Fumio Hayashi : Citation Profile

National Graduate Institute for Policy Studies (GRIPS)

24

H index

33

i10 index

5221

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: 130
   Journals where Fumio Hayashi has often published
   Relations with other researchers
   Recent citing documents: 167.    Total self citations: 24 (0.46 %)

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   Permalink: http://citec.repec.org/pha83
   Updated: 2025-12-27    RAS profile: 2023-03-16    
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Relations with other researchers

Works with:

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

Is cited by:

Horioka, Charles (86)

Sawada, Yasuyuki (56)

Kotlikoff, Laurence (52)

Sudo, Nao (50)

Yamada, Tomoaki (41)

Wolff, François-Charles (39)

Kitao, Sagiri (36)

Ikeda, Daisuke (34)

McKibbin, Warwick (32)

Attanasio, Orazio (31)

Suzuki, Michio (30)

Cites to:

Altonji, Joseph (12)

Vayanos, Dimitri (11)

Kotlikoff, Laurence (10)

Nakajima, Jouchi (8)

Hall, Robert (6)

Bernanke, Ben (6)

Hansen, Lars (6)

Summers, Lawrence (5)

Mishkin, Frederic (5)

Eichenbaum, Martin (4)

Zha, Tao (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
Economics Letters2
American Economic Journal: Macroeconomics2
Japan and the World Economy2
The Quarterly Journal of Economics2
Review of Economic Dynamics2
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 (2025 and 2024)

YearTitle of citing document
2024Grain Futures Market Response to the Black Sea Grain Initiative. (2024). Steinbach, Sandro ; Yildirim, Yasin. In: German Journal of Agricultural Economics. RePEc:ags:gjagec:356239.

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2037Motives for sharing in social networks. (2011). Schechter, Laura ; Ligon, Ethan. In: CUDARE Working Papers. RePEc:ags:ucbecw:120376.

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2024The Impacts of the Gender Imbalance on the Marriage Market: Evidence from World War II in Japan. (2024). Ogasawara, Kota ; Igarashi, Erika. In: Papers. RePEc:arx:papers:2102.00687.

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2025Consumption Partial Insurance in the Presence of Tail Income Risk. (2025). Theloudis, Alexandros ; Ghosh, Anisha. In: Papers. RePEc:arx:papers:2306.13208.

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

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2025Estimation in linear models with clustered data. (2025). Jing, Baiyun ; Solvsten, Mikkel ; Mikusheva, Anna. In: Papers. RePEc:arx:papers:2508.12860.

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2024The housing channel of intergenerational wealth persistence. (2024). Natvik, Gisle ; Juelsrud, Ragnar Enger ; Brandsaas, Eirik Eylands ; Aastveit, Knut Are ; Wold, Ella Getz. In: Working Papers. RePEc:bbq:wpaper:0013.

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2024Institutional attention and investment efficiency. (2024). Zheng, Jiayi. In: Accounting and Finance. RePEc:bla:acctfi:v:64:y:2024:i:4:p:3241-3273.

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2024Retirement wealth, earnings risks, and intergenerational links. (2024). Zhang, Jie ; Shao, Lei. In: Economic Inquiry. RePEc:bla:ecinqu:v:62:y:2024:i:4:p:1494-1519.

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2024Determinants of commodity market liquidity. (2024). Onur, Esen ; Jain, Pankaj K ; Kayhan, Ayla. In: The Financial Review. RePEc:bla:finrev:v:59:y:2024:i:1:p:9-30.

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2024A q$q$ Theory of Internal Capital Markets. (2024). Giroud, Xavier ; Dai, Min ; Wang, Neng ; Jiang, Wei. In: Journal of Finance. RePEc:bla:jfinan:v:79:y:2024:i:2:p:1147-1197.

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2024Nonrenewable resource use sustainability and public debt. (2024). Magris, Francesco ; Clootens, Nicolas. In: Journal of Public Economic Theory. RePEc:bla:jpbect:v:26:y:2024:i:1:n:e12665.

