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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 2019-12-02. Update your information in the RePEc Author Service.

Short-id: pla48


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Working Papers

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

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

2015

  1. Emerging market economies and the world interest rate
    Journal of International Money and Finance, 2015, 58, (C), 1-28 Downloads View citations (3)

2014

  1. A PRESCRIPTION FOR UNEMPLOYMENT? RECESSIONS AND THE DEMAND FOR MENTAL HEALTH DRUGS
    Health Economics, 2014, 23, (11), 1301-1325 Downloads View citations (12)

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 (10)

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 (27)
  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 (26)

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 (18)

2004

  1. Cross-Country Variation in the Liquidity Effect: The Role of Financial Markets
    Economic Journal, 2004, 114, (498), 890-915 Downloads 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 (38)
    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 (10)
  2. Identifying the Effects of Money Supply Shocks on Industry-Level Output
    Journal of Macroeconomics, 1998, 20, (3), 431-449 Downloads View citations (5)
  3. International evidence on equity prices, interest rates and money
    Journal of International Money and Finance, 1998, 17, (3), 377-406 Downloads View citations (85)
  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 (16)

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 (29)

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 (85)

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 (157)
  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 (89)

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 (108)

1990

  1. Exchange rate volatility and U.S. multilateral trade flows
    Journal of Macroeconomics, 1990, 12, (3), 341-362 Downloads View citations (26)
  2. Heteroskedasticity in Stock Return Data: Volume versus GARCH Effects
    Journal of Finance, 1990, 45, (1), 221-29 Downloads View citations (352)
  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 (8)
  4. Persistence in Variance, Structural Change, and the GARCH Model
    Journal of Business & Economic Statistics, 1990, 8, (2), 225-34 View citations (444)

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 (67)
  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 (80)
 
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