HAYASHI Fumio 林文夫

… Alternative Names

林文夫ハヤシフミオ

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Researcher Number	80159095
External Links
Affiliation (Current)	2025: 政策研究大学院大学, 政策研究科, 名誉教授
Affiliation (based on the past Project Information) *help	2023: 政策研究大学院大学, 政策研究科, 名誉教授 2019: 政策研究大学院大学, 政策研究科, 特別教授 2015 – 2018: 政策研究大学院大学, 政策研究科, 教授 2012 – 2014: 一橋大学, 大学院国際企業戦略研究科, 教授 2012: 一橋大学, 大学院・国際企業研究科, 教授 … More 2010 – 2012: 一橋大学, 大学院・国際企業戦略研究科, 教授 2008: 東京大学, 大学院・経済学研究科, 教授 2005: The University of Tokyo, Graduate School of Economics, Professor, 大学院経済学研究科, 教授 2000 – 2005: 東京大学, 大学院・経済学研究科, 教授 1986: Associate Professor, Faculty of Economics, Osaka University, 経済学部, 助教授 Less
Review Section/Research Field	Principal Investigator Humanities and Social Sciences / Basic Section 07010:Economic theory-related / Economic statistics / Money/ Finance / Economic history Except Principal Investigator 統計学 / Public finance/Monetary economics / Economic history
Keywords	Principal Investigator 日本経済の停滞 / 中国のGDP / 人口の高齢化 / 日本経済の長期停滞 / 国民経済計算 / DFM / 月次予想 / 最尤法 / リアルタイムデータ / ナウカスト … More / Maximum Likelihood / Mixed Frequency / Nowcasting / 状態空間モデル / GDP / nowcasting / GDPの予測 / design of institutions / empirical studies / dissemination of research outcomes / total factor productivity (TFP) / 研究成果の海外への発信 / TFPと金融仲介 / 各版の間の研究連携 / 海外の学会との交流 / TFP / 各班の研究の連携 / 研究の連携 / 制度設計 / 実証研究 / 研究成果の発信 / 全要素生産性(TFP) / 金融政策 / ボラティリティー / REIT / 量的緩和 / 資産選択理論 / 商品先物 / 資産市場の連関 / 地域間移動 / 利他主義 / 戦間期日本経済 / 労働異動 / 2部門モデル / DGEモデル / カルテル / 労働移動 / 動学的一般均衡モデル / 構造自己回帰モデル / 計量経済分析 / 財政金融政策 / 理論文献のサーベイ / 資産価格 / 利子率の期間構造 / 中央銀行 / 公債残高 / 課税制度 / IT資本 / JIPデータベース / 生産性 / 産業別の要素投入 / 構造的VAR / 景気循環 / IT(Information Technology) / 全要素生産性 … More Except Principal Investigator Exchange Rate / Consumption function / Unit Roots / Bayesian Analysis / Economic Analysis / Time Series Analysis / Rational Expectation / 日本経済 / 為替レート / 消費関数 / 単位根 / ベイズ・モデル / 計量分析 / 時系列分析 / 合理的期待 / コピュラ / 平滑推移モデル / 大域的最少分散ポートフォリオ / 通貨の取引費用 / 排出権価格 / 超過リターン / 共和分 / 相互依存性 / マルコフスイッチングモデル / 最小分散ポートフォリオ / 新興国通貨 / 平滑推移動的条件付き相関モデル / マルコフスイッチングVARモデル / 超過共変動 / パラメータ推定誤差 / 最適ポートフォリオ / 商品先物 / 相関構造 / 金融市場 / ファイナンス / 農業経済学 / 経済統計学 / 経済史 Less

Identifying the root cause of Japan's secular stagnationPrincipal Investigator
- Principal Investigator
  
  林文夫
- Project Period (FY)
  2023 – 2025
- Research Category
  
  Grant-in-Aid for Scientific Research (C)
- Review Section
  
  Basic Section 07010:Economic theory-related
- Research Institution
  National Graduate Institute for Policy Studies
GDP NowcastingPrincipal Investigator
- Principal Investigator
  
  Hayashi Fumio
- Project Period (FY)
  2016 – 2019
- Research Category
  
  Grant-in-Aid for Scientific Research (C)
- Research Field
  
  Economic statistics
- Research Institution
  National Graduate Institute for Policy Studies
Analysis of Structural Changes in Financial Markets and the Macroeconomy and Asset AllocationPrincipal Investigator
- Principal Investigator
  
