Access Statistics for William D Lastrapes

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
An Empirical Analysis of Stock Price and Interest Rate Dynamics: The Role of Money 0 0 0 1 1 1 12 740
Cross-Country Variation in the Liquidity Effect 0 2 10 80 0 4 17 220
Equity Prices, Interest Rates and Money in Europe: An Empirical Analysis 0 0 0 0 2 4 16 482
Real Wages and Aggregate Demand Shocks: Contradictory Evidence from Vars 0 0 0 0 3 7 35 503
The Dynamic Responses of Crop and Livestock Prices to Money Supply Shocks: A Bayesian Analysis using Long Run Restrictions 0 0 0 0 9 13 24 207
The Real Price of Housing and Money Supply Shocks: Time Series Evidence and Theoretical Simulations 0 0 0 3 5 12 60 702
Total Working Papers 0 2 10 84 20 41 164 2,854


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Abnormal Returns in the Acquisition Market: The Case of Bank Holding Companies, 1990–1993 1 1 2 9 2 3 5 13
Buffer-Stock Money: Interpreting Short-Run Dynamics Using Long-Run Restrictions 0 1 5 66 0 3 15 232
Comments on 'A vector error-correction forecasting model of the US economy' 0 0 0 4 0 0 4 42
Cross-Country Variation in the Liquidity Effect: The Role of Financial Markets 0 0 12 51 0 1 19 160
Durable goods and the forward-looking theory of consumption: Estimates implied by the dynamic effects of money 0 0 2 19 2 3 12 72
Endogenous Trading Volume and Momentum in Stock-Return Volatility 0 0 0 0 6 21 102 746
Estimating and identifying vector autoregressions under diagonality and block exogeneity restrictions 1 2 6 29 1 3 10 91
Estimating the liquidity effect in post-reform Chile: do inflationary expectations matter? 0 0 1 19 0 0 2 68
Exchange Rate Volatility and U.S. Monetary Policy: An ARCH Application 2 4 28 163 2 6 64 468
Exchange rate volatility and U.S. multilateral trade flows 0 3 20 60 0 4 37 120
Forecasting Stock-Return Variance: Toward an Understanding of Stochastic Implied Volatilities 3 6 42 301 12 33 143 1,015
Heteroskedasticity in Stock Return Data: Volume versus GARCH Effects 8 25 86 353 15 54 181 758
Identifying the Effects of Money Supply Shocks on Industry-Level Output 0 1 7 31 0 1 16 72
International evidence on equity prices, interest rates and money 2 5 18 86 4 8 27 156
International transmission of aggregate shocks under fixed and flexible exchange rate regimes: United Kingdom, France, and Germany, 1959 to 1985 1 5 11 46 1 8 18 103
New Keynesian economics, volume 2: Edited by N. Gregory Mankiw and David Romer, MIT Press, 1991, 450 pp 1 2 9 48 3 7 23 125
Persistence in Variance, Structural Change, and the GARCH Model 0 0 0 0 18 44 156 1,247
Real Exchange Rate Volatility and U.S. Bilateral Trade: A VAR Approach 3 8 63 323 7 20 123 736
Real wages and aggregate demand shocks: contradictory evidence from VARs 0 0 1 30 0 1 5 134
Sources of Fluctuations in Real and Nominal Exchange Rates 1 7 22 195 1 12 39 584
The Check Tax: Fiscal Folly and the Great Monetary Contraction 0 0 2 2 0 0 3 3
The Dynamic Effects Of Money: Combining Short-Run And Long-Run Identifying Restrictions Using Bayesian Techniques 0 0 2 30 0 1 7 146
The Real Price of Housing and Money Supply Shocks: Time Series Evidence and Theoretical Simulations 0 1 9 63 0 2 16 141
The cost channel of monetary transmission-revisited 0 2 11 29 0 3 16 62
The impact of exchange rate volatility on international trade: Reduced form estimates using the GARCH-in-mean model 11 45 247 582 24 94 658 1,414
The liquidity effect: Identifying short-run interest rate dynamics using long-run restrictions 0 1 5 63 3 5 29 224
Total Journal Articles 34 119 611 2,602 101 337 1,730 8,932


Statistics updated 2009-11-04