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 0 2 410
Covariance-based orthogonality tests for regressors with unknown persistence 0 0 0 1 0 1 2 333
Covariance-based orthogonality tests for regressors with unknown persistence 0 0 0 37 3 3 4 216
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 1 31 1 1 5 22
Localized Level Crossing Random Walk Test Robust to the Presence of Structural Breaks 0 0 0 39 0 1 2 189
Persistence-robust Granger causality testing 0 0 2 215 1 2 5 502
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 1 2 2 371
Total Working Papers 0 0 5 705 6 10 26 2,699

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 1 1 2 181
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 2 4 112
ECONOMETRIC THEORY, by James Davidson, Blackwell Publishers, 2000 0 0 7 294 3 3 19 640
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 0 0 2 14
Inference in predictive quantile regressions 0 0 2 2 2 2 8 8
Localized level crossing random walk test robust to the presence of structural breaks 0 0 0 5 1 1 5 82
Long Memory Regressors and Predictive Testing: A Two-stage Rebalancing Approach 0 0 0 23 0 0 2 96
Long-horizon stock valuation and return forecasts based on demographic projections 0 0 2 4 2 2 5 23
Persistence-robust surplus-lag Granger causality testing 0 0 5 42 0 0 13 161
Public insurance and private savings: who is affected and by how much? 0 0 1 22 1 1 5 84
Rethinking an old empirical puzzle: econometric evidence on the forward discount anomaly 0 0 1 402 3 4 7 1,081
Sensitivity of Impulse Responses to Small Low-Frequency Comovements: Reconciling the Evidence on the Effects of Technology Shocks 0 0 2 111 1 1 7 422
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 83
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 1 1 1 445
Testing forward rate unbiasedness allowing for persistent regressors 0 0 0 81 0 0 0 232
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 1 1 2 31
The forward premium anomaly: statistical artefact or economic puzzle? New evidence from robust tests 0 0 0 1 1 1 2 12
The forward premium anomaly: statistical artefact or economic puzzle? New evidence from robust tests 0 0 0 86 1 1 1 371
Total Journal Articles 0 0 21 1,322 19 22 94 4,177

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 1 1 1 4 1 2 3 43
Inference in Conditional Vector Error Correction Models With a Small Signal-to-Noise Ratio* 0 0 0 3 0 0 1 11
Total Chapters 1 1 1 7 1 2 4 54

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Statistics updated 2025-11-08