Fumio Hayashi : Citation Profile


Are you Fumio Hayashi?

National Graduate Institute for Policy Studies (GRIPS)

24

H index

31

i10 index

4821

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: 120
   Journals where Fumio Hayashi has often published
   Relations with other researchers
   Recent citing documents: 160.    Total self citations: 24 (0.5 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pha83
   Updated: 2022-08-13    RAS profile: 2019-08-20    
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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 (79)

Kotlikoff, Laurence (53)

Sudo, Nao (47)

Sawada, Yasuyuki (41)

Yamada, Tomoaki (41)

Kitao, Sagiri (36)

McKibbin, Warwick (32)

Attanasio, Orazio (31)

Wolff, François-Charles (31)

Kobayashi, Keiichiro (28)

Ikeda, Daisuke (28)

Cites to:

Altonji, Joseph (12)

Vayanos, Dimitri (11)

Kotlikoff, Laurence (10)

Nakajima, Jouchi (8)

Hansen, Lars (6)

Hall, Robert (6)

Mishkin, Frederic (5)

Summers, Lawrence (5)

Prescott, Edward (5)

Carter, Colin (4)

Sargent, Thomas (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
Economics Letters2
The Quarterly Journal of Economics2
Monetary and Economic Studies2
American Economic Journal: Macroeconomics2
Japan and the World Economy2
Review of Economic Dynamics2

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
Yale School of Management Working Papers / Yale School of Management2

Recent works citing Fumio Hayashi (2022 and 2021)


YearTitle of citing document
2021The Nexus of Production Diversity, Market Participation and Dietary Diversity: Insights from Ethiopia. (2021). Fetene, Gebeyehu ; Getahun, Tigabu. In: Discussion Papers. RePEc:ags:ubzefd:316382.

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2021Testing 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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2021Uncertainty Network Risk and Currency Returns. (2021). Baruník, Jozef ; Babiak, Mykola. In: Papers. RePEc:arx:papers:2101.09738.

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2021The 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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2021Identification at the Zero Lower Bound. (2021). Mavroeidis, Sophocles. In: Papers. RePEc:arx:papers:2103.12779.

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2021Collaborative Insurance Sustainability and Network Structure. (2021). Vermet, Franck ; Ratz, Philipp ; Lowe, Matthias ; Kouakou, Lariosse ; Charpentier, Arthur. In: Papers. RePEc:arx:papers:2107.02764.

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2021.

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2021Permanent versus transitory income shocks over the business cycle. (2021). Trucchi, Serena ; Rondinelli, Concetta ; Kovacs, Agnes. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1354_21.

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2021The effect of increasing retirement age on consumption in China. (2021). Cao, Zhan ; Tang, Yizhou. In: Asian-Pacific Economic Literature. RePEc:bla:apacel:v:35:y:2021:i:2:p:136-150.

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2022More Schooling, More Generous? Estimating the Effect of Education on Intergenerational Transfers†. (2022). Zhang, Junchao ; Yin, Ting . In: Asian Economic Journal. RePEc:bla:asiaec:v:36:y:2022:i:1:p:22-46.

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2021Who Will Care for Middle Aged and Elderly Parents in Rural China?. (2021). Shi, Xinjie ; Zhou, Yun ; Li, Menghua. In: China & World Economy. RePEc:bla:chinae:v:29:y:2021:i:2:p:123-150.

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2021Inheriting the family farm: Generational wealth transfers in rural Kenya. (2021). Patakpietrafesa, Michele ; Salim, Neema N ; Kagotho, Njeri ; Kyriakakis, Stavroula. In: Development Policy Review. RePEc:bla:devpol:v:39:y:2021:i:s1:p:o42-o60.

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2021Differential risk premiums and the UIP puzzle. (2021). Schreiber, Ben Z ; Piccotti, Louis R ; Biswas, Rita . In: Financial Management. RePEc:bla:finmgt:v:50:y:2021:i:1:p:139-167.

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2022Do changes in MD&A section tone predict investment behavior?. (2022). Flugum, Ryan ; Bick, Patty ; Berns, John ; Houston, Reza. In: The Financial Review. RePEc:bla:finrev:v:57:y:2022:i:1:p:129-153.

