Fumio Hayashi : Citation Profile


Are you Fumio Hayashi?

National Graduate Institute for Policy Studies (GRIPS)

21

H index

25

i10 index

3214

Citations

RESEARCH PRODUCTION:

30

Articles

52

Papers

1

Books

3

Chapters

RESEARCH ACTIVITY:

   37 years (1979 - 2016). See details.
   Cites by year: 86
   Journals where Fumio Hayashi has often published
   Relations with other researchers
   Recent citing documents: 174.    Total self citations: 23 (0.71 %)

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   Permalink: http://citec.repec.org/pha83
   Updated: 2018-05-19    RAS profile: 2017-03-19    
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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 (44)

Horioka, Charles (40)

Sudo, Nao (39)

Yamada, Tomoaki (35)

McKibbin, Warwick (31)

Sawada, Yasuyuki (26)

Kitao, Sagiri (24)

Wolff, François-Charles (24)

Attanasio, Orazio (24)

Imrohoroglu, Selahattin (22)

Kobayashi, Keiichiro (19)

Cites to:

Kotlikoff, Laurence (10)

Altonji, Joseph (9)

Hall, Robert (6)

Mishkin, Frederic (5)

Kashyap, Anil (5)

Summers, Lawrence (5)

Hoshi, Takeo (5)

Braun, R. (4)

Vayanos, Dimitri (4)

Eichenbaum, Martin (4)

Nakajima, Jouchi (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
American Economic Journal: Macroeconomics2
Review of Economic Dynamics2
Japan and the World Economy2
The Japanese Economic Review2

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 (2018 and 2017)


YearTitle of citing document
2017Speculation in Commodity Futures Markets, Inventories and the Price of Crude Oil. (2017). Byun, Sung Je ; Je, Sung. In: The Energy Journal. RePEc:aen:journl:ej38-5-byun.

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2017Understanding the Non-Convergence of Agricultural Futures via Stochastic Storage Costs and Timing Options. (2017). Leung, Tim ; Guo, Kevin . In: Papers. RePEc:arx:papers:1610.09403.

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2017Government Spending Multipliers Under the Zero Lower Bound: Evidence from Japan. (2017). Sergeyev, Dmitriy ; Nguyen, Thuy Lan ; Miyamoto, Wataru. In: Staff Working Papers. RePEc:bca:bocawp:17-40.

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2017No free lunch, Buddy: past housing transfers and informal care later in life. (2017). Ciani, Emanuele ; Deiana, Claudio. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1117_17.

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2017Investment decisions by European firms and financing constraints. (2017). Silvestrini, Andrea ; Mäkinen, Taneli ; Makinen, Taneli ; Mercatanti, Andrea. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1148_17.

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2017Price impact of bond supply shocks: Evidence from the Eurosystems asset purchase program.. (2017). Nguyen, Benoît ; Arrata, W. In: Working papers. RePEc:bfr:banfra:623.

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2017Does exchange rate depreciation have contractionary effects on firm-level investment?. (2017). Sousa, Ricardo ; Serena Garralda, Jose Maria. In: BIS Working Papers. RePEc:bis:biswps:624.

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2017The effects of monetary policy shocks on inequality in Japan. (2017). Yamada, Tomoaki ; Sudo, Nao ; Inui, Masayuki . In: BIS Working Papers. RePEc:bis:biswps:642.

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

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2017CAN GUEST WORKERS SOLVE JAPANS FISCAL PROBLEMS?. (2017). Yamada, Tomoaki ; Kitao, Sagiri ; Mrohorolu, Selahattin . In: Economic Inquiry. RePEc:bla:ecinqu:v:55:y:2017:i:3:p:1287-1307.

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2017Understanding Benign Liquidity Traps: The Case of Japan. (2017). Homburg, Stefan. In: German Economic Review. RePEc:bla:germec:v:18:y:2017:i:3:p:267-282.

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2017The Impact of Financing Constraints and Agency Costs on Corporate R&D Investment: Evidence from China. (2017). Lin, Jun Z ; Sun, Fangcheng ; Liu, Shengqiang. In: International Review of Finance. RePEc:bla:irvfin:v:17:y:2017:i:1:p:3-42.

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2017When do we Start? Pension reform in ageing Japan. (2017). Kitao, Sagiri. In: The Japanese Economic Review. RePEc:bla:jecrev:v:68:y:2017:i:1:p:26-47.

