Alex S. Maynard
Names
| first: |
Alex |
| middle: |
S. |
| last: |
Maynard |
Identifer
Contact
Affiliations
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University of Guelph
/ Gordon Lang School of Business and Economics
/ Department of Economics and Finance (weight: 98%)
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University of Toronto
/ Faculty of Forestry
/ Socio-Economic Research Group (weight: 1%)
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Toronto Metropolitan University
/ Department of Economics (weight: 1%)
Research profile
author of:
- Inference in Predictive Quantile Regressions (RePEc:arx:papers:2306.00296)
by Alex Maynard & Katsumi Shimotsu & Nina Kuriyama - Sensitivity of Impulse Responses to Small Low-Frequency Comovements: Reconciling the Evidence on the Effects of Technology Shocks (RePEc:bes:jnlbes:v:29:i:4:y:2011:p:455-467)
by Gospodinov, Nikolay & Maynard, Alex & Pesavento, Elena - The Impact of Local Ethanol Production on the Corn Basis in Ontario (RePEc:bla:canjag:v:65:y:2017:i:3:p:409-430)
by Zhige Wu & Alfons Weersink & Alex Maynard & Getu Hailu & Richard Vyn - A New Application of Exact Nonparametric Methods to Long-Horizon Predictability Tests (RePEc:bpj:sndecm:v:11:y:2007:i:1:n:7)
by Liu Wei & Maynard Alex S - The forward premium anomaly: statistical artefact or economic puzzle? New evidence from robust tests (RePEc:cje:issued:v:39:y:2006:i:4:p:1244-1281)
by Alex Maynard - ECONOMETRIC THEORY, by James Davidson, Blackwell Publishers, 2000 (RePEc:cup:etheor:v:19:y:2003:i:04:p:665-674_00)
by Maynard, Alex - Covariance-Based Orthogonality Tests For Regressors With Unknown Persistence (RePEc:cup:etheor:v:25:y:2009:i:01:p:63-116_09)
by Maynard, Alex & Shimotsu, Katsumi - Covariance-based orthogonality tests for regressors with unknown persistence (RePEc:ecm:feam04:518)
by Katsumi Shimotsu & Alex Maynard - Covariance-based orthogonality tests for regressors with unknown persistence (RePEc:ecm:nasm04:536)
by Katsumi Shimotsu & Alex Maynard - Localized level crossing random walk test robust to the presence of structural breaks (RePEc:eee:csdana:v:56:y:2012:i:11:p:3322-3344)
by Alexeev, Vitali & Maynard, Alex - Persistence-robust surplus-lag Granger causality testing (RePEc:eee:econom:v:169:y:2012:i:2:p:293-300)
by Bauer, Dietmar & Maynard, Alex - Inference in predictive quantile regressions (RePEc:eee:econom:v:245:y:2024:i:1:s0304407624002203)
by Maynard, Alex & Shimotsu, Katsumi & Kuriyama, Nina - Testing forward rate unbiasedness allowing for persistent regressors (RePEc:eee:empfin:v:12:y:2005:i:5:p:613-628)
by Liu, Wei & Maynard, Alex - Long-horizon stock valuation and return forecasts based on demographic projections (RePEc:eee:empfin:v:68:y:2022:i:c:p:190-215)
by Chen, Chaoyi & Gospodinov, Nikolay & Maynard, Alex & Pesavento, Elena - The finite sample power of long-horizon predictive tests in models with financial bubbles (RePEc:eee:finana:v:63:y:2019:i:c:p:418-430)
by Maynard, Alex & Ren, Dongmeng - Assessing the Power of Long-Horizon Predictive Tests in Models of Bull and Bear Markets (RePEc:eme:aecozz:s0731-905320140000033019)
by Alex Maynard & Dongmeng Ren - Inference in Conditional Vector Error Correction Models With a Small Signal-to-Noise Ratio (RePEc:eme:aecozz:s0731-90532023000045a010)
by Nikolay Gospodinov & Alex Maynard & Elena Pesavento - Special Issue “Celebrated Econometricians: Peter Phillips” (RePEc:gam:jecnmx:v:9:y:2021:i:3:p:29-:d:602635)
by Federico Bandi & Alex Maynard & Hyungsik Roger Moon & Benoit Perron - Localized Level Crossing Random Walk Test Robust to the Presence of Structural Breaks (RePEc:gue:guelph:2010-01.)
by Vitali Alexeev & Alex Maynard - Persistence-robust Granger causality testing (RePEc:gue:guelph:2010-11.)
by Dietmar Bauer & Alex Maynard - Rethinking an old empirical puzzle: econometric evidence on the forward discount anomaly (RePEc:jae:japmet:v:16:y:2001:i:6:p:671-708)
by Alex Maynard & Peter C. B. Phillips - Public insurance and private savings: who is affected and by how much? (RePEc:jae:japmet:v:24:y:2009:i:2:p:282-308)
by Alex Maynard & Jiaping Qiu - Sensitivity of Impulse Responses to Small Low Frequency Co-Movements : Reconciling the Evidence on the Effects of Technology Shocks (RePEc:mtl:montec:03-2009)
by GOSPODINOV, Nikolay & MAYNARD, Alex & PESAVENTO, Elena - Covariance-based Orthogonality Tests For Regressors With Unknown Persistence (RePEc:qed:wpaper:1122)
by Alex Maynard & Katsumi Shimotsu - The Long and the Short of It: Long Memory Regressors and Predictive Regressions (RePEc:sce:scecf5:384)
by Aaron Smallