Details about Alex S. Maynard

Access statistics for papers by Alex S. Maynard.

Last updated 2009-11-10. Update your information in the RePEc Author Service.

Short-id: pma736

Working Papers

2008

1. Improving Forecasts of Inflation using the Term Structure of Interest Rates
   Working Papers, University of Toronto, Department of Economics

2007

2. Covariance-based orthogonality tests for regressors with unknown persistence
   Working Papers, Queen's University, Department of Economics
   Also in Econometric Society 2004 Far Eastern Meetings, Econometric Society (2004) View citations
   Econometric Society 2004 North American Summer Meetings, Econometric Society (2004) View citations
   See also Journal Article in Econometric Theory (2009)

2005

3. The Long and the Short of It: Long Memory Regressors and Predictive Regressions
   Computing in Economics and Finance 2005, Society for Computational Economics

Journal Articles

2009

1. COVARIANCE-BASED ORTHOGONALITY TESTS FOR REGRESSORS WITH UNKNOWN PERSISTENCE
   Econometric Theory, 2009, 25, (01), 63-116
   See also Working Paper (2007)

2007

2. A New Application of Exact Nonparametric Methods to Long-Horizon Predictability Tests
   Studies in Nonlinear Dynamics & Econometrics, 2007, 11, (1)

2006

3. The forward premium anomaly: statistical artefact or economic puzzle? New evidence from robust tests
   Canadian Journal of Economics, 2006, 39, (4), 1244-1281 View citations

2005

4. Testing forward rate unbiasedness allowing for persistent regressors
   Journal of Empirical Finance, 2005, 12, (5), 613-628 View citations

2003

5. ECONOMETRIC THEORY, by James Davidson, Blackwell Publishers, 2000
   Econometric Theory, 2003, 19, (04), 665-674
6. Testing for Forward-Rate Unbiasedness: On Regression in Levels and in Returns
   The Review of Economics and Statistics, 2003, 85, (2), 313-327 View citations

2001

7. Rethinking an old empirical puzzle: econometric evidence on the forward discount anomaly
   Journal of Applied Econometrics, 2001, 16, (6), 671-708 View citations