  Hayashi Fumio
- Project Period (FY)
  2013 – 2015
- Research Category
  
  Grant-in-Aid for Scientific Research (B)
- Research Field
  
  Money/ Finance
- Research Institution
  National Graduate Institute for Policy Studies
  Hitotsubashi University
Interdependencies in Financial and Physical Asset Markets and their Effects on Investments and Risk Management.
- Principal Investigator
  
  OHASHI Kazuhiko
- Project Period (FY)
  2010 – 2012
- Research Category
  
  Grant-in-Aid for Scientific Research (B)
- Research Field
  
  Public finance/Monetary economics
- Research Institution
  Hitotsubashi University
A Dynamic General Equilibrium Analysis of the Prewar Japanese EconomyPrincipal Investigator
- Principal Investigator
  
  HAYASHI Fumio
- Project Period (FY)
  2010 – 2012
- Research Category
  
  Grant-in-Aid for Scientific Research (C)
- Research Field
  
  Economic history
- Research Institution
  Hitotsubashi University
Agricultural Household Economy in the Interwar Period : Empirics from the Japanese Household Micro Data
- Principal Investigator
  
  SAITO Osamu
- Project Period (FY)
  2006 – 2008
- Research Category
  
  Grant-in-Aid for Scientific Research (A)
- Research Field
  
  Economic history
- Research Institution
  Hitotsubashi University
金融財政政策の評価と将来の望ましい枠組みPrincipal Investigator
- Principal Investigator
  
  林文夫
- Project Period (FY)
  2000 – 2005
- Research Category
  
  Grant-in-Aid for Scientific Research on Priority Areas
- Review Section
  
  Humanities and Social Sciences
- Research Institution
  The University of Tokyo
Empirical Analysis of Economic InstitutionsPrincipal Investigator
- Principal Investigator
  
  HAYASHI Fumio
- Project Period (FY)
  2000 – 2005
- Research Category
  
  Grant-in-Aid for Scientific Research on Priority Areas
- Review Section
  
  Humanities and Social Sciences
- Research Institution
  The University of Tokyo
Economic Analyses of Rational Expectation Hypotheses and Japanese Economy
- Principal Investigator
  
  KUNITOMO Naoto
- Project Period (FY)
  1985 – 1986
- Research Category
  
  Grant-in-Aid for Co-operative Research (A)
- Research Field
  
  統計学
- Research Institution
  The University of Tokyo

All 2023 2020 2018 2016 2015 2014 2013 2011 2008 2005

All Journal Article Presentation

[Journal Article] The Fundamentals of Commodity Returns2013
- Author(s)
  Gary Gorton, Fumio Hayashi, and Geert Rouwenhorst
- Journal Title
  
  Review of Finance
  
  Volume: Vol.17 Pages: 35-105
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-22330094
[Journal Article] The Fundamentals of Commodity Futures Returns2013
- Author(s)
  Gary Gorton, Fumio Hayashi, and Geert Rouwenhorst
- Journal Title
  
  Review of Finance
  
  Volume: 17 Issue: 1 Pages: 35-105
- DOI
  10.1093/rof/rfs019
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-22330094
[Journal Article] Emerging Market Currency Excess Returns2011
- Author(s)
  Fumio Hayashi, Stephen Gilmore
- Journal Title
  
  American Economic Journal : Macroeconomics
  
  Volume: (Forthcoming(掲載確定))
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-22330094
[Journal Article] Emerging Market Currency Excess Returns2011
- Author(s)
  Stephen Gilmore, Fumio Hayashi
- Journal Title
  
  American Economic Journal : Macroeconomics
  
  Volume: 3 Issue: 4 Pages: 85-111
- DOI
  10.1257/mac.3.4.85
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-22330094
[Journal Article] Emerging Market Currency Excess Returns2011
- Author(s)
  Stephan Gilmore and Fumio Hayashi
- Journal Title
  
  American Economic Journal: Macroeconomics
  
  Volume: Vol. 3 Pages: 85-111
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-22330094
[Journal Article] The Depressing Effect of Agricultural Institutions on the Prewar Japanese Economy2008
- Author(s)
  Fumio Hayashi
- Journal Title
  
  Journal of Political Economy 116巻4号
  
  Pages: 573-632
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-18203023
[Journal Article] The Depressing Effect of Agricultural Institutions on the Prewar Japanese Economy2008
- Author(s)
  Fumio Hayashi and Edward Prescott
- Journal Title
  