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2024Social security, bequests, and social comparisons. (2024). Borissov, Kirill ; Kalk, Andrei. In: Journal of Public Economic Theory. RePEc:bla:jpbect:v:26:y:2024:i:3:n:e12698.

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2024Capital misallocation in Chinese industrial firms. (2024). Shen, Jim Huangnan ; Zhang, Jun ; Tang, LE. In: Scottish Journal of Political Economy. RePEc:bla:scotjp:v:71:y:2024:i:1:p:75-100.

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2024Market Functioning in the Japanese Corporate Bond Market. (2024). Osada, Mitsuhiro ; Ochi, Kaori. In: Bank of Japan Working Paper Series. RePEc:boj:bojwps:wp24e05.

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2024Japans Economy and Prices over the Past 25 Years: Past Discussions and Recent Issues. (2024). Fukunaga, Ichiro ; Hogen, Yoshihiko ; Ueno, Yoichi. In: Bank of Japan Working Paper Series. RePEc:boj:bojwps:wp24e14.

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2024Potential Growth in Japan: Issues on Its Relationship with Prices and Wages. (2024). Fukunaga, Ichiro ; Tsuchida, Satoshi ; Kanai, Kenji ; Ito, Yojiro ; Hogen, Yoshihiko. In: Bank of Japan Working Paper Series. RePEc:boj:bojwps:wp24e16.

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2025Interest Rate Sensitivity of Capital Investment in Japan: An Analysis Using Panel LP-IV. (2025). Takahashi, Yusuke ; Hirata, Atsuki ; Kato, Naoya. In: Bank of Japan Working Paper Series. RePEc:boj:bojwps:wp25e13.

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

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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.

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2024Consumption Dynamics and Welfare under Non-Gaussian Earnings Risk. (2024). Ozkan, Serdar ; Madera, Rocio ; Guvenen, Fatih. In: CESifo Working Paper Series. RePEc:ces:ceswps:_11135.

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

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2025How did Japan catch-up with the West? Some implications of recent revisions to Japan€™s historical growth record. (2025). Broadberry, Stephen ; Fukao, Kyoji ; Settsu, Tokihiko. In: CAGE Online Working Paper Series. RePEc:cge:wacage:749.

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2024The Role of Parental Altruism in Parents Consumption, College Financial Support, and Outcomes in Higher Education. (2024). Casanueva, Agustin Diaz. In: Working Papers Central Bank of Chile. RePEc:chb:bcchwp:1005.

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2024Sources of Inequality and Business Cycles: Evidence from the US and Japan. (2024). Shirai, Daichi ; Nutahara, Kengo ; Inaba, Masaru. In: CIGS Working Paper Series. RePEc:cnn:wpaper:23-006e.

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

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2024Consumer participation in the credit market during the COVID-19 pandemic and beyond. (2024). Charalambakis, Evangelos ; Teppa, Federica ; Tsiortas, Athanasios. In: Working Papers. RePEc:dnb:dnbwpp:807.

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2024Household Saving in Japan: The Past, Present, and Future. (2024). Horioka, Charles. In: ISER Discussion Paper. RePEc:dpr:wpaper:1264.

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

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2025Beta estimation precision and corporate investment efficiency. (2025). Biggerstaff, Lee ; Goldie, Brad ; Kassa, Haimanot. In: Journal of Corporate Finance. RePEc:eee:corfin:v:91:y:2025:i:c:s0929119924001901.

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

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2024Financing green entrepreneurs under limited commitment. (2024). Bensoussan, Alain ; Chevalier-Roignant, Benoit ; Nguyen, Nam ; Rivera, Alejandro. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:168:y:2024:i:c:s0165188924001222.

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2024Consumption dynamics and welfare under non-Gaussian earnings risk. (2024). Ozkan, Serdar ; Madera, Rocio ; Guvenen, Fatih. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:169:y:2024:i:c:s0165188924001374.

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2025Fiscal policy under secular stagnation: An optimal pump-priming strategy. (2025). Michau, Jean-Baptiste. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:175:y:2025:i:c:s0165188925000636.