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2017Land Market Restrictions, Womens Labour Force Participation and Wages in a Rural Economy. (2017). Emran, M. Shahe ; Shilpi, Forhad. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:79:y:2017:i:5:p:747-768.

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2017Catch-up cycle: A general equilibrium framework. (2017). Liu, Peilin ; Zhang, Xun ; Jia, Shen . In: Review of Development Economics. RePEc:bla:rdevec:v:21:y:2017:i:4:p:1327-1340.

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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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2017Home values and firm behaviour. (2017). Pinter, Gabor ; Foulis, Angus ; Bahaj, Saleem. In: Bank of England working papers. RePEc:boe:boeewp:0679.

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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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2017Effects of Monetary Policy Shocks on Inequality in Japan. (2017). Yamada, Tomoaki ; Sudo, Nao ; Inui, Masayuki . In: Bank of Japan Working Paper Series. RePEc:boj:bojwps:wp17e03.

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2017Large Firm Dynamics and Secular Stagnation: Evidence from Japan and the U.S.. (2017). Hogen, Yoshihiko ; Takahashi, Koji ; Miura, KO. In: Bank of Japan Working Paper Series. RePEc:boj:bojwps:wp17e08.

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2017Behavioral Biases in Firms Growth Expectations. (2017). Koga, Maiko ; Kato, Haruko . In: Bank of Japan Working Paper Series. RePEc:boj:bojwps:wp17e09.

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2017Myths and Observations on Unconventional Monetary Policy -- Takeaways from Post-Bubble Japan --. (2017). Sudo, Nao ; Iwasaki, Yuto . In: Bank of Japan Working Paper Series. RePEc:boj:bojwps:wp17e11.

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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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2017The Market Value of R&D in Emerging Economies: Evidence from India. (2017). Hall, Bronwyn ; Bronwyn, Hall ; Sunil, Kanwar . In: The B.E. Journal of Economic Analysis & Policy. RePEc:bpj:bejeap:v:17:y:2017:i:1:p:22:n:8.

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

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2017Country Size, Specialization Patterns and Secular Demand Stagnation. (2017). Ono, Yoshiyasu. In: CESifo Working Paper Series. RePEc:ces:ceswps:_6752.

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2017Labor Misallocation and Mass Mobilization: Russian Agriculture during the Great War. (2017). Markevich, Andrei ; Castañeda Dower, Paul. In: Working Papers. RePEc:cfr:cefirw:w0238.

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2017Debt-Ridden Borrowers and Economic Slowdown. (2017). Shirai, Daichi ; Kobayashi, Keiichiro. In: CIGS Working Paper Series. RePEc:cnn:wpaper:17-002e.

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2017Regional Business Cycle and Growth Features of Japan. (2017). Otsu, Keisuke ; Inaba, Masaru. In: CIGS Working Paper Series. RePEc:cnn:wpaper:17-003e.

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2017Replacing Income Taxation with Consumption Taxation in Japan. (2017). Imrohoroglu, Selahattin. In: CIGS Working Paper Series. RePEc:cnn:wpaper:17-008e.

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2017The Optimum Quantity of Debt for Japan. (2017). Takahashi, Shuhei ; Nakajima, Tomoyuki. In: CIGS Working Paper Series. RePEc:cnn:wpaper:17-009e.

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2017Asset Prices and Macroeconomic Outcomes: A Survey. (2017). Kose, Ayhan ; Claessens, Stijn. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12460.

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2017Economic and Statistical Measurement of Physical Capital with an Application to the Spanish Economy. (2017). Ruiz-Tamarit, José ; Murgui-Garcia, M J ; Escriba-Perez, F J. In: Discussion Papers (IRES - Institut de Recherches Economiques et Sociales). RePEc:ctl:louvir:2017020.

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2017Long Term Growth Perspectives in Japan and the Euro Area. (2017). Dreger, Christian. In: Discussion Papers of DIW Berlin. RePEc:diw:diwwpp:dp1661.

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2017Macroeconomic interdependence between a stagnant and a fully employed country. (2017). Ono, Yoshiyasu. In: ISER Discussion Paper. RePEc:dpr:wpaper:0893rr.

