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 1 1 3 411
Covariance-based orthogonality tests for regressors with unknown persistence 0 0 0 1 1 1 3 334
Covariance-based orthogonality tests for regressors with unknown persistence 0 0 0 37 2 7 8 220
Improving Forecasts of Inflation using the Term Structure of Interest Rates 0 0 1 176 0 0 3 463
Inference in Predictive Quantile Regressions 0 0 0 31 3 6 8 27
Localized Level Crossing Random Walk Test Robust to the Presence of Structural Breaks 0 0 0 39 1 2 4 191
Persistence-robust Granger causality testing 0 1 2 216 0 4 7 505
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 1 194
The Long and the Short of It: Long Memory Regressors and Predictive Regressions 0 0 0 98 2 3 4 373
Total Working Papers 0 1 4 706 10 25 41 2,718

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 4 5 6 185
Asymmetric spot‐futures price adjustments in grain markets 0 0 0 7 1 1 2 25
COVARIANCE-BASED ORTHOGONALITY TESTS FOR REGRESSORS WITH UNKNOWN PERSISTENCE 0 0 0 28 0 1 5 113
ECONOMETRIC THEORY, by James Davidson, Blackwell Publishers, 2000 0 1 7 295 5 9 19 646
Empirical analysis of corn and soybean basis in Canada 0 0 1 5 0 0 1 46
Fuel-feed-livestock price linkages under structural changes 0 0 0 4 1 1 3 15
Inference in predictive quantile regressions 0 0 1 2 3 6 11 12
Localized level crossing random walk test robust to the presence of structural breaks 0 0 0 5 2 3 7 84
Long Memory Regressors and Predictive Testing: A Two-stage Rebalancing Approach 0 0 0 23 1 1 3 97
Long-horizon stock valuation and return forecasts based on demographic projections 0 0 1 4 1 3 4 24
Persistence-robust surplus-lag Granger causality testing 0 0 5 42 4 6 18 167
Public insurance and private savings: who is affected and by how much? 0 0 0 22 0 2 5 85
Rethinking an old empirical puzzle: econometric evidence on the forward discount anomaly 0 0 1 402 1 5 9 1,083
Sensitivity of Impulse Responses to Small Low-Frequency Comovements: Reconciling the Evidence on the Effects of Technology Shocks 0 0 2 111 2 4 10 425
Sensitivity of Impulse Responses to Small Low-Frequency Comovements: Reconciling the Evidence on the Effects of Technology Shocks 0 0 0 16 2 3 5 85
Special Issue “Celebrated Econometricians: Peter Phillips” 0 0 0 1 2 3 5 12
Testing for Forward-Rate Unbiasedness: On Regression in Levels and in Returns 0 0 0 129 0 2 2 446
Testing forward rate unbiasedness allowing for persistent regressors 0 0 0 81 3 3 3 235
The Impact of Local Ethanol Production on the Corn Basis in Ontario 0 0 0 3 2 2 3 22
The finite sample power of long-horizon predictive tests in models with financial bubbles 0 0 0 9 0 1 2 31
The forward premium anomaly: statistical artefact or economic puzzle? New evidence from robust tests 0 0 0 1 4 6 7 17
The forward premium anomaly: statistical artefact or economic puzzle? New evidence from robust tests 0 0 0 86 0 4 4 374
Total Journal Articles 0 1 18 1,323 38 71 134 4,229

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 1 1 4 2 3 5 45
Inference in Conditional Vector Error Correction Models With a Small Signal-to-Noise Ratio* 0 0 0 3 0 3 4 14
Total Chapters 0 1 1 7 2 6 9 59

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Statistics updated 2026-01-09