Fumio Hayashi : Citation Profile

Are you Fumio Hayashi?

National Graduate Institute for Policy Studies (GRIPS)

24

H index

32

i10 index

5004

Citations

RESEARCH PRODUCTION:

38

Articles

50

Papers

1

Books

5

Chapters

EDITOR:

1

Books edited

RESEARCH ACTIVITY:

   40 years (1979 - 2019). See details.
   Cites by year: 125
   Journals where Fumio Hayashi has often published
   Relations with other researchers
   Recent citing documents: 102.    Total self citations: 24 (0.48 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pha83
   Updated: 2024-04-18    RAS profile: 2023-03-16    
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Relations with other researchers

Works with:

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

Is cited by:

Horioka, Charles (78)

Kotlikoff, Laurence (52)

Sudo, Nao (50)

Sawada, Yasuyuki (50)

Yamada, Tomoaki (41)

Wolff, François-Charles (38)

Kitao, Sagiri (36)

McKibbin, Warwick (32)

Ikeda, Daisuke (32)

Attanasio, Orazio (31)

Kobayashi, Keiichiro (28)

Cites to:

Altonji, Joseph (12)

Vayanos, Dimitri (11)

Kotlikoff, Laurence (10)

Nakajima, Jouchi (8)

Bernanke, Ben (6)

Hall, Robert (6)

Hansen, Lars (6)

Mishkin, Frederic (5)

Summers, Lawrence (5)

Gordon, Robert (4)

Hoshi, Takeo (4)

Main data

Where Fumio Hayashi has published?

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

Working Papers Series with more than one paper published# docs
NBER Working Papers / National Bureau of Economic Research, Inc23
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

Recent works citing Fumio Hayashi (2024 and 2023)

YearTitle of citing document
2023The Environmental Unsustainability of Public Debt: Non-Renewable Resources, Public Finances Stabilization and Growth. (2020). Magris, Francesco ; Clootens, Nicolas . In: AMSE Working Papers. RePEc:aim:wpaimx:2032.

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2023Testing the effectiveness of unconventional monetary policy in Japan and the United States. (2020). Zanetti, Francesco ; Mavroeidis, Sophocles ; Ikeda, Daisuke ; Li, Shangshang. In: Papers. RePEc:arx:papers:2012.15158.

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2023The Impacts of the Gender Imbalance on Marriage and Birth: Evidence from World War II in Japan. (2021). Ogasawara, Kota ; Igarashi, Erika. In: Papers. RePEc:arx:papers:2102.00687.

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2023Consumption Partial Insurance in the Presence of Tail Income Risk. (2023). Theloudis, Alexandros ; Ghosh, Anisha. In: Papers. RePEc:arx:papers:2306.13208.

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2023.

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2023Institutional investors corporate site visits and corporate investment efficiency. (2023). Xiao, HE. In: International Review of Finance. RePEc:bla:irvfin:v:23:y:2023:i:2:p:359-392.

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2023Ride the trend: Is there spread momentum profit in the US commodity markets?. (2023). Garcia, Philip ; Serra, Teresa ; Shang, Quanbiao. In: Journal of Agricultural Economics. RePEc:bla:jageco:v:74:y:2023:i:1:p:24-47.

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2023Endogenous capital stock and depreciation in the United States. (2023). Ruiz-Tamarit, José ; Ruiztamarit, J R ; Murguigarcia, M J ; Escribaperez, F J. In: Journal of Public Economic Theory. RePEc:bla:jpbect:v:25:y:2023:i:1:p:139-167.

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2023Internal debt and welfare. (2023). Kalamov, Zarko. In: Journal of Public Economic Theory. RePEc:bla:jpbect:v:25:y:2023:i:1:p:196-224.

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2023Productivity Slowdown in Japans Lost Decades: How Much of It Can Be Attributed to Damaged Balance Sheets?. (2023). Muto, Ichiro ; Yoneyama, Shunichi ; Sudo, Nao. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:85:y:2023:i:1:p:159-207.

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2023Workers’ Perceptions of Earnings Growth and Employment Risk. (2023). Kosar, Gizem ; van der Klaauw, Wilbert. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10300.

