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Details about Alex S. Maynard

Homepage:http://www.amaynard.org
Workplace:Department of Economics and Finance, Gordon Lang School of Business and Economics, University of Guelph, (more information at EDIRC)
Socio-Economic Research Group, Faculty of Forestry, University of Toronto, (more information at EDIRC)
Department of Economics, Toronto Metropolitan University, (more information at EDIRC)

Access statistics for papers by Alex S. Maynard.

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

Short-id: pma736


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Working Papers

2024

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

2010

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

2009

  1. 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 Downloads 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) Downloads View citations (15) (2011)

2008

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

2007

  1. Covariance-based Orthogonality Tests For Regressors With Unknown Persistence
    Working Paper, Economics Department, Queen's University Downloads View citations (1)
    Also in Econometric Society 2004 Far Eastern Meetings, Econometric Society (2004) Downloads 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) Downloads View citations (8) (2009)

2005

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

Journal Articles

2024

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

2022

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

2021

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

2019

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

2018

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

2017

  1. 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 Downloads View citations (2)

2015

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

2013

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

2012

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

2011

  1. 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 Downloads View citations (15)
    Also in Journal of Business & Economic Statistics, 2011, 29, (4), 455-467 (2011) Downloads 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) Downloads View citations (10) (2009)

2009

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

2007

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

2006

  1. The forward premium anomaly: statistical artefact or economic puzzle? New evidence from robust tests
    Canadian Journal of Economics/Revue canadienne d'économique, 2006, 39, (4), 1244-1281 Downloads View citations (15)
    Also in Canadian Journal of Economics, 2006, 39, (4), 1244-1281 (2006) View citations (17)

2005

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

2003

  1. ECONOMETRIC THEORY, by James Davidson, Blackwell Publishers, 2000
    Econometric Theory, 2003, 19, (4), 665-674 Downloads
  2. Testing for Forward-Rate Unbiasedness: On Regression in Levels and in Returns
    The Review of Economics and Statistics, 2003, 85, (2), 313-327 Downloads View citations (21)

2001

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

2014

  1. 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 Downloads View citations (3)
 
Page updated 2025-03-31