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Publications

by members of

Graduate School of International Corporate Strategy
Hitotsubashi University
Tokyo, Japan

These are publications listed in RePEc written by members of the above institution who are registered with the RePEc Author Service. Thus this compiles the works all those currently affiliated with this institutions, not those affilated at the time of publication. List of registered members. Register yourself. This page is updated in the first days of each month.
| Working papers | Journal articles | Books | Chapters |

Working papers

2014

  1. Fumio Hayashi & Junko Koeda, 2014. "Exiting from QE," NBER Working Papers 19938, National Bureau of Economic Research, Inc.

2013

  1. Fumio Hayashi & Junko Koeda, 2013. "A Regime-Switching SVAR Analysis of Quantitative Easing," CARF F-Series, Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo CARF-F-322, Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo.

2008

  1. Stephen Gilmore & Fumio Hayashi, 2008. "Emerging Market Currency Excess Returns," NBER Working Papers 14528, National Bureau of Economic Research, Inc.

2007

  1. Gary B. Gorton & Fumio Hayashi & K. Geert Rouwenhorst, 2007. "The Fundamentals of Commodity Futures Returns," NBER Working Papers 13249, National Bureau of Economic Research, Inc.

2006

  1. Fumio Hayashi & Edward C. Prescott, 2006. "The Depressing Effect of Agricultural Institutions on the Prewar Japanese Economy," NBER Working Papers 12081, National Bureau of Economic Research, Inc.
  2. Gary Gorton & Fumio Hayashi & K. Rouwenhorst, 2006. "Commodity Futures: A Japanese Perspective," Yale School of Management Working Papers, Yale School of Management amz2609, Yale School of Management, revised 01 Feb 2007.

2005

  1. Fumio Hayashi & Koji Nomura, 2005. "Can IT be Japan's Savior?," NBER Working Papers 11749, National Bureau of Economic Research, Inc.

2002

  1. Fumio Hayashi & Edward C. Prescott, 2002. "Data Appendix to The 1990s in Japan: A Lost Decade," Technical Appendices, Review of Economic Dynamics hayashi02, Review of Economic Dynamics.

2000

  1. Fumio Hayashi, 2000. "Is There a Liquidity Effect in the Japanese Market?," Harvard Institute of Economic Research Working Papers, Harvard - Institute of Economic Research 1898, Harvard - Institute of Economic Research.
  2. Fumio Hayashi, 2000. "Christensen-Greene76," Instructional Stata datasets for econometrics cgreene76, Boston College Department of Economics.
  3. Fumio Hayashi, 2000. "Bekaert-Hodrick93," Instructional Stata datasets for econometrics bhodrick93, Boston College Department of Economics.
  4. Fumio Hayashi, 2000. "Griliches76," Instructional Stata datasets for econometrics griliches76, Boston College Department of Economics.
  5. Fumio Hayashi, 2000. "LTaylor96," Instructional Stata datasets for econometrics ltaylor96, Boston College Department of Economics.
  6. Fumio Hayashi, 2000. "Stock-Watson93," Instructional Stata datasets for econometrics swatson93, Boston College Department of Economics.
  7. Fumio Hayashi & Edward C. Prescott, 2000. "The 1990s in Japan: a lost decade," Working Papers, Federal Reserve Bank of Minneapolis 607, Federal Reserve Bank of Minneapolis.
  8. Fumio Hayashi, 2000. "Nerlove63," Instructional Stata datasets for econometrics nerlove63, Boston College Department of Economics.
  9. Fumio Hayashi, 2000. "Mishkin92," Instructional Stata datasets for econometrics mishkin92, Boston College Department of Economics.
  10. Fumio Hayashi, 2000. "Summers-Heston91," Instructional Stata datasets for econometrics sheston91, Boston College Department of Economics.

1997

  1. Fumio Hayashi, 1997. "The Main Bank System and Corporate Investment: An Empirical Reassessment," NBER Working Papers 6172, National Bureau of Economic Research, Inc.

1996

  1. Joseph G. Altonji & Fumio Hayashi & Laurence Kotlikoff, 1996. "The Effects of Income and Wealth on Time and Money Transfers between Parents and Children," NBER Working Papers 5522, National Bureau of Economic Research, Inc.

1995

  1. Joseph G. Altonji & Fumio Hayashi & Laurence J. Kotlikoff, 1995. "Parental Altruism and Inter Vivos Transfers: Theory and Evidence," Boston University - Institute for Economic Development, Boston University, Institute for Economic Development 65, Boston University, Institute for Economic Development.
  2. Fumio Hayashi, 1995. "Is the Japanese Extended Family Altruistically Linked? A Test based on Engel Curves," NBER Working Papers 5033, National Bureau of Economic Research, Inc.