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2017Country Size, Specialization Patterns and Secular Demand Stagnation. (2017). Ono, Yoshiyasu. In: ISER Discussion Paper. RePEc:dpr:wpaper:1017.

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2017Sweets or Alcohol? The Gender Battle within Japanese Families. (2017). Piao, Xiangdan . In: Economics Bulletin. RePEc:ebl:ecbull:eb-16-00447.

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2017Japans Lost Decade: Did Decline in Innovation Lead to Loss of Competitiveness in Japanese Industries?. (2017). Imai, Masami ; Zheng, Binghui ; Wolfson, Jonah . In: Economics Bulletin. RePEc:ebl:ecbull:eb-17-00341.

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

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Culture and household saving. (2017). Guin, Benjamin . In: Working Paper Series. RePEc:ecb:ecbwps:20172069.

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2017Remittances, social security, and the crowding-out effect: Evidence from Vietnam. (2017). La, Hai Anh ; Xu, Ying. In: Journal of Asian Economics. RePEc:eee:asieco:v:49:y:2017:i:c:p:42-59.

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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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2017Options, equity risks, and the value of capital structure adjustments. (2017). Borochin, Paul ; Yang, Jie. In: Journal of Corporate Finance. RePEc:eee:corfin:v:42:y:2017:i:c:p:150-178.

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2017Corporate social responsibility and capital allocation efficiency. (2017). Bhandari, Avishek ; Javakhadze, David . In: Journal of Corporate Finance. RePEc:eee:corfin:v:43:y:2017:i:c:p:354-377.

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2017The real effect of the initial enforcement of insider trading laws. (2017). Chen, Zhihong ; John, K C ; Kusnadi, Yuanto ; Huang, Yuan. In: Journal of Corporate Finance. RePEc:eee:corfin:v:45:y:2017:i:c:p:687-709.

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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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2017On the behavior of commodity prices when speculative storage is bounded. (2017). Kleppe, Tore ; Oglend, Atle. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:75:y:2017:i:c:p:52-69.

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2017Volatility risk and economic welfare. (2017). Xu, Shaofeng. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:80:y:2017:i:c:p:17-33.

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2017Growing through the merger and acquisition. (2017). Xu, Jianhuan . In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:80:y:2017:i:c:p:54-74.

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2017The tale of two great crises. (2017). Giri, Federico ; Fratianni, Michele. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:81:y:2017:i:c:p:5-31.

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2017A simple dynastic economy with parental time investment in children’s patience. (2017). Haruyama, Tetsugen ; Park, Hyun . In: Economic Modelling. RePEc:eee:ecmode:v:61:y:2017:i:c:p:235-247.

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2017Modelling the effect of the geographical environment on Islamic banking performance: A panel quantile regression analysis. (2017). JAWADI, Fredj ; Louhichi, Wael ; ben Ameur, Hachmi ; Cheffou, Abdoulkarim Idi. In: Economic Modelling. RePEc:eee:ecmode:v:67:y:2017:i:c:p:300-306.

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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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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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2017Potential Consequences on the Economy of Low or No Growth - Short and Long Term Perspectives. (2017). Malmaeus, Mikael J ; Alfredsson, Eva C. In: Ecological Economics. RePEc:eee:ecolec:v:134:y:2017:i:c:p:57-64.

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2017The Importance of Learning for Achieving the UKs Targets for Offshore Wind. (2017). Tamba, Marie ; McGregor, Peter ; Lecca, Patrizio ; Swales, Kim J. In: Ecological Economics. RePEc:eee:ecolec:v:135:y:2017:i:c:p:259-268.

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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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2017Measurement errors in quantile regression models. (2017). Song, Suyong ; Firpo, Sergio ; Galvao, Antonio F. In: Journal of Econometrics. RePEc:eee:econom:v:198:y:2017:i:1:p:146-164.

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

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

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2017International oil price uncertainty and corporate investment: Evidence from Chinas emerging and transition economy. (2017). Cheung, Adrian (Wai-Kong) ; Wang, Yong ; Hu, Wei ; Ruan, Wenjuan ; Xiang, Erwei . In: Energy Economics. RePEc:eee:eneeco:v:61:y:2017:i:c:p:330-339.

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2017Noncausality and the commodity currency hypothesis. (2017). Nyberg, Henri ; Lof, Matthijs. In: Energy Economics. RePEc:eee:eneeco:v:65:y:2017:i:c:p:424-433.

