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Details about William D Lastrapes

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Homepage:https://sites.google.com/view/wdlastrapes/home
Workplace:Department of Economics, Terry College of Business, University of Georgia, (more information at EDIRC)

Access statistics for papers by William D Lastrapes.

Last updated 2021-08-02. Update your information in the RePEc Author Service.

Short-id: pla48


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Working Papers

2020

  1. A Comparison of Firm Age in the Survey of Business Owners and the Longitudinal Business Database
    CES Technical Notes Series, Center for Economic Studies, U.S. Census Bureau Downloads
  2. Home Equity Lending, Credit Constraints and Small Business in the US
    Working Papers, U.S. Census Bureau, Center for Economic Studies Downloads
  3. Household Debt, Consumption and Inequality
    Working Papers, Florida International University, Department of Economics Downloads View citations (1)
    See also Journal Article in Journal of International Money and Finance (2020)

2001

  1. Cross-Country Variation in the Liquidity Effect
    Departmental Working Papers, Department of Economics, Louisiana State University Downloads

2000

  1. Real Wages and Aggregate Demand Shocks: Contradictory Evidence from Vars
    Working Papers, Georgia - College of Business Administration, Department of Economics
    See also Journal Article in Journal of Economics and Business (2002)
  2. The Real Price of Housing and Money Supply Shocks: Time Series Evidence and Theoretical Simulations
    Working Papers, Georgia - College of Business Administration, Department of Economics
    See also Journal Article in Journal of Housing Economics (2002)

1993

  1. An Empirical Analysis of Stock Price and Interest Rate Dynamics: The Role of Money
    Working Papers, Georgia - College of Business Administration, Department of Economics
  2. Equity Prices, Interest Rates and Money in Europe: An Empirical Analysis
    Working Papers, Georgia - College of Business Administration, Department of Economics
  3. The Dynamic Responses of Crop and Livestock Prices to Money Supply Shocks: A Bayesian Analysis using Long Run Restrictions
    Working Papers, Georgia - College of Business Administration, Department of Economics View citations (6)

Journal Articles

2021

  1. On the welfare effects of phasing out paper currency
    European Economic Review, 2021, 137, (C) Downloads
  2. The joint spillover index
    Economic Modelling, 2021, 94, (C), 681-691 Downloads View citations (2)

2020

  1. Asylum seekers and house prices: Evidence from the United Kingdom
    Journal of Housing Economics, 2020, 49, (C) Downloads
  2. Household debt, consumption and inequality
    Journal of International Money and Finance, 2020, 109, (C) Downloads View citations (1)
    See also Working Paper (2020)

2019

  1. Does National Flood Insurance Program Participation Induce Housing Development?
    Journal of Risk & Insurance, 2019, 86, (4), 835-859 Downloads

2016

  1. Gender, caste and poverty in India: evidence from the National Family Health Survey
    Eurasian Economic Review, 2016, 6, (2), 153-171 Downloads View citations (3)

2015

  1. Emerging market economies and the world interest rate
    Journal of International Money and Finance, 2015, 58, (C), 1-28 Downloads View citations (4)

2014

  1. A PRESCRIPTION FOR UNEMPLOYMENT? RECESSIONS AND THE DEMAND FOR MENTAL HEALTH DRUGS
    Health Economics, 2014, 23, (11), 1301-1325 Downloads View citations (18)

2013

  1. Evidence on the Relationship between Housing and Consumption in the United States: A State-Level Analysis
    Journal of Money, Credit and Banking, 2013, 45, (4), 559-590 Downloads View citations (16)
    Also in Journal of Money, Credit and Banking, 2013, 45, (4), 559-590 (2013) Downloads View citations (5)

2012

  1. Banknotes And Economic Growth
    Scottish Journal of Political Economy, 2012, 59, (4), 390-418 Downloads
  2. Has the Fed been a failure?
    Journal of Macroeconomics, 2012, 34, (3), 569-596 Downloads View citations (38)
  3. Home Equity Lending and Retail Spending: Evidence from a Natural Experiment in Texas
    American Economic Journal: Macroeconomics, 2012, 4, (4), 94-125 Downloads View citations (31)

2007

  1. The cost channel of monetary transmission-revisited
    Applied Economics Letters, 2007, 14, (10), 725-730 Downloads View citations (3)

2006

  1. Durable goods and the forward-looking theory of consumption: Estimates implied by the dynamic effects of money
    Journal of Economic Dynamics and Control, 2006, 30, (8), 1409-1430 Downloads View citations (3)

2005

  1. Estimating and identifying vector autoregressions under diagonality and block exogeneity restrictions
    Economics Letters, 2005, 87, (1), 75-81 Downloads View citations (20)