1994

  1. Fumio Hayashi & Akihiko Matsui, 1994. "A Model of Fiat Money and Barter," NBER Working Papers 4919, National Bureau of Economic Research, Inc.

1991

  1. Fumio Hayashi & Joseph Altonji & Laurence Kotlikoff, 1991. "Risk-sharing, altruism, and the factor structure of consumption," Discussion Paper / Institute for Empirical Macroeconomics, Federal Reserve Bank of Minneapolis 48, Federal Reserve Bank of Minneapolis.
  2. Fumio Hayashi, 1991. "Measuring Depreciation For Japan: Rejoinder to Dekle and Summers," NBER Working Papers 3836, National Bureau of Economic Research, Inc.

1990

  1. Fumio Hayashi & Ravi Jagannathan, 1990. "Ex-day behavior of Japanese stock prices: new insights from new methodology," Discussion Paper / Institute for Empirical Macroeconomics, Federal Reserve Bank of Minneapolis 30, Federal Reserve Bank of Minneapolis.
  2. Fumio Hayashi & Tohru Inoue, 1990. "The Relation Between Firm Growth and Q with Multiple Capital Goods: Theory and Evidence from Panel Data on Japanese Firms," NBER Working Papers 3326, National Bureau of Economic Research, Inc.

1989

  1. Fumio Hayashi & Tohru Inoue, 1989. "The relationship of firm growth and Q with multiple capital goods: theory and evidence from panel data on Japanese firms," Discussion Paper / Institute for Empirical Macroeconomics, Federal Reserve Bank of Minneapolis 13, Federal Reserve Bank of Minneapolis.
  2. Bronwyn Hall & Fumio Hayashi, 1989. "Research and Development As An Investment," NBER Working Papers 2973, National Bureau of Economic Research, Inc.
  3. Fumio Hayashi, 1989. "Japan's Saving Rate: New Data and Reflections," NBER Working Papers 3205, National Bureau of Economic Research, Inc.
  4. Joseph G. Altonji & Fumio Hayashi & Laurence J. Kotlikoff, 1989. "Is the Extended Family Altruistically Linked? Direct Tests Using Micro Data," NBER Working Papers 3046, National Bureau of Economic Research, Inc.

1987

  1. Fumio Hayashi & Takatoshi Ito & Joel Slemrod, 1987. "Housing Finance Imperfections and Private Saving: A Comparative Simulation Analysis of the U.S. and Japan," NBER Working Papers 2272, National Bureau of Economic Research, Inc.

1985

  1. Fumio Hayashi, 1985. "Tests for Liquidity Constraints: A Critical Survey," NBER Working Papers 1720, National Bureau of Economic Research, Inc.
  2. Fumio Hayashi, 1985. "Taxes and Corporate Investment in Japanese Manufacturing," NBER Working Papers 1753, National Bureau of Economic Research, Inc.

1984

  1. Fumio Hayashi, 1984. "The Permanent Income Hypothesis and Consumption Durability: Analysis Based on Japanese Panel Data," NBER Working Papers 1305, National Bureau of Economic Research, Inc.

1983

  1. Fumio Hayashi, 1983. "Real and Financial Decisions of a Firm with Bankruptcy and Default: An Integration," NBER Working Papers 1097, National Bureau of Economic Research, Inc.

1982

  1. Fumio Hayashi, 1982. "The Effect of Liquidity Constraints on Consumption: A Cross-Sectional Analysis," NBER Working Papers 0882, National Bureau of Economic Research, Inc.

1981

  1. Fumio Hayashi, 1981. "Tobin's Marginal q and Average a : A Neoclassical Interpretation," Discussion Papers, Northwestern University, Center for Mathematical Studies in Economics and Management Science 457, Northwestern University, Center for Mathematical Studies in Economics and Management Science.

1980

  1. Fumio Hayashi, 1980. "Intertemporal Optimization and Demand Analysis," Discussion Papers, Northwestern University, Center for Mathematical Studies in Economics and Management Science 439, Northwestern University, Center for Mathematical Studies in Economics and Management Science.
  2. Fumio Hayashi, 1980. "Estimation of Macroeconometric Models Under Rational Expectations: A Survey," Discussion Papers, Northwestern University, Center for Mathematical Studies in Economics and Management Science 444, Northwestern University, Center for Mathematical Studies in Economics and Management Science.
  3. Fumio Hayashi & Christopher Sims, 1980. "Efficient Estimation of Time Series Models with Predetermined," Discussion Papers, Northwestern University, Center for Mathematical Studies in Economics and Management Science 450, Northwestern University, Center for Mathematical Studies in Economics and Management Science.