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2021A Dynamic Growth Model with Equity for Guarantee Swap and Asymmetric Information. (2021). Tang, Xiaolin ; Song, Dandan ; Liu, QI. In: International Review of Finance. RePEc:bla:irvfin:v:21:y:2021:i:1:p:37-57.

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2021Option?for?guarantee swaps and flexible investment opportunities. (2021). Wang, Chong ; Gan, Liu. In: International Review of Finance. RePEc:bla:irvfin:v:21:y:2021:i:4:p:1286-1301.

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2021A Unified Model of Firm Dynamics with Limited Commitment and Assortative Matching. (2021). Li, Rui ; Kiku, Dana ; Ai, Hengjie ; Tong, Jincheng. In: Journal of Finance. RePEc:bla:jfinan:v:76:y:2021:i:1:p:317-356.

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2021Seasonality in catastrophe bonds and market?implied catastrophe arrival frequencies. (2021). Hibbeln, Martin ; Herrmann, Markus. In: Journal of Risk & Insurance. RePEc:bla:jrinsu:v:88:y:2021:i:3:p:785-818.

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2022Intergenerational Precautionary Savings in Europe. (2022). Trucchi, Serena ; Scervini, Francesco. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:84:y:2022:i:2:p:427-450.

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2021Agricultural development in industrialising Japan, 1880–1940. (2021). Sakane, Yoshihiro ; Arimoto, Yutaka. In: Australian Economic History Review. RePEc:bla:ozechr:v:61:y:2021:i:3:p:290-317.

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2021Life insurance demand and borrowing constraints. (2021). Lazzari, Valter ; Born, Patricia H ; Poposki, Klime ; Srbinoski, Bojan. In: Risk Management and Insurance Review. RePEc:bla:rmgtin:v:24:y:2021:i:1:p:37-69.

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2021The fiat money illusion: On the cost?efficiency of modern central banking. (2021). Israel, Karlfriedrich. In: The World Economy. RePEc:bla:worlde:v:44:y:2021:i:6:p:1701-1719.

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2021Trade, structural transformation and growth. (2021). Ma, Xiaohan ; Kim, Hwagyun ; Mo, Seung. In: The World Economy. RePEc:bla:worlde:v:44:y:2021:i:6:p:1770-1794.

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2021The Greek Great Depression from a neoclassical perspective. (2021). Tsiaras, Stylianos ; Papageorgiou, Dimitris. In: Working Papers. RePEc:bog:wpaper:286.

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2022The effects of Federal Reserves quantitative easing and balance sheet normalization policies on long-term interest rates. (2022). Georgiou, Evangelia A ; Brissimis, Sophocles N. In: Working Papers. RePEc:bog:wpaper:299.

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2022Transmission of Flood Damage to the Real Economy and Financial Intermediation: Simulation Analysis using a DSGE Model. (2022). Sudo, Nao ; Hashimoto, Ryuichiro. In: Bank of Japan Working Paper Series. RePEc:boj:bojwps:wp22e05.

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2021Allocation problems in child benefit programs using a microeconomic theory approach. (2021). Marinozzi, Tomas Artemio. In: CEMA Working Papers: Serie Documentos de Trabajo.. RePEc:cem:doctra:775.

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2021Uncertainty Network Risk and Currency Returns. (2021). Barunik, Jozef ; Babiak, Mykola. In: CERGE-EI Working Papers. RePEc:cer:papers:wp687.

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2021Determinants of Japanese Household Saving Behavior in the Low-Interest Rate Environment. (2021). Schnabl, Gunther ; Latsos, Sophia. In: CESifo Working Paper Series. RePEc:ces:ceswps:_8927.

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2021Modeling ex-ante risk premia in the oil market. (2021). Uctum, Remzi ; Prat, Georges. In: EconomiX Working Papers. RePEc:drm:wpaper:2021-31.

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2021Testing the presence of borrowing constraints from consumption responses to housing deposit changes. (2021). Nilsen, Jeffrey ; Kim, Daehwan. In: Journal of Asian Economics. RePEc:eee:asieco:v:74:y:2021:i:c:s1049007821000300.

