Fumio Hayashi : Citation Profile

Are you Fumio Hayashi?

National Graduate Institute for Policy Studies (GRIPS)

23

H index

28

i10 index

3935

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: 98
   Journals where Fumio Hayashi has often published
   Relations with other researchers
   Recent citing documents: 114.    Total self citations: 23 (0.58 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pha83
   Updated: 2021-03-07    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 (49)

Kotlikoff, Laurence (49)

Sudo, Nao (42)

Yamada, Tomoaki (39)

Sawada, Yasuyuki (38)

Kitao, Sagiri (34)

McKibbin, Warwick (31)

Attanasio, Orazio (30)

Wolff, François-Charles (24)

Ikeda, Daisuke (23)

Kobayashi, Keiichiro (23)

Cites to:

Vayanos, Dimitri (11)

Kotlikoff, Laurence (10)

Altonji, Joseph (9)

Hall, Robert (6)

Summers, Lawrence (5)

Mishkin, Frederic (5)

Braun, R. (4)

Hoshi, Takeo (4)

Zha, Tao (4)

Nakajima, Jouchi (4)

Waggoner, Daniel (4)

Main data

Where Fumio Hayashi has published?

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

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 (2021 and 2020)

YearTitle of citing document
2020Home Values and Firm Behavior. (2020). Pinter, Gabor ; Bahaj, Saleem ; Foulis, Angus. In: American Economic Review. RePEc:aea:aecrev:v:110:y:2020:i:7:p:2225-70.

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2020The 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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2020Do Public Program Benefits Crowd Out Private Transfers in Developing Countries? A Critical Review of Recent Evidence. (2020). Bonci, Matthew ; Nikolov, Plamen. In: Papers. RePEc:arx:papers:2006.00737.

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2020Do Private Household Transfers to the Elderly Respond to Public Pension Benefits? Evidence from Rural China. (2020). Adelman, Alan ; Nikolov, Plamen. In: Papers. RePEc:arx:papers:2006.01185.

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2020Testing 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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2020Distilling Large Information Sets to Forecast Commodity Returns: Automatic Variable Selection or HiddenMarkov Models?. (2020). Pedio, Manuela ; Guidolin, Massimo. In: BAFFI CAREFIN Working Papers. RePEc:baf:cbafwp:cbafwp20140.

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2020The Saving Behaviour of Pomaks in Bulgaria: A Path Analysis Approach. (2020). Karamanis, Kostas ; Satsios, Nikolaos ; Sotiropoulos, Ioannis ; Galanou, Aikaterini. In: Economic Studies journal. RePEc:bas:econst:y:2020:i:3:p:105-120.

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2020Risk Sharing in Europe: New Empirical Evidence on the Capital Markets Channel. (2020). Caroline, Clerc ; Jean-Baptiste, Gosse ; Gilles, Dufrenot . In: Working papers. RePEc:bfr:banfra:781.

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2020Cash holdings, costly financing and the q theory of returns. (2020). Galpin, Neal . In: Accounting and Finance. RePEc:bla:acctfi:v:60:y:2020:i:s1:p:1149-1174.

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2020The direct and indirect risk impacts on remittances: A cross?regional specific effects. (2020). Guetat, Imene ; Sridi, Dorsaf. In: African Development Review. RePEc:bla:afrdev:v:32:y:2020:i:3:p:288-302.

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2020Assessing the Vulnerability to Price Spikes in Agricultural Commodity Markets. (2020). Sarris, Alexandros ; Dotsis, George ; Triantafyllou, Athanasios. In: Journal of Agricultural Economics. RePEc:bla:jageco:v:71:y:2020:i:3:p:631-651.

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2020Regime shifts in the effects of Japan’s unconventional monetary policies. (2020). Okimoto, Tatsuyoshi ; Miyao, Ryuzo. In: Manchester School. RePEc:bla:manchs:v:88:y:2020:i:6:p:749-772.

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2020Growth and development with dual labor markets. (2020). Wang, Xiaobing ; Villamil, Anne ; Zou, Yuxiang. In: Manchester School. RePEc:bla:manchs:v:88:y:2020:i:6:p:801-826.

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2020Intra‐household bargaining power and household expenditure allocation: Evidence from Iran. (2020). Maitra, Pushkar ; Basu, Bharati. In: Review of Development Economics. RePEc:bla:rdevec:v:24:y:2020:i:2:p:606-627.