1979

  1. Fumio Hayashi, 1979. "The Permanent Income Hypothesis: Estimation and Testing," Discussion Papers, Northwestern University, Center for Mathematical Studies in Economics and Management Science 484, Northwestern University, Center for Mathematical Studies in Economics and Management Science.

Journal articles

2013

  1. Gary B. Gorton & Fumio Hayashi & K. Geert Rouwenhorst, 2013. "The Fundamentals of Commodity Futures Returns," Review of Finance, European Finance Association, European Finance Association, vol. 17(1), pages 35-105.

2012

  1. Stephen Gilmore & Fumio Hayashi, 2012. "Corrigendum: Emerging Market Currency Excess Returns," American Economic Journal: Macroeconomics, American Economic Association, vol. 4(1), pages 283-283, January.

2011

  1. Fumio Hayashi, 2011. "Commentary: Some Methodological Suggestions," International Journal of Central Banking, International Journal of Central Banking, International Journal of Central Banking, vol. 7(1), pages 217-223, March.
  2. Stephen Gilmore & Fumio Hayashi, 2011. "Emerging Market Currency Excess Returns," American Economic Journal: Macroeconomics, American Economic Association, vol. 3(4), pages 85-111, October.

2008

  1. Fumio Hayashi & Edward C. Prescott, 2008. "The Depressing Effect of Agricultural Institutions on the Prewar Japanese Economy," Journal of Political Economy, University of Chicago Press, University of Chicago Press, vol. 116(4), pages 573-632, 08.

2006

  1. Hayashi, Fumio, 2006. "Comment on "Crowding out and the rate of return on capital in Japan" by Levon Barseghyan," Japan and the World Economy, Elsevier, Elsevier, vol. 18(3), pages 298-301, August.
  2. Hayashi, Fumio, 2006. "Introduction to aspects of Japan's prolonged slump special issue," Japan and the World Economy, Elsevier, Elsevier, vol. 18(4), pages 357-357, December.
  3. Kenn Ariga & Fumio Hayashi & Charles Horioka, 2006. "Introduction," The Japanese Economic Review, Japanese Economic Association, Japanese Economic Association, vol. 57(2), pages 157-160.

2005

  1. Hayashi, Fumio & Nomura, Koji, 2005. "Can IT be Japan's savior?," Journal of the Japanese and International Economies, Elsevier, vol. 19(4), pages 543-567, December.

2002

  1. Fumio Hayashi & Edward C. Prescott, 2002. "The 1990s in Japan: A Lost Decade," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 5(1), pages 206-235, January.
  2. Fumio Hayashi, 2002. "Commentary : Is there a role for discretionary fiscal policy?," Proceedings - Economic Policy Symposium - Jackson Hole, Federal Reserve Bank of Kansas City, Federal Reserve Bank of Kansas City, pages 163-172.

2001

  1. Hayashi, Fumio, 2001. "Identifying a Liquidity Effect in the Japanese Interbank Market," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 42(2), pages 287-315, May.

1997

  1. Altonji, Joseph G & Hayashi, Fumio & Kotlikoff, Laurence J, 1997. "Parental Altruism and Inter Vivos Transfers: Theory and Evidence," Journal of Political Economy, University of Chicago Press, University of Chicago Press, vol. 105(6), pages 1121-66, December.

1996

  1. Hayashi, Fumio & Altonji, Joseph & Kotlikoff, Laurence, 1996. "Risk-Sharing between and within Families," Econometrica, Econometric Society, Econometric Society, vol. 64(2), pages 261-94, March.
  2. Hayashi, Fumio & Matsui, Akihiko, 1996. "A Model of Fiat Money and Barter," Journal of Economic Theory, Elsevier, Elsevier, vol. 68(1), pages 111-132, January.
  3. Fumio Hayashi, 1996. "Analysis Of Household Saving: Past, Present, And Furture," The Japanese Economic Review, Japanese Economic Association, Japanese Economic Association, vol. 47(1), pages 21-33, 03.

1995

  1. Hayashi, Fumio, 1995. "Is the Japanese Extended Family Altruistically Linked? A Test Based on Engel Curves," Journal of Political Economy, University of Chicago Press, University of Chicago Press, vol. 103(3), pages 661-74, June.

