Author Page for Fumio Hayashi

1.

The Fundamentals of Commodity Futures Returns

Downloads 14,781 ( 267)

Citation 155

2

The Fundamentals of Commodity Futures Returns

Yale ICF Working Paper No. 07-08

Number of pages: 62 Posted: 28 Jun 2007 Last Revised: 07 Feb 2012

Gary B. Gorton, Fumio Hayashi and K. Geert Rouwenhorst

Yale School of Management, National Graduate Institute for Policy Studies and Yale School of Management - International Center for Finance

Downloads 14,475 (275)

Citation 34

Abstract:

The Fundamentals of Commodity Futures Returns

NBER Working Paper No. w13249

Number of pages: 63 Posted: 13 Jul 2007 Last Revised: 15 Mar 2021

Gary B. Gorton, Fumio Hayashi and K. Geert Rouwenhorst

Yale School of Management, National Graduate Institute for Policy Studies and Yale School of Management - International Center for Finance

Downloads 306 (118,580)

Citation 55

Abstract:

2.

Commodity Futures: A Japanese Perspective

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2

Commodity Futures: A Japanese Perspective

Yale ICF Working Paper No. 05-27

Number of pages: 25 Posted: 03 Nov 2005

Gary B. Gorton, Fumio Hayashi and K. Geert Rouwenhorst

Yale School of Management, National Graduate Institute for Policy Studies and Yale School of Management - International Center for Finance

Downloads 716 (42,048)

Abstract:

Commodity Futures: A Japanese Perspective

Yale ICF Working Paper No. 05-27

Number of pages: 24 Posted: 15 Aug 2006

Gary B. Gorton, Fumio Hayashi and K. Geert Rouwenhorst

Yale School of Management, National Graduate Institute for Policy Studies and Yale School of Management - International Center for Finance

Downloads 546 (59,947)

Citation 4

Abstract:

3.

Emerging Market Currency Excess Returns

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Citation 12

2

Emerging Market Currency Excess Returns

Number of pages: 54 Posted: 24 Nov 2008 Last Revised: 14 May 2020

Stephen W. Gilmore and Fumio Hayashi

AIG Financial Products - Banque AIG and National Graduate Institute for Policy Studies

Downloads 890 (31,219)

Citation 11

Abstract:

Emerging Market Currency Excess Returns

NBER Working Paper No. w14528

Number of pages: 63 Posted: 09 Dec 2008 Last Revised: 14 Mar 2021

Stephen W. Gilmore and Fumio Hayashi

AIG Financial Products - Banque AIG and National Graduate Institute for Policy Studies

Downloads 42 (501,482)

Citation 1

Abstract:

4.

Is There a Liquidity Effect in the Japanese Market?

Number of pages: 42 Posted: 09 Aug 2000

Fumio Hayashi

National Graduate Institute for Policy Studies

Downloads 188 (192,293)

Abstract:

5.

Exiting From QE

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Citation 4

2

Exiting From QE

Number of pages: 67 Posted: 03 Feb 2018

Fumio Hayashi and Junko Koeda

National Graduate Institute for Policy Studies and Ministry of Finance, Japan

Downloads 126 (268,320)

Citation 1

Abstract:

Exiting from QE

NBER Working Paper No. w19938

Number of pages: 68 Posted: 03 Mar 2014

Fumio Hayashi and Junko Koeda

National Graduate Institute for Policy Studies and Ministry of Finance, Japan

Downloads 27 (583,997)

Citation 1

Abstract:

6.

Research and Development as an Investment

NBER Working Paper No. w2973

Number of pages: 45 Posted: 28 Jun 2004 Last Revised: 15 Feb 2021

Bronwyn H. Hall and Fumio Hayashi

University of California at Berkeley and National Graduate Institute for Policy Studies

Downloads 108 (298,549)

Citation 3

Abstract:

7.

Nowcasting Japan's GDP

Number of pages: 39 Posted: 09 Jun 2020 Last Revised: 19 Oct 2020

Fumio Hayashi and Yuta Tachi

National Graduate Institute for Policy Studies and University of Texas at Austin

Downloads 96 (322,807)

Abstract:

8.

Can it Be Japan's Savior?