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

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2020High-frequency Identification of Unconventional Monetary Policy Shocks in Japan. (2020). Shintani, Mototsugu ; Kubota, Hiroyuki. In: CARF F-Series. RePEc:cfi:fseres:cf502.

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

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2020Is the Selfish Life-Cycle Model More Applicable in Japan and, If So, Why? A Literature Survey. (2020). Horioka, Charles. In: ISER Discussion Paper. RePEc:dpr:wpaper:1102.

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2020Learning, house prices and macro-financial linkages. (2020). Gandre, Pauline. In: EconomiX Working Papers. RePEc:drm:wpaper:2020-10.

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

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2020Did financing constraints cause investment stagnation in Japan after the 1990s?. (2020). Sakai, Hirotsugu. In: Journal of Corporate Finance. RePEc:eee:corfin:v:64:y:2020:i:c:s0929119920301176.

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

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2020Social status pursuit, distribution of bequests and inequality. (2020). Sağlam, Çağrı ; Salam, Ari ; Harmankaya, Fatih ; Camacho, Carmen. In: Economic Modelling. RePEc:eee:ecmode:v:86:y:2020:i:c:p:183-191.

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2020Financial frictions and the futures pricing puzzle. (2020). Taamouti, Abderrahim ; ap Gwilym, Rhys ; Rahman, Hamid ; el Alaoui, Abdelkader O ; Ebrahim, Shahid M. In: Economic Modelling. RePEc:eee:ecmode:v:87:y:2020:i:c:p:358-371.

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2020A simple aggregate demand analysis with dynamic optimization in a small open economy. (2020). Ono, Yoshiyasu ; Hashimoto, Ken-Ichi. In: Economic Modelling. RePEc:eee:ecmode:v:91:y:2020:i:c:p:89-99.

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2020On the optimality of social status seeking. (2020). Wang, Wei-Neng ; Liu, Chia-Ying. In: Economic Modelling. RePEc:eee:ecmode:v:93:y:2020:i:c:p:520-525.

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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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2020Accessibility of financial services and household consumption in China: Evidence from micro data. (2020). Yin, Zhichao ; Wu, YU ; Li, Jie ; Song, Quanyun. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:53:y:2020:i:c:s1062940820301108.

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2020Measurement error in multiple equations: Tobin’s q and corporate investment, saving, and debt. (2020). Chalak, Karim ; Kim, Daniel. In: Journal of Econometrics. RePEc:eee:econom:v:214:y:2020:i:2:p:413-432.

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2020Iterative estimation correcting for error auto-correlation in short panels, applied to lagged dependent variable models. (2020). De Blander, Rembert ; Deblander, Rembert . In: Econometrics and Statistics. RePEc:eee:ecosta:v:15:y:2020:i:c:p:3-29.

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

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2020A search-based neoclassical model of capital reallocation. (2020). Wen, YI ; Wang, Pengfei ; Dong, Feng. In: European Economic Review. RePEc:eee:eecrev:v:128:y:2020:i:c:s001429212030146x.

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2020Does sophistication of the weighting scheme enhance the performance of long-short commodity portfolios?. (2020). faff, robert ; Miffre, Joelle ; Yew, Rand Kwong ; Rad, Hossein. In: Journal of Empirical Finance. RePEc:eee:empfin:v:58:y:2020:i:c:p:164-180.

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2020Which risk factors drive oil futures price curves?. (2020). Shevchenko, Pavel V ; Peters, Gareth W ; Matsui, Tomoko ; Bagnarosa, Guillaume ; Ames, Matthew. In: Energy Economics. RePEc:eee:eneeco:v:87:y:2020:i:c:s0140988320300153.

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2020Interpreting the oil risk premium: Do oil price shocks matter?. (2020). Manera, Matteo ; Valenti, Daniele ; Sbuelz, Alessandro. In: Energy Economics. RePEc:eee:eneeco:v:91:y:2020:i:c:s0140988320302462.

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2020Can spending to upgrade electricity networks to support electric vehicles (EVs) roll-outs unlock value in the wider economy?. (2020). Turner, Karen ; Alabi, Oluwafisayo ; Calvillo, Christian ; Katris, Antonios ; Figus, Gioele. In: Energy Policy. RePEc:eee:enepol:v:138:y:2020:i:c:s0301421519307049.