1992

  1. Altonji, Joseph G & Hayashi, Fumio & Kotlikoff, Laurence J, 1992. "Is the Extended Family Altruistically Linked? Direct Tests Using Micro Data," American Economic Review, American Economic Association, American Economic Association, vol. 82(5), pages 1177-98, December.
  2. Hayashi, Fumio, 1992. "On the Estimation of Panel-Data Models with Serial Correlation When Instruments Are Not Strictly Exogenous: Comment," Journal of Business & Economic Statistics, American Statistical Association, American Statistical Association, vol. 10(1), pages 15-17, January.

1991

  1. Hayashi, Fumio & Inoue, Tohru, 1991. "The Relation between Firm Growth and Q with Multiple Capital Goods: Theory and Evidence from Panel Data on Japanese Firms," Econometrica, Econometric Society, Econometric Society, vol. 59(3), pages 731-53, May.

1990

  1. Hayashi, Fumio & Jagannathan, Ravi, 1990. "Ex-day behavior of japanese stock prices: New insights from new methodology," Journal of the Japanese and International Economies, Elsevier, vol. 4(4), pages 401-427, December.

1989

  1. Fumio Hayashi, 1989. "Is Japan's saving rate high?," Quarterly Review, Federal Reserve Bank of Minneapolis, Federal Reserve Bank of Minneapolis, issue Spr, pages 3-9.

1988

  1. Hayashi, Fumio & Ando, Albert & Ferris, Richard, 1988. "Life 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," Journal of the Japanese and International Economies, Elsevier, vol. 2(4), pages 450-491, December.
  2. Hayashi, Fumio & Ito, Takatoshi & Slemrod, Joel, 1988. "Housing finance imperfections, taxation, and private saving: A comparative simulation analysis of the United States and Japan," Journal of the Japanese and International Economies, Elsevier, vol. 2(3), pages 215-238, September.

1985

  1. Hayashi, Fumio, 1985. "The Permanent Income Hypothesis and Consumption Durability: Analysis Based on Japanese Panel Data," The Quarterly Journal of Economics, MIT Press, MIT Press, vol. 100(4), pages 1083-1113, November.
  2. Hayashi, Fumio, 1985. "The Effect of Liquidity Constraints on Consumption: A Cross-sectional Analysis," The Quarterly Journal of Economics, MIT Press, MIT Press, vol. 100(1), pages 183-206, February.
  3. Hayashi, Fumio, 1985. "Corporate finance side of the Q theory of investment," Journal of Public Economics, Elsevier, Elsevier, vol. 27(3), pages 261-280, August.

1983

  1. Hayashi, Fumio & Sims, Christopher A, 1983. "Nearly Efficient Estimation of Time Series Models with Predetermined, but Not Exogenous, Instruments," Econometrica, Econometric Society, Econometric Society, vol. 51(3), pages 783-98, May.

1982

  1. Hayashi, Fumio, 1982. "Tobin's Marginal q and Average q: A Neoclassical Interpretation," Econometrica, Econometric Society, Econometric Society, vol. 50(1), pages 213-24, January.
  2. Hayashi, Fumio, 1982. "The Permanent Income Hypothesis: Estimation and Testing by Instrumental Variables," Journal of Political Economy, University of Chicago Press, University of Chicago Press, vol. 90(5), pages 895-916, October.

1979

  1. Hayashi, Fumio, 1979. "A new estimation procedure under rational expectations," Economics Letters, Elsevier, Elsevier, vol. 4(1), pages 41-43.

Books

2003

  1. Magnus Blomström & Jennifer Corbett & Fumio Hayashi & Anil Kashyap, 2003. "Structural Impediments to Growth in Japan," NBER Books, National Bureau of Economic Research, Inc, number blom03-1, July.

Chapters

2003

  1. Magnus Blomstrom & Jennifer Corbett & Fumio Hayashi & Anil Kashyap, 2003. "Introduction to "Structural Impediments to Growth in Japan"," NBER Chapters, in: Structural Impediments to Growth in Japan, pages 1-8 National Bureau of Economic Research, Inc.

1991

  1. Fumio Hayashi, 1991. "Taxes and Corporate Investment in Japanese Manufacturing," NBER Chapters, in: Productivity Growth in Japan and the United States, pages 295-316 National Bureau of Economic Research, Inc.

1986

  1. Fumio Hayashi, 1986. "Why Is Japan's Saving Rate So Apparently High?," NBER Chapters, in: NBER Macroeconomics Annual 1986, Volume 1, pages 147-234 National Bureau of Economic Research, Inc.