Brief Vitae of Fumio Hayashi

  • 1980  Ph.D. (Economics) Harvard University
  • 1980  Assistant Professor, Department of Economics, Northwestern University 
  • 1982  Associate Professor, Institute of Socio-Economic Planning, University of Tsukuba
  • 1985  Associate Professor, Department of Economics, Osaka University 
  • 1988  Professor, Department of Economics, University of Pennsylvania 
  • 1993  Carl Shoup Professor of Japanese Economy, Department of Economics, Columbia University
  • 1995  Professor, Department of Economics, University of Tokyo 
  • 2009  Professor, International Corporate Strategy, Hitotsubashi University  
  • 2015  Professor, National Graduate Institute for Policy Studies (GRIPS)
  • 2018  Senior Professor, GRIPS

  • Click here for full CV in pdf,  here for Google citations.

Research Interests

        
         Macroeconomics, Applied Econometrics

Recent Publications 

  • "Emerging Market Currency Excess Returns", co-authored with S. Gilmore, American Economic Journal: Macroeconomics, October 2011.
  • "The Fundamentals of Commodity Futures Returns", co-authored with Gary Gorton and Geert Rouwenhorst, Review of Finance, January 2013.
  • "The Long-Run Taylor Principle Revisited", Economics Letters, December 2017.
  • "Computing Equilibrium Bond Prices in the Vayanos-Vila Model", Research in Economics, forthcoming, 2018.

Books

Current Office Address


        7-22-1 Roppongi, Minato-ku, Tokyo 106-8677