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 1 65 0 4 5 414
Covariance-based orthogonality tests for regressors with unknown persistence 0 0 0 37 0 5 10 223
Covariance-based orthogonality tests for regressors with unknown persistence 0 0 0 0 0 1 1 2
Covariance-based orthogonality tests for regressors with unknown persistence 0 0 0 1 1 4 5 337
Improving Forecasts of Inflation using the Term Structure of Interest Rates 0 0 1 176 2 7 8 470
Inference in Predictive Quantile Regressions 0 0 0 31 1 11 15 35
Localized Level Crossing Random Walk Test Robust to the Presence of Structural Breaks 0 0 0 39 1 4 6 194
Persistence-robust Granger causality testing 0 0 1 216 0 3 8 508
Sensitivity of Impulse Responses to Small Low Frequency Co-Movements: Reconciling the Evidence on the Effects of Technology Shocks 0 0 0 43 2 12 13 206
The Long and the Short of It: Long Memory Regressors and Predictive Regressions 0 0 0 98 1 7 9 378
Total Working Papers 0 0 3 706 8 58 80 2,767

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 5 6 186
Asymmetric spot‐futures price adjustments in grain markets 0 0 0 7 0 6 6 30
COVARIANCE-BASED ORTHOGONALITY TESTS FOR REGRESSORS WITH UNKNOWN PERSISTENCE 0 0 0 28 0 0 5 113
ECONOMETRIC THEORY, by James Davidson, Blackwell Publishers, 2000 1 1 5 296 2 11 19 652
Editorial: Asymmetries in applied macro and financial modeling and econometrics 0 0 1 1 0 5 8 8
Empirical analysis of corn and soybean basis in Canada 0 0 1 5 1 9 10 55
Fuel-feed-livestock price linkages under structural changes 0 0 0 4 0 1 2 15
Inference in predictive quantile regressions 0 0 0 2 0 8 14 17
Localized level crossing random walk test robust to the presence of structural breaks 0 0 0 5 3 5 7 87
Long Memory Regressors and Predictive Testing: A Two-stage Rebalancing Approach 0 0 0 23 2 5 7 101
Long-horizon stock valuation and return forecasts based on demographic projections 0 0 0 4 1 8 10 31
Persistence-robust surplus-lag Granger causality testing 0 0 5 42 0 10 23 173
Public insurance and private savings: who is affected and by how much? 0 0 0 22 0 3 5 88
Rethinking an old empirical puzzle: econometric evidence on the forward discount anomaly 0 0 1 402 0 3 11 1,085
Sensitivity of Impulse Responses to Small Low-Frequency Comovements: Reconciling the Evidence on the Effects of Technology Shocks 0 0 2 111 2 21 25 444
Sensitivity of Impulse Responses to Small Low-Frequency Comovements: Reconciling the Evidence on the Effects of Technology Shocks 0 0 0 16 0 8 10 91
Special Issue “Celebrated Econometricians: Peter Phillips” 0 0 0 1 1 5 6 15
Testing for Forward-Rate Unbiasedness: On Regression in Levels and in Returns 0 0 0 129 0 2 4 448
Testing forward rate unbiasedness allowing for persistent regressors 0 0 0 81 0 6 6 238
The Impact of Local Ethanol Production on the Corn Basis in Ontario 0 0 0 3 1 3 3 23
The finite sample power of long-horizon predictive tests in models with financial bubbles 0 0 0 9 0 5 7 36
The forward premium anomaly: statistical artefact or economic puzzle? New evidence from robust tests 0 0 0 86 0 6 10 380
The forward premium anomaly: statistical artefact or economic puzzle? New evidence from robust tests 0 0 0 1 1 7 9 20
Total Journal Articles 1 1 15 1,325 14 142 213 4,336

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 1 4 1 5 8 48
Inference in Conditional Vector Error Correction Models With a Small Signal-to-Noise Ratio* 0 0 0 3 0 3 7 17
Total Chapters 0 0 1 7 1 8 15 65

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Statistics updated 2026-03-04