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Women and Poverty in India: Evidence from the National Family Health Survey, Eurasian Economic Review, 6(2), 2016, pp. 153-71 (with Ramaprasad Rajaram).

 

Emerging Market Economies and the World Interest Rate, Journal of International Money and Finance, , 58:1-28, November 2015 (with Berrak Bahadir).

 

A Prescription for Unemployment? Recessions and the Demand for Mental Health Drugs, Health Economics, 23, 2014, 1301-1325 (with W. David Bradford).

 

Evidence on the Relationship Between Housing and Consumption in the US: A State-level Analysis, Journal of Money, Credit and Banking, 45(4), June 2013, 559-89 (with Chadi Abdallah).

 

Home Equity Lending and Retail Spending: Evidence from a Natural Experiment in Texas, American Economic Journal: Macroeconomics, 4(4), October 2012 (with Chadi Abdallah) .

 

Banknotes and Economic Growth, Scottish Journal of Political Economy 59(4), September 2012, 390-418 (with George Selgin).

 

Has the Fed been a Failure? Journal of Macroeconomics 34(4), September 2012, 569-596 (with George Selgin and Lawrence H. White).

 

The Cost Channel of Monetary Transmission Revisited, Applied Economic Letters, 14(10) August 2007, 725-30 (with Doh-Khul Kim).

 

Inflation and the Distribution of Relative Prices: The Role of Productivity and Money Supply Shocks, Journal of Money, Credit and Banking 38(8), December 2006, 2159-98.

 

Durable Goods and the Forward-looking Theory of Consumption: Estimates Implied by the Dynamic Effects of Money, Journal of Economic Dynamics and Control, 30, August 2006, 1409-30 (with Todd B. Potts).

 

Estimating and Identifying Vector Autoregressions Under Diagonality and Block Exogeneity Restrictions, Economics Letters 87, April 2005, 75-81.

 

Cross-Country Variation in the Liquidity Effect: The Role of Financial Markets, The Economic Journal, 114, October 2004, 890-915 (with W. Douglas McMillin). Data appendix

 

Estimating the Liquidity Effect in Post-reform Chile: Do Inflationary Expectations Matter? Journal of International Money and Finance, 22, November 2003, 813-833 (with Claudia Halabi).

 

Comment on 'A Vector Error-Correction Forecast Model of the U.S. Economy', Journal of Macroeconomics 24(4), December 2002, 607-11.

 

Real Wages and Aggregate Demand Shocks: Contradictory Evidence from VARs, Journal of Economics and Business, July/August 2002.

 

The Real Price of Housing and Money Supply Shocks: Time Series Evidence and Theoretical Simulations, Journal of Housing Economics, March 2002.

 

The Dynamic Effects of Money: Combining Short-Run and Long-Run Identifying Restrictions using Bayesian Techniques, The Review of Economics and Statistics, November 1998, 588-99.

 

Abnormal Returns in the Acquisition Market: The Case of Bank Holding Companies, 1990-93, Journal of Financial Services Research, October 1998, 145-63 (with Scott Frame).

 

International Evidence on Equity Prices, Interest Rates and Money, Journal of International Money and Finance, June 1998, 377-406.

 

Identifying the Effects of Money Supply Shocks on Industry-Level Output, Journal of Macroeconomics, 20(3), Summer 1998, 431-49 (with Clifton M. Loo).

 

The Check Tax: Fiscal Folly and the Great Monetary Contraction, Journal of Economic History, 57(4), December 1997, 859-78 (with George Selgin).

 

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, August 1996 (with Jeffrey H. Dorfman).

 

The Liquidity Effect: Identifying Short-Run Interest Rate Dynamics using Long-Run Restrictions, Journal of Macroeconomics, 17(3) Summer 1995, 387-404 (with George Selgin).

 

Buffer-Stock Money: Interpreting Short-Run Dynamics Using Long-Run Restrictions. Journal of Money, Credit and Banking, 26(1), February 1994, 34-54 (with George Selgin).

 

Endogenous Trading Volume and Momentum in Stock Return Volatility, Journal of Business and Economic Statistics, 12(2), April 1994, 253-60 (with Christopher G. Lamoureux).

 

Forecasting Stock Return Variance: Toward an Understanding of Stochastic Implied Volatilities, Review of Financial Studies, 6(2), 1993, 293-326 (with Christopher G. Lamoureux).

 

The Impact of Exchange Rate Volatility on International Trade: Reduced Form Estimates Using the GARCH-in-Mean Model, Journal of International Money and Finance, 12, June 1993, 298-318 (with Kenneth F. Kroner).

 

Sources of Fluctuations in Real and Nominal Exchange Rate, Review of Economics and Statistics, 74(3), August 1992, 530-39.

 

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, 9(4), December 1990, 402-23. (with Faik Koray)

 

Exchange Rate Volatility and U.S. Multilateral Trade Flows, Journal of Macroeconomics, 12(3), Summer 1990, 341-62 (with Faik Koray).

 

Persistence-in-Variance, Structural Change and the GARCH Model, Journal of Business and Economic Statistics, 8(2), April 1990, 225-34 (with Christopher G. Lamoureux).

 

Heteroskedasticity in Stock Return Data: Volume Versus GARCH Effects, Journal of Finance, 45(1), March 1990, 221-29 (with Christopher G. Lamoureux)

 

Real Exchange Rate Volatility and U.S. Bilateral Trade: A VAR Approach, Review of Economics and Statistics, 71(4), November 1989, 708-12 (with Faik Koray).

 

Exchange Rate Volatility and U.S. Monetary Policy: An ARCH Application, Journal of Money, Credit, and Banking, 21(1), February 1989, 66-77.

William D. Lastrapes Professor of Economics University of Georgia

 

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