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2021Economic news and the cross-section of commodity futures returns. (2021). Narayan, Paresh Kumar ; Bannigidadmath, Deepa. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:31:y:2021:i:c:s2214635021000848.

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2021Flying under the radar: The real effects of anonymous trading. (2021). el Ghoul, Sadok ; Attig, Najah . In: Journal of Corporate Finance. RePEc:eee:corfin:v:71:y:2021:i:c:s0929119921002145.

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2021Nonlinear effect of sentiment on momentum. (2021). Li, Kai. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:133:y:2021:i:c:s0165188921001883.

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2021In no uncertain terms: The effect of uncertainty on credit frictions and monetary policy. (2021). Martinez-Garcia, Enrique ; Balke, Nathan S ; Zeng, Zheng. In: Economic Modelling. RePEc:eee:ecmode:v:100:y:2021:i:c:s0264999321000766.

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2021Productivity, relative sectoral prices, and total factor productivity: Theory and evidence. (2021). Mondal, Debasis ; Gangopadhyay, Kausik. In: Economic Modelling. RePEc:eee:ecmode:v:100:y:2021:i:c:s0264999321000985.

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2021Logarithmic depreciation. (2021). Brock, William ; Anderson, Evan W. In: Economic Modelling. RePEc:eee:ecmode:v:101:y:2021:i:c:s0264999321000924.

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2021Quantitative analysis of health insurance reform in China: Pure consolidation or universal health insurance?. (2021). Li, BO ; Cui, Kun ; Wang, Hanyang. In: Economic Modelling. RePEc:eee:ecmode:v:101:y:2021:i:c:s0264999321001395.

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2022Government subsidies, enterprise operating efficiency, and “stiff but deathless” zombie firms. (2022). Fei, Junjun ; Qiao, LU. In: Economic Modelling. RePEc:eee:ecmode:v:107:y:2022:i:c:s0264999321003175.

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2022The role of productivity, transportation costs, and barriers to intersectoral mobility in structural transformation. (2022). Karayalcin, Cem ; Pintea, Mihaela. In: Economic Modelling. RePEc:eee:ecmode:v:108:y:2022:i:c:s0264999322000050.

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2021A Sino-US comparative analysis of the hi-tech entrepreneurial model. (2021). Huang, Wenli ; Yang, Jinqiang ; Mu, Congming ; Shi, Huihong. In: Economic Modelling. RePEc:eee:ecmode:v:94:y:2021:i:c:p:953-966.

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2021Identifying key aspects of household behavior in a representative agent framework. (2021). Brissimis, Sophocles ; Bechlioulis, Alexandros. In: Economic Modelling. RePEc:eee:ecmode:v:97:y:2021:i:c:p:105-117.

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2021Do institutional norms affect behavioral preferences: A view from gender bias in the intra-household expenditure allocation in Iran. (2021). Basu, Bharati. In: Economic Modelling. RePEc:eee:ecmode:v:97:y:2021:i:c:p:118-134.

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2022Feedback in panel data models. (2022). Chamberlain, Gary . In: Journal of Econometrics. RePEc:eee:econom:v:226:y:2022:i:1:p:4-20.

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2022Estimation and inference of semiparametric models using data from several sources. (2022). Liao, Zhipeng ; Buchinsky, Moshe. In: Journal of Econometrics. RePEc:eee:econom:v:226:y:2022:i:1:p:80-103.

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2021A cost-benefit analysis of R&D and patents: Firm-level evidence from China. (2021). Zi, Yuan ; Zhang, Jie ; Chen, Zhiyuan. In: European Economic Review. RePEc:eee:eecrev:v:133:y:2021:i:c:s0014292120302634.

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2021Permanent versus transitory income shocks over the business cycle. (2021). Trucchi, Serena ; Rondinelli, Concetta ; Kovacs, Agnes. In: European Economic Review. RePEc:eee:eecrev:v:139:y:2021:i:c:s001429212100194x.

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2022The impact of liquidity risk in the Chinese banking system on the global commodity markets. (2022). Santos, Francisco ; Kim, Jihee ; Jo, Yonghwan. In: Journal of Empirical Finance. RePEc:eee:empfin:v:66:y:2022:i:c:p:23-50.