  Journal of Political Economy vol.116, No.4
  
  Pages: 573-632
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-18203023
[Journal Article] Can IT be Japan's Savior?2005
- Author(s)
  Fumio Hayashi, Koji Nomura
- Journal Title
  
  Journal of the Japanese and International Economies, Vol.19, No.4
  
  Pages: 543-567
- NAID
  210000188373
- Data Source
  KAKENHI-PROJECT-12124202
[Journal Article] Can IT be Japan's Savior?2005
- Author(s)
  Fumio Hayashi, Koji Nomura
- Journal Title
  
  Journal of the Japanese and International Economies 19
  
  Pages: 543-567
- NAID
  210000188373
- Description
  「研究成果報告書概要(和文)」より
- Data Source
  KAKENHI-PROJECT-12124201
[Journal Article] Can IT be Japan's Savior?2005
- Author(s)
  Fumio Hayashi, Koji Nomura
- Journal Title
  
  Journal of the Japanese and International Economies vol.19
  
  Pages: 543-567
- NAID
  210000188373
- Description
  「研究成果報告書概要(欧文)」より
- Data Source
  KAKENHI-PROJECT-12124201
[Presentation] The Root Cause of Japan's 30-year Stagnation2023
- Author(s)
  Fumio Hayashi
- Organizer
  The 17th International Symposium on Econometric Theory and Applications (SETA) 2023 in Singapore
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-23K01305
[Presentation] The Root Cause of Japan's 30-year Stagnation2023
- Author(s)
  Fumio Hayashi (via Zoom)
- Organizer
  PhD Masterclass and Research Workshop, University of Nottingham Ningbo China
- Data Source
  KAKENHI-PROJECT-23K01305
[Presentation] Nowcasting Japan's GDP2020
- Author(s)
  Fumio Hayashi
- Organizer
  International Symposium on Econometric Theory and Applications (SETA)
- Invited / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-16K03595
[Presentation] Nowcasting Japan's GDP Growth2018
- Author(s)
  Fumio Hayashi
- Organizer
  Society of Economic Measurement conference in Xiamen, China
- Invited / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-16K03595
[Presentation] Exiting from QE2016
- Author(s)
  Fumio Hayashi
- Organizer
  Japan Economic Seminar
- Place of Presentation
  Columbia University, New York, U.S.
- Year and Date
  2016-03-04
- Invited
- Data Source
  KAKENHI-PROJECT-25285097
[Presentation] Exiting from QE2015
- Author(s)
  林文夫
- Organizer
  American Economic Association 2015 Annual Meeting
- Place of Presentation
  米国ボストン(Sheraton Boston)
- Year and Date
  2015-01-03
- Data Source
  KAKENHI-PROJECT-25285097
[Presentation] Exiting from QE2015
- Author(s)
  Fumio Hayashi
- Organizer
  9th International Workshop on the Methods in International Finance Network
- Place of Presentation
  Osaka Umeda Campus, Kwansei Gakuin University
- Year and Date
  2015-10-30
- Invited / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-25285097
[Presentation] Exiting from QE2014
- Author(s)
  林文夫
- Organizer
  Monetary Policy and Financial Markets
- Place of Presentation
  米国サンフランシスコ連邦準備銀行
- Data Source
  KAKENHI-PROJECT-25285097
[Presentation] A Regime-Switching SVAR Analysis of the Zero-Interest Rate Policy2013
- Author(s)
  林文夫
- Organizer
  Taiwan Econometric Society
- Place of Presentation
  台湾国立大学
- Invited
- Data Source
  KAKENHI-PROJECT-25285097