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2017Investment and operating choice: Oil and natural gas futures prices and drilling activity. (2017). Linn, Scott ; Chen, Fan. In: Energy Economics. RePEc:eee:eneeco:v:66:y:2017:i:c:p:54-68.

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2017Historic paths and future expectations: The macroeconomic impacts of the offshore wind technologies in the UK. (2017). Lecca, Patrizio ; Musso, Marta ; Graziano, Marcello . In: Energy Policy. RePEc:eee:enepol:v:108:y:2017:i:c:p:715-730.

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2017Making the case for supporting broad energy efficiency programmes: Impacts on household incomes and other economic benefits. (2017). Figus, Gioele ; McGregor, Peter ; Katris, Antonios ; Turner, Karen. In: Energy Policy. RePEc:eee:enepol:v:111:y:2017:i:c:p:157-165.

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2017Dynamic agency and investment theory with time-inconsistent preferences. (2017). Liu, BO ; Yang, Jinqiang ; Mu, Congming . In: Finance Research Letters. RePEc:eee:finlet:v:20:y:2017:i:c:p:88-95.

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2017Systemic risk: A new trade-off for monetary policy?. (2017). Turunen, Jarkko ; Laseen, Stefan ; Pescatori, Andrea. In: Journal of Financial Stability. RePEc:eee:finsta:v:32:y:2017:i:c:p:70-85.

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2017Reversal of migration flows: A fresh look at the German reunification. (2017). Steger, Thomas ; Grossmann, Volker ; Fuchs, Benjamin ; Schafer, Andreas . In: Journal of International Economics. RePEc:eee:inecon:v:109:y:2017:i:c:p:1-15.

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

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2017Tax reform in Japan: Is it welfare-enhancing?. (2017). Kim, Sunghyun ; Choi, Yoonseok ; Hirata, Hideaki . In: Japan and the World Economy. RePEc:eee:japwor:v:42:y:2017:i:c:p:12-22.

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2017Stockpiling cash when it takes time to build: Exploring price differentials in a commodity boom. (2017). Hansen, Erwin ; Wagner, Rodrigo . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:77:y:2017:i:c:p:197-212.

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2017The impact of monetary policy on corporate bonds under regime shifts. (2017). Guidolin, Massimo ; Pedio, Manuela ; Orlov, Alexei G. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:80:y:2017:i:c:p:176-202.

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2017Variance risk in commodity markets. (2017). Symeonidis, Lazaros ; Prokopczuk, Marcel ; Simen, Chardin Wese . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:81:y:2017:i:c:p:136-149.

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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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2017The price of variance risk. (2017). Giglio, Stefano ; Dew-Becker, Ian ; Rodriguez, Marius ; Le, Anh . In: Journal of Financial Economics. RePEc:eee:jfinec:v:123:y:2017:i:2:p:225-250.

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2017Intangible capital and the investment-q relation. (2017). Peters, Ryan ; Taylor, Lucian A. In: Journal of Financial Economics. RePEc:eee:jfinec:v:123:y:2017:i:2:p:251-272.

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2017Intermediary asset pricing: New evidence from many asset classes. (2017). He, Zhiguo ; Manela, Asaf ; Kelly, Bryan . In: Journal of Financial Economics. RePEc:eee:jfinec:v:126:y:2017:i:1:p:1-35.

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2017Capital utilization, market power, and the pricing of investment shocks. (2017). Garlappi, Lorenzo ; Song, Zhongzhi . In: Journal of Financial Economics. RePEc:eee:jfinec:v:126:y:2017:i:3:p:447-470.

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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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2018Concentrating on q and cash flow. (2018). Grullon, Gustavo ; Weston, James P ; Hund, John . In: Journal of Financial Intermediation. RePEc:eee:jfinin:v:33:y:2018:i:c:p:1-15.

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2017Mitigating the consequences of a health condition: The role of intra- and interhousehold assistance. (2017). LaFave, Daniel ; Dalton, Michael. In: Journal of Health Economics. RePEc:eee:jhecon:v:53:y:2017:i:c:p:38-52.

