove63 In: Instructional Stata datasets for econometrics.
[Full Text][Citation analysis]
paper0
2000Summers-Heston91 In: Instructional Stata datasets for econometrics.
[Full Text][Citation analysis]
paper0
2000Stock-Watson93 In: Instructional Stata datasets for econometrics.
[Full Text][Citation analysis]
paper0
1989Research and Development as an Investment In: Department of Economics, Working Paper Series.
[Full Text][Citation analysis]
paper21
1989Research and Development As An Investment.(1989) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 21
paper
1989Research and Development as an Investment..(1989) In: Economics Working Papers.
[Citation analysis]
This paper has another version. Agregated cites: 21
paper
2013A Regime-Switching SVAR Analysis of Quantitative Easing In: CARF F-Series.
[Full Text][Citation analysis]
paper7
1982Tobins Marginal q and Average q: A Neoclassical Interpretation. In: Econometrica.
[Full Text][Citation analysis]
article816
1981Tobins Marginal q and Average a : A Neoclassical Interpretation.(1981) In: Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 816
paper
1983Nearly Efficient Estimation of Time Series Models with Predetermined, but Not Exogenous, Instruments. In: Econometrica.
[Full Text][Citation analysis]
article73
1991The Relation between Firm Growth and Q with Multiple Capital Goods: Theory and Evidence from Panel Data on Japanese Firms. In: Econometrica.
[Full Text][Citation analysis]
article182
1990The Relation Between Firm Growth and Q with Multiple Capital Goods: Theory and Evidence from Panel Data on Japanese Firms.(1990) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 182
paper
1996Risk-Sharing between and within Families. In: Econometrica.
[Full Text][Citation analysis]
article188
2017The long-run Taylor principle revisited In: Economics Letters.
[Full Text][Citation analysis]
article0
1979A new estimation procedure under rational expectations In: Economics Letters.
[Full Text][Citation analysis]
article0
2006Comment on Crowding out and the rate of return on capital in Japan by Levon Barseghyan In: Japan and the World Economy.
[Full Text][Citation analysis]
article0
2006Introduction to aspects of Japans prolonged slump special issue In: Japan and the World Economy.
[Full Text][Citation analysis]
article0
1996A Model of Fiat Money and Barter In: Journal of Economic Theory.
[Full Text][Citation analysis]
article15
1994A Model of Fiat Money and Barter.(1994) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 15
paper
2005Can IT be Japans savior? In: Journal of the Japanese and International Economies.
[Full Text][Citation analysis]
article4
2005Can IT be Japans Savior?.(2005) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 4
paper
1988Housing finance imperfections, taxation, and private saving: A comparative simulation analysis of the United States and Japan In: Journal of the Japanese and International Economies.
[Full Text][Citation analysis]
article38
1988Life 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 In: Journal of the Japanese and International Economies.
[Full Text][Citation analysis]
article32
1990Ex-day behavior of japanese stock prices: New insights from new methodology In: Journal of the Japanese and International Economies.
[Full Text][Citation analysis]
article7
1990Ex-day behavior of Japanese stock prices: new insights from new methodology.(1990) In: Discussion Paper / Institute for Empirical Macroeconomics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 7
paper
1990Ex-Day Behavior of Japanese Stock Prices: New Insights from New Methodology.(1990) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 7
paper
1985Corporate finance side of the Q theory of investment In: Journal of Public Economics.
[Full Text][Citation analysis]
article28
2018Computing equilibrium bond prices in the Vayanos-Vila model In: Research in Economics.
[Full Text][Citation analysis]
article0
2006The Over-Investment Hypothesis In: Chapters.
[Full Text][Citation analysis]
chapter0
2004The 1990s in Japan: a lost decade* In: Chapters.
[Full Text][Citation analysis]
chapter379
2000The 1990s in Japan: a lost decade.(2000) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 379
paper
2002The 1990s in Japan: A Lost Decade.(2002) In: Review of Economic Dynamics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 379
article
2016Affine term structure pricing with bond supply as factors In: FRB Atlanta CQER Working Paper.
[Full Text][Citation analysis]
paper2
2002Commentary : Is there a role for discretionary fiscal policy? In: Proceedings - Economic Policy Symposium - Jackson Hole.
[Full Text][Citation analysis]
article5
1989The relationship of firm growth and Q with multiple capital goods: theory and evidence from panel data on Japanese firms In: Discussion Paper / Institute for Empirical Macroeconomics.
[Full Text][Citation analysis]
paper2
1991Risk-sharing, altruism, and the factor structure of consumption In: Discussion Paper / Institute for Empirical Macroeconomics.
[Full Text][Citation analysis]
paper8
1991Risk-Sharing, Altruism, and the Factor Structure of Consumption.(1991) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 8
paper
1989Is Japans saving rate high? In: Quarterly Review.
[Full Text][Citation analysis]
article25
1995Parental Altruism and Inter Vivos Transfers: Theory and Evidence In: Boston University - Institute for Economic Development.
[Citation analysis]
paper374
1995Parental Altruism and Inter Vivos Transfers: Theory and Evidence.(1995) In: IPR working papers.
[Citation analysis]
This paper has another version. Agregated cites: 374
paper
1995Parental Altruism and Inter Vivos Transfers: Theory and Evidence.(1995) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 374
paper
1997Parental Altruism and Inter Vivos Transfers: Theory and Evidence..(1997) In: Journal of Political Economy.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 374
article
2000Is There a Liquidity Effect in the Japanese Market? In: Harvard Institute of Economic Research Working Papers.
