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 65 1 6 10 420
Covariance-based orthogonality tests for regressors with unknown persistence 0 0 0 0 0 3 4 5
Covariance-based orthogonality tests for regressors with unknown persistence 0 0 0 37 0 4 14 227
Covariance-based orthogonality tests for regressors with unknown persistence 0 0 0 1 0 0 5 337
Improving Forecasts of Inflation using the Term Structure of Interest Rates 0 0 0 176 0 3 10 473
Inference in Predictive Quantile Regressions 0 0 0 31 0 4 18 39
Localized Level Crossing Random Walk Test Robust to the Presence of Structural Breaks 0 0 0 39 0 3 9 197
Persistence-robust Granger causality testing 0 0 1 216 0 4 12 512
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 13 206
The Long and the Short of It: Long Memory Regressors and Predictive Regressions 0 0 0 98 1 7 16 385
Total Working Papers 0 0 1 706 2 34 111 2,801

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 2 8 188
Asymmetric spot‐futures price adjustments in grain markets 0 0 0 7 0 2 8 32
COVARIANCE-BASED ORTHOGONALITY TESTS FOR REGRESSORS WITH UNKNOWN PERSISTENCE 0 0 0 28 0 1 6 114
ECONOMETRIC THEORY, by James Davidson, Blackwell Publishers, 2000 1 3 5 299 1 5 20 657
Editorial: Asymmetries in applied macro and financial modeling and econometrics 0 0 1 1 1 5 13 13
Empirical analysis of corn and soybean basis in Canada 0 0 0 5 0 3 12 58
Fuel-feed-livestock price linkages under structural changes 0 0 0 4 0 3 4 18
Inference in predictive quantile regressions 0 0 0 2 1 10 21 27
Localized level crossing random walk test robust to the presence of structural breaks 0 0 0 5 0 5 11 92
Long Memory Regressors and Predictive Testing: A Two-stage Rebalancing Approach 0 0 0 23 0 2 9 103
Long-horizon stock valuation and return forecasts based on demographic projections 0 0 0 4 2 4 14 35
Persistence-robust surplus-lag Granger causality testing 0 0 0 42 0 2 14 175
Public insurance and private savings: who is affected and by how much? 0 0 0 22 0 2 7 90
Rethinking an old empirical puzzle: econometric evidence on the forward discount anomaly 0 0 0 402 1 2 10 1,087
Sensitivity of Impulse Responses to Small Low-Frequency Comovements: Reconciling the Evidence on the Effects of Technology Shocks 0 0 1 111 0 2 26 446
Sensitivity of Impulse Responses to Small Low-Frequency Comovements: Reconciling the Evidence on the Effects of Technology Shocks 0 0 0 16 1 5 14 96
Special Issue “Celebrated Econometricians: Peter Phillips” 0 0 0 1 0 1 7 16
Testing for Forward-Rate Unbiasedness: On Regression in Levels and in Returns 0 0 0 129 0 2 6 450
Testing forward rate unbiasedness allowing for persistent regressors 0 0 0 81 1 2 8 240
The Impact of Local Ethanol Production on the Corn Basis in Ontario 0 0 0 3 1 1 4 24
The finite sample power of long-horizon predictive tests in models with financial bubbles 0 0 0 9 0 3 9 39
The forward premium anomaly: statistical artefact or economic puzzle? New evidence from robust tests 0 0 0 86 0 4 14 384
The forward premium anomaly: statistical artefact or economic puzzle? New evidence from robust tests 0 0 0 1 1 4 13 24
Total Journal Articles 1 3 7 1,328 10 72 258 4,408

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 0 2 9 50
Inference in Conditional Vector Error Correction Models With a Small Signal-to-Noise Ratio* 0 0 0 3 0 2 8 19
Total Chapters 0 0 1 7 0 4 17 69

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Statistics updated 2026-06-04