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2025Anticipated trade policy: New insights from an intertemporal general equilibrium model for Egypt. (2025). Elshennawy, Abeer. In: Economic Modelling. RePEc:eee:ecmode:v:146:y:2025:i:c:s0264999325000239.

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2024Local economic impact of small, non-research private universities: evidence from Japan. (2024). Yanagiura, Takeshi ; Tateishi, Shinji. In: Economics of Education Review. RePEc:eee:ecoedu:v:102:y:2024:i:c:s0272775724000700.

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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.

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2025Housing wealth, bequests, risk aversion, and the elderly. (2025). Greenhalgh-Stanley, Nadia ; Reynolds, Clockwood. In: Economics Letters. RePEc:eee:ecolet:v:251:y:2025:i:c:s0165176525001806.

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

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2024Can today’s and tomorrow’s world uniformly gain from carbon taxation?. (2024). Scheidegger, Simon ; Polbin, Andrey ; Kotlikoff, Laurence ; Kubler, Felix. In: European Economic Review. RePEc:eee:eecrev:v:168:y:2024:i:c:s001429212400148x.

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2025The demand for hedging of oil producers: A tale of risk and regret. (2025). Six, Pierre ; Ouzan, Samuel. In: European Journal of Operational Research. RePEc:eee:ejores:v:321:y:2025:i:1:p:330-343.

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

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2025Credit distortions in Japanese momentum. (2025). Ross, Sharon Y. In: Journal of Empirical Finance. RePEc:eee:empfin:v:82:y:2025:i:c:s0927539825000374.

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2024Forecasting oil futures returns with news. (2024). Wang, Yudong ; Pan, Zhiyuan ; Huang, Juan ; Zhong, Hao. In: Energy Economics. RePEc:eee:eneeco:v:134:y:2024:i:c:s0140988324003141.

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2024Risk premium, price of risk and expected volatility in the oil market: Evidence from survey data. (2024). Uctum, Remzi ; Prat, Georges. In: Energy Economics. RePEc:eee:eneeco:v:140:y:2024:i:c:s0140988324006388.

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2025The cost of uncertainty: Analysing the influence of coal price changes, the Russia-Ukraine war and geopolitical risk on risk premiums in the Indian electricity spot market. (2025). Singh, Prakash ; Siddiki, Jalal. In: Energy Economics. RePEc:eee:eneeco:v:141:y:2025:i:c:s0140988324008387.

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2025Systemic resilience of networked commodities. (2025). Storani, Saverio ; Mattera, Raffaele ; Cerqueti, Roy. In: Energy Economics. RePEc:eee:eneeco:v:143:y:2025:i:c:s0140988325000933.

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2025Resilience and performance of Islamic and conventional banks amid oil price uncertainty. (2025). Brooks, Robert ; Hasanov, Akram Shavkatovich ; Tanin, Tauhidul Islam ; Mohsen, Mohammed Sharaf. In: Energy Economics. RePEc:eee:eneeco:v:148:y:2025:i:c:s0140988325004645.

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2024Clean energy business expansion and financing availability: The role of government and market. (2024). Lin, Boqiang. In: Energy Policy. RePEc:eee:enepol:v:191:y:2024:i:c:s0301421524002039.

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2025Jobs, skills and regional implications of the low carbon residential heat transition in the UK. (2025). Katris, Antonios ; Zhou, Long ; Turner, Karen ; Calvillo, Christian F. In: Energy Policy. RePEc:eee:enepol:v:202:y:2025:i:c:s0301421525000862.

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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.

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2024Job satisfaction and investment efficiency – Evidence from crowdsourced employer reviews. (2024). Eierle, Brigitte ; Arvidsson, Susanne ; Hartlieb, Sven. In: European Management Journal. RePEc:eee:eurman:v:42:y:2024:i:2:p:266-280.

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2025Tournament incentives, corporate overinvestment, and economic consequences. (2025). Choi, Heeick ; Karim, Khondkar ; Liu, Yin. In: International Review of Financial Analysis. RePEc:eee:finana:v:102:y:2025:i:c:s1057521925001772.