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2021The effect of temperature anomaly and macroeconomic fundamentals on agricultural commodity futures returns. (2021). Uddin, Gazi ; Makkonen, Adam ; Cardia, Michel Ferreira ; Rahman, Md Lutfur ; Vallstrom, Daniel. In: Energy Economics. RePEc:eee:eneeco:v:100:y:2021:i:c:s0140988321002802.

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2021The risk premia of energy futures. (2021). Miffre, Joelle ; Fuertes, Ana-Maria ; Fernandez-Perez, Adrian. In: Energy Economics. RePEc:eee:eneeco:v:102:y:2021:i:c:s0140988321003467.

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2022The commodity futures historical basis in trading strategy and portfolio investment. (2022). Yang, Baochen ; Pu, Yingjian. In: Energy Economics. RePEc:eee:eneeco:v:105:y:2022:i:c:s0140988321006204.

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2022Price discovery under model uncertainty. (2022). Linn, Scott ; Kim, Jaeho. In: Energy Economics. RePEc:eee:eneeco:v:107:y:2022:i:c:s0140988322000202.

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2022Economic importance of correlations for energy and other commodities. (2022). Narayan, Paresh Kumar ; Bannigidadmath, Deepa. In: Energy Economics. RePEc:eee:eneeco:v:107:y:2022:i:c:s0140988322000408.

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2021The alpha momentum effect in commodity markets. (2021). Mikutowski, Mateusz ; Karathanasopoulos, Andreas ; Szczygielski, Jan Jakub ; Zaremba, Adam. In: Energy Economics. RePEc:eee:eneeco:v:93:y:2021:i:c:s0140988319301902.

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2022Green investment efficiency in the Chinese energy sector: Overinvestment or underinvestment?. (2022). Zhou, Dequn ; Zhang, Mingming ; Zhao, Zhenzhi ; Liu, Liyun. In: Energy Policy. RePEc:eee:enepol:v:160:y:2022:i:c:s0301421521005590.

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2021National culture and saving: How collectivism, uncertainty avoidance, and future orientation play roles. (2021). Bukkavesa, Kanix ; Sanoran, Kanyarat Lek ; Srivisal, Narapong. In: Global Finance Journal. RePEc:eee:glofin:v:50:y:2021:i:c:s1044028321000685.

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2021The social cost of carbon in a non-cooperative world. (2021). Schwartz, Eduardo ; Kraft, Holger ; Hambel, Christoph. In: Journal of International Economics. RePEc:eee:inecon:v:131:y:2021:i:c:s0022199621000672.

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2021New evidence on international risk-sharing in the Economic Community of West African States (ECOWAS). (2021). Zouri, Stephane. In: International Economics. RePEc:eee:inteco:v:165:y:2021:i:c:p:121-139.

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2021To hedge or not to hedge: Carry trade dynamics in the emerging economies. (2021). Ozyildirim, Suheyla ; Geyiki, Utku Bora. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:73:y:2021:i:c:s1042443121000779.

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2021In times of crisis does ownership matter? Liquidity extraction through dividends during the 2007–2009 financial crisis. (2021). Goyal, Abhinav ; Goodell, John W ; Huang, Wei. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:73:y:2021:i:c:s1042443121000998.

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2021The time-frequency analysis of conventional and unconventional monetary policy: Evidence from Japan. (2021). Meng, Xiangcai ; Huang, Chia-Hsing. In: Japan and the World Economy. RePEc:eee:japwor:v:59:y:2021:i:c:s0922142521000360.

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2022Population aging and labor mobility in Japan. (2022). Kato, Ryuta Ray. In: Japan and the World Economy. RePEc:eee:japwor:v:62:y:2022:i:c:s0922142522000160.

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2021Long-run reversal in commodity returns: Insights from seven centuries of evidence. (2021). Zaremba, Adam ; Mikutowski, Mateusz ; Bianchi, Robert J. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:133:y:2021:i:c:s0378426621001977.

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2021Determinants and predictability of commodity producer returns. (2021). Balvers, Ronald ; Wang, Qiao. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:133:y:2021:i:c:s037842662100234x.