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2023The Effect of Bank Recapitalization Policy on Credit Allocation, Investment, and Productivity: Evidence from a Banking Crisis in Japan. (2023). Sawada, Yasuyuki ; Suzuki, Michio ; Kasahara, Hiroyuki. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10622.

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2023Macroeconomic Effects of Monetary Policy in Japan: An Analysis Using Interest Rate Futures Surprises. (2023). Shintani, Mototsugu ; Kubota, Hiroyuki. In: CARF F-Series. RePEc:cfi:fseres:cf555.

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2023Heterogeneity of Consumption Responses to Income Shocks in the Presence of Nonlinear Persistence. (2023). Blundell, Richard ; Light, Jack ; Bonhomme, Stephane ; Arellano, Manuel. In: Working Papers. RePEc:cmf:wpaper:wp2023_2301.

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2023Sources of Inequality and Business Cycles: Evidence from the US and Japan. (2023). Shirai, Daichi ; Nutahara, Kengo ; Inaba, Masaru. In: CIGS Working Paper Series. RePEc:cnn:wpaper:23-006e.

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2023Does real flexibility help firms navigate the COVID-19 pandemic?. (2023). Xu, Fangming ; Li, Yang ; Kim, Kirak ; Ho, Tuan. In: The British Accounting Review. RePEc:eee:bracre:v:55:y:2023:i:4:s0890838922000841.

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2023Share buybacks and corporate tax cuts. (2023). Yang, Shu-Chun ; Lin, Hsieh-Yu ; Kuo, Chun-Hung ; Chang, Juin-Jen. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:151:y:2023:i:c:s0165188923000283.

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2023Employee treatment and corporate investment efficiency: Evidence from China. (2023). Yan, Youliang ; Wang, Maochuan. In: Economic Modelling. RePEc:eee:ecmode:v:128:y:2023:i:c:s0264999323002961.

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2023Agricultural commodity markets in the wake of the black sea grain initiative. (2023). Steinbach, Sandro ; Goyal, Raghav. In: Economics Letters. RePEc:eee:ecolet:v:231:y:2023:i:c:s0165176523003221.

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2023Convenience yield risk. (2023). Wichmann, Robert ; Simen, Chardin Wese ; Symeonidis, Lazaros ; Prokopczuk, Marcel. In: Energy Economics. RePEc:eee:eneeco:v:120:y:2023:i:c:s0140988323000348.

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2023A weekly structural VAR model of the US crude oil market. (2023). Manera, Matteo ; Bastianin, Andrea ; Valenti, Daniele. In: Energy Economics. RePEc:eee:eneeco:v:121:y:2023:i:c:s0140988323001548.

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2023Forecasting commodity prices returns: The role of partial least squares approach. (2023). Dai, Zhifeng ; Zhu, Haoyang ; Wen, Chufu. In: Energy Economics. RePEc:eee:eneeco:v:125:y:2023:i:c:s0140988323003237.

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2023Dissecting hedge funds strategies. (2023). Noori, Mohammad ; Hitaj, Asmerilda. In: International Review of Financial Analysis. RePEc:eee:finana:v:85:y:2023:i:c:s1057521922004033.

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2023Are commodity futures a hedge against inflation? A Markov-switching approach. (2023). Zhou, Zhiping ; Zhang, Xuan ; Liu, Chunbo. In: International Review of Financial Analysis. RePEc:eee:finana:v:86:y:2023:i:c:s105752192300008x.

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2023The effect of the digital divide on household consumption in China. (2023). Jiang, Jialing ; Yin, Zhichao ; Wang, Jianqiu. In: International Review of Financial Analysis. RePEc:eee:finana:v:87:y:2023:i:c:s1057521923001096.

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2023Oil supply expectations and corporate social responsibility. (2023). Miao, Xiao ; Zhang, Yun ; Wen, Fenghua ; Chen, Lin. In: International Review of Financial Analysis. RePEc:eee:finana:v:87:y:2023:i:c:s1057521923001540.

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2023Institutional investors site visits, information asymmetry, and investment efficiency. (2023). Wu, Yanjun ; Li, NA ; Zhao, Lei. In: International Review of Financial Analysis. RePEc:eee:finana:v:88:y:2023:i:c:s1057521923001904.