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2018Children’s education and parental old age survival – Quasi-experimental evidence on the intergenerational effects of human capital investment. (2018). de Neve, Jan-Walter ; Fink, Gunther. In: Journal of Health Economics. RePEc:eee:jhecon:v:58:y:2018:i:c:p:76-89.

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2017Are there differences in the effectiveness of quantitative easing at the zero-lower-bound in Japan over time?. (2017). Michaelis, Henrike ; Watzka, Sebastian. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:70:y:2017:i:c:p:204-233.

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2017Changes in Japan’s labor market during the Lost Decade and the role of demographics. (2017). Tanaka, Ryuichi ; Meng, Xiangcai ; Esteban-Pretel, Julen . In: Journal of the Japanese and International Economies. RePEc:eee:jjieco:v:43:y:2017:i:c:p:19-37.

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2017Contribution of R&D capital to differences in Tobins q among Japanese manufacturing firms: Evidence from an investment-based asset pricing model. (2017). Suzuki, Kazuyuki ; Chida, Ryokichi . In: Journal of the Japanese and International Economies. RePEc:eee:jjieco:v:43:y:2017:i:c:p:38-58.

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2017Does labor legislation benefit workers? Well-being after an hours reduction. (2017). Kawaguchi, Daiji ; Hamermesh, Daniel ; Lee, Jungmin. In: Journal of the Japanese and International Economies. RePEc:eee:jjieco:v:44:y:2017:i:c:p:1-12.

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2017The optimum quantity of debt for Japan. (2017). Takahashi, Shuhei ; Nakajima, Tomoyuki. In: Journal of the Japanese and International Economies. RePEc:eee:jjieco:v:46:y:2017:i:c:p:17-26.

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2017Demographics and aggregate household saving in Japan, China, and India. (2017). Mark, Nelson ; Lugauer, Steven ; Curtis, Chadwick. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:51:y:2017:i:c:p:175-191.

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2018Comment on the demographic deficit. (2018). Gagnon, Etienne ; Lopez-Salido, David ; Johannsen, Benjamin K. In: Journal of Monetary Economics. RePEc:eee:moneco:v:93:y:2018:i:c:p:63-67.

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2017How does corporate social responsibility contribute to investment efficiency?. (2017). Samet, Marwa ; Jarboui, Anis. In: Journal of Multinational Financial Management. RePEc:eee:mulfin:v:40:y:2017:i:c:p:33-46.

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2018A quantitative study on endogenous formation of comparative advantage in South Korea. (2018). Sim, Seung-Gyu ; Yoo, Dongwoo. In: International Review of Economics & Finance. RePEc:eee:reveco:v:53:y:2018:i:c:p:71-87.

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2017Differential effect of liquidity constraints on firm growth. (2017). Quader, Syed. In: Review of Financial Economics. RePEc:eee:revfin:v:32:y:2017:i:c:p:20-29.

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2017Managerial ability, investment efficiency and stock price crash risk. (2017). Hasan, Mostafa Monzur ; Habib, Ahsan. In: Research in International Business and Finance. RePEc:eee:riibaf:v:42:y:2017:i:c:p:262-274.

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2017The effect of financial reporting quality on corporate investment efficiency: Evidence from the Tunisian stock market. (2017). Houcine, Asma . In: Research in International Business and Finance. RePEc:eee:riibaf:v:42:y:2017:i:c:p:321-337.

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2017Auditor specialization, accounting information quality and investment efficiency. (2017). Elaoud, Assawer ; Jarboui, Anis. In: Research in International Business and Finance. RePEc:eee:riibaf:v:42:y:2017:i:c:p:616-629.

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2017Self-Production, Friction, and Risk Sharing against Disasters: Evidence from a Developing Country. (2017). Sawada, Yasuyuki ; Nakata, Hiroyuki ; Kotera, Tomoaki . In: World Development. RePEc:eee:wdevel:v:94:y:2017:i:c:p:27-37.

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2017The Uneven Effect of Financial Constraints: Size, Public Ownership, and Firm Investment in Ethiopia. (2017). Lashitew, Addisu. In: World Development. RePEc:eee:wdevel:v:97:y:2017:i:c:p:178-198.

