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 Home equity lending, credit constraints and small business in the US, Economic Inquiry, Western Economic Association International (2022) (2022)
- Household Debt, Consumption and Inequality
Working Papers, Florida International University, Department of Economics View citations (4)
See also Journal Article Household debt, consumption and inequality, Journal of International Money and Finance, Elsevier (2020) View citations (4) (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 Real wages and aggregate demand shocks: contradictory evidence from VARs, Journal of Economics and Business, Elsevier (2002) View citations (2) (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 The Real Price of Housing and Money Supply Shocks: Time Series Evidence and Theoretical Simulations, Journal of Housing Economics, Elsevier (2002) View citations (45) (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 Home Equity Lending, Credit Constraints and Small Business in the US, Working Papers (2020) (2020)
2021
- On the welfare effects of phasing out paper currency
European Economic Review, 2021, 137, (C) View citations (6)
- The joint spillover index
Economic Modelling, 2021, 94, (C), 681-691 View citations (64)
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 Household Debt, Consumption and Inequality, Working Papers (2020) View citations (4) (2020)
2019
- Does National Flood Insurance Program Participation Induce Housing Development?
Journal of Risk & Insurance, 2019, 86, (4), 835-859 View citations (3)
2016
- Gender, caste and poverty in India: evidence from the National Family Health Survey
Eurasian Economic Review, 2016, 6, (2), 153-171 View citations (10)
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 (28)
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 (21)
Also in Journal of Money, Credit and Banking, 2013, 45, (4), 559-590 (2013) View citations (10)
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 (50)
- Home Equity Lending and Retail Spending: Evidence from a Natural Experiment in Texas
American Economic Journal: Macroeconomics, 2012, 4, (4), 94-125 View citations (45)
2007
- The cost channel of monetary transmission-revisited
Applied Economics Letters, 2007, 14, (10), 725-730 View citations (4)
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 Real Wages and Aggregate Demand Shocks: Contradictory Evidence from Vars, Working Papers (2000) (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 (45)
See also Working Paper The Real Price of Housing and Money Supply Shocks: Time Series Evidence and Theoretical Simulations, Working Papers (2000) (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 (7)
- 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 (24)
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 (101)
1993
- Forecasting Stock-Return Variance: Toward an Understanding of Stochastic Implied Volatilities
The Review of Financial Studies, 1993, 6, (2), 293-326 View citations (212)
- 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 (117)
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 (31)
- Heteroskedasticity in Stock Return Data: Volume versus GARCH Effects
Journal of Finance, 1990, 45, (1), 221-29 View citations (495)
- 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 (608)
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 (91)
- 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 (125)
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