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2020Retaining alpha: The effect of trade size and rebalancing frequency on FX strategy returns. (2020). Pan, Wenqiang ; Melvin, Michael ; Wikstrom, Petra. In: Journal of Financial Markets. RePEc:eee:finmar:v:51:y:2020:i:c:s1386418120300148.

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2020What is the investment loss due to uncertainty?. (2020). Panagiotidis, Theodore ; Printzis, Panagiotis. In: Global Finance Journal. RePEc:eee:glofin:v:45:y:2020:i:c:s1044028318302023.

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2020Business cycles, bilateral trade and financial integration: Evidence from Economic Community of West African States (ECOWAS). (2020). Zouri, Stephane. In: International Economics. RePEc:eee:inteco:v:163:y:2020:i:c:p:25-43.

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2020A functional time series analysis of forward curves derived from commodity futures. (2020). Wang, Shixuan ; Horvath, Lajos ; Liu, Zhenya ; Rice, Gregory. In: International Journal of Forecasting. RePEc:eee:intfor:v:36:y:2020:i:2:p:646-665.

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2020Forecasting commodity prices out-of-sample: Can technical indicators help?. (2020). Wang, Yudong ; Wu, Chongfeng ; Liu, LI. In: International Journal of Forecasting. RePEc:eee:intfor:v:36:y:2020:i:2:p:666-683.

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2020Curve momentum. (2020). Prokopczuk, Marcel ; Simen, Chardin Wese ; Paschke, Raphael . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:113:y:2020:i:c:s0378426619302912.

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2020Factor based commodity investing. (2020). Tessaromatis, Nikolaos ; Sakkas, Athanasios. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:115:y:2020:i:c:s0378426620300741.

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2020Government financial institutions and capital allocation efficiency in Japan. (2020). Imai, Masami. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:118:y:2020:i:c:s0378426620301205.

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2020Redistribution of individual pension wealth to survivor pensions: Evidence from a stated preferences analysis. (2020). Montizaan, Raymond ; Fouarge, Didier ; de Grip, Andries. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:173:y:2020:i:c:p:402-421.

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2020The risk of policy tipping and stranded carbon assets. (2020). van der Ploeg, Frederick (Rick) ; Rezai, Armon. In: Journal of Environmental Economics and Management. RePEc:eee:jeeman:v:100:y:2020:i:c:s0095069618302481.

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2020Does protectionist anti-takeover legislation lead to managerial entrenchment?. (2020). Frattaroli, Marc. In: Journal of Financial Economics. RePEc:eee:jfinec:v:136:y:2020:i:1:p:106-136.

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2020Business cycles and currency returns. (2020). Sarno, Lucio ; Riddiough, Steven J ; Colacito, Riccardo. In: Journal of Financial Economics. RePEc:eee:jfinec:v:137:y:2020:i:3:p:659-678.

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2020Financial cycles: Characterisation and real-time measurement. (2020). Peltonen, Tuomas A ; Hiebert, Paul P ; Schuler, Yves S. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:100:y:2020:i:c:s0261560619301597.

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2020The effects of barriers to technology adoption on japanese prewar and postwar economic growth. (2020). Ikeda, Daisuke ; Morita, Yasuko . In: Journal of the Japanese and International Economies. RePEc:eee:jjieco:v:55:y:2020:i:c:s0889158319300528.

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2020Females, the elderly, and also males: Demographic aging and macroeconomy in Japan. (2020). Kitao, Sagiri ; Mikoshiba, Minamo. In: Journal of the Japanese and International Economies. RePEc:eee:jjieco:v:56:y:2020:i:c:s0889158320300022.

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2020Comovement in the commodity futures markets: An analysis of the energy, grains, and livestock sectors. (2020). Putnam, Kyle J ; Adhikari, Ramesh. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:18:y:2020:i:c:s2405851318300680.

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2020Firm performance and macro forecast accuracy. (2020). David, Joel ; bloom, nicholas ; Koga, Maiko ; Tanaka, Mari. In: Journal of Monetary Economics. RePEc:eee:moneco:v:114:y:2020:i:c:p:26-41.

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2020The economic depreciation of real estate: Cross-sectional variations and their return implications. (2020). Yoshida, Jiro. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:61:y:2020:i:c:s0927538x18304505.

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2020Bank capital, financial stability and Basel regulation in a low interest-rate environment. (2020). Rubio, Margarita ; Yao, Fang. In: International Review of Economics & Finance. RePEc:eee:reveco:v:67:y:2020:i:c:p:378-392.