[Full Text][Citation analysis]
paper0
2001Identifying a Liquidity Effect in the Japanese Interbank Market. In: International Economic Review.
[Citation analysis]
article8
2011Commentary: Some Methodological Suggestions In: International Journal of Central Banking.
[Full Text][Citation analysis]
article0
1992Explaining Japans Saving: A Review of Recent Literature In: Monetary and Economic Studies.
[Full Text][Citation analysis]
article2
1991Rejoinder to Dekle and Summers In: Monetary and Economic Studies.
[Full Text][Citation analysis]
article0
2003Structural Impediments to Growth in Japan In: NBER Books.
[Citation analysis]
book44
1986Why Is Japans Saving Rate So Apparently High? In: NBER Chapters.
[Full Text][Citation analysis]
chapter40
1991Taxes and Corporate Investment in Japanese Manufacturing In: NBER Chapters.
[Full Text][Citation analysis]
chapter0
1985Taxes and Corporate Investment in Japanese Manufacturing.(1985) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 0
paper
2003Introduction to Structural Impediments to Growth in Japan In: NBER Chapters.
[Full Text][Citation analysis]
chapter2
1982The Effect of Liquidity Constraints on Consumption: A Cross-Sectional Analysis In: NBER Working Papers.
[Full Text][Citation analysis]
paper83
1982The Effect of Liquidity Constraints on Consumption: Cross-Sectional Analysis.(1982) In: Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 83
paper
1985The Effect of Liquidity Constraints on Consumption: A Cross-Sectional Analysis.(1985) In: The Quarterly Journal of Economics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 83
article
1983Real and Financial Decisions of a Firm with Bankruptcy and Default: An Integration In: NBER Working Papers.
[Full Text][Citation analysis]
paper0
2006The Depressing Effect of Agricultural Institutions on the Prewar Japanese Economy In: NBER Working Papers.
[Full Text][Citation analysis]
paper86
2008The Depressing Effect of Agricultural Institutions on the Prewar Japanese Economy.(2008) In: Journal of Political Economy.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 86
article
1984The Permanent Income Hypothesis and Consumption Durability: Analysis Based on Japanese Panel Data In: NBER Working Papers.
[Full Text][Citation analysis]
paper85
1985The Permanent Income Hypothesis and Consumption Durability: Analysis Based on Japanese Panel Data.(1985) In: The Quarterly Journal of Economics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 85
article
2007The Fundamentals of Commodity Futures Returns In: NBER Working Papers.
[Full Text][Citation analysis]
paper142
2013The Fundamentals of Commodity Futures Returns.(2013) In: Review of Finance.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 142
article
2008The Fundamentals of Commodity Futures Returns.(2008) In: Yale School of Management Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 142
paper
1985Tests for Liquidity Constraints: A Critical Survey In: NBER Working Papers.
[Full Text][Citation analysis]
paper49
2014Exiting from QE In: NBER Working Papers.
[Full Text][Citation analysis]
paper12
1987Housing Finance Imperfections and Private Saving: A Comparative Simulation Analysis of the U.S. and Japan In: NBER Working Papers.
[Full Text][Citation analysis]
paper5
1989Japans Saving Rate: New Data and Reflections In: NBER Working Papers.
[Full Text][Citation analysis]
paper10
1991Measuring Depreciation For Japan: Rejoinder to Dekle and Summers In: NBER Working Papers.
[Full Text][Citation analysis]
paper1
1995Is the Japanese Extended Family Altruistically Linked? A Test based on Engel Curves In: NBER Working Papers.
[Full Text][Citation analysis]
paper52
1995Is the Japanese Extended Family Altruistically Linked? A Test Based on Engel Curves..(1995) In: Journal of Political Economy.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 52
article
1996The Effects of Income and Wealth on Time and Money Transfers between Parents and Children In: NBER Working Papers.
[Full Text][Citation analysis]
paper40
1996The Effects of Income and Wealth on Time and MOney Transfers Between Parents and Children.(1996) In: IPR working papers.
[Citation analysis]
This paper has another version. Agregated cites: 40
paper
1997The Main Bank System and Corporate Investment: An Empirical Reassessment In: NBER Working Papers.
[Full Text][Citation analysis]
paper12
1980Intertemporal Optimization and Demand Analysis In: Discussion Papers.
[Full Text][Citation analysis]
paper0
1980Estimation of Macroeconometric Models Under Rational Expectations: A Survey In: Discussion Papers.
[Full Text][Citation analysis]
paper3
1980Efficient Estimation of Time Series Models with Predetermined In: Discussion Papers.
[Full Text][Citation analysis]
paper3
1979The Permanent Income Hypothesis: Estimation and Testing In: Discussion Papers.
[Full Text][Citation analysis]
paper7
2002Data Appendix to The 1990s in Japan: A Lost Decade In: Online Appendices.
[Full Text][Citation analysis]
paper375
2002The 1990s in Japan: A Lost Decade.(2002) In: Review of Economic Dynamics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 375
article
1982The Permanent Income Hypothesis: Estimation and Testing by Instrumental Variables. In: Journal of Political Economy.
[Full Text][Citation analysis]
article125
2019Exiting from quantitative easing In: Quantitative Economics.
[Full Text][Citation analysis]
article1
2007Commodity Futures: A Japanese Perspective In: Yale School of Management Working Papers.
[Full Text][Citation analysis]
paper1

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