Details about Alex S. Maynard

Access statistics for papers by Alex S. Maynard.

Last updated 2025-01-06. Update your information in the RePEc Author Service.

Short-id: pma736

Working Papers

2024

1. Inference in Predictive Quantile Regressions
   Papers, arXiv.org View citations (3)
   See also Journal Article Inference in predictive quantile regressions, Journal of Econometrics, Elsevier (2024) View citations (1) (2024)

2010

2. Localized Level Crossing Random Walk Test Robust to the Presence of Structural Breaks
   Working Papers, University of Guelph, Department of Economics and Finance
   See also Journal Article Localized level crossing random walk test robust to the presence of structural breaks, Computational Statistics & Data Analysis, Elsevier (2012) View citations (1) (2012)
3. Persistence-robust Granger causality testing
   Working Papers, University of Guelph, Department of Economics and Finance View citations (3)

2009

4. Sensitivity of Impulse Responses to Small Low Frequency Co-Movements: Reconciling the Evidence on the Effects of Technology Shocks
   Cahiers de recherche, Centre interuniversitaire de recherche en économie quantitative, CIREQ View citations (10)
   See also Journal Article Sensitivity of Impulse Responses to Small Low-Frequency Comovements: Reconciling the Evidence on the Effects of Technology Shocks, Journal of Business & Economic Statistics, American Statistical Association (2011) View citations (15) (2011)

2008

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

2007

6. Covariance-based Orthogonality Tests For Regressors With Unknown Persistence
   Working Paper, Economics Department, Queen's University View citations (1)
   Also in Econometric Society 2004 Far Eastern Meetings, Econometric Society (2004) View citations (2)
   Econometric Society 2004 North American Summer Meetings, Econometric Society (2004) View citations (2)
   See also Journal Article COVARIANCE-BASED ORTHOGONALITY TESTS FOR REGRESSORS WITH UNKNOWN PERSISTENCE, Econometric Theory, Cambridge University Press (2009) View citations (8) (2009)

2005

7. 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

2024

1. Inference in predictive quantile regressions
   Journal of Econometrics, 2024, 245, (1) View citations (1)
   See also Working Paper Inference in Predictive Quantile Regressions, Papers (2024) View citations (3) (2024)

2022

2. Fuel-feed-livestock price linkages under structural changes
   Applied Economics, 2022, 54, (2), 206-223 View citations (1)
3. Long-horizon stock valuation and return forecasts based on demographic projections
   Journal of Empirical Finance, 2022, 68, (C), 190-215

2021

4. Special Issue “Celebrated Econometricians: Peter Phillips”
   Econometrics, 2021, 9, (3), 1-3

2019

5. The finite sample power of long-horizon predictive tests in models with financial bubbles
   International Review of Financial Analysis, 2019, 63, (C), 418-430 View citations (3)

2018

6. Asymmetric spot‐futures price adjustments in grain markets
   Journal of Futures Markets, 2018, 38, (12), 1549-1564 View citations (3)

2017

7. The Impact of Local Ethanol Production on the Corn Basis in Ontario
   Canadian Journal of Agricultural Economics/Revue canadienne d'agroeconomie, 2017, 65, (3), 409-430 View citations (2)

2015

8. Empirical analysis of corn and soybean basis in Canada
   Applied Economics, 2015, 47, (51), 5491-5509 View citations (5)

2013

9. Long Memory Regressors and Predictive Testing: A Two-stage Rebalancing Approach
   Econometric Reviews, 2013, 32, (3), 318-360 View citations (15)

2012

10. Localized level crossing random walk test robust to the presence of structural breaks
    Computational Statistics & Data Analysis, 2012, 56, (11), 3322-3344 View citations (1)
    See also Working Paper Localized Level Crossing Random Walk Test Robust to the Presence of Structural Breaks, Working Papers (2010) (2010)
11. Persistence-robust surplus-lag Granger causality testing
    Journal of Econometrics, 2012, 169, (2), 293-300 View citations (31)

2011

12. Sensitivity of Impulse Responses to Small Low-Frequency Comovements: Reconciling the Evidence on the Effects of Technology Shocks
    Journal of Business & Economic Statistics, 2011, 29, (4), 455-467 View citations (15)
    Also in Journal of Business & Economic Statistics, 2011, 29, (4), 455-467 (2011) View citations (15)
    See also Working Paper Sensitivity of Impulse Responses to Small Low Frequency Co-Movements: Reconciling the Evidence on the Effects of Technology Shocks, Cahiers de recherche (2009) View citations (10) (2009)

2009

13. COVARIANCE-BASED ORTHOGONALITY TESTS FOR REGRESSORS WITH UNKNOWN PERSISTENCE
    Econometric Theory, 2009, 25, (1), 63-116 View citations (8)
    See also Working Paper Covariance-based Orthogonality Tests For Regressors With Unknown Persistence, Working Paper (2007) View citations (1) (2007)
14. Public insurance and private savings: who is affected and by how much?
    Journal of Applied Econometrics, 2009, 24, (2), 282-308 View citations (29)

2007

15. A New Application of Exact Nonparametric Methods to Long-Horizon Predictability Tests
    Studies in Nonlinear Dynamics & Econometrics, 2007, 11, (1), 39 View citations (4)

2006

16. 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 (17)
    Also in Canadian Journal of Economics/Revue canadienne d'économique, 2006, 39, (4), 1244-1281 (2006) View citations (15)

2005

17. Testing forward rate unbiasedness allowing for persistent regressors
    Journal of Empirical Finance, 2005, 12, (5), 613-628 View citations (24)

2003

18. ECONOMETRIC THEORY, by James Davidson, Blackwell Publishers, 2000
    Econometric Theory, 2003, 19, (4), 665-674
19. 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 (21)

2001

20. Rethinking an old empirical puzzle: econometric evidence on the forward discount anomaly
    Journal of Applied Econometrics, 2001, 16, (6), 671-708 View citations (120)

Chapters

2023

1. Inference in Conditional Vector Error Correction Models With a Small Signal-to-Noise Ratio*
   A chapter in Essays in Honor of Joon Y. Park: Econometric Theory, 2023, vol. 45A, pp 295-318

2014

2. Assessing the Power of Long-Horizon Predictive Tests in Models of Bull and Bear Markets
   A chapter in Essays in Honor of Peter C. B. Phillips, 2014, vol. 33, pp 673-711 View citations (3)