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2023Competition laws, external financing and investment. (2023). Dodzidenu, Solomon Wise ; Ofosu, Emmanuel ; Peter, Cephas Simon ; Xede, James. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:82:y:2023:i:c:s104244312200172x.

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2023Unconventional monetary policy and the bond market in Japan: A new Keynesian perspective. (2023). Wada, Kenji ; Basu, Parantap. In: Japan and the World Economy. RePEc:eee:japwor:v:67:y:2023:i:c:s0922142523000336.

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2023Option Returns, Risk Premiums, and Demand Pressure in Energy Markets. (2023). Li, Bingxin ; Jacobs, Kris. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:146:y:2023:i:c:s0378426622002679.

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2023Can Real Options Explain the Skewness of Stock Returns?. (2023). Xu, Fangming ; Li, Yang ; Kim, Kirak ; Ho, Tuan. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:148:y:2023:i:c:s0378426622003314.

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2023Enhancement in a firms information environment via options trading and the efficiency of corporate investment. (2023). Tsekrekos, Andrianos E ; Trigeorgis, Lenos ; Anagnostopoulou, Seraina C. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:149:y:2023:i:c:s0378426623000341.

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2023Cross-asset time-series momentum: Crude oil volatility and global stock markets. (2023). Xu, Yahua ; Tse, Yiuman ; Indriawan, Ivan ; Fernandez-Perez, Adrian. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:154:y:2023:i:c:s0378426622002849.

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2023Exploiting the dynamics of commodity futures curves. (2023). Zhang, Tingxi ; Miffre, Joelle ; Fan, John Hua ; Bianchi, Robert J. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:154:y:2023:i:c:s0378426623001632.

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2023Financial transfers from parents to adult children. (2023). Ripoll, Marla ; Yang, Siqiang. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:208:y:2023:i:c:p:286-303.

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2023Joint vs. Individual performance in a dynamic choice problem. (2023). Rholes, Ryan ; Miller, Logan. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:212:y:2023:i:c:p:897-934.

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2023U.K. economic policy uncertainty and innovation activities: A firm-level analysis. (2023). Trinh, Vu Quang ; Nguyen, Minh Hong. In: Journal of Economics and Business. RePEc:eee:jebusi:v:123:y:2023:i:c:s0148619522000492.

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2023Foreseen risks. (2023). Wachter, Jessica A ; Grotteria, Marco ; Gomes, Joo F. In: Journal of Economic Theory. RePEc:eee:jetheo:v:212:y:2023:i:c:s0022053123001023.

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2023FX intervention to stabilize or manipulate the exchange rate? Inference from profitability. (2023). Sandri, Damiano. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:131:y:2023:i:c:s0261560622001899.

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2023Commodity momentum: A tale of countries and sectors. (2023). Qiao, Xiao ; Fan, John Hua. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:29:y:2023:i:c:s2405851323000053.

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2023Financialization of commodity markets ten years later. (2023). Wang, Ningli ; Tang, KE ; Kang, Wenjin. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:30:y:2023:i:c:s240585132300003x.

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2023Microstructure and high-frequency price discovery in the soybean complex. (2023). Debie, Philippe ; Gohin, Alexandre ; Bagnarosa, Guillaume ; Zhou, Xinquan. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:30:y:2023:i:c:s2405851323000041.

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2023Commodity futures return predictability and intertemporal asset pricing. (2023). Poti, Valerio ; Eyiah-Donkor, Emmanuel ; Cotter, John. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:31:y:2023:i:c:s2405851322000460.

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2023Do spot market auction data help price discovery?. (2023). Scott, Ayesha ; Schoen, Tilman ; Miffre, Joelle ; Fernandez-Perez, Adrian. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:31:y:2023:i:c:s2405851323000259.

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2023Rational inattention, misallocation, and the aggregate economy. (2023). Gondhi, Naveen. In: Journal of Monetary Economics. RePEc:eee:moneco:v:136:y:2023:i:c:p:50-75.