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2020Do public program benefits crowd out private transfers in developing countries? A critical review of recent evidence. (2020). Nikolov, Plamen ; Bonci, Matthew. In: World Development. RePEc:eee:wdevel:v:134:y:2020:i:c:s0305750x20300930.

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2020Estimation of dyadic characteristics of family networks using sample data. (2019). Steele, Fiona ; Skinner, Chris J. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:102338.

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2020Technical documentation of I3E model, Version 3. (2020). Yakut, Mert Aykut ; de Bruin, Kelly. In: Research Series. RePEc:esr:resser:sustat91.

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2020Japan’s Productivity and GDP Growth: The Role of Private, Public and Foreign R&D 1967–2017. (2020). Ziesemer, Thomas. In: Economies. RePEc:gam:jecomi:v:8:y:2020:i:4:p:77-:d:420847.

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2020Is Environmental Awareness a Good Predictor of an Individual’s Altruism Level?. (2020). Aruga, Kentaka. In: Sustainability. RePEc:gam:jsusta:v:12:y:2020:i:19:p:7929-:d:419059.

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2020Does sophistication of the weighting scheme enhance the performance of long-short commodity portfolios?. (2020). Low, Rand ; Rad, Hossein ; Faff, Robert ; Miffre, Joelle. In: Post-Print. RePEc:hal:journl:hal-02868473.

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2020Empirical Analysis on the Effects of Japanese Fiscal Policy under the Effective Lower Bound. (2020). Morita, Hiroshi. In: Discussion paper series. RePEc:hit:hiasdp:hias-e-97.

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2020The Relationship between Household Type and Consumption Patterns in Japan: evidence from Japans National Survey of Family Income and Expenditure. (2020). Dejima, Takahisa ; Ito, Shinsuke. In: Discussion Paper Series. RePEc:hit:hituec:712.

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2020Do Public Program Benefits Crowd Out Private Transfers in Developing Countries? A Critical Review of Recent Evidence. (2020). Nikolov, Plamen ; Bonci, Matthew. In: Working Papers. RePEc:hka:wpaper:2020-016.

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2020Testing the Effectiveness of Unconventional Monetary Policy in Japan and the United States. (2020). Zanetti, Francesco ; Mavroeidis, Sophocles ; Ikeda, Daisuke ; Li, Shangshang. In: IMES Discussion Paper Series. RePEc:ime:imedps:20-e-10.

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2021Why Isn’t Business Investment More Sensitive to Interest Rates? Evidence from Surveys. (2021). Suarez, Gustavo A ; Sharpe, Steven A. In: Management Science. RePEc:inm:ormnsc:v:67:y:2021:i:2:p:720-741.

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2020On R&D sectoral intensities and convergence clubs. (2020). Sebastiano, Cattaruzzo. In: JRC Working Papers on Corporate R&D and Innovation. RePEc:ipt:wpaper:202001.

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2020Do Public Program Benefits Crowd Out Private Transfers in Developing Countries? A Critical Review of Recent Evidence. (2020). Bonci, Matthew ; Nikolov, Plamen. In: IZA Discussion Papers. RePEc:iza:izadps:dp13081.

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2020Commodity Spot and Futures Prices Under Supply, Demand, and Financial Trading: Single Input–Output Model. (2020). Nakajima, Katsushi. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:27:y:2020:i:1:d:10.1007_s10690-019-09280-6.

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2020Does the Selfish Life-Cycle Model Apply in the Case of Japan?. (2020). Horioka, Charles. In: Discussion Paper Series. RePEc:kob:dpaper:dp2020-14.

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2020Japans Monetary Policy: A Literature Review and Empirical Assessment. (2020). Kamihigashi, Takashi ; Takahashi, Wataru ; Shibamoto, Masahiko. In: Discussion Paper Series. RePEc:kob:dpaper:dp2020-15.

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2020Is the Selfish Life-Cycle Model More Applicable in Japan and, If So, Why? A Literature Survey. (2020). Horioka, Charles. In: Discussion Paper Series. RePEc:kob:dpaper:dp2020-28.

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2020Bailing out the Kids: New Evidence on Informal Insurance from one Billion Bank Transfers. (2020). Johannesen, Niels ; Sheridan, Adam ; Andersen, Asger Lau. In: CEBI working paper series. RePEc:kud:kucebi:2019.