NBER Working Paper No. w11749

Number of pages: 36 Posted: 20 Jul 2006 Last Revised: 10 Aug 2010

Fumio Hayashi and Koji Nomura

National Graduate Institute for Policy Studies and Keio University - Keio Economic Observatory

Downloads 87 (343,488)

Abstract:

9.

The Effects of Income and Wealth on Time and Money Transfers between Parents and Children

NBER Working Paper No. w5522

Number of pages: 62 Posted: 19 May 1998 Last Revised: 01 Oct 2010

Joseph G. Altonji, Fumio Hayashi and Laurence J. Kotlikoff

Yale University - Economic Growth Center, National Graduate Institute for Policy Studies and Boston University - Department of Economics

Downloads 83 (353,186)

Citation 2

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10.

The Relation between Firm Growth and Q with Multiple Capital Goods: Theory and Evidence from Panel Data on Japanese Firms

NBER Working Paper No. w3326

Number of pages: 41 Posted: 07 Aug 2007 Last Revised: 10 Aug 2010

Fumio Hayashi and Taroh Inoue

National Graduate Institute for Policy Studies and Motorola Japan Ltd.

Downloads 56 (435,546)

Citation 7

Abstract:

11.

Tests for Liquidity Constraints: a Critical Survey

NBER Working Paper No. w1720

Number of pages: 46 Posted: 04 Jul 2004 Last Revised: 15 Mar 2021

Fumio Hayashi

National Graduate Institute for Policy Studies

Downloads 53 (446,483)

Citation 1

Abstract:

12.

The Main Bank System and Corporate Investment: An Empirical Reassessment

NBER Working Paper No. w6172

Number of pages: 25 Posted: 14 Jun 2000

Fumio Hayashi

National Graduate Institute for Policy Studies

Downloads 51 (453,984)

Citation 1

Abstract:

13.

Affine Term Structure Pricing with Bond Supply as Factors

FRB Atlanta CQER Working Paper No. 2016-1

Number of pages: 19 Posted: 25 Apr 2016

Fumio Hayashi

National Graduate Institute for Policy Studies

Downloads 47 (470,088)

Abstract:

14.

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

NBER Working Paper No. w1305

Number of pages: 63 Posted: 16 Jul 2004 Last Revised: 28 Jul 2010

Fumio Hayashi

National Graduate Institute for Policy Studies

Downloads 46 (474,193)

Citation 10

Abstract:

15.

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

NBER Working Paper No. w0882

Number of pages: 46 Posted: 07 Jan 2008

Fumio Hayashi

National Graduate Institute for Policy Studies

Downloads 45 (478,432)

Citation 12

Abstract:

16.

The Depressing Effect of Agricultural Institutions on the Prewar Japanese Economy

NBER Working Paper No. w12081

Number of pages: 67 Posted: 11 May 2006 Last Revised: 04 Jan 2021

Fumio Hayashi and Edward C. Prescott

National Graduate Institute for Policy Studies and Arizona State University (ASU) - Economics Department

Downloads 43 (487,144)

Citation 6

Abstract:

17.

Japan&Apos;S Saving Rate: New Data and Reflections

NBER Working Paper No. w3205

Number of pages: 36 Posted: 08 Jun 2004 Last Revised: 05 Apr 2021

Fumio Hayashi

National Graduate Institute for Policy Studies

Downloads 39 (505,048)

Citation 1

Abstract:

18.

Housing Finance Imperfections and Private Saving: a Comparative Simulation Analysis of the U.S. And Japan

NBER Working Paper No. w2272

Number of pages: 33 Posted: 30 Jul 2001 Last Revised: 19 Mar 2021

Fumio Hayashi, Takatoshi Ito and Joel B. Slemrod

National Graduate Institute for Policy Studies, University of Tokyo - Faculty of Economics and University of Michigan, Stephen M. Ross School of Business

Downloads 39 (505,048)

Citation 2

Abstract:

19.

Is the Extended Family Altruistically Linked? Direct Tests Using Micro Data

NBER Working Paper No. w3046

Number of pages: 60 Posted: 14 Apr 2007 Last Revised: 30 Apr 2021

Joseph G. Altonji, Fumio Hayashi and Laurence J. Kotlikoff

Yale University - Economic Growth Center, National Graduate Institute for Policy Studies and Boston University - Department of Economics

Downloads 37 (514,316)

Citation 17

Abstract:

20.