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2023Endogenous uncertainty and the macroeconomic impact of shocks to inflation expectations. (2023). Fasani, Stefano ; Ascari, Guido ; Rossi, Lorenza ; Grazzini, Jakob. In: Journal of Monetary Economics. RePEc:eee:moneco:v:140:y:2023:i:s:p:s48-s63.

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2023The effect of Tobins q on investment in a bank-based financial system: Evidence from Japan. (2023). Sakawa, Hideaki ; Liu, Runxi ; Yamauchi, Shohei ; Watanabel, Naoki. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:77:y:2023:i:c:s0927538x22001755.

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2023Pricing implications of intervention and debt management in the primary market of Japanese government bonds. (2023). Hosono, Kaoru ; Watanabe, Shuji ; Miyakawa, Daisuke. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:77:y:2023:i:c:s0927538x2200213x.

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2023Life-cycle consumption and life insurance: Empirical evidence from Italian Survey. (2023). Striani, Fabrizio. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:619:y:2023:i:c:s0378437123002741.

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2023Access to banking, savings and consumption smoothing in rural India. (2023). Vandewalle, Lore ; Somville, Vincent. In: Journal of Public Economics. RePEc:eee:pubeco:v:223:y:2023:i:c:s0047272723000828.

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2023Industrial investments and housing prices in China. (2023). Qiu, Qiqi ; Wan, Junmin. In: International Review of Economics & Finance. RePEc:eee:reveco:v:84:y:2023:i:c:p:832-852.

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2023Firm Financial Conditions and the Transmission of Monetary Policy. (2023). Ostry, Daniel ; Rogers, John ; Revil, Thiago. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:96639.

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2023Systemic Tail Risk: High-Frequency Measurement, Evidence and Implications. (2023). Yang, Xiye ; Neely, Christopher J ; Erdemlioglu, Deniz. In: Working Papers. RePEc:fip:fedlwp:96490.

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2023Workers’ Perceptions of Earnings Growth and Employment Risk. (2023). van der Klaauw, Wilbert ; Koar, Gizem. In: Staff Reports. RePEc:fip:fednsr:95724.

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2023.

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2023Intra-Household Income Management and Couple’s Relative Sharing of Income and Environment Sustainability in Japan. (2023). Piao, Xiangdan. In: Sustainability. RePEc:gam:jsusta:v:15:y:2023:i:7:p:6204-:d:1115773.

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2023Poverty and social exclusion: which relationship with non-traditional household models?. (2023). Castaldo, Angelo ; Antonelli, Maria Alessandra ; de Bonis, Valeria ; Salustri, Andrea. In: Public Finance Research Papers. RePEc:gfe:pfrp00:00058.

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2023Do investors care about carbon risk? The impact of the Paris agreement on the inflation hedging performance of commodities. (2023). Selmi, Refk. In: Post-Print. RePEc:hal:journl:hal-04133736.

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2023What drives the timing of inter-vivos transfers?. (2023). Sturrock, David ; Boileau, Bee. In: IFS Working Papers. RePEc:ifs:ifsewp:23/09.

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2023Belief Dispersion and Convex Cost of Adjustment in the Stock Market and in the Real Economy. (2023). Jouini, Elyes. In: Management Science. RePEc:inm:ormnsc:v:69:y:2023:i:7:p:4190-4209.

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2023Performance Evaluation, Managerial Hedging, and Contract Termination. (2023). Xing, Hao ; Ju, Nengjiu ; Huang, YU. In: Management Science. RePEc:inm:ormnsc:v:69:y:2023:i:8:p:4953-4971.

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2023Workers Perceptions of Earnings Growth and Employment Risk. (2023). Kosar, Gizem ; van der Klaauw, Wilbert ; Koar, Gizem. In: IZA Discussion Papers. RePEc:iza:izadps:dp16013.

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2023Grandparents on Board:How They Translateinto the Number of Their Young Grandchildren. (2023). Marcinkiewicz, Edyta ; Chybalski, Filip. In: LWS Working papers. RePEc:lis:lwswps:40.

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2023Health externalities to productivity and efficient health subsidies. (2023). Zhang, Jie ; Yew, Siew Ling. In: Monash Economics Working Papers. RePEc:mos:moswps:2023-13.