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2020When Overconfident Traders Meet Feedback Traders - Updated from 2016. (2020). Rousseau, Fabrice ; Germain, Laurent ; Boco, Herve . In: Economics, Finance and Accounting Department Working Paper Series. RePEc:may:mayecw:n270-16.pdf.

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2020Global and Local Commodity Prices: A Further Look at the Indonesian Agricultural Commodities. (2020). Wibowo, Sigit S ; Nareswari, Pradita. In: Capital Markets Review. RePEc:mfa:journl:v:28:y:2020:i:1:p:65-76.

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2020Leverage Dynamics and Financial Flexibility. (2020). Wang, Neng ; Bolton, Patrick ; Yang, Jinqiang. In: NBER Working Papers. RePEc:nbr:nberwo:26802.

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2020An Analytic Framework For Interpreting Investment Regressions In The Presence Of Financial Constraints. (2020). Panageas, Stavros ; Abel, Andrew. In: NBER Working Papers. RePEc:nbr:nberwo:26898.

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2020Pareto-Improving Carbon-Risk Taxation. (2020). Scheidegger, Simon ; Polbin, Andrey ; Kubler, Felix ; Kotlikoff, Laurence. In: NBER Working Papers. RePEc:nbr:nberwo:26919.

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2020A Sticky-Price View of Hoarding. (2020). Hong, Harrison ; de Paula, Aureo ; Singh, Vishal ; Hansman, Christopher. In: NBER Working Papers. RePEc:nbr:nberwo:27051.

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2020Mitigating Disaster Risks to Sustain Growth. (2020). Wang, Neng ; Hong, Harrison ; Yang, Jinqiang. In: NBER Working Papers. RePEc:nbr:nberwo:27066.

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2020The Effect of the U.S.-China Trade War on U.S. Investment. (2020). Weinstein, David ; Amiti, Mary ; Kong, Sang Hoon. In: NBER Working Papers. RePEc:nbr:nberwo:27114.

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2020The Return to Capital in Capital-Scarce Countries. (2020). Chari, Anusha ; Rhee, Jennifer S. In: NBER Working Papers. RePEc:nbr:nberwo:27675.

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2020Dynamic jump intensities and news arrival in oil futures markets. (2020). Turnbull, Stuart M ; Ostdiek, Barbara ; Han, YU ; Ensor, Katherine B. In: Journal of Asset Management. RePEc:pal:assmgt:v:21:y:2020:i:4:d:10.1057_s41260-020-00168-z.

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2020Exchange Rates and Liquidity Risk. (2020). Evans, Martin. In: MPRA Paper. RePEc:pra:mprapa:102702.

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2020Global Flight-to-Safety Shocks. (2020). Ahmed, Rashad. In: MPRA Paper. RePEc:pra:mprapa:103501.

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2020A NOVEL STRATEGY TO ASSESS MOTIVES BEHIND PRIVATE TRANSFERS. (2020). Luo, Kevin. In: Prague Economic Papers. RePEc:prg:jnlpep:v:2020:y:2020:i:2:id:730:p:1-17.

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2020Profitability, Investment and Asset Pricing: Reconciling the Valuation and the q-Theory Approaches in the Thai Stock Market. (2020). Saengchote, Kanis. In: PIER Discussion Papers. RePEc:pui:dpaper:124.

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2020Explaining Intergenerational Mobility: The Role of Fertility and Family Transfers. (). Kozlowski, Julian ; Daruich, Diego. In: Review of Economic Dynamics. RePEc:red:issued:18-528.

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2020.

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2020Determinants of the Commodity Futures Market Performance: An Indian Perspective. (2020). Shankar, Rishika ; Dubey, Priti. In: South Asia Economic Journal. RePEc:sae:soueco:v:21:y:2020:i:2:p:239-257.

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2020Money and time: what would you give back to me? Reciprocity between children and their elderly parents in Europe. (2020). Parisi, Lavinia ; Mazzotta, Fernanda. In: Economia Politica: Journal of Analytical and Institutional Economics. RePEc:spr:epolit:v:37:y:2020:i:3:d:10.1007_s40888-020-00181-w.

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2020Consumer behavior in a monetary economy and smoothing of composite consumption. (2020). Hayakawa, Hiroaki. In: Eurasian Economic Review. RePEc:spr:eurase:v:10:y:2020:i:1:d:10.1007_s40822-019-00134-0.

