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William D Lastrapes

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Personal Details

First Name: William D
Middle Name:
Last Name: Lastrapes
Suffix:

RePEc Short-ID: pla48

Email:
Homepage: http://www.terry.uga.edu/~last/personal/
Postal Address:
Phone:

Affiliation

Department of Economics
Terry College of Business
University of Georgia
Location: Athens, Georgia (United States)
Homepage: http://www.terry.uga.edu/economics/
Email:
Phone: (706)542-1311
Fax: (706)542-3376
Postal: Brooks Hall 5th Floor, Athens, GA 30602-6254
Handle: RePEc:edi:deugaus (more details at EDIRC)

Works

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Working papers

  1. Lastrapes, W.D., 2000. "The Real Price of Housing and Money Supply Shocks: Time Series Evidence and Theoretical Simulations," Papers 00-479, Georgia - College of Business Administration, Department of Economics.
  2. Lastrapes, W.D., 2000. "Real Wages and Aggregate Demand Shocks: Contradictory Evidence from Vars," Papers 99-476, Georgia - College of Business Administration, Department of Economics.
  3. Dorfman, J.H. & Lastrapes, W.D., 1993. "The Dynamic Responses of Crop and Livestock Prices to Money Supply Shocks: A Bayesian Analysis using Long Run Restrictions," Papers 429, Georgia - College of Business Administration, Department of Economics.
  4. Lastrapes, W.D., 1993. "Equity Prices, Interest Rates and Money in Europe: An Empirical Analysis," Papers 430, Georgia - College of Business Administration, Department of Economics.
  5. Lastrapes, W.D., 1993. "An Empirical Analysis of Stock Price and Interest Rate Dynamics: The Role of Money," Papers 385e, Georgia - College of Business Administration, Department of Economics.
  6. W. Douglas McMillin & William D. Lastrapes, . "Cross-Country Variation in the Liquidity Effect," Departmental Working Papers 2001-04, Department of Economics, Louisiana State University.

