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Fumio Hayashi

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First Name: Fumio
Middle Name:
Last Name: Hayashi
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RePEc Short-ID: pha83

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Homepage: http://fhayashi.fc2web.com/
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This author is among the top 5% authors according to these criteria:
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Works

| Working papers | Articles | Chapters | Books | Access and download statistics | Citations (if any)| NEP Fields |
Download all references for this author: available formats: HTML (with abstracts), plain text (with abstracts), BibTeX, RIS (EndNote), ReDIF

Working papers

  1. Stephen Gilmore & Fumio Hayashi, 2008. "Emerging Market Currency Excess Returns," NBER Working Papers 14528, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)

  2. 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. [Downloadable!] (restricted)

  3. 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. [Downloadable!] (restricted)
    Published as:

  4. Fumio Hayashi & Koji Nomura, 2005. "Can IT be Japan's Savior?," NBER Working Papers 11749, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    Published as:

  5. Fumio Hayashi & Edward C. Prescott, 2002. "Data Appendix to The 1990s in Japan: A Lost Decade," Technical Appendices hayashi02, Review of Economic Dynamics. [Downloadable!]
    Published as:

  6. Fumio Hayashi, 2000. "LTaylor96," Instructional Stata datasets for econometrics ltaylor96, Boston College Department of Economics. [Downloadable!]

  7. Fumio Hayashi & Edward C. Prescott, 2000. "The 1990s in Japan: a lost decade," Working Papers 607, Federal Reserve Bank of Minneapolis.
    Published as:

  8. Fumio Hayashi, 2000. "Stock-Watson93," Instructional Stata datasets for econometrics swatson93, Boston College Department of Economics. [Downloadable!]

  9. Fumio Hayashi, 2000. "Mishkin92," Instructional Stata datasets for econometrics mishkin92, Boston College Department of Economics. [Downloadable!]

  10. Fumio Hayashi, 2000. "Nerlove63," Instructional Stata datasets for econometrics nerlove63, Boston College Department of Economics. [Downloadable!]

  11. Fumio Hayashi, 2000. "Summers-Heston91," Instructional Stata datasets for econometrics sheston91, Boston College Department of Economics. [Downloadable!]

  12. Fumio Hayashi, 2000. "Is There a Liquidity Effect in the Japanese Market?," Harvard Institute of Economic Research Working Papers 1898, Harvard - Institute of Economic Research. [Downloadable!]

  13. Fumio Hayashi, 2000. "Griliches76," Instructional Stata datasets for econometrics griliches76, Boston College Department of Economics. [Downloadable!]

  14. Fumio Hayashi, 2000. "Bekaert-Hodrick93," Instructional Stata datasets for econometrics bhodrick93, Boston College Department of Economics. [Downloadable!]

  15. Fumio Hayashi, 2000. "Christensen-Greene76," Instructional Stata datasets for econometrics cgreene76, Boston College Department of Economics. [Downloadable!]

  16. Fumio Hayashi, 1997. "The Main Bank System and Corporate Investment: An Empirical Reassessment," NBER Working Papers 6172, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)

  17. 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. [Downloadable!] (restricted)
    Other versions:

  18. 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. [Downloadable!] (restricted)
    Published as:

  19. Joseph G. Altonji & Fumio Hayashi & Laurence J. Kotlikoff, 1995. "Parental Altruism and Inter Vivos Transfers: Theory and Evidence," Boston University - Institute for Economic Development 65, Boston University, Institute for Economic Development.
    Other versions:
    Published as:

  20. Fumio Hayashi & Akihiko Matsui, 1994. "A Model of Fiat Money and Barter," NBER Working Papers 4919, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    Published as:

  21. Joseph G. Altonji & Fumio Hayashi & Laurence J. Kotlikoff, 1993. "Is the Extended Family Altruistically Linked? Direct Tests Using Micro Data," NBER Working Papers 3046, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    Published as:

  22. Fumio Hayashi & Joseph Altonji & Laurence Kotlikoff, 1991. "Risk-sharing, altruism, and the factor structure of consumption," Discussion Paper / Institute for Empirical Macroeconomics 48, Federal Reserve Bank of Minneapolis. [Downloadable!]
    Other versions:

