Details about William D Lastrapes
Access statistics for papers by William D Lastrapes.
Last updated 2021-12-24. Update your information in the RePEc Author Service.
Short-id: pla48
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Working Papers
2020
- 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
- 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)
- 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
- Cross-Country Variation in the Liquidity Effect
Departmental Working Papers, Department of Economics, Louisiana State University
2000
- 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)
- 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
- An Empirical Analysis of Stock Price and Interest Rate Dynamics: The Role of Money
Working Papers, Georgia - College of Business Administration, Department of Economics
- Equity Prices, Interest Rates and Money in Europe: An Empirical Analysis
Working Papers, Georgia - College of Business Administration, Department of Economics
- 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
- Home equity lending, credit constraints and small business in the US
Economic Inquiry, 2022, 60, (1), 43-63 
See also Working Paper (2020)
2021
- On the welfare effects of phasing out paper currency
European Economic Review, 2021, 137, (C) View citations (5)
- The joint spillover index
Economic Modelling, 2021, 94, (C), 681-691 View citations (22)
2020
- Asylum seekers and house prices: Evidence from the United Kingdom
Journal of Housing Economics, 2020, 49, (C) View citations (1)
- Household debt, consumption and inequality
Journal of International Money and Finance, 2020, 109, (C) View citations (4)
See also Working Paper (2020)
2019
- Does National Flood Insurance Program Participation Induce Housing Development?
Journal of Risk & Insurance, 2019, 86, (4), 835-859 View citations (2)
2016
- 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
- Emerging market economies and the world interest rate
Journal of International Money and Finance, 2015, 58, (C), 1-28 View citations (5)
2014
- A PRESCRIPTION FOR UNEMPLOYMENT? RECESSIONS AND THE DEMAND FOR MENTAL HEALTH DRUGS
Health Economics, 2014, 23, (11), 1301-1325 View citations (26)
2013
- 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
- Banknotes And Economic Growth
Scottish Journal of Political Economy, 2012, 59, (4), 390-418
- Has the Fed been a failure?
Journal of Macroeconomics, 2012, 34, (3), 569-596 View citations (49)
- 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
- The cost channel of monetary transmission-revisited
Applied Economics Letters, 2007, 14, (10), 725-730 View citations (3)
2006
- 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
- Estimating and identifying vector autoregressions under diagonality and block exogeneity restrictions
Economics Letters, 2005, 87, (1), 75-81 View citations (26)
2004
- Cross-Country Variation in the Liquidity Effect: The Role of Financial Markets
Economic Journal, 2004, 114, (498), 890-915 View citations (15)
2003
- 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
- Comments on 'A vector error-correction forecasting model of the US economy'
Journal of Macroeconomics, 2002, 24, (4), 607-611 View citations (1)
- 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)
- 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
- 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)
- Identifying the Effects of Money Supply Shocks on Industry-Level Output
Journal of Macroeconomics, 1998, 20, (3), 431-449 View citations (6)
- International evidence on equity prices, interest rates and money
Journal of International Money and Finance, 1998, 17, (3), 377-406 View citations (103)
- 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
- The Check Tax: Fiscal Folly and the Great Monetary Contraction
The Journal of Economic History, 1997, 57, (4), 859-878 View citations (6)
1996
- 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
- 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
- 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)
- Endogenous Trading Volume and Momentum in Stock-Return Volatility
Journal of Business & Economic Statistics, 1994, 12, (2), 253-60 View citations (98)
1993
- Forecasting Stock-Return Variance: Toward an Understanding of Stochastic Implied Volatilities
Review of Financial Studies, 1993, 6, (2), 293-326 View citations (207)
- 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
- 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
- Sources of Fluctuations in Real and Nominal Exchange Rates
The Review of Economics and Statistics, 1992, 74, (3), 530-39 View citations (126)
1990
- Exchange rate volatility and U.S. multilateral trade flows
Journal of Macroeconomics, 1990, 12, (3), 341-362 View citations (32)
- Heteroskedasticity in Stock Return Data: Volume versus GARCH Effects
Journal of Finance, 1990, 45, (1), 221-29 View citations (480)
- 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)
- Persistence in Variance, Structural Change, and the GARCH Model
Journal of Business & Economic Statistics, 1990, 8, (2), 225-34 View citations (587)
1989
- 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)
- 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)
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