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 3 5 414
Covariance-based orthogonality tests for regressors with unknown persistence 0 0 0 37 0 3 10 223
Covariance-based orthogonality tests for regressors with unknown persistence 0 0 0 0 1 2 2 3
Covariance-based orthogonality tests for regressors with unknown persistence 0 0 0 1 0 3 5 337
Improving Forecasts of Inflation using the Term Structure of Interest Rates 0 0 1 176 1 8 9 471
Inference in Predictive Quantile Regressions 0 0 0 31 2 10 17 37
Localized Level Crossing Random Walk Test Robust to the Presence of Structural Breaks 0 0 0 39 0 3 6 194
Persistence-robust Granger causality testing 0 0 1 216 1 4 9 509
Sensitivity of Impulse Responses to Small Low Frequency Co-Movements: Reconciling the Evidence on the Effects of Technology Shocks 0 0 0 43 0 12 13 206
The Long and the Short of It: Long Memory Regressors and Predictive Regressions 0 0 0 98 0 5 9 378
Total Working Papers 0 0 3 706 5 53 85 2,772

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 1 6 186
Asymmetric spot‐futures price adjustments in grain markets 0 0 0 7 0 5 6 30
COVARIANCE-BASED ORTHOGONALITY TESTS FOR REGRESSORS WITH UNKNOWN PERSISTENCE 0 0 0 28 1 1 6 114
ECONOMETRIC THEORY, by James Davidson, Blackwell Publishers, 2000 0 1 3 296 0 6 17 652
Editorial: Asymmetries in applied macro and financial modeling and econometrics 0 0 1 1 1 6 9 9
Empirical analysis of corn and soybean basis in Canada 0 0 1 5 1 10 11 56
Fuel-feed-livestock price linkages under structural changes 0 0 0 4 0 0 2 15
Inference in predictive quantile regressions 0 0 0 2 3 8 17 20
Localized level crossing random walk test robust to the presence of structural breaks 0 0 0 5 2 5 9 89
Long Memory Regressors and Predictive Testing: A Two-stage Rebalancing Approach 0 0 0 23 0 4 7 101
Long-horizon stock valuation and return forecasts based on demographic projections 0 0 0 4 0 7 10 31
Persistence-robust surplus-lag Granger causality testing 0 0 5 42 1 7 24 174
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 2 10 1,085
Sensitivity of Impulse Responses to Small Low-Frequency Comovements: Reconciling the Evidence on the Effects of Technology Shocks 0 0 1 111 2 21 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 7 10 92
Special Issue “Celebrated Econometricians: Peter Phillips” 0 0 0 1 0 3 6 15
Testing for Forward-Rate Unbiasedness: On Regression in Levels and in Returns 0 0 0 129 2 4 6 450
Testing forward rate unbiasedness allowing for persistent regressors 0 0 0 81 1 4 7 239
The Impact of Local Ethanol Production on the Corn Basis in Ontario 0 0 0 3 0 1 3 23
The finite sample power of long-horizon predictive tests in models with financial bubbles 0 0 0 9 1 6 8 37
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 0 3 9 20
Total Journal Articles 0 1 12 1,325 16 120 224 4,352

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 3 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 0 6 15 65

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Statistics updated 2026-04-09