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2024Commodity sectors and factor investment strategies. (2024). Sakemoto, Ryuta ; Nakagawa, Kei. In: International Review of Financial Analysis. RePEc:eee:finana:v:95:y:2024:i:pc:s1057521924004253.

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

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2025Are cryptocurrencies priced in the cross-section? A portfolio approach. (2025). Ekponon, Adelphe ; Assamoi, Vincent K ; Guo, Zihan. In: Finance Research Letters. RePEc:eee:finlet:v:71:y:2025:i:c:s1544612324014661.

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2025When climate risk hits corporate value: The moderating role of financial constraints, flexibility, and innovation. (2025). Zhu, Xiaoxian ; Guo, Yongsheng ; Naseer, Mirza Muhammad. In: Finance Research Letters. RePEc:eee:finlet:v:74:y:2025:i:c:s1544612325000455.

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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.

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

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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.

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2024From carry trades to trade credit: Financial intermediation by non-financial corporations. (2024). Saffie, Felipe ; Hardy, Bryan. In: Journal of International Economics. RePEc:eee:inecon:v:152:y:2024:i:c:s0022199624001156.

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

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

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2025Mitigating risk-shifting in corporate pension plans: Evidence from stakeholder constituency statutes. (2025). Kubick, Thomas R ; Garman, Amy D. In: Journal of Accounting and Economics. RePEc:eee:jaecon:v:79:y:2025:i:1:s016541012400034x.

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2025The future performance implications of Non-GAAP firms’ investments. (2025). Ahn, Minkwan ; Christensen, Theodore E ; Johnson, Ryan G ; Lewis-Western, Melissa F. In: Journal of Accounting and Economics. RePEc:eee:jaecon:v:79:y:2025:i:2:s0165410124000909.

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2024A fiscal theory of central bank’s solvency: Perils of the quantitative and qualitative monetary easing. (2024). Niwa, Hidekazu. In: Japan and the World Economy. RePEc:eee:japwor:v:70:y:2024:i:c:s092214252400015x.

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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.

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2024The effects of land titling on intergenerational transfers in rural China. (2024). Min, Shi ; Cheng, Yifan ; Wang, Xiaobing ; Yu, Jianyu. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:225:y:2024:i:c:p:228-251.

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2025Religion as an informal institution: A case of true pure land Buddhism and missing women in early modern Japan. (2025). Ishise, Hirokazu. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:229:y:2025:i:c:s0167268124004372.

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2024Stock returns, industry concentration and firm expenditure decisions. (2024). Malki, Issam ; Sivaprasad, Sheeja ; Muradoglu, Gulnur ; Kamuriwo, Dzidziso Samuel. In: Journal of Economics and Business. RePEc:eee:jebusi:v:131:y:2024:i:c:s0148619524000377.

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2024Transmission of flood damage to the real economy and financial intermediation: Simulation analysis using a DSGE model. (2024). Hashimoto, Ryuichiro ; Sudo, Nao. In: Journal of Environmental Economics and Management. RePEc:eee:jeeman:v:128:y:2024:i:c:s0095069624001323.

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2024Disaster learning and aggregate investment. (2024). Zou, Zhentao ; Niu, Yingjie ; Yang, Jinqiang. In: Journal of Economic Theory. RePEc:eee:jetheo:v:220:y:2024:i:c:s0022053124000784.

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

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2024Estimating and testing investment-based asset pricing models. (2024). Salomao, Juliana ; Deng, Yao ; Belo, Frederico. In: Journal of Financial Economics. RePEc:eee:jfinec:v:162:y:2024:i:c:s0304405x24001685.

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2025Q: Risk, rents, or growth?. (2025). Kung, Howard ; Corhay, Alexandre ; Schmid, Lukas. In: Journal of Financial Economics. RePEc:eee:jfinec:v:165:y:2025:i:c:s0304405x24002137.