Articles

  1. Chadi S. Abdallah & William D. Lastrapes, 2013. "Evidence on the Relationship between Housing and Consumption in the United States: A State‐Level Analysis," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 45(4), pages 559-590, 06.
  2. Selgin, George & Lastrapes, William D. & White, Lawrence H., 2012. "Has the Fed been a failure?," Journal of Macroeconomics, Elsevier, vol. 34(3), pages 569-596.
  3. Chadi S. Abdallah & William D. Lastrapes, 2012. "Home Equity Lending and Retail Spending: Evidence from a Natural Experiment in Texas," American Economic Journal: Macroeconomics, American Economic Association, vol. 4(4), pages 94-125, October.
  4. William D. Lastrapes & George Selgin, 2012. "Banknotes And Economic Growth," Scottish Journal of Political Economy, Scottish Economic Society, vol. 59(4), pages 390-418, 09.
  5. Doh-Khul Kim & William D. Lastrapes, 2007. "The cost channel of monetary transmission-revisited," Applied Economics Letters, Taylor & Francis Journals, vol. 14(10), pages 725-730.
  6. Lastrapes, William D. & Potts, Todd B., 2006. "Durable goods and the forward-looking theory of consumption: Estimates implied by the dynamic effects of money," Journal of Economic Dynamics and Control, Elsevier, vol. 30(8), pages 1409-1430, August.
  7. Lastrapes, William D., 2005. "Estimating and identifying vector autoregressions under diagonality and block exogeneity restrictions," Economics Letters, Elsevier, vol. 87(1), pages 75-81, April.
  8. William D. Lastrapes & W. Douglas McMillin, 2004. "Cross-Country Variation in the Liquidity Effect: The Role of Financial Markets," Economic Journal, Royal Economic Society, vol. 114(498), pages 890-915, October.
  9. Halabi, Claudia E. & Lastrapes, William D., 2003. "Estimating the liquidity effect in post-reform Chile: do inflationary expectations matter?," Journal of International Money and Finance, Elsevier, vol. 22(6), pages 813-833, November.
  10. Lastrapes, William D., 2002. "Real wages and aggregate demand shocks: contradictory evidence from VARs," Journal of Economics and Business, Elsevier, vol. 54(4), pages 389-413.
  11. Lastrapes, William D., 2002. "Comments on 'A vector error-correction forecasting model of the US economy'," Journal of Macroeconomics, Elsevier, vol. 24(4), pages 607-611, December.
  12. Lastrapes, William D., 2002. "The Real Price of Housing and Money Supply Shocks: Time Series Evidence and Theoretical Simulations," Journal of Housing Economics, Elsevier, vol. 11(1), pages 40-74, March.
  13. William D. Lastrapes, 1998. "The Dynamic Effects Of Money: Combining Short-Run And Long-Run Identifying Restrictions Using Bayesian Techniques," The Review of Economics and Statistics, MIT Press, vol. 80(4), pages 588-599, November.
  14. Lastrapes, W. D., 1998. "International evidence on equity prices, interest rates and money," Journal of International Money and Finance, Elsevier, vol. 17(3), pages 377-406, June.
  15. W. Frame & William Lastrapes, 1998. "Abnormal Returns in the Acquisition Market: The Case of Bank Holding Companies, 1990–1993," Journal of Financial Services Research, Springer, vol. 14(2), pages 145-163, October.
  16. Loo, Clifton Mark & Lastrapes, William D., 1998. "Identifying the Effects of Money Supply Shocks on Industry-Level Output," Journal of Macroeconomics, Elsevier, vol. 20(3), pages 431-449, July.
  17. Lastrapes, William D. & Selgin, Grorge, 1997. "The Check Tax: Fiscal Folly and the Great Monetary Contraction," The Journal of Economic History, Cambridge University Press, vol. 57(04), pages 859-878, December.
  18. Jeffrey H. Dorfman & William D. Lastrapes, 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, Agricultural and Applied Economics Association, vol. 78(3), pages 530-541.
  19. Lastrapes, William D. & Selgin, George, 1995. "The liquidity effect: Identifying short-run interest rate dynamics using long-run restrictions," Journal of Macroeconomics, Elsevier, vol. 17(3), pages 387-404.
  20. Lastrapes, William D & Selgin, George A, 1994. "Buffer-Stock Money: Interpreting Short-Run Dynamics Using Long-Run Restrictions," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 26(1), pages 34-54, February.
  21. Lamoureux, Christopher G & Lastrapes, William D, 1994. "Endogenous Trading Volume and Momentum in Stock-Return Volatility," Journal of Business & Economic Statistics, American Statistical Association, vol. 12(2), pages 253-60, April.
  22. Lastrapes, William D., 1993. "New Keynesian economics, volume 2 : Edited by N. Gregory Mankiw and David Romer, MIT Press, 1991, 450 pp," International Review of Economics & Finance, Elsevier, vol. 2(4), pages 425-427.
  23. Lamoureux, Christopher G & Lastrapes, William D, 1993. "Forecasting Stock-Return Variance: Toward an Understanding of Stochastic Implied Volatilities," Review of Financial Studies, Society for Financial Studies, vol. 6(2), pages 293-326.
  24. Kroner, Kenneth F. & Lastrapes, William D., 1993. "The impact of exchange rate volatility on international trade: Reduced form estimates using the GARCH-in-mean model," Journal of International Money and Finance, Elsevier, vol. 12(3), pages 298-318, June.
  25. Lastrapes, William D, 1992. "Sources of Fluctuations in Real and Nominal Exchange Rates," The Review of Economics and Statistics, MIT Press, vol. 74(3), pages 530-39, August.
  26. Lastrapes, William D. & Koray, Faik, 1990. "Exchange rate volatility and U.S. multilateral trade flows," Journal of Macroeconomics, Elsevier, vol. 12(3), pages 341-362.
  27. Lamoureux, Christopher G & Lastrapes, William D, 1990. "Persistence in Variance, Structural Change, and the GARCH Model," Journal of Business & Economic Statistics, American Statistical Association, vol. 8(2), pages 225-34, April.
  28. Lastrapes, William D. & Koray, Faik, 1990. "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, Elsevier, vol. 9(4), pages 402-423, December.
  29. Lamoureux, Christopher G & Lastrapes, William D, 1990. " Heteroskedasticity in Stock Return Data: Volume versus GARCH Effects," Journal of Finance, American Finance Association, vol. 45(1), pages 221-29, March.
  30. Lastrapes, William D, 1989. "Exchange Rate Volatility and U.S. Monetary Policy: An ARCH Application," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 21(1), pages 66-77, February.
  31. Koray, Faik & Lastrapes, William D, 1989. "Real Exchange Rate Volatility and U.S. Bilateral Trade: A VAR Approach," The Review of Economics and Statistics, MIT Press, vol. 71(4), pages 708-12, November.

Statistics

This author is among the top 5% authors according to these criteria:
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  6. Number of Citations, Weighted by Number of Authors, Discounted by Citation Age
  7. Number of Citations, Weighted by Number of Authors and Simple Impact Factors
  8. Number of Citations, Weighted by Number of Authors and Simple Impact Factors, Discounted by Citation Age
  9. Number of Citations, Weighted by Number of Authors and Recursive Impact Factors
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  13. Number of Journal Pages, Weighted by Number of Authors
  14. Number of Journal Pages, Weighted by Number of Authors and Simple Impact Factors
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