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2020Analyzing the impact of workers’ remittances on household consumption in Latin American and Caribbean Countries. (2020). Ramcharran, Harri. In: Journal of Economics and Finance. RePEc:spr:jecfin:v:44:y:2020:i:1:d:10.1007_s12197-019-9468-z.

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2020Transitions in Giving and Receiving Intergenerational Financial Support in Middle and Old Age. (2020). Tur-Sinai, Aviad ; Lewin-Epstein, Noah. In: Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement. RePEc:spr:soinre:v:150:y:2020:i:3:d:10.1007_s11205-020-02354-3.

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2021Marriage Stability and Private Versus Shared Expenditures Within Families: Evidence from Japanese Families. (2021). Piao, Xiangdan. In: Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement. RePEc:spr:soinre:v:153:y:2021:i:2:d:10.1007_s11205-020-02498-2.

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2020Currency Regimes, Volatility Risks, and Carry Trades: The Option Value of Government Currency Intervention in Emerging Markets. (2020). Guo, Wenliang. In: Journal of Applied Finance & Banking. RePEc:spt:apfiba:v:10:y:2020:i:3:f:10_3_4.

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2020Estimating a Nonlinear New Keynesian Model with the Zero Lower Bound for Japan. (2020). Ueda, Kozo ; Iiboshi, Hirokuni ; Shintani, Mototsugu. In: Working Papers. RePEc:tcr:wpaper:e154.

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2020Commodity Futures Return Predictability and Intertemporal Asset Pricing. (2020). Eyiah-Donkor, Emmanuel ; Cotter, John ; Pot, Valerio. In: Working Papers. RePEc:ucd:wpaper:202011.