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

Works by Fumio Hayashi:


YearTitleTypeCited
1992Is the Extended Family Altruistically Linked? Direct Tests Using Micro Data. In: American Economic Review.
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1989Is the Extended Family Altruistically Linked? Direct Tests Using Micro Data.(1989) In: NBER Working Papers.
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2011Emerging Market Currency Excess Returns In: American Economic Journal: Macroeconomics.
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2008Emerging Market Currency Excess Returns.(2008) In: NBER Working Papers.
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2012Corrigendum: Emerging Market Currency Excess Returns In: American Economic Journal: Macroeconomics.
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1992On the Estimation of Panel-Data Models with Serial Correlation When Instruments Are Not Strictly Exogenous: Comment. In: Journal of Business & Economic Statistics.
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1996ANALYSIS OF HOUSEHOLD SAVING: PAST, PRESENT, AND FURTURE In: The Japanese Economic Review.
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2006INTRODUCTION In: The Japanese Economic Review.
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2000Bekaert-Hodrick93 In: Instructional Stata datasets for econometrics.
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2000Christensen-Greene76 In: Instructional Stata datasets for econometrics.
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2000Griliches76 In: Instructional Stata datasets for econometrics.
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2000LTaylor96 In: Instructional Stata datasets for econometrics.
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2000Mishkin92 In: Instructional Stata datasets for econometrics.
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2000Nerlove63 In: Instructional Stata datasets for econometrics.
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2000Summers-Heston91 In: Instructional Stata datasets for econometrics.
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2000Stock-Watson93 In: Instructional Stata datasets for econometrics.
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1989Research and Development as an Investment In: Department of Economics, Working Paper Series.
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paper20
1989Research and Development As An Investment.(1989) In: NBER Working Papers.
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1989Research and Development as an Investment..(1989) In: Economics Working Papers.
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2013A Regime-Switching SVAR Analysis of Quantitative Easing In: CARF F-Series.
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1982Tobins Marginal q and Average q: A Neoclassical Interpretation. In: Econometrica.
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1981Tobins Marginal q and Average a : A Neoclassical Interpretation.(1981) In: Discussion Papers.
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paper
1983Nearly Efficient Estimation of Time Series Models with Predetermined, but Not Exogenous, Instruments. In: Econometrica.
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article69
1991The Relation between Firm Growth and Q with Multiple Capital Goods: Theory and Evidence from Panel Data on Japanese Firms. In: Econometrica.
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article157
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.
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1996Risk-Sharing between and within Families. In: Econometrica.
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article169
1979A new estimation procedure under rational expectations In: Economics Letters.
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2006Comment on Crowding out and the rate of return on capital in Japan by Levon Barseghyan In: Japan and the World Economy.
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article0
2006Introduction to aspects of Japans prolonged slump special issue In: Japan and the World Economy.
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1996A Model of Fiat Money and Barter In: Journal of Economic Theory.
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1994A Model of Fiat Money and Barter.(1994) In: NBER Working Papers.
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2005Can IT be Japans savior? In: Journal of the Japanese and International Economies.
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article4
2005Can IT be Japans Savior?.(2005) In: NBER Working Papers.
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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.
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article32
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.
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article30
1990Ex-day behavior of japanese stock prices: New insights from new methodology In: Journal of the Japanese and International Economies.
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article6
1990Ex-day behavior of Japanese stock prices: new insights from new methodology.(1990) In: Discussion Paper / Institute for Empirical Macroeconomics.
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1990Ex-Day Behavior of Japanese Stock Prices: New Insights from New Methodology.(1990) In: NBER Working Papers.
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1985Corporate finance side of the Q theory of investment In: Journal of Public Economics.
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article29
2016Affine term structure pricing with bond supply as factors In: FRB Atlanta CQER Working Paper.
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paper1
2002Commentary : Is there a role for discretionary fiscal policy? In: Proceedings - Economic Policy Symposium - Jackson Hole.
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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.
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paper2
1991Risk-sharing, altruism, and the factor structure of consumption In: Discussion Paper / Institute for Empirical Macroeconomics.
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paper8
1991Risk-Sharing, Altruism, and the Factor Structure of Consumption.(1991) In: NBER Working Papers.
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1989Is Japans saving rate high? In: Quarterly Review.