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2021Understanding the mystery of continued rapid economic growth. (2021). Huang, Duen-Huang ; Liu, Yaoxin ; Zhang, Shangfeng. In: Journal of Business Research. RePEc:eee:jbrese:v:124:y:2021:i:c:p:529-537.

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2022Kinship and fertility: Brother and sibling effects on births in a patrilineal system. (2022). Spencer, Byron ; Yang, Wei. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:195:y:2022:i:c:p:158-170.

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2022The economics of crime and socialization: The role of the family. (2022). Bethencourt, Carlos ; Kunze, Lars. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:197:y:2022:i:c:p:579-597.

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2021Blast from the past: The altruism model is richer than you think. (2021). Barczyk, Daniel ; Kredler, Matthias. In: Journal of Economic Theory. RePEc:eee:jetheo:v:198:y:2021:i:c:s0022053121001927.

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2022Decomposing firm value. (2022). Vitorino, Maria Ana ; Salomao, Juliana ; Gala, Vito D ; Belo, Frederico. In: Journal of Financial Economics. RePEc:eee:jfinec:v:143:y:2022:i:2:p:619-639.

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2022Oil volatility risk. (2022). Xu, Lai ; Shaliastovich, Ivan ; Hitzemann, Steffen ; Gao, Lin. In: Journal of Financial Economics. RePEc:eee:jfinec:v:144:y:2022:i:2:p:456-491.

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2021Speculation and informational efficiency in commodity futures markets. (2021). Bonnier, Jean-Baptiste. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:117:y:2021:i:c:s026156062100108x.

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2021Does the productivity J-curve exist in Japan?-Empirical studies based on the multiple q theory. (2021). Tonogi, Konomi ; Miyagawa, Tsutomu ; Ishikawa, Takayuki. In: Journal of the Japanese and International Economies. RePEc:eee:jjieco:v:61:y:2021:i:c:s0889158321000162.

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2021Immigration policy and demographic dynamics: Welfare analysis of an aging Japan. (2021). Okamoto, Akira. In: Journal of the Japanese and International Economies. RePEc:eee:jjieco:v:62:y:2021:i:c:s0889158321000472.

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2022Population aging, government policy and the postwar Japanese economy. (2022). Otsu, Keisuke ; Shibayama, Katsuyuki. In: Journal of the Japanese and International Economies. RePEc:eee:jjieco:v:64:y:2022:i:c:s0889158322000016.

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2022Nelson–Siegel decay factor and term premia in Japan. (2022). Sekine, Atsushi ; Koeda, Junko. In: Journal of the Japanese and International Economies. RePEc:eee:jjieco:v:64:y:2022:i:c:s0889158322000144.

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2022What drives fluctuations of labor wedge and business cycles? Evidence from Japan. (2022). Shirai, Daichi ; Nutahara, Kengo ; Inaba, Masaru. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:72:y:2022:i:c:s0164070422000064.

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2021Commodity index risk premium. (2021). Schwartz, Eduardo S ; Rojas, Maximiliano ; Ortega, Hector ; Cortazar, Gonzalo. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:22:y:2021:i:c:s2405851320300337.

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2021Predictability in commodity markets: Evidence from more than a century. (2021). Simen, Chardin Wese ; Tharann, Bjorn ; Prokopczuk, Marcel ; Hollstein, Fabian. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:24:y:2021:i:c:s2405851321000052.

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2022The “necessary evil” in Chinese commodity markets. (2022). Zhang, Tingxi ; Mo, DI ; Fan, John Hua. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:25:y:2022:i:c:s2405851321000209.

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2022Rational destabilization in commodity markets. (2022). Borocco, Etienne ; Soares, David Batista. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:25:y:2022:i:c:s2405851321000246.

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2021A longitudinal perspective on inter vivos transfers between children and their parents in need of long-term care. (2021). Konig, Hans-Helmut ; Diederich, Freya ; Brettschneider, Christian. In: The Journal of the Economics of Ageing. RePEc:eee:joecag:v:19:y:2021:i:c:s2212828x21000189.

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2022The supply and demand for safe assets. (2022). Ordoez, Guillermo ; Gorton, Gary. In: Journal of Monetary Economics. RePEc:eee:moneco:v:125:y:2022:i:c:p:132-147.

