Fumio Hayashi : Citation Profile

Are you Fumio Hayashi?

National Graduate Institute for Policy Studies (GRIPS)

24

H index

33

i10 index

5100

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: 127
   Journals where Fumio Hayashi has often published
   Relations with other researchers
   Recent citing documents: 179.    Total self citations: 24 (0.47 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pha83
   Updated: 2024-12-03    RAS profile: 2023-03-16    
   Missing citations? Add them    Incorrect content? Let us know

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)

Sawada, Yasuyuki (53)

Kotlikoff, Laurence (52)

Sudo, Nao (50)

Yamada, Tomoaki (41)

Wolff, François-Charles (39)

Kitao, Sagiri (36)

McKibbin, Warwick (32)

Ikeda, Daisuke (32)

Attanasio, Orazio (31)

Suzuki, Michio (30)

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)

Sargent, Thomas (4)

Farmer, Roger (4)

Main data

Where Fumio Hayashi has published?

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

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2024The 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.

Full description at Econpapers || Download paper

2024Consumption Partial Insurance in the Presence of Tail Income Risk. (2023). Theloudis, Alexandros ; Ghosh, Anisha. In: Papers. RePEc:arx:papers:2306.13208.

Full description at Econpapers || Download paper

2024Income Shocks and their Transmission into Consumption. (2024). Theloudis, Alexandros ; Crawley, Edmund. In: Papers. RePEc:arx:papers:2404.12214.

Full description at Econpapers || Download paper

2023.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2024Exchange Rates and Sovereign Risk: A Nonlinear Approach Based on Local Gaussian Correlations. (2024). Legrenzi, Gabriella Deborah ; Heinlein, Reinhold. In: CESifo Working Paper Series. RePEc:ces:ceswps:_11019.

Full description at Econpapers || Download paper

2024The Adoption and Termination of Suppliers over the Business Cycle. (2024). Zanetti, Francesco ; Yu, Yang ; Xu, LE. In: CESifo Working Paper Series. RePEc:ces:ceswps:_11030.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2024The Adoption and Termination of Suppliers over the Business Cycle. (2024). Zanetti, Francesco ; Yu, Yang ; Xu, LE. In: Discussion Papers. RePEc:cfm:wpaper:2416.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2024The Adoption and Termination of Suppliers over the Business Cycle. (2024). Xu, LE ; Zanetti, Francesco ; Yu, Yang. In: CIGS Working Paper Series. RePEc:cnn:wpaper:24-006e.

Full description at Econpapers || Download paper

2023Do investors care about carbon risk? The impact of the Paris agreement on the inflation hedging performance of commodities. (2023). Selmi, Refk. In: Economics Bulletin. RePEc:ebl:ecbull:eb-22-00030.

Full description at Econpapers || Download paper

2024Consumer participation in the credit market during the COVID-19 pandemic and beyond. (2024). Tsiortas, Athanasios ; Teppa, Federica ; Charalambakis, Evangelos. In: Working Paper Series. RePEc:ecb:ecbwps:20242922.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2023Underinvestment and optimal capital structure under environmental constraints. (2023). Yang, Jinqiang ; Tan, Yingxian ; Luo, Pengfei ; Yao, Yanming. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:157:y:2023:i:c:s0165188923001677.

Full description at Econpapers || Download paper

2024How clean capital slows down disinvestment of carbon-intensive capital in the low-carbon transition. (2024). Zhang, Lin ; van der Ploeg, Frederick ; Jin, Wei. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:162:y:2024:i:c:s0165188924000496.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2024Do public scholarships crowd out parental transfers? Evidence at the intensive margin from France. (2024). Wolff, François-Charles ; Grobon, Sébastien. In: Economics of Education Review. RePEc:eee:ecoedu:v:98:y:2024:i:c:s0272775723001498.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2024Heterogeneity of consumption responses to income shocks in the presence of nonlinear persistence. (2024). Blundell, Richard ; Light, Jack ; Bonhomme, Stephane ; Arellano, Manuel. In: Journal of Econometrics. RePEc:eee:econom:v:240:y:2024:i:2:s0304407623001434.