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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]		article317
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: 317		paper
2011Emerging Market Currency Excess Returns In: American Economic Journal: Macroeconomics.
[Full Text][Citation analysis]		article37
2008Emerging Market Currency Excess Returns.(2008) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 37		paper
2012Corrigendum: Emerging Market Currency Excess Returns In: American Economic Journal: Macroeconomics.
[Full Text][Citation analysis]		article1
1992On the Estimation of Panel-Data Models with Serial Correlation When Instruments Are Not Strictly Exogenous: Comment. In: Journal of Business & Economic Statistics.
[Citation analysis]		article2
1996ANALYSIS OF HOUSEHOLD SAVING: PAST, PRESENT, AND FURTURE In: The Japanese Economic Review.
[Full Text][Citation analysis]		article7
2006INTRODUCTION In: The Japanese Economic Review.
[Full Text][Citation analysis]		article0
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]		paper20
1989Research and Development As An Investment.(1989) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 20		paper
1989Research and Development as an Investment..(1989) In: Economics Working Papers.
[Citation analysis]
This paper has another version. Agregated cites: 20		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]		article850
1981Tobins Marginal q and Average a : A Neoclassical Interpretation.(1981) In: Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 850		paper
1983Nearly Efficient Estimation of Time Series Models with Predetermined, but Not Exogenous, Instruments. In: Econometrica.
[Full Text][Citation analysis]		article76
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]		article191
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: 191		paper
1996Risk-Sharing between and within Families. In: Econometrica.
[Full Text][Citation analysis]		article193
2017The long-run Taylor principle revisited In: Economics Letters.
[Full Text][Citation analysis]		article0
1979A new estimation procedure under rational expectations In: Economics Letters.
[Full Text][Citation analysis]		article0
2006Comment on Crowding out and the rate of return on capital in Japan by Levon Barseghyan In: Japan and the World Economy.
[Full Text][Citation analysis]		article0
2006Introduction to aspects of Japans prolonged slump special issue In: Japan and the World Economy.
[Full Text][Citation analysis]		article0
1996A Model of Fiat Money and Barter In: Journal of Economic Theory.
[Full Text][Citation analysis]		article15
1994A Model of Fiat Money and Barter.(1994) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 15		paper
2005Can IT be Japans savior? In: Journal of the Japanese and International Economies.
[Full Text][Citation analysis]		article5
2005Can IT be Japans Savior?.(2005) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 5		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]		article41
1988Life cycle and bequest savings A study of Japanese and U.S. households based on data from the 1984 NSFIE and the 1983 survey of consumer finances In: Journal of the Japanese and International Economies.
[Full Text][Citation analysis]		article32
1990Ex-day behavior of japanese stock prices: New insights from new methodology In: Journal of the Japanese and International Economies.
[Full Text][Citation analysis]		article7
1990Ex-day behavior of Japanese stock prices: new insights from new methodology.(1990) In: Discussion Paper / Institute for Empirical Macroeconomics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 7		paper
1990Ex-Day Behavior of Japanese Stock Prices: New Insights from New Methodology.(1990) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 7		paper
1985Corporate finance side of the Q theory of investment In: Journal of Public Economics.
[Full Text][Citation analysis]		article29
2018Computing equilibrium bond prices in the Vayanos-Vila model In: Research in Economics.
[Full Text][Citation analysis]		article1
2006The Over-Investment Hypothesis In: Chapters.
[Full Text][Citation analysis]		chapter0
2004The 1990s in Japan: a lost decade* In: Chapters.
[Full Text][Citation analysis]		chapter397
2000The 1990s in Japan: a lost decade.(2000) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 397		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: 397		article
2016Affine term structure pricing with bond supply as factors In: FRB Atlanta CQER Working Paper.
[Full Text][Citation analysis]		paper2
2002Commentary : Is there a role for discretionary fiscal policy? In: Proceedings - Economic Policy Symposium - Jackson Hole.
[Full Text][Citation analysis]		article5
1989The relationship of firm growth and Q with multiple capital goods: theory and evidence from panel data on Japanese firms In: Discussion Paper / Institute for Empirical Macroeconomics.
[Full Text][Citation analysis]		paper2
1991Risk-sharing, altruism, and the factor structure of consumption In: Discussion Paper / Institute for Empirical Macroeconomics.
[Full Text][Citation analysis]		paper8
1991Risk-Sharing, Altruism, and the Factor Structure of Consumption.(1991) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 8		paper
1989Is Japans saving rate high? In: Quarterly Review.
[Full Text][Citation analysis]		article25
1995Parental Altruism and Inter Vivos Transfers: Theory and Evidence In: Boston University - Institute for Economic Development.
[Citation analysis]		paper390
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: 390		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: 390		article
1995Parental Altruism and Inter Vivos Transfers: Theory and Evidence.(1995) In: IPR working papers.
[Citation analysis]
This paper has another version. Agregated cites: 390		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]		article8
2011Commentary: Some Methodological Suggestions In: International Journal of Central Banking.
[Full Text][Citation analysis]		article0
1992Explaining Japans Saving: A Review of Recent Literature In: Monetary and Economic Studies.
[Full Text][Citation analysis]		article2
1991Rejoinder to Dekle and Summers In: Monetary and Economic Studies.
[Full Text][Citation analysis]		article0
2003Structural Impediments to Growth in Japan In: NBER Books.
[Citation analysis]		book44
1986Why Is Japans Saving Rate So Apparently High? In: NBER Chapters.
[Full Text][Citation analysis]		chapter41
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]		paper87
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: 87		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: 87		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]		paper90
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: 90		article
1984The Permanent Income Hypothesis and Consumption Durability: Analysis Based on Japanese Panel Data In: NBER Working Papers.
[Full Text][Citation analysis]		paper89
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: 89		article
2007The Fundamentals of Commodity Futures Returns In: NBER Working Papers.
[Full Text][Citation analysis]		paper176
2013The Fundamentals of Commodity Futures Returns.(2013) In: Review of Finance.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 176		article
2008The Fundamentals of Commodity Futures Returns.(2008) In: Yale School of Management Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 176		paper
1985Tests for Liquidity Constraints: A Critical Survey In: NBER Working Papers.
[Full Text][Citation analysis]		paper49
2014Exiting from QE In: NBER Working Papers.
[Full Text][Citation analysis]		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]		paper54
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: 54		article
1996The Effects of Income and Wealth on Time and Money Transfers between Parents and Children In: NBER Working Papers.
[Full Text][Citation analysis]		paper42
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: 42		paper
1997The Main Bank System and Corporate Investment: An Empirical Reassessment In: NBER Working Papers.
[Full Text][Citation analysis]		paper13
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]		paper393
2002The 1990s in Japan: A Lost Decade.(2002) In: Review of Economic Dynamics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 393		article
1982The Permanent Income Hypothesis: Estimation and Testing by Instrumental Variables. In: Journal of Political Economy.
[Full Text][Citation analysis]		article129
2019Exiting from quantitative easing In: Quantitative Economics.
[Full Text][Citation analysis]		article3
2007Commodity Futures: A Japanese Perspective In: Yale School of Management Working Papers.
[Full Text][Citation analysis]		paper1

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