Access Statistics for William D Lastrapes

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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 5 30 727
Cross-Country Variation in the Liquidity Effect 0 1 9 69 0 7 24 201
Equity Prices, Interest Rates and Money in Europe: An Empirical Analysis 0 0 0 0 2 3 13 466
Real Wages and Aggregate Demand Shocks: Contradictory Evidence from Vars 0 0 0 0 2 13 53 467
The Dynamic Responses of Crop and Livestock Prices to Money Supply Shocks: A Bayesian Analysis using Long Run Restrictions 0 0 0 0 0 0 2 182
The Real Price of Housing and Money Supply Shocks: Time Series Evidence and Theoretical Simulations 0 0 0 3 7 17 64 635
Total Working Papers 0 1 9 73 12 45 186 2,678

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Buffer-Stock Money: Interpreting Short-Run Dynamics Using Long-Run Restrictions 0 0 5 61 0 3 24 217
Comments on 'A vector error-correction forecasting model of the US economy' 0 1 1 4 0 1 4 38
Cross-Country Variation in the Liquidity Effect: The Role of Financial Markets 1 1 5 39 2 2 14 139
Durable goods and the forward-looking theory of consumption: Estimates implied by the dynamic effects of money 1 2 10 17 1 5 28 60
Endogenous Trading Volume and Momentum in Stock-Return Volatility 0 0 0 0 9 29 110 640
Estimating and identifying vector autoregressions under diagonality and block exogeneity restrictions 0 0 3 21 0 0 9 78
Estimating the liquidity effect in post-reform Chile: do inflationary expectations matter? 0 0 1 18 0 0 1 66
Exchange Rate Volatility and U.S. Monetary Policy: An ARCH Application 2 5 21 135 7 13 52 398
Exchange rate volatility and U.S. multilateral trade flows 1 2 18 38 2 3 25 79
Forecasting Stock-Return Variance: Toward an Understanding of Stochastic Implied Volatilities 3 8 27 257 8 29 98 861
Heteroskedasticity in Stock Return Data: Volume versus GARCH Effects 9 21 80 263 17 41 171 571
Identifying the Effects of Money Supply Shocks on Industry-Level Output 0 1 9 21 0 1 14 52
International evidence on equity prices, interest rates and money 1 3 15 67 2 5 23 127
International transmission of aggregate shocks under fixed and flexible exchange rate regimes: United Kingdom, France, and Germany, 1959 to 1985 2 4 8 33 4 6 16 82
New Keynesian economics, volume 2: Edited by N. Gregory Mankiw and David Romer, MIT Press, 1991, 450 pp 0 1 13 38 1 8 33 99
Persistence in Variance, Structural Change, and the GARCH Model 0 0 0 0 15 42 181 1,082
Real Exchange Rate Volatility and U.S. Bilateral Trade: A VAR Approach 8 17 43 257 20 45 112 599
Real wages and aggregate demand shocks: contradictory evidence from VARs 0 0 1 29 0 0 12 129
Sources of Fluctuations in Real and Nominal Exchange Rates 2 6 19 172 4 12 49 542
The Dynamic Effects Of Money: Combining Short-Run And Long-Run Identifying Restrictions Using Bayesian Techniques 0 0 1 28 0 0 8 139
The Real Price of Housing and Money Supply Shocks: Time Series Evidence and Theoretical Simulations 1 5 13 54 2 7 28 125
The cost channel of monetary transmission-revisited 1 3 16 17 1 5 37 44
The impact of exchange rate volatility on international trade: Reduced form estimates using the GARCH-in-mean model 12 43 143 323 36 124 374 719
The liquidity effect: Identifying short-run interest rate dynamics using long-run restrictions 0 2 11 56 5 12 52 192
Total Journal Articles 44 125 463 1,948 136 393 1,475 7,078

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Statistics updated 2008-10-02