Details about William D Lastrapes

Access statistics for papers by William D Lastrapes.

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Short-id: pla48

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
2. Home Equity Lending, Credit Constraints and Small Business in the US
   Working Papers, U.S. Census Bureau, Center for Economic Studies
   See also Journal Article in Economic Inquiry (2022)
3. Household Debt, Consumption and Inequality
   Working Papers, Florida International University, Department of Economics View citations (3)
   See also Journal Article in Journal of International Money and Finance (2020)

2001

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

2000

5. 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)
6. 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

7. An Empirical Analysis of Stock Price and Interest Rate Dynamics: The Role of Money
   Working Papers, Georgia - College of Business Administration, Department of Economics
8. Equity Prices, Interest Rates and Money in Europe: An Empirical Analysis
   Working Papers, Georgia - College of Business Administration, Department of Economics
9. 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

2022

1. Home equity lending, credit constraints and small business in the US
   Economic Inquiry, 2022, 60, (1), 43-63
   See also Working Paper (2020)

2021

2. On the welfare effects of phasing out paper currency
   European Economic Review, 2021, 137, (C) View citations (5)
3. The joint spillover index
   Economic Modelling, 2021, 94, (C), 681-691 View citations (22)

2020

4. Asylum seekers and house prices: Evidence from the United Kingdom
   Journal of Housing Economics, 2020, 49, (C) View citations (1)
5. Household debt, consumption and inequality
   Journal of International Money and Finance, 2020, 109, (C) View citations (4)
   See also Working Paper (2020)

2019

6. Does National Flood Insurance Program Participation Induce Housing Development?
   Journal of Risk & Insurance, 2019, 86, (4), 835-859 View citations (2)

2016

7. Gender, caste and poverty in India: evidence from the National Family Health Survey
   Eurasian Economic Review, 2016, 6, (2), 153-171 View citations (8)

2015

8. Emerging market economies and the world interest rate
   Journal of International Money and Finance, 2015, 58, (C), 1-28 View citations (5)

2014

9. A PRESCRIPTION FOR UNEMPLOYMENT? RECESSIONS AND THE DEMAND FOR MENTAL HEALTH DRUGS
   Health Economics, 2014, 23, (11), 1301-1325 View citations (26)

2013

10. 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 View citations (20)
    Also in Journal of Money, Credit and Banking, 2013, 45, (4), 559-590 (2013) View citations (9)

2012

11. Banknotes And Economic Growth
    Scottish Journal of Political Economy, 2012, 59, (4), 390-418
12. Has the Fed been a failure?
    Journal of Macroeconomics, 2012, 34, (3), 569-596 View citations (49)
13. Home Equity Lending and Retail Spending: Evidence from a Natural Experiment in Texas
    American Economic Journal: Macroeconomics, 2012, 4, (4), 94-125 View citations (40)

2007

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

2006

15. 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 View citations (3)

2005

16. Estimating and identifying vector autoregressions under diagonality and block exogeneity restrictions
    Economics Letters, 2005, 87, (1), 75-81 View citations (26)

2004

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

2003

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

2002

19. Comments on 'A vector error-correction forecasting model of the US economy'
    Journal of Macroeconomics, 2002, 24, (4), 607-611 View citations (1)
20. Real wages and aggregate demand shocks: contradictory evidence from VARs
    Journal of Economics and Business, 2002, 54, (4), 389-413 View citations (2)
    See also Working Paper (2000)
21. The Real Price of Housing and Money Supply Shocks: Time Series Evidence and Theoretical Simulations
    Journal of Housing Economics, 2002, 11, (1), 40-74 View citations (44)
    See also Working Paper (2000)

1998

22. Abnormal Returns in the Acquisition Market: The Case of Bank Holding Companies, 1990–1993
    Journal of Financial Services Research, 1998, 14, (2), 145-163 View citations (13)
23. Identifying the Effects of Money Supply Shocks on Industry-Level Output
    Journal of Macroeconomics, 1998, 20, (3), 431-449 View citations (6)
24. International evidence on equity prices, interest rates and money
    Journal of International Money and Finance, 1998, 17, (3), 377-406 View citations (103)
25. 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 View citations (5)

1997

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

1996

27. 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 View citations (22)

1995

28. The liquidity effect: Identifying short-run interest rate dynamics using long-run restrictions
    Journal of Macroeconomics, 1995, 17, (3), 387-404 View citations (34)

1994

29. Buffer-Stock Money: Interpreting Short-Run Dynamics Using Long-Run Restrictions
    Journal of Money, Credit and Banking, 1994, 26, (1), 34-54 View citations (12)
30. Endogenous Trading Volume and Momentum in Stock-Return Volatility
    Journal of Business & Economic Statistics, 1994, 12, (2), 253-60 View citations (98)

1993

31. Forecasting Stock-Return Variance: Toward an Understanding of Stochastic Implied Volatilities
    Review of Financial Studies, 1993, 6, (2), 293-326 View citations (207)
32. 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
33. 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 View citations (114)

1992

34. Sources of Fluctuations in Real and Nominal Exchange Rates
    The Review of Economics and Statistics, 1992, 74, (3), 530-39 View citations (126)

1990

35. Exchange rate volatility and U.S. multilateral trade flows
    Journal of Macroeconomics, 1990, 12, (3), 341-362 View citations (32)
36. Heteroskedasticity in Stock Return Data: Volume versus GARCH Effects
    Journal of Finance, 1990, 45, (1), 221-29 View citations (480)
37. 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 View citations (13)
38. Persistence in Variance, Structural Change, and the GARCH Model
    Journal of Business & Economic Statistics, 1990, 8, (2), 225-34 View citations (587)

1989

39. Exchange Rate Volatility and U.S. Monetary Policy: An ARCH Application
    Journal of Money, Credit and Banking, 1989, 21, (1), 66-77 View citations (90)
40. Real Exchange Rate Volatility and U.S. Bilateral Trade: A VAR Approach
    The Review of Economics and Statistics, 1989, 71, (4), 708-12 View citations (117)