2004

  1. Cross-Country Variation in the Liquidity Effect: The Role of Financial Markets
    Economic Journal, 2004, 114, (498), 890-915 View citations (15)

2003

  1. Estimating the liquidity effect in post-reform Chile: do inflationary expectations matter?
    Journal of International Money and Finance, 2003, 22, (6), 813-833 Downloads View citations (2)

2002

  1. Comments on 'A vector error-correction forecasting model of the US economy'
    Journal of Macroeconomics, 2002, 24, (4), 607-611 Downloads View citations (1)
  2. Real wages and aggregate demand shocks: contradictory evidence from VARs
    Journal of Economics and Business, 2002, 54, (4), 389-413 Downloads View citations (2)
    See also Working Paper (2000)
  3. The Real Price of Housing and Money Supply Shocks: Time Series Evidence and Theoretical Simulations
    Journal of Housing Economics, 2002, 11, (1), 40-74 Downloads View citations (42)
    See also Working Paper (2000)

1998

  1. Abnormal Returns in the Acquisition Market: The Case of Bank Holding Companies, 1990–1993
    Journal of Financial Services Research, 1998, 14, (2), 145-163 Downloads View citations (12)
  2. Identifying the Effects of Money Supply Shocks on Industry-Level Output
    Journal of Macroeconomics, 1998, 20, (3), 431-449 Downloads View citations (6)
  3. International evidence on equity prices, interest rates and money
    Journal of International Money and Finance, 1998, 17, (3), 377-406 Downloads View citations (91)
  4. The Dynamic Effects Of Money: Combining Short-Run And Long-Run Identifying Restrictions Using Bayesian Techniques
    The Review of Economics and Statistics, 1998, 80, (4), 588-599 Downloads View citations (3)

1997

  1. The Check Tax: Fiscal Folly and the Great Monetary Contraction
    The Journal of Economic History, 1997, 57, (4), 859-878 Downloads View citations (6)

1996

  1. The Dynamic Responses of Crop and Livestock Prices to Money-Supply Shocks: A Bayesian Analysis Using Long-Run Identifying Restrictions
    American Journal of Agricultural Economics, 1996, 78, (3), 530-541 Downloads View citations (19)

1995

  1. The liquidity effect: Identifying short-run interest rate dynamics using long-run restrictions
    Journal of Macroeconomics, 1995, 17, (3), 387-404 Downloads View citations (30)

1994

  1. Buffer-Stock Money: Interpreting Short-Run Dynamics Using Long-Run Restrictions
    Journal of Money, Credit and Banking, 1994, 26, (1), 34-54 Downloads View citations (12)
  2. Endogenous Trading Volume and Momentum in Stock-Return Volatility
    Journal of Business & Economic Statistics, 1994, 12, (2), 253-60 View citations (88)

1993

  1. Forecasting Stock-Return Variance: Toward an Understanding of Stochastic Implied Volatilities
    Review of Financial Studies, 1993, 6, (2), 293-326 Downloads View citations (171)
  2. New Keynesian economics, volume 2: Edited by N. Gregory Mankiw and David Romer, MIT Press, 1991, 450 pp
    International Review of Economics & Finance, 1993, 2, (4), 425-427 Downloads
  3. The impact of exchange rate volatility on international trade: Reduced form estimates using the GARCH-in-mean model
    Journal of International Money and Finance, 1993, 12, (3), 298-318 Downloads View citations (93)

1992

  1. Sources of Fluctuations in Real and Nominal Exchange Rates
    The Review of Economics and Statistics, 1992, 74, (3), 530-39 Downloads View citations (115)

1990

  1. Exchange rate volatility and U.S. multilateral trade flows
    Journal of Macroeconomics, 1990, 12, (3), 341-362 Downloads View citations (28)
  2. Heteroskedasticity in Stock Return Data: Volume versus GARCH Effects
    Journal of Finance, 1990, 45, (1), 221-29 Downloads View citations (405)
  3. International transmission of aggregate shocks under fixed and flexible exchange rate regimes: United Kingdom, France, and Germany, 1959 to 1985
    Journal of International Money and Finance, 1990, 9, (4), 402-423 Downloads View citations (9)
  4. Persistence in Variance, Structural Change, and the GARCH Model
    Journal of Business & Economic Statistics, 1990, 8, (2), 225-34 View citations (492)

1989

  1. Exchange Rate Volatility and U.S. Monetary Policy: An ARCH Application
    Journal of Money, Credit and Banking, 1989, 21, (1), 66-77 Downloads View citations (69)
  2. Real Exchange Rate Volatility and U.S. Bilateral Trade: A VAR Approach
    The Review of Economics and Statistics, 1989, 71, (4), 708-12 Downloads View citations (87)
 
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