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

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2024Commodity prices and international Inflation, 1851–1913. (2024). Stuart, Rebecca ; Gerlach, Stefan. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:144:y:2024:i:c:s0261560624000846.

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2024Commodity currencies revisited: The role of global commodity price uncertainty. (2024). Karadimitropoulou, Aikaterini ; Ferrara, Laurent ; Bermpei, Theodora ; Triantafyllou, Athanasios. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:145:y:2024:i:c:s0261560624000834.

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2025Market mechanisms for energy transition: Fossil energy price shocks and irrational renewable energy financing. (2025). Lin, Boqiang ; Wang, Siquan ; Du, Anna Min. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:151:y:2025:i:c:s0261560624002389.

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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.

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2025Aggregate implications of changing industrial trends in Japan. (2025). Shirota, Toyoichiro ; Tsuchida, Satoshi. In: Journal of the Japanese and International Economies. RePEc:eee:jjieco:v:75:y:2025:i:c:s0889158324000479.

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

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2024Four Commitments of Traders Reports puzzles, revisited: Answers from grains and oilseeds futures markets. (2024). Robe, Michel ; Roberts, John S. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:34:y:2024:i:c:s2405851324000084.

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2024When Chinese mania meets global frenzy: Commodity price bubbles. (2024). Fan, John Hua ; Todorova, Neda ; Indriawan, Ivan ; Fernandez-Perez, Adrian. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:36:y:2024:i:c:s2405851324000564.

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2024Carbon pricing and the commodity risk premium. (2024). Wang, Qiao. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:36:y:2024:i:c:s2405851324000667.

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2025Media emotion intensity and commodity futures pricing. (2025). Vu, Thanh ; El-Jahel, Lina ; Chi, Yeguang. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:37:y:2025:i:c:s2405851325000042.

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2025Financial investors and cross-commodity markets integration. (2025). Isleimeyyeh, Mohammad. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:38:y:2025:i:c:s2405851325000054.

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2025Commodity correlation risk. (2025). Sakemoto, Ryuta ; Byrne, Joseph P. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:38:y:2025:i:c:s2405851325000170.

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2025Predicting commodity returns: Time series vs. cross sectional prediction models. (2025). Angelidis, Timotheos ; Sakkas, Athanasios ; Tessaromatis, Nikolaos. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:38:y:2025:i:c:s2405851325000194.

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2025Price contagion and risk spillover in the global commodities market: COVID-19 pandemic vs. global financial crisis. (2025). Kamal, Md Mostafa ; Roca, Eduardo ; Lin, Chen ; Reza, Rajibur. In: Resources Policy. RePEc:eee:jrpoli:v:103:y:2025:i:c:s0301420725000959.

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2025The impacts of the gender imbalance on the marriage market: Evidence from World War II in Japan. (2025). Igarashi, Erika ; Ogasawara, Kota. In: Labour Economics. RePEc:eee:labeco:v:92:y:2025:i:c:s0927537124001490.

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2025Shaping inequality and intergenerational persistence of poverty: Free college or better schools?. (2025). Popova, Irina ; Ludwig, Alexander ; Krueger, Dirk. In: Journal of Monetary Economics. RePEc:eee:moneco:v:150:y:2025:i:c:s0304393224001478.

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

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2024When you need it or when I die? Timing of monetary transfers from parents to children. (2024). Pasini, Giacomo ; Kalwij, Adriaan ; Alessie, rob. In: Research in Economics. RePEc:eee:reecon:v:78:y:2024:i:3:s1090944324000383.

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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.

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2024Corporate social responsibility and investment efficiency: The roles of national stakeholder orientation and legal origins. (2024). Rezaee, Zabihollah ; Homayoun, Saeid ; Mansourfar, Gholamreza ; Poursoleyman, Ehsan. In: International Review of Economics & Finance. RePEc:eee:reveco:v:93:y:2024:i:pa:p:889-911.

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

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2024Investors’ attention and network spillover for commodity market forecasting. (2024). Mattera, Raffaele ; Ficcadenti, Valerio ; Cerqueti, Roy. In: Socio-Economic Planning Sciences. RePEc:eee:soceps:v:95:y:2024:i:c:s0038012124002222.