1. ASAMI Atsuyuki (60184157)

# of Collaborated Projects: 2 results

# of Collaborated Products: 0 results
2. OHASHI Kazuhiko (50261780)

# of Collaborated Projects: 2 results

# of Collaborated Products: 0 results
3. HONDA Toshiki (70303063)

# of Collaborated Projects: 2 results

# of Collaborated Products: 0 results
4. OKIMOTO Tatsuyoshi (70420304)

# of Collaborated Projects: 2 results

# of Collaborated Products: 0 results
5. BRAUN Richard A. (90329334)

# of Collaborated Projects: 1 results

# of Collaborated Products: 0 results
6. 塩路悦郎 (50301180)

# of Collaborated Projects: 1 results

# of Collaborated Products: 0 results
7. 宮川努 (30272777)

# of Collaborated Projects: 1 results

# of Collaborated Products: 0 results
8. 井堀利宏 (40145652)

# of Collaborated Projects: 1 results

# of Collaborated Products: 0 results
9. SAITO Osamu (40051867)

# of Collaborated Projects: 1 results

# of Collaborated Products: 0 results
10. YASUDA Satoshi (70115955)

# of Collaborated Projects: 1 results

# of Collaborated Products: 0 results
11. SATO Masahiro (80178772)

# of Collaborated Projects: 1 results

# of Collaborated Products: 0 results
12. KITAMURA Yukinobu (70313442)

# of Collaborated Projects: 1 results

# of Collaborated Products: 0 results
13. KUROSAKI Takashi (90293159)

# of Collaborated Projects: 1 results

# of Collaborated Products: 0 results
14. SENDA Tetsushi (00325325)

# of Collaborated Projects: 1 results

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15. SAWADA Yasuyuki (40322078)

# of Collaborated Projects: 1 results

# of Collaborated Products: 0 results
16. FUKUDA Shinichi (00221531)

# of Collaborated Projects: 1 results

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17. FUJIWARA Masahiro (40114988)

# of Collaborated Projects: 1 results

# of Collaborated Products: 0 results
18. HORIOKA C.Y. (90173632)

# of Collaborated Projects: 1 results

# of Collaborated Products: 0 results
19. ARIGA Kenn (60159506)

# of Collaborated Projects: 1 results

# of Collaborated Products: 0 results
20. ISHIKAWA Jota (80240761)

# of Collaborated Projects: 1 results

# of Collaborated Products: 0 results
21. OKAZAKI Tetsuji (90183029)

# of Collaborated Projects: 1 results

# of Collaborated Products: 0 results
22. KUNITOMO Naoto (10153313)

# of Collaborated Projects: 1 results

# of Collaborated Products: 0 results
23. WAGO Hajime (00091934)

# of Collaborated Projects: 1 results

# of Collaborated Products: 0 results
24. TSUKUDA Yoshihiko (10091836)

# of Collaborated Projects: 1 results

# of Collaborated Products: 0 results
25. YAMAMOTO Taku (50104716)

# of Collaborated Projects: 1 results

# of Collaborated Products: 0 results
26. MORIMUNE Kimio (20109078)

# of Collaborated Projects: 1 results

# of Collaborated Products: 0 results

HAYASHI Fumio 林 文夫

林 文夫 ハヤシ フミオ

Research Projects

Research Products

Co-Researchers

Identifying the root cause of Japan's secular stagnationPrincipal Investigator

Principal Investigator

Project Period (FY)

Research Category

Review Section

Research Institution

GDP NowcastingPrincipal Investigator

Principal Investigator

Project Period (FY)

Research Category

Research Field

Research Institution

Analysis of Structural Changes in Financial Markets and the Macroeconomy and Asset AllocationPrincipal Investigator

Principal Investigator

Project Period (FY)

Research Category

Research Field

Research Institution

Interdependencies in Financial and Physical Asset Markets and their Effects on Investments and Risk Management.

Principal Investigator

Project Period (FY)

Research Category

Research Field

Research Institution

A Dynamic General Equilibrium Analysis of the Prewar Japanese EconomyPrincipal Investigator

Principal Investigator

Project Period (FY)

Research Category

Research Field

Research Institution

Agricultural Household Economy in the Interwar Period : Empirics from the Japanese Household Micro Data

Principal Investigator

Project Period (FY)

Research Category

Research Field

Research Institution

金融財政政策の評価と将来の望ましい枠組みPrincipal Investigator

Principal Investigator

Project Period (FY)

Research Category

Review Section

Research Institution

Empirical Analysis of Economic InstitutionsPrincipal Investigator

Principal Investigator

Project Period (FY)

Research Category

Review Section

Research Institution

Economic Analyses of Rational Expectation Hypotheses and Japanese Economy

Principal Investigator

Project Period (FY)

Research Category

Research Field

Research Institution

[Journal Article] The Fundamentals of Commodity Returns2013

Author(s)

Journal Title

Data Source

[Journal Article] The Fundamentals of Commodity Futures Returns2013

Author(s)

Journal Title

DOI

Data Source

[Journal Article] Emerging Market Currency Excess Returns2011

Author(s)

Journal Title

Data Source

[Journal Article] Emerging Market Currency Excess Returns2011

Author(s)

Journal Title

DOI

Data Source

[Journal Article] Emerging Market Currency Excess Returns2011

Author(s)

Journal Title

HAYASHI Fumio 林文夫

林文夫ハヤシフミオ