NATIONAL BUREAU OF ECONOMIC RESEARCH
NATIONAL BUREAU OF ECONOMIC RESEARCH

NBER Publications by Fumio Hayashi

Contact and additional information for this authorAll NBER papers and publicationsNBER Working Papers onlyInformation about this author at RePEc

Working Papers and Chapters

February 2014Exiting from QE
with Junko Koeda: w19938
December 2008Emerging Market Currency Excess Returns
with Stephen Gilmore: w14528

Published: Stephen Gilmore & Fumio Hayashi, 2011. "Emerging Market Currency Excess Returns," American Economic Journal: Macroeconomics, American Economic Association, vol. 3(4), pages 85-111, October. citation courtesy of

July 2007The Fundamentals of Commodity Futures Returns
with Gary B. Gorton, K. Geert Rouwenhorst: w13249

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

March 2006The Depressing Effect of Agricultural Institutions on the Prewar Japanese Economy
with Edward C. Prescott: w12081

Published: Hayashi, Fumio and Edward C. Prescott. “The Depressing Effect of Agricultural Institutions on the Prewar Japanese Economy.” Journal of Political Economy 116, 4 (August 2008): 573-632. citation courtesy of

November 2005Can IT be Japan's Savior?
with Koji Nomura: w11749

Published: Hayashi, Fumio and Koji Nomura. "Can IT Be Japan's Savior?," Journal of the Japanese and International Economies, 2005, v19(4,Dec), 543-567. citation courtesy of

January 2003Introduction to "Structural Impediments to Growth in Japan"
with Magnus Blomstrom, Jennifer Corbett, Anil Kashyap
in Structural Impediments to Growth in Japan, Magnus Blomström, Jennifer Corbett, Fumio Hayashi and Anil Kashyap, editors
Front matter, Structural Impediments to Growth in Japan
with Magnus Blomstrom, Jennifer Corbett, Anil Kashyap
in Structural Impediments to Growth in Japan, Magnus Blomström, Jennifer Corbett, Fumio Hayashi and Anil Kashyap, editors
September 1997The Main Bank System and Corporate Investment: An Empirical Reassessment
w6172

Published: Aoki, M. and G. Saxonhouse (eds.) Finance, Governance, and Competitiveness in Japan. Oxford University Press, 2000.

April 1996The Effects of Income and Wealth on Time and Money Transfers between Parents and Children
with Joseph G. Altonji, Laurence Kotlikoff: w5522

Published: Published as "The Effects of High School Curriculum on Education and Labor Market Outcomes", Journal of Human Resources, Vol. 30, no. 3 (1995): 409-1 38.

December 1995Parental Altruism and Inter Vivos Transfers: Theory and Evidence
with Joseph G. Altonji, Laurence Kotlikoff: w5378

Published: Altonji, Joseph G., Fumio Hayashi and Laurence J. Kotlikoff. "Parental Altruism And Inter Vivos Transfers: Theory And Evidence," Journal of Political Economy, 1997, v105(6,Dec), 1121-1166. citation courtesy of

February 1995Is the Japanese Extended Family Altruistically Linked? A Test based on Engel Curves
w5033

Published: Journal of Political Economy, June 1995, vol. 103, no. 3, pp. 661-674 citation courtesy of

November 1994A Model of Fiat Money and Barter
with Akihiko Matsui: w4919

Published: Journal of Economic Theory, vol. 68, no. 1, pp. 111-132, January 1996. citation courtesy of

September 1991Risk-Sharing, Altruism, and the Factor Structure of Consumption
with Joseph Altonji, Laurence Kotlikoff: w3834

Published: new title, "Risk-Sharing Between and Within Families," Econometrica, March 1996

Measuring Depreciation For Japan: Rejoinder to Dekle and Summers
w3836

Published: "Rejoinder to Dekle and Summers." Bank of Japan Monetary and Economic Studies, 9(2): 79-89, September 1991.

January 1991Taxes and Corporate Investment in Japanese Manufacturing
in Productivity Growth in Japan and the United States, Charles R. Hulten, editor
August 1990Ex-Day Behavior of Japanese Stock Prices: New Insights from New Methodology
with Ravi Jagannathan: w3421

Published: Journal of the Japanese and International Economies, 4(3): 401-427, December 1990. citation courtesy of

April 1990The Relation Between Firm Growth and Q with Multiple Capital Goods: Theory and Evidence from Panel Data on Japanese Firms
with Tohru Inoue: w3326

Published: Econometrica, Vol. 59, No. 3, May 1991, pp. 731-753. citation courtesy of

December 1989Japan's Saving Rate: New Data and Reflections
w3205

Published: Chapter 10 in F. Hayashi, Understanding Saving: Evidence from the U.S. and Japan, MIT Press, 1997.

July 1989Is the Extended Family Altruistically Linked? Direct Tests Using Micro Data
with Joseph G. Altonji, Laurence J. Kotlikoff: w3046

Published: American Economic Review, Vol. 82, No. 5, pp. 1177-1198, (December 1992). citation courtesy of

May 1989Research and Development As An Investment
with Bronwyn Hall: w2973
June 1987Housing Finance Imperfections and Private Saving: A Comparative Simulation Analysis of the U.S. and Japan
with Takatoshi Ito, Joel Slemrod: w2272

Published: Journal of the Japanese and International Economies, Vol. 2, (1988), pp. 21 5-238.

October 1985Tests for Liquidity Constraints: A Critical Survey
w1720

Published: Hayashi, Fumio."Tests for Liquidity Constraints: A Critical Survey," Advances in Econometrics, Fifth World Congress, ed. Truman Bewley, New York: Cambridge University Press, 1987.

Taxes and Corporate Investment in Japanese Manufacturing
w1753

Published:

March 1984The Permanent Income Hypothesis and Consumption Durability: Analysis Based on Japanese Panel Data
w1305

Published: Hayashi, Fumio. "The Permanent Income Hypothesis and Consumption Durability: Analysis Based on Japanese Panel Data," Quarterly Journal of Economics, Vol. C, No. 4, pp. 1083-1113, November 1985. citation courtesy of

March 1983Real and Financial Decisions of a Firm with Bankruptcy and Default: An Integration
w1097

Published: Hayashi, Fumio. "Corporate Finance Side of the Q Theory of Investment," Journal of Public Economics, Vol. 27, No. 3, August 1985, pp. 261-280.

April 1982The Effect of Liquidity Constraints on Consumption: A Cross-Sectional Analysis
w0882

Published: Hayashi, Fumio. "The Effect of Liquidity Constraints on Consumption: A Cross-Sectional Analysis." Quarterly Journal of Economics, Vol. 1985, No. 1, Feb. 1985, pp. 183-206. citation courtesy of

Contact and additional information for this authorAll NBER papers and publicationsNBER Working Papers onlyInformation about this author at RePEc

 
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