Parental Altruism and Inter Vivos Transfers: Theory and Evidence

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2

Parental Altruism and Inter Vivos Transfers: Theory and Evidence

NBER Working Paper No. w5378

Number of pages: 59 Posted: 19 Jul 2000 Last Revised: 14 Mar 2021

Joseph G. Altonji, Fumio Hayashi and Laurence J. Kotlikoff

Yale University - Economic Growth Center, National Graduate Institute for Policy Studies and Boston University - Department of Economics

Downloads 35 (536,529)

Citation 6

Abstract:

Parental Altruism and Inter Vivos Transfers: Theory and Evidence

Journal of Political Economy 105, 6 (December 1997)

Posted: 26 Mar 1998

Joseph G. Altonji, Fumio Hayashi and Laurence J. Kotlikoff

Yale University - Economic Growth Center, National Graduate Institute for Policy Studies and Boston University - Department of Economics

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21.

A Model of Fiat Money and Barter

NBER Working Paper No. w4919

Number of pages: 28 Posted: 08 Jul 2000

Fumio Hayashi and Akihiko Matsui

National Graduate Institute for Policy Studies and University of Tokyo - Faculty of Economics

Downloads 34 (529,362)

Abstract:

22.

Risk-Sharing, Altruism, and the Factor Structure of Consumption

NBER Working Paper No. w3834

Number of pages: 49 Posted: 28 Jun 2004 Last Revised: 27 Jun 2010

Fumio Hayashi, Joseph G. Altonji and Laurence J. Kotlikoff

National Graduate Institute for Policy Studies, Yale University - Economic Growth Center and Boston University - Department of Economics

Downloads 33 (534,474)

Abstract:

23.

Computing Equilibrium Bond Prices in the Vayanos-Vila Model

Number of pages: 30 Posted: 27 Oct 2017

Fumio Hayashi

National Graduate Institute for Policy Studies

Downloads 30 (550,369)

Abstract:

24.

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

NBER Working Paper No. w1097

Number of pages: 67 Posted: 23 Aug 2000 Last Revised: 03 Jul 2010

Fumio Hayashi

National Graduate Institute for Policy Studies

Downloads 29 (556,033)

Abstract:

25.

Taxes and Corporate Investment in Japanese Manufacturing

NBER Working Paper No. w1753

Number of pages: 45 Posted: 14 Jan 2001 Last Revised: 18 Apr 2021

Fumio Hayashi

National Graduate Institute for Policy Studies

Downloads 26 (574,121)

Abstract:

26.

Ex-Day Behavior of Japanese Stock Prices: New Insights from New Methodology

NBER Working Paper No. w3421

Number of pages: 37 Posted: 08 Nov 2011

Fumio Hayashi and Ravi Jagannathan

National Graduate Institute for Policy Studies and Northwestern University - Kellogg School of Management

Downloads 25 (580,474)

Abstract:

27.

Measuring Depreciation for Japan: Rejoinder to Dekle and Summers

NBER Working Paper No. w3836

Number of pages: 19 Posted: 03 Jul 2007 Last Revised: 27 Jun 2010

Fumio Hayashi

National Graduate Institute for Policy Studies

Downloads 23 (593,379)

Citation 1

Abstract:

28.

Is the Japanese Extended Family Altruistically Linked? A Test Based on Engel Curves

NBER Working Paper No. w5033

Number of pages: 21 Posted: 26 Jul 2000

Fumio Hayashi

National Graduate Institute for Policy Studies

Downloads 23 (593,379)

Citation 2

Abstract:

29.

Analytically Deriving Risk-Neutral Densities from Volatility Smiles

The Journal of Derivatives, Summer 2020; DOI: https://doi.org/10.3905/jod.2020.1.099

Posted: 27 Jul 2019

Fumio Hayashi

National Graduate Institute for Policy Studies

Fumio Hayashi

National Graduate Institute for Policy Studies

Professor

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Scholarly Papers (29)

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