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2021Performance of Japanese leveraged ETFs. (2021). Han, Jing ; Yueh, Meng-Lan ; Miu, Peter. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:65:y:2021:i:c:s0927538x20307022.

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2021Rural-urban migration in developing countries: Lessons from the literature. (2021). Shilpi, Forhad ; Selod, Harris. In: Regional Science and Urban Economics. RePEc:eee:regeco:v:91:y:2021:i:c:s0166046221000739.

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2021Commodity futures returns and policy uncertainty. (2021). Bannigidadmath, Deepa ; Narayan, Paresh Kumar. In: International Review of Economics & Finance. RePEc:eee:reveco:v:72:y:2021:i:c:p:364-383.

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2021Entropy trading strategies reveal inefficiencies in Japanese stock market. (2021). Kownatzki, Clemens ; Stanley, Darrol J ; Efremidze, Levan. In: International Review of Economics & Finance. RePEc:eee:reveco:v:75:y:2021:i:c:p:464-477.

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2022Corporate social responsibility and dynamic liquidity management. (2022). Zhao, Siqi ; Wu, Yaoyao ; Yang, Jinqiang ; Niu, Yingjie. In: Research in International Business and Finance. RePEc:eee:riibaf:v:59:y:2022:i:c:s027553192100180x.

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2021Economic crisis and innovation capacity of Japan: Evidence from cross-country patent citations. (2021). Yamashita, Nobuaki. In: Technovation. RePEc:eee:techno:v:101:y:2021:i:c:s0166497220300808.

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2021Inter-household transfers: An empirical investigation of the income-transfer relationship with novel data from Burkina Faso. (2021). Bocoum, Fadima Yaya ; Reitmann, Ann-Kristin ; Hartwig, Renate ; Grimm, Michael. In: World Development. RePEc:eee:wdevel:v:144:y:2021:i:c:s0305750x2100098x.

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2021A preferred-habitat model of the term structure of interest rates. (2020). Vila, Jean-Luc ; Vayanos, Dimitri. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:106509.

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2021Saving Rates and Savings Ratios. (2021). Piguillem, Facundo ; Ordonez, Guillermo ; Ordoez, Guillermo. In: EIEF Working Papers Series. RePEc:eie:wpaper:2116.

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2021Place-Based Policies and the Geography of Corporate Investment. (2021). Shogo, Sakabe ; Lapoint, Cameron. In: Discussion papers. RePEc:eti:dpaper:21059.

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2021The Environmental Unsustainability of Public Debt: Non-Renewable Resources, Public Finances Stabilization and Growth. (2021). Magris, Francesco ; Clootens, Nicolas. In: Working Papers. RePEc:fae:wpaper:2021.06.

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2021Monetary Policy over the Life Cycle. (2021). Ikeda, Daisuke ; Braun, R.. In: FRB Atlanta Working Paper. RePEc:fip:fedawp:93475.

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2022The transmission of financial shocks and leverage of financial institutions: An endogenous regime switching framework. (2022). Waggoner, Daniel F ; Hubrich, Kirstin. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2022-34.

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2021Aging and the Real Interest Rate in Japan: A Labor Market Channel. (2021). Fujita, Shigeru ; Fujiwara, Ippei. In: Working Papers. RePEc:fip:fedpwp:92541.

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2022An institutional Theory of Momentum and Reversal. (2011). Vayanos, Dimitri ; Woolley, Paul . In: FMG Discussion Papers. RePEc:fmg:fmgdps:dp666.

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2021Can Economic Factors Improve Momentum Trading Strategies? The Case of Managed Futures during the COVID-19 Pandemic. (2021). Teresien, Deimant ; Guobuait, Renata. In: Economies. RePEc:gam:jecomi:v:9:y:2021:i:2:p:86-:d:564401.

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2022Switching Coefficients or Automatic Variable Selection: An Application in Forecasting Commodity Returns. (2022). Guidolin, Massimo ; Pedio, Manuela. In: Forecasting. RePEc:gam:jforec:v:4:y:2022:i:1:p:16-306:d:752601.