  23. Fumio Hayashi, 1991. "Measuring Depreciation For Japan: Rejoinder to Dekle and Summers," NBER Working Papers 3836, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)

  24. Fumio Hayashi & Ravi Jagannathan, 1990. "Ex-day behavior of Japanese stock prices: new insights from new methodology," Discussion Paper / Institute for Empirical Macroeconomics 30, Federal Reserve Bank of Minneapolis. [Downloadable!]
    Other versions:
    Published as:

  25. 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. [Downloadable!] (restricted)
    Published as:

  26. Bronwyn Hall & Fumio Hayashi, 1989. "Research and Development As An Investment," NBER Working Papers 2973, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    Other versions:

  27. Fumio Hayashi & Takatoshi Ito & Joel Slemrod, 1989. "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. [Downloadable!] (restricted)

  28. 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 13, Federal Reserve Bank of Minneapolis. [Downloadable!]

  29. Fumio Hayashi, 1989. "Japan's Saving Rate: New Data and Reflections," NBER Working Papers 3205, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)

  30. Fumio Hayashi, 1985. "Tests for Liquidity Constraints: A Critical Survey," NBER Working Papers 1720, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)

  31. Fumio Hayashi, 1985. "Taxes and Corporate Investment in Japanese Manufacturing," NBER Working Papers 1753, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    Published as:

  32. 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. [Downloadable!] (restricted)
    Published as:

  33. 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. [Downloadable!] (restricted)

  34. Fumio Hayashi, 1982. "The Effect of Liquidity Constraints on Consumption: A Cross-Sectional Analysis," NBER Working Papers 0882, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    Other versions:
    Published as:

  35. Fumio Hayashi, 1981. "Tobin's Marginal q and Average a : A Neoclassical Interpretation," Discussion Papers 457, Northwestern University, Center for Mathematical Studies in Economics and Management Science. [Downloadable!]
    Published as:

  36. Fumio Hayashi & Christopher Sims, 1980. "Efficient Estimation of Time Series Models with Predetermined," Discussion Papers 450, Northwestern University, Center for Mathematical Studies in Economics and Management Science. [Downloadable!]

  37. Fumio Hayashi, 1980. "Intertemporal Optimization and Demand Analysis," Discussion Papers 439, Northwestern University, Center for Mathematical Studies in Economics and Management Science. [Downloadable!]

  38. Fumio Hayashi, 1980. "Estimation of Macroeconometric Models Under Rational Expectations: A Survey," Discussion Papers 444, Northwestern University, Center for Mathematical Studies in Economics and Management Science. [Downloadable!]

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

Articles

  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, vol. 116(4), pages 573-632, 08. [Downloadable!] (restricted)
    Other versions:

  2. 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, vol. 18(3), pages 298-301, August. [Downloadable!] (restricted)

  3. Kenn Ariga & Fumio Hayashi & Charles Horioka, 2006. "Introduction," The Japanese Economic Review, Japanese Economic Association, vol. 57(2), pages 157-160. [Downloadable!] (restricted)

  4. Hayashi, Fumio, 2006. "Introduction to aspects of Japan's prolonged slump special issue," Japan and the World Economy, Elsevier, vol. 18(4), pages 357-357, December. [Downloadable!] (restricted)

  5. 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. [Downloadable!] (restricted)
    Other versions:

  6. 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. [Downloadable!] (restricted)
    Other versions:

  7. Fumio Hayashi, 2002. "Commentary : Is there a role for discretionary fiscal policy?," Proceedings, Federal Reserve Bank of Kansas City, pages 163-172. [Downloadable!]

  8. 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, vol. 42(2), pages 287-315, May.

