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 1 1 65 0 1 2 410
Covariance-based orthogonality tests for regressors with unknown persistence 0 0 0 1 0 0 2 332
Covariance-based orthogonality tests for regressors with unknown persistence 0 0 0 37 0 0 1 213
Improving Forecasts of Inflation using the Term Structure of Interest Rates 0 1 1 176 0 1 3 463
Inference in Predictive Quantile Regressions 0 0 1 31 0 1 4 21
Localized Level Crossing Random Walk Test Robust to the Presence of Structural Breaks 0 0 0 39 0 0 2 188
Persistence-robust Granger causality testing 0 0 2 215 0 0 5 500
Sensitivity of Impulse Responses to Small Low Frequency Co-Movements: Reconciling the Evidence on the Effects of Technology Shocks 0 0 0 43 0 0 1 193
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 2 5 705 0 3 22 2,689

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 0 1 180
Asymmetric spot‐futures price adjustments in grain markets 0 0 0 7 0 0 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 0 1 12 294 0 2 26 637
Empirical analysis of corn and soybean basis in Canada 0 1 1 5 0 1 1 46
Fuel-feed-livestock price linkages under structural changes 0 0 0 4 0 1 2 14
Inference in predictive quantile regressions 0 0 2 2 0 3 6 6
Localized level crossing random walk test robust to the presence of structural breaks 0 0 0 5 0 1 4 81
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 0 2 4 0 0 4 21
Persistence-robust surplus-lag Granger causality testing 0 5 5 42 0 11 15 161
Public insurance and private savings: who is affected and by how much? 0 0 1 22 0 0 7 83
Rethinking an old empirical puzzle: econometric evidence on the forward discount anomaly 0 1 1 402 0 2 4 1,077
Sensitivity of Impulse Responses to Small Low-Frequency Comovements: Reconciling the Evidence on the Effects of Technology Shocks 0 0 1 110 0 0 5 420
Sensitivity of Impulse Responses to Small Low-Frequency Comovements: Reconciling the Evidence on the Effects of Technology Shocks 0 0 0 16 0 0 2 82
Special Issue “Celebrated Econometricians: Peter Phillips” 0 0 0 1 0 0 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 1 232
The Impact of Local Ethanol Production on the Corn Basis in Ontario 0 0 0 3 0 0 1 20
The finite sample power of long-horizon predictive tests in models with financial bubbles 0 0 0 9 0 1 2 30
The forward premium anomaly: statistical artefact or economic puzzle? New evidence from robust tests 0 0 0 1 0 0 2 11
The forward premium anomaly: statistical artefact or economic puzzle? New evidence from robust tests 0 0 0 86 0 0 1 370
Total Journal Articles 0 8 25 1,321 0 22 89 4,150

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 1 1 41
Inference in Conditional Vector Error Correction Models With a Small Signal-to-Noise Ratio* 0 0 0 3 0 1 1 11
Total Chapters 0 0 0 6 0 2 2 52

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Statistics updated 2025-07-04