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Brief Vitae of Fumio Hayashi

Recent Papers

  • "Analytically Deriving Risk-Neutral Densities from Volatility Smiles", July 2019, PDF
  • "Exiting from Quantitative Easing", co-authored with Junko Koeda, Quantitative Economics, July 2019 final WP versionsupplementary material
  • "The Peril of the Inflation Exit Condition", forthcoming, Japanese Economic Review, March 2019. final WP version.
  • 「インフレ率によるゼロ金利解除の弊害」("The Peril of the Inflation Exit Condition"の日本語版)PDF
  • "Computing Equilibrium Bond Prices in the Vayanos-Vila Model", Research in Economics, June 2018, open access PDF.
  • "The Long-Run Taylor Principle Revisited", Economics Letters, December 2017, final WP version.


Current Office Address

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

Subpages (1): Home (日本語)