  9. 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, vol. 105(6), pages 1121-66, December.
    Other versions:

  10. Hayashi, Fumio & Matsui, Akihiko, 1996. "A Model of Fiat Money and Barter," Journal of Economic Theory, Elsevier, vol. 68(1), pages 111-132, January. [Downloadable!] (restricted)
    Other versions:

  11. Hayashi, Fumio & Altonji, Joseph & Kotlikoff, Laurence, 1996. "Risk-Sharing between and within Families," Econometrica, Econometric Society, vol. 64(2), pages 261-94, March. [Downloadable!] (restricted)

  12. Hayashi, Fumio, 1995. "Is the Japanese Extended Family Altruistically Linked? A Test Based on Engel Curves," Journal of Political Economy, University of Chicago Press, vol. 103(3), pages 661-74, June. [Downloadable!] (restricted)
    Other versions:

  13. 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, vol. 82(5), pages 1177-98, December. [Downloadable!] (restricted)
    Other versions:

  14. 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, vol. 10(1), pages 15-17, January.

  15. 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, vol. 59(3), pages 731-53, May. [Downloadable!] (restricted)
    Other versions:

  16. 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. [Downloadable!] (restricted)
    Other versions:

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

  18. 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. [Downloadable!] (restricted)

  19. 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. [Downloadable!] (restricted)

  20. Hayashi, Fumio, 1985. "The Effect of Liquidity Constraints on Consumption: A Cross-sectional Analysis," The Quarterly Journal of Economics, MIT Press, vol. 100(1), pages 183-206, February. [Downloadable!] (restricted)
    Other versions:

  21. Hayashi, Fumio, 1985. "The Permanent Income Hypothesis and Consumption Durability: Analysis Based on Japanese Panel Data," The Quarterly Journal of Economics, MIT Press, vol. 100(4), pages 1083-1113, November. [Downloadable!] (restricted)
    Other versions:

  22. Hayashi, Fumio, 1985. "Corporate finance side of the Q theory of investment," Journal of Public Economics, Elsevier, vol. 27(3), pages 261-280, August. [Downloadable!] (restricted)

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

  24. Hayashi, Fumio, 1982. "Tobin's Marginal q and Average q: A Neoclassical Interpretation," Econometrica, Econometric Society, vol. 50(1), pages 213-24, January. [Downloadable!] (restricted)
    Other versions:

  25. Hayashi, Fumio, 1982. "The Permanent Income Hypothesis: Estimation and Testing by Instrumental Variables," Journal of Political Economy, University of Chicago Press, vol. 90(5), pages 895-916, October. [Downloadable!] (restricted)

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

Chapters

  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. [Downloadable!]

  2. Magnus Blomstrom & Jennifer Corbett & Fumio Hayashi & Anil Kashyap, 2003. "Front matter, Structural Impediments to Growth in Japan," NBER Chapters, in: Structural Impediments to Growth in Japan, pages -11 National Bureau of Economic Research, Inc. [Downloadable!]

  3. 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. [Downloadable!]
    Other versions:

  4. 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. [Downloadable!]

Books

  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, September.

NEP Fields

17 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-AGR: Agricultural Economics (1) 2006-03-11
  2. NEP-BEC: Business Economics (1) 2007-07-20
  3. NEP-CBA: Central Banking (1) 2008-12-14
  4. NEP-CSE: Economics of Strategic Management (1) 2005-11-12
  5. NEP-DEV: Development (3) 2000-01-07 2001-03-13 2006-03-11
  6. NEP-DGE: Dynamic General Equilibrium (2) 2002-06-13 2006-03-11
  7. NEP-FIN: Finance (1) 2000-01-07
  8. NEP-FMK: Financial Markets (4) 2000-11-29 2001-03-13 2007-07-20 2008-12-14
  9. NEP-HIS: Business, Economic & Financial History (1) 2006-03-11
  10. NEP-IFN: International Finance (3) 2001-03-13 2001-03-13 2008-12-14
  11. NEP-INO: Innovation (1) 2000-01-07
  12. NEP-MAC: Macroeconomics (2) 2005-11-12 2006-03-11
  13. NEP-MON: Monetary Economics (1) 2000-11-29
  14. NEP-RMG: Risk Management (1) 2007-07-20
  15. NEP-SEA: South East Asia (3) 2002-03-04 2005-11-12 2006-03-11
  16. NEP-TID: Technology & Industrial Dynamics (1) 2000-01-17
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This page was last updated on 2009-11-4.

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