Access Statistics for Alex S. Maynard

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Covariance-based orthogonality tests for regressors with unknown persistence 0 0 0 37 0 0 0 197
Covariance-based orthogonality tests for regressors with unknown persistence 0 0 0 1 1 1 4 313
Covariance-based orthogonality tests for regressors with unknown persistence 0 0 2 63 0 0 5 395
Improving Forecasts of Inflation using the Term Structure of Interest Rates 0 0 0 159 0 1 9 391
Localized Level Crossing Random Walk Test Robust to the Presence of Structural Breaks 0 0 0 37 1 1 6 158
Persistence-robust Granger causality testing 2 7 19 184 2 9 30 403
Sensitivity of Impulse Responses to Small Low Frequency Co-Movements: Reconciling the Evidence on the Effects of Technology Shocks 0 1 2 38 0 2 5 142
The Long and the Short of It: Long Memory Regressors and Predictive Regressions 0 0 0 96 0 0 8 325
Total Working Papers 2 8 23 615 4 14 67 2,324


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A New Application of Exact Nonparametric Methods to Long-Horizon Predictability Tests 0 0 0 41 0 1 1 162
COVARIANCE-BASED ORTHOGONALITY TESTS FOR REGRESSORS WITH UNKNOWN PERSISTENCE 0 0 1 24 0 0 2 94
ECONOMETRIC THEORY, by James Davidson, Blackwell Publishers, 2000 1 1 3 139 1 4 15 324
Empirical analysis of corn and soybean basis in Canada 0 0 2 2 1 1 5 16
Localized level crossing random walk test robust to the presence of structural breaks 0 0 0 4 0 0 5 53
Long Memory Regressors and Predictive Testing: A Two-stage Rebalancing Approach 0 0 2 15 1 3 9 68
Persistence-robust surplus-lag Granger causality testing 1 1 2 18 1 2 9 66
Public insurance and private savings: who is affected and by how much? 0 1 6 11 0 1 10 37
Rethinking an old empirical puzzle: econometric evidence on the forward discount anomaly 0 0 1 394 0 2 13 1,041
Sensitivity of Impulse Responses to Small Low-Frequency Comovements: Reconciling the Evidence on the Effects of Technology Shocks 0 1 6 93 2 5 18 312
Sensitivity of Impulse Responses to Small Low-Frequency Comovements: Reconciling the Evidence on the Effects of Technology Shocks 0 0 2 9 0 1 5 33
Testing for Forward-Rate Unbiasedness: On Regression in Levels and in Returns 0 0 0 128 1 1 2 421
Testing forward rate unbiasedness allowing for persistent regressors 0 0 0 80 0 0 2 212
The forward premium anomaly: statistical artefact or economic puzzle? New evidence from robust tests 0 0 1 85 0 0 8 339
Total Journal Articles 2 4 26 1,043 7 21 104 3,178


Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Assessing the Power of Long-Horizon Predictive Tests in Models of Bull and Bear Markets 0 0 0 0 0 1 1 1
Total Chapters 0 0 0 0 0 1 1 1


Statistics updated 2017-11-04