Full description at Econpapers || Download paper

2023Futures contract collateralization and its implications. (2023). Jarrow, Robert ; Kwok, Simon S. In: Journal of Empirical Finance. RePEc:eee:empfin:v:74:y:2023:i:c:s0927539823000890.

Full description at Econpapers || Download paper

2023The commodity risk premium and neural networks. (2023). faff, robert ; Yew, Rand Kwong ; Rad, Hossein ; Miffre, Joelle. In: Journal of Empirical Finance. RePEc:eee:empfin:v:74:y:2023:i:c:s0927539823001007.

Full description at Econpapers || Download paper

2024Expensive anomalies. (2024). Seyhun, Nejat H ; Ray, Sugata ; Anginer, Deniz ; Xu, Luqi. In: Journal of Empirical Finance. RePEc:eee:empfin:v:75:y:2024:i:c:s092753982300107x.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2024Forecasting the volatility of crude oil basis: Univariate models versus multivariate models. (2024). Wang, Yudong ; Geng, Qianjie. In: Energy. RePEc:eee:energy:v:295:y:2024:i:c:s0360544224007412.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2023COVID-19 and commodity pricing premium: Evidence from the Chinese market. (2023). Chen, Haiqiang ; Hsieh, Pei-Lin ; Zhang, LU. In: Finance Research Letters. RePEc:eee:finlet:v:58:y:2023:i:pa:s1544612323002714.

Full description at Econpapers || Download paper

2023The effects of financial frictions on Slovenian companies: A panel VAR approach. (2023). Verbič, Miroslav ; Zabavnik, Darja. In: Finance Research Letters. RePEc:eee:finlet:v:58:y:2023:i:pc:s1544612323009352.

Full description at Econpapers || Download paper

2023Do commodity factors work as inflation hedges and safe havens?. (2023). Sakemoto, Ryuta ; Nakagawa, Kei. In: Finance Research Letters. RePEc:eee:finlet:v:58:y:2023:i:pd:s1544612323009571.

Full description at Econpapers || Download paper

2024What matters to reshaping consumption patterns in China? Digital inclusion and supply chain. (2024). Yue, Pengpeng ; Ye, Xiang. In: Finance Research Letters. RePEc:eee:finlet:v:59:y:2024:i:c:s1544612323011765.

Full description at Econpapers || Download paper

2024Hedging inflation expectations in the cryptocurrency futures market. (2024). Valcarcel, Victor J ; Liu, Jinan. In: Journal of Financial Stability. RePEc:eee:finsta:v:70:y:2024:i:c:s1572308923001055.

Full description at Econpapers || Download paper

2024Permanent and temporary monetary policy shocks and the dynamics of exchange rates. (2024). Ribeiro, Pedro Pires ; Valle, Joo ; Carvalho, Alexandre. In: Journal of International Economics. RePEc:eee:inecon:v:147:y:2024:i:c:s0022199623001575.

Full description at Econpapers || Download paper

2024How firms accumulate inputs: Evidence from import switching. (2024). Mejía, Luis Fernando ; Mariscal, Asier. In: Journal of International Economics. RePEc:eee:inecon:v:148:y:2024:i:c:s0022199623001332.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2024ESG performance and investment efficiency: The impact of information asymmetry. (2024). Demir, Ender ; Danisman, Gamze Ozturk ; Bilyay-Erdogan, Seda. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:91:y:2024:i:c:s1042443123001877.

Full description at Econpapers || Download paper

2024Climate risk and investment efficiency. (2024). Li, Donghui ; Huang, Wenxuan ; Xu, Weidong. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:92:y:2024:i:c:s1042443124000313.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2024The effect of bank recapitalization policy on credit allocation, investment, and productivity: Evidence from a banking crisis in Japan. (2024). Suzuki, Michio ; Sawada, Yasuyuki ; Kasahara, Hiroyuki. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:158:y:2024:i:c:s0378426623002303.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2024Asset life, leverage, and debt maturity matching. (2024). Winegar, Adam ; Morellec, Erwan ; Hajda, Jakub ; Geelen, Thomas. In: Journal of Financial Economics. RePEc:eee:jfinec:v:154:y:2024:i:c:s0304405x24000199.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2024Monetary policy, threshold of profitability and dynamics of private investment in the West African Economic and Monetary Union. (2024). Amadou, Akilou ; Couchoro, Mawuli Kodjovi ; Kouwonou, Yao ; Sodokin, Koffi. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:143:y:2024:i:c:s0261560624000676.

