Information about:
William D Lastrapes

Other registered authors

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 (registered authors at this institution)

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.
   Published as:
   • 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. [Downloadable!] (restricted)

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.
   Published as:
   • 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. [Downloadable!] (restricted)

3. 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.

4. 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.

5. 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.

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. [Downloadable!]

1. Doh-Khul Kim & William D. Lastrapes, 2007. "The cost channel of monetary transmission-revisited," Applied Economics Letters, Taylor and Francis Journals, vol. 14(10), pages 725-730. [Downloadable!] (restricted)

2. 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. [Downloadable!] (restricted)

3. 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. [Downloadable!] (restricted)

4. 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. [Downloadable!] (restricted)

5. 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. [Downloadable!] (restricted)

6. 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. [Downloadable!] (restricted)
   Other versions:
   • 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.

7. 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. [Downloadable!] (restricted)
   Other versions:
   • 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.

8. 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. [Downloadable!] (restricted)

9. 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. [Downloadable!] (restricted)

10. 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. [Downloadable!] (restricted)

11. 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. [Downloadable!] (restricted)

12. 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. [Downloadable!] (restricted)

13. 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.

14. 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. [Downloadable!] (restricted)

15. Lamoureux, Christopher G & Lastrapes, William D, 1993. "Forecasting Stock-Return Variance: Toward an Understanding of Stochastic Implied Volatilities," Review of Financial Studies, Oxford University Press for Society for Financial Studies, vol. 6(2), pages 293-326. [Downloadable!] (restricted)

16. 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. [Downloadable!] (restricted)

17. 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. [Downloadable!] (restricted)

18. 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. [Downloadable!] (restricted)

19. 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. [Downloadable!] (restricted)

20. 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.

21. 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. [Downloadable!] (restricted)

22. 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. [Downloadable!] (restricted)

23. 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. [Downloadable!] (restricted)

24. 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. [Downloadable!] (restricted)

This page was last updated on 2008-7-16.