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 64 1 1 1 409
Covariance-based orthogonality tests for regressors with unknown persistence 0 0 0 1 1 1 2 332
Covariance-based orthogonality tests for regressors with unknown persistence 0 0 0 37 1 1 1 213
Improving Forecasts of Inflation using the Term Structure of Interest Rates 0 0 0 175 1 2 2 462
Inference in Predictive Quantile Regressions 0 0 1 31 0 2 5 20
Localized Level Crossing Random Walk Test Robust to the Presence of Structural Breaks 0 0 0 39 0 1 2 188
Persistence-robust Granger causality testing 0 1 2 215 1 2 6 500
Sensitivity of Impulse Responses to Small Low Frequency Co-Movements: Reconciling the Evidence on the Effects of Technology Shocks 0 0 0 43 0 1 2 193
The Long and the Short of It: Long Memory Regressors and Predictive Regressions 0 0 0 98 0 0 2 369
Total Working Papers 0 1 3 703 5 11 23 2,686

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 47 0 1 1 180
Asymmetric spot‐futures price adjustments in grain markets 0 0 0 7 1 1 1 24
COVARIANCE-BASED ORTHOGONALITY TESTS FOR REGRESSORS WITH UNKNOWN PERSISTENCE 0 0 0 28 0 0 1 108
ECONOMETRIC THEORY, by James Davidson, Blackwell Publishers, 2000 1 4 17 291 3 8 31 633
Empirical analysis of corn and soybean basis in Canada 0 0 0 4 0 0 1 45
Fuel-feed-livestock price linkages under structural changes 0 0 0 4 1 1 2 13
Inference in predictive quantile regressions 0 2 2 2 0 3 3 3
Localized level crossing random walk test robust to the presence of structural breaks 0 0 0 5 1 3 3 80
Long Memory Regressors and Predictive Testing: A Two-stage Rebalancing Approach 0 0 0 23 0 0 0 94
Long-horizon stock valuation and return forecasts based on demographic projections 0 1 2 4 0 1 5 21
Persistence-robust surplus-lag Granger causality testing 0 0 0 37 0 1 5 150
Public insurance and private savings: who is affected and by how much? 0 1 1 22 2 4 7 83
Rethinking an old empirical puzzle: econometric evidence on the forward discount anomaly 0 0 0 401 0 0 3 1,074
Sensitivity of Impulse Responses to Small Low-Frequency Comovements: Reconciling the Evidence on the Effects of Technology Shocks 0 0 0 16 1 1 3 81
Sensitivity of Impulse Responses to Small Low-Frequency Comovements: Reconciling the Evidence on the Effects of Technology Shocks 0 0 0 109 2 4 8 419
Special Issue “Celebrated Econometricians: Peter Phillips” 0 0 0 1 2 3 3 9
Testing for Forward-Rate Unbiasedness: On Regression in Levels and in Returns 0 0 0 129 0 0 0 444
Testing forward rate unbiasedness allowing for persistent regressors 0 0 0 81 0 0 2 232
The Impact of Local Ethanol Production on the Corn Basis in Ontario 0 0 0 3 1 1 2 20
The finite sample power of long-horizon predictive tests in models with financial bubbles 0 0 0 9 0 0 1 29
The forward premium anomaly: statistical artefact or economic puzzle? New evidence from robust tests 0 0 0 86 0 0 1 370
The forward premium anomaly: statistical artefact or economic puzzle? New evidence from robust tests 0 0 0 1 1 1 2 11
Total Journal Articles 1 8 22 1,310 15 33 85 4,123

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 3 0 0 1 40
Inference in Conditional Vector Error Correction Models With a Small Signal-to-Noise Ratio* 0 0 2 3 0 0 5 10
Total Chapters 0 0 2 6 0 0 6 50

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Statistics updated 2025-03-03