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2000The 1990s in Japan: a lost decade In: Working Papers.
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paper342
2002The 1990s in Japan: A Lost Decade.(2002) In: Review of Economic Dynamics.
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article
1995Parental Altruism and Inter Vivos Transfers: Theory and Evidence In: Boston University - Institute for Economic Development.
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paper336
1995Parental Altruism and Inter Vivos Transfers: Theory and Evidence.(1995) In: NBER Working Papers.
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paper
1997Parental Altruism and Inter Vivos Transfers: Theory and Evidence..(1997) In: Journal of Political Economy.
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article
1995Parental Altruism and Inter Vivos Transfers: Theory and Evidence.(1995) In: IPR working papers.
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2000Is There a Liquidity Effect in the Japanese Market? In: Harvard Institute of Economic Research Working Papers.
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paper0
2001Identifying a Liquidity Effect in the Japanese Interbank Market. In: International Economic Review.
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2011Commentary: Some Methodological Suggestions In: International Journal of Central Banking.
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2003Structural Impediments to Growth in Japan In: NBER Books.
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1986Why Is Japans Saving Rate So Apparently High? In: NBER Chapters.
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1991Taxes and Corporate Investment in Japanese Manufacturing In: NBER Chapters.
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1985Taxes and Corporate Investment in Japanese Manufacturing.(1985) In: NBER Working Papers.
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paper
2003Introduction to Structural Impediments to Growth in Japan In: NBER Chapters.
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chapter1
1982The Effect of Liquidity Constraints on Consumption: A Cross-Sectional Analysis In: NBER Working Papers.
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paper6
1982The Effect of Liquidity Constraints on Consumption: Cross-Sectional Analysis.(1982) In: Discussion Papers.
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1983Real and Financial Decisions of a Firm with Bankruptcy and Default: An Integration In: NBER Working Papers.
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2006The Depressing Effect of Agricultural Institutions on the Prewar Japanese Economy In: NBER Working Papers.
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paper73
2008The Depressing Effect of Agricultural Institutions on the Prewar Japanese Economy.(2008) In: Journal of Political Economy.
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article
1984The Permanent Income Hypothesis and Consumption Durability: Analysis Based on Japanese Panel Data In: NBER Working Papers.
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2007The Fundamentals of Commodity Futures Returns In: NBER Working Papers.
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paper118
2013The Fundamentals of Commodity Futures Returns.(2013) In: Review of Finance.
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2008The Fundamentals of Commodity Futures Returns.(2008) In: Yale School of Management Working Papers.
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paper
1985Tests for Liquidity Constraints: A Critical Survey In: NBER Working Papers.
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paper47
2014Exiting from QE In: NBER Working Papers.
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paper9
1987Housing Finance Imperfections and Private Saving: A Comparative Simulation Analysis of the U.S. and Japan In: NBER Working Papers.
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paper5
1989Japans Saving Rate: New Data and Reflections In: NBER Working Papers.
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paper10
1991Measuring Depreciation For Japan: Rejoinder to Dekle and Summers In: NBER Working Papers.
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1995Is the Japanese Extended Family Altruistically Linked? A Test based on Engel Curves In: NBER Working Papers.
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paper44
1995Is the Japanese Extended Family Altruistically Linked? A Test Based on Engel Curves..(1995) In: Journal of Political Economy.
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1996The Effects of Income and Wealth on Time and Money Transfers between Parents and Children In: NBER Working Papers.
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paper34
1996The Effects of Income and Wealth on Time and MOney Transfers Between Parents and Children.(1996) In: IPR working papers.
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This paper has another version. Agregated cites: 34
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1997The Main Bank System and Corporate Investment: An Empirical Reassessment In: NBER Working Papers.
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paper12
1980Intertemporal Optimization and Demand Analysis In: Discussion Papers.
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paper0
1980Estimation of Macroeconometric Models Under Rational Expectations: A Survey In: Discussion Papers.
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paper3
1980Efficient Estimation of Time Series Models with Predetermined In: Discussion Papers.
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paper3
1979The Permanent Income Hypothesis: Estimation and Testing In: Discussion Papers.
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paper7
2002Data Appendix to The 1990s in Japan: A Lost Decade In: Technical Appendices.
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paper338
2002The 1990s in Japan: A Lost Decade.(2002) In: Review of Economic Dynamics.
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1982The Permanent Income Hypothesis: Estimation and Testing by Instrumental Variables. In: Journal of Political Economy.
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2007Commodity Futures: A Japanese Perspective In: Yale School of Management Working Papers.
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