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2023Fiscal Federalism and the Role of the Income Tax. (2023). Gordon, Roger H. In: NBER Chapters. RePEc:nbr:nberch:14810.

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2023Are zombie firms really contagious? (Norbert Ernst, Michael Sigmund). (2023). Sigmund, Michael ; Ernst, Norbert. In: Working Papers. RePEc:onb:oenbwp:245.

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2023The impact of bequest taxation on savings and transfers. (2023). Walczyk, Konrad ; Dudek, Maciej ; Kruszewski, Robert ; Kuda, Janusz. In: Equilibrium. Quarterly Journal of Economics and Economic Policy. RePEc:pes:ierequ:v:18:y:2023:i:2:p:333-365.

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2023The determination of the price of capital goods: A differential game approach. (2023). Guerrazzi, Marco ; Candido, Giuseppe. In: MPRA Paper. RePEc:pra:mprapa:119118.

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2023Demographic Change, Government Debt and Fiscal Sustainability in Japan: The Impact of Bond Purchase by the Bank of Japan. (). Imrohoroglu, Selahattin ; Hansen, Gary. In: Review of Economic Dynamics. RePEc:red:issued:23-161.

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2023Workers Perceptions of Earnings Growth and Employment Risk. (2023). Kosar, Gizem ; van der Klaauw, Wilbert ; Koar, Gizem. In: Working Paper series. RePEc:rim:rimwps:23-05.

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2023Do Governmental Tax Reliefs for Investment Lead to Investment Efficiency and Sustainability for SMEs? Evidence From South Korea. (2023). Yoon, Sung Man ; Cho, Hyeongtae. In: SAGE Open. RePEc:sae:sagope:v:13:y:2023:i:1:p:21582440231155413.

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2023Grounding multidisciplinary public policy analysis in methodological individualism: with an illustrating study of the economic and political effects of variations in a nation’s average work ethic. (2023). Congleton, Roger. In: International Journal of Economic Policy Studies. RePEc:spr:ijoeps:v:17:y:2023:i:2:d:10.1007_s42495-023-00109-9.

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2023Optimal interregional redistribution and local budget rules with multidimensional heterogeneity. (2023). Dai, Darong ; Tian, Guoqiang. In: Review of Economic Design. RePEc:spr:reecde:v:27:y:2023:i:1:d:10.1007_s10058-022-00291-w.

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2023Consumption Partial Insurance in the Presence of Tail Income Risk. (2023). Theloudis, Alexandros ; Ghosh, Anisha. In: Discussion Paper. RePEc:tiu:tiucen:c8da0a17-57cb-40bf-ab61-6608d1ea885a.

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2024Consumption and time use responses to unemployment: Implications for the lifecycle model. (2023). Suari-Andreu, Eduard ; Been, Jim ; Alessie, R. J. M., ; Knoef, Marike. In: Other publications TiSEM. RePEc:tiu:tiutis:5c7dd205-078d-497d-a1e1-673f7310b8ac.

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2023Consumption Partial Insurance in the Presence of Tail Income Risk. (2023). Theloudis, Alexandros ; Ghosh, Anisha. In: Other publications TiSEM. RePEc:tiu:tiutis:c8da0a17-57cb-40bf-ab61-6608d1ea885a.

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2023The Effect of Bank Recapitalization Policy on Credit Allocation, Investment, and Productivity: Evidence from a Banking Crisis in Japan. (2023). Sawada, Yasuyuki ; Suzuki, Michio ; Kasahara, Hiroyuki. In: CIRJE F-Series. RePEc:tky:fseres:2023cf1218.

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2023The Effect of Bank Recapitalization Policy on Credit Allocation, Investment, and Productivity: Evidence from a Banking Crisis in Japan. (2023). Sawada, Yasuyuki ; Suzuki, Michio ; Kasahara, Hiroyuki. In: TUPD Discussion Papers. RePEc:toh:tupdaa:43.

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2023Heterogeneity of Consumption Responses to Income Shocks in the Presence of Nonlinear Persistence. (2023). Blundell, Richard ; Light, Jack ; Bonhomme, Stephane ; Arellano, Manuel. In: TSE Working Papers. RePEc:tse:wpaper:128075.