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2021The Relationship between Carry Trade and Asset Markets in South Africa. (2021). Bonga-Bonga, Lumengo ; Maake, Tebogo. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:14:y:2021:i:7:p:300-:d:587056.

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2022The Impact of Investment Efficiency on Firm Value and Moderating Role of Institutional Ownership and Board Independence. (2022). Gholezoo, Fatemeh Eidi ; Arianpoor, Arash ; Zimon, Grzegorz ; Salehi, Mahdi. In: JRFM. RePEc:gam:jjrfmx:v:15:y:2022:i:4:p:170-:d:788729.

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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]
article401
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: 401
paper
2011Emerging Market Currency Excess Returns In: American Economic Journal: Macroeconomics.
[Full Text][Citation analysis]
article44
2008Emerging Market Currency Excess Returns.(2008) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 44
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]
paper32
1989Research and Development As An Investment.(1989) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 32
paper
1989Research and Development as an Investment..(1989) In: Economics Working Papers.
[Citation analysis]
This paper has another version. Agregated cites: 32
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]
article905
1981Tobins Marginal q and Average a : A Neoclassical Interpretation.(1981) In: Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 905
paper
1983Nearly Efficient Estimation of Time Series Models with Predetermined, but Not Exogenous, Instruments. In: Econometrica.
[Full Text][Citation analysis]
article87
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]
article246
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: 246
paper
1996Risk-Sharing between and within Families. In: Econometrica.
[Full Text][Citation analysis]
article220
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]
article16
1994A Model of Fiat Money and Barter.(1994) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 16
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]
article59
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]
article9
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: 9
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: 9
paper
1985Corporate finance side of the Q theory of investment In: Journal of Public Economics.
[Full Text][Citation analysis]
article32
2018Computing equilibrium bond prices in the Vayanos-Vila model In: Research in Economics.
[Full Text][Citation analysis]
article2
2006The Over-Investment Hypothesis In: Chapters.
[Full Text][Citation analysis]
chapter0
2004The 1990s in Japan: a lost decade* In: Chapters.
[Full Text][Citation analysis]
chapter473
2000The 1990s in Japan: a lost decade.(2000) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 473
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: 473
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]
paper6
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 another 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]
paper454
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: 454
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: 454
article
1995Parental Altruism and Inter Vivos Transfers: Theory and Evidence.(1995) In: IPR working papers.
[Citation analysis]
This paper has another version. Agregated cites: 454
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]
article2
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 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]
paper107
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: 107
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: 107
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]
paper120
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: 120
article
1984The Permanent Income Hypothesis and Consumption Durability: Analysis Based on Japanese Panel Data In: NBER Working Papers.
[Full Text][Citation analysis]
paper105
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: 105
article
2007The Fundamentals of Commodity Futures Returns In: NBER Working Papers.
[Full Text][Citation analysis]
paper237
2013The Fundamentals of Commodity Futures Returns.(2013) In: Review of Finance.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 237
article
1985Tests for Liquidity Constraints: A Critical Survey In: NBER Working Papers.
[Full Text][Citation analysis]
paper58
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]
paper6
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]
paper2
1995Is the Japanese Extended Family Altruistically Linked? A Test based on Engel Curves In: NBER Working Papers.
[Full Text][Citation analysis]
paper67
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: 67
article
1996The Effects of Income and Wealth on Time and Money Transfers between Parents and Children In: NBER Working Papers.
[Full Text][Citation analysis]
paper46
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: 46
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]
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]
paper468
2002The 1990s in Japan: A Lost Decade.(2002) In: Review of Economic Dynamics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 468
article
1982The Permanent Income Hypothesis: Estimation and Testing by Instrumental Variables. In: Journal of Political Economy.
[Full Text][Citation analysis]
article140
2019Exiting from quantitative easing In: Quantitative Economics.
[Full Text][Citation analysis]
article9
2008The Fundamentals of Commodity Futures Returns In: Yale School of Management Working Papers.
[Full Text][Citation analysis]
paper24
2007Commodity Futures: A Japanese Perspective In: Yale School of Management Working Papers.
[Full Text][Citation analysis]
paper1

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated August, 1st 2022. Contact: CitEc Team