Full description at Econpapers || Download paper

2024Bequests and wealth inequality in Japan. (2024). Ono, Taiki. In: Journal of the Japanese and International Economies. RePEc:eee:jjieco:v:72:y:2024:i:c:s0889158324000108.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2023The Fortune and crash of common risk factors in Chinese commodity markets. (2023). Zhao, Yuqian ; Liu, Zhenya. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:32:y:2023:i:c:s2405851323000521.

Full description at Econpapers || Download paper

2024Forecasting the price of oil: A cautionary note. (2024). Eyiah-Donkor, Emmanuel ; Cotter, John ; Conlon, Thomas. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:33:y:2024:i:c:s2405851323000685.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2024The forward premium anomaly and the currency carry trade hypothesis. (2024). Smyrnakis, Dimitris ; Tzavalis, Elias ; Elias, Nikolaos. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:95:y:2024:i:c:p:203-218.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2023Does the administrative approval reform impact firms investment decisions?. (2023). Xiong, Ting ; Guo, Zhuming ; Cheng, BO ; Qiu, Baoyin. In: International Review of Economics & Finance. RePEc:eee:reveco:v:88:y:2023:i:c:p:1052-1067.

Full description at Econpapers || Download paper

2024Arbitrage opportunities and feedback trading in regulated bitcoin futures market: An intraday analysis. (2024). Wang, Jinghua ; Ngene, Geoffrey M. In: International Review of Economics & Finance. RePEc:eee:reveco:v:89:y:2024:i:pb:p:743-761.

Full description at Econpapers || Download paper

2024Does economic liberalization foster corporate investment? Theory and evidence from US and Canadian firms. (2024). Leonida, Leone ; Limosani, Michele ; Iona, Alfonsina ; Navarra, Pietro ; Ansaldo, Dario Maimone. In: Socio-Economic Planning Sciences. RePEc:eee:soceps:v:91:y:2024:i:c:s0038012123002884.

Full description at Econpapers || Download paper

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]		article433
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: 433		paper
2011Emerging Market Currency Excess Returns In: American Economic Journal: Macroeconomics.
[Full Text][Citation analysis]		article50
2008Emerging Market Currency Excess Returns.(2008) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 50		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]		article10
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]		article975
1981Tobins Marginal q and Average a : A Neoclassical Interpretation.(1981) In: Discussion Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 975		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]		article266
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: 266		paper
1996Risk-Sharing between and within Families. In: Econometrica.
[Full Text][Citation analysis]		article235
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]		article62
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]		article34
2018Computing equilibrium bond prices in the Vayanos-Vila model In: Research in Economics.
[Full Text][Citation analysis]		article4
2006The Over-Investment Hypothesis In: Chapters.
[Full Text][Citation analysis]		chapter0
2004The 1990s in Japan: a lost decade* In: Chapters.
[Full Text][Citation analysis]		chapter499
2000The 1990s in Japan: a lost decade.(2000) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 499		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: 499		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]		paper482
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: 482		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: 482		article
1995Parental Altruism and Inter Vivos Transfers: Theory and Evidence.(1995) In: IPR working papers.
[Citation analysis]
This paper has nother version. Agregated cites: 482		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]		paper113
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: 113		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: 113		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]		paper146
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: 146		article
1984The Permanent Income Hypothesis and Consumption Durability: Analysis Based on Japanese Panel Data In: NBER Working Papers.
[Full Text][Citation analysis]		paper117
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: 117		article
2007The Fundamentals of Commodity Futures Returns In: NBER Working Papers.
[Full Text][Citation analysis]		paper283
2013The Fundamentals of Commodity Futures Returns.(2013) In: Review of Finance.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 283		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]		paper76
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: 76		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]		paper494
2002The 1990s in Japan: A Lost Decade.(2002) In: Review of Economic Dynamics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 494		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]		article17

CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated November, 3 2024. Contact: CitEc Team