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2023Sectoral wage gaps and gender in rural India†. (2023). Merfeld, Joshua D. In: American Journal of Agricultural Economics. RePEc:wly:ajagec:v:105:y:2023:i:2:p:434-452.

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2023Mitigating Disaster Risks in the Age of Climate Change. (2023). Wang, Neng ; Hong, Harrison ; Yang, Jinqiang. In: Econometrica. RePEc:wly:emetrp:v:91:y:2023:i:5:p:1763-1802.

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2023Managerial litigation risk and corporate investment efficiency: Evidence from universal demand laws. (2023). Coulton, Jeff ; Monroe, Gary S ; Li, Leonard Leye. In: Journal of Empirical Legal Studies. RePEc:wly:empleg:v:20:y:2023:i:1:p:196-232.

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2023Strive towards investment efficiency among Egyptian companies: Do board characteristics and information asymmetry matter?. (2023). Hussainey, Khaled ; Mohdzamil, Noraiza ; Basiruddin, Rohaida ; Menshawy, Ibrahim M. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:28:y:2023:i:3:p:2382-2403.

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2023.

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2023Optimal hedging in the presence of internal flexibility. (2023). Feng, Yun ; Jiang, Jiaqi. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:28:y:2023:i:4:p:4557-4571.

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2023Less disagreement, better forecasts: Adjusted risk measures in the energy futures market. (2023). Xue, Xiaohan ; Gong, Yujing ; Zhang, Ning. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:43:y:2023:i:10:p:1332-1372.

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2023Commodity network and predictable returns. (2023). Ye, Yang ; Xu, QI. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:43:y:2023:i:10:p:1423-1449.

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2023Commodity momentum decomposition. (2023). Sakemoto, Ryuta ; Iwanaga, Yasuhiro. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:43:y:2023:i:2:p:198-216.

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2023Wisdom of crowds and commodity pricing. (2023). de Silva, Sanuri ; Binnewies, Sebastian ; Fan, John Hua. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:43:y:2023:i:8:p:1040-1068.

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2023The geopolitical risk premium in the commodity futures market. (2023). Pan, Zheyao ; Liao, Yin ; Cheng, Daxuan. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:43:y:2023:i:8:p:1069-1090.

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2023An empirical investigation on risk factors in cryptocurrency futures. (2023). Ran, Zhenkai ; Hu, Jiangdong ; Hao, Wenyan ; Chi, Yeguang. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:43:y:2023:i:8:p:1161-1180.

