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HAYASHI Fumio  林 文夫

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… 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
  • Research Projects

    (9 results)
  • Research Products

    (19 results)
  • Co-Researchers

    (26 People)
  •  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
    # of Collaborated Products: 0 results
  • 15.  SAWADA Yasuyuki (40322078)
    # of Collaborated Projects: 1 results
    # of Collaborated Products: 0 results
  • 16.  FUKUDA Shinichi (00221531)
    # of Collaborated Projects: 1 results
    # of Collaborated Products: 0 results
  • 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

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