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2024Living arrangements, intra-household inequality and childrens deprivation: evidence from EU-SILC. (2024). Burchardt, Tania ; Karagiannaki, Eleni. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:123790.

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2025New Industrial Policies to Achieve Sustainable Asia-Wide Economic Development. (2025). Urata, Shujiro ; Sawada, Yasuyuki ; Kimura, Fukunari ; Ambashi, Masahito ; Toyoda, Masakazu ; Haraoka, Naoyuki. In: Working Papers. RePEc:era:wpaper:dp-2024-34.

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2025Does the Productivity J-curve Explain Korea€™s Economic Slowdown? (Japanese). (2025). Kim, Younggak ; Inui, Tomohiko. In: Discussion Papers (Japanese). RePEc:eti:rdpsjp:25028.

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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]		article437
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: 437		paper
2011Emerging Market Currency Excess Returns In: American Economic Journal: Macroeconomics.
[Full Text][Citation analysis]		article54
2012Corrigendum: Emerging Market Currency Excess Returns.(2012) In: American Economic Journal: Macroeconomics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 54		article
2008Emerging Market Currency Excess Returns.(2008) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 54		paper
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]		article11
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]		paper9
1982Tobins Marginal q and Average q: A Neoclassical Interpretation. In: Econometrica.
[Full Text][Citation analysis]		article1001
1981Tobins Marginal q and Average a : A Neoclassical Interpretation.(1981) In: Discussion Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 1001		paper
1983Nearly Efficient Estimation of Time Series Models with Predetermined, but Not Exogenous, Instruments. In: Econometrica.
[Full Text][Citation analysis]		article89
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]		article269
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: 269		paper
1996Risk-Sharing between and within Families. In: Econometrica.
[Full Text][Citation analysis]		article238
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]		article63
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]		chapter511
2000The 1990s in Japan: a lost decade.(2000) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 511		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: 511		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]		article26
1995Parental Altruism and Inter Vivos Transfers: Theory and Evidence In: Boston University - Institute for Economic Development.
[Citation analysis]		paper492
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: 492		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: 492		article
1995Parental Altruism and Inter Vivos Transfers: Theory and Evidence.(1995) In: IPR working papers.
[Citation analysis]
This paper has nother version. Agregated cites: 492		paper
2000Is There a Liquidity Effect in the Japanese Interbank Market?. In: Harvard Institute of Economic Research Working Papers.
[Citation analysis]		paper0
2001Identifying a Liquidity Effect in the Japanese Interbank Market. In: International Economic Review.
[Citation analysis]		article12
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]		book86
1986Why Is Japans Saving Rate So Apparently High? In: NBER Chapters.
[Full Text][Citation analysis]		chapter102
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]		chapter3
1982The Effect of Liquidity Constraints on Consumption: A Cross-Sectional Analysis In: NBER Working Papers.
[Full Text][Citation analysis]		paper115
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: 115		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: 115		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]		paper154
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: 154		article
1984The Permanent Income Hypothesis and Consumption Durability: Analysis Based on Japanese Panel Data In: NBER Working Papers.
[Full Text][Citation analysis]		paper116
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: 116		article
2007The Fundamentals of Commodity Futures Returns In: NBER Working Papers.
[Full Text][Citation analysis]		paper308
2013The Fundamentals of Commodity Futures Returns.(2013) In: Review of Finance.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 308		article
1985Tests for Liquidity Constraints: A Critical Survey In: NBER Working Papers.
[Full Text][Citation analysis]		paper61
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]		paper506
2002The 1990s in Japan: A Lost Decade.(2002) In: Review of Economic Dynamics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 506		article
1982The Permanent Income Hypothesis: Estimation and Testing by Instrumental Variables. In: Journal of Political Economy.
[Full Text][Citation analysis]		article147
2019Exiting from quantitative easing In: Quantitative Economics.
[Full Text][Citation analysis]		article22

CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated December, 22 2025. Contact: CitEc Team