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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]		article425
1989Is the Extended Family Altruistically Linked? Direct Tests Using Micro Data.(1989) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 425		paper
2011Emerging Market Currency Excess Returns In: American Economic Journal: Macroeconomics.
[Full Text][Citation analysis]		article47
2008Emerging Market Currency Excess Returns.(2008) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 47		paper
2012Corrigendum: Emerging Market Currency Excess Returns In: American Economic Journal: Macroeconomics.
[Full Text][Citation analysis]		article2
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]		article3
1996ANALYSIS OF HOUSEHOLD SAVING: PAST, PRESENT, AND FURTURE In: The Japanese Economic Review.
[Full Text][Citation analysis]		article8
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.
[Full Text][Citation analysis]		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]		paper34
1989Research and Development As An Investment.(1989) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 34		paper
1989Research and Development as an Investment..(1989) In: Economics Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 34		paper
2013A Regime-Switching SVAR Analysis of Quantitative Easing In: CARF F-Series.
[Full Text][Citation analysis]		paper8
1982Tobins Marginal q and Average q: A Neoclassical Interpretation. In: Econometrica.
[Full Text][Citation analysis]		article953
1981Tobins Marginal q and Average a : A Neoclassical Interpretation.(1981) In: Discussion Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 953		paper
1983Nearly Efficient Estimation of Time Series Models with Predetermined, but Not Exogenous, Instruments. In: Econometrica.
[Full Text][Citation analysis]		article88
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]		article260
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 nother version. Agregated cites: 260		paper
1996Risk-Sharing between and within Families. In: Econometrica.
[Full Text][Citation analysis]		article232
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 nother 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 nother 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]		article60
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]		article39
1990Ex-day behavior of japanese stock prices: New insights from new methodology In: Journal of the Japanese and International Economies.
[Full Text][Citation analysis]		article10
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 nother version. Agregated cites: 10		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 nother version. Agregated cites: 10		paper
1985Corporate finance side of the Q theory of investment In: Journal of Public Economics.
[Full Text][Citation analysis]		article33
2018Computing equilibrium bond prices in the Vayanos-Vila model In: Research in Economics.
[Full Text][Citation analysis]		article3
2006The Over-Investment Hypothesis In: Chapters.
[Full Text][Citation analysis]		chapter0
2004The 1990s in Japan: a lost decade* In: Chapters.
[Full Text][Citation analysis]		chapter495
2000The 1990s in Japan: a lost decade.(2000) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 495		paper
2002The 1990s in Japan: A Lost Decade.(2002) In: Review of Economic Dynamics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 495		article
2016Affine term structure pricing with bond supply as factors In: FRB Atlanta CQER Working Paper.
[Full Text][Citation analysis]		paper3
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]		paper7
1991Risk-sharing, altruism, and the factor structure of consumption In: Discussion Paper / Institute for Empirical Macroeconomics.
[Full Text][Citation analysis]		paper10
1991Risk-Sharing, Altruism, and the Factor Structure of Consumption.(1991) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 10		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]		paper472
1995Parental Altruism and Inter Vivos Transfers: Theory and Evidence.(1995) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 472		paper
1997Parental Altruism and Inter Vivos Transfers: Theory and Evidence..(1997) In: Journal of Political Economy.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 472		article
1995Parental Altruism and Inter Vivos Transfers: Theory and Evidence.(1995) In: IPR working papers.
[Citation analysis]
This paper has nother version. Agregated cites: 472		paper
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]		article13
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]		article3
2003Structural Impediments to Growth in Japan In: NBER Books.
[Citation analysis]		book85
1986Why Is Japans Saving Rate So Apparently High? In: NBER Chapters.
[Full Text][Citation analysis]		chapter101
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 nother 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]		paper110
1982The Effect of Liquidity Constraints on Consumption: Cross-Sectional Analysis.(1982) In: Discussion Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 110		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 nother version. Agregated cites: 110		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]		paper145
2008The Depressing Effect of Agricultural Institutions on the Prewar Japanese Economy.(2008) In: Journal of Political Economy.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 145		article
1984The Permanent Income Hypothesis and Consumption Durability: Analysis Based on Japanese Panel Data In: NBER Working Papers.
[Full Text][Citation analysis]		paper115
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 nother version. Agregated cites: 115		article
2007The Fundamentals of Commodity Futures Returns In: NBER Working Papers.
[Full Text][Citation analysis]		paper263
2013The Fundamentals of Commodity Futures Returns.(2013) In: Review of Finance.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 263		article
1985Tests for Liquidity Constraints: A Critical Survey In: NBER Working Papers.
[Full Text][Citation analysis]		paper60
2014Exiting from QE In: NBER Working Papers.
[Full Text][Citation analysis]		paper18
1987Housing Finance Imperfections and Private Saving: A Comparative Simulation Analysis of the U.S. and Japan In: NBER Working Papers.
[Full Text][Citation analysis]		paper8
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]		paper3
1995Is the Japanese Extended Family Altruistically Linked? A Test based on Engel Curves In: NBER Working Papers.
[Full Text][Citation analysis]		paper74
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 nother version. Agregated cites: 74		article
1996The Effects of Income and Wealth on Time and Money Transfers between Parents and Children In: NBER Working Papers.
[Full Text][Citation analysis]		paper48
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 nother version. Agregated cites: 48		paper
1997The Main Bank System and Corporate Investment: An Empirical Reassessment In: NBER Working Papers.
[Full Text][Citation analysis]		paper15
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]		paper4
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]		paper490
2002The 1990s in Japan: A Lost Decade.(2002) In: Review of Economic Dynamics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 490		article
1982The Permanent Income Hypothesis: Estimation and Testing by Instrumental Variables. In: Journal of Political Economy.
[Full Text][Citation analysis]		article146
2019Exiting from quantitative easing In: Quantitative Economics.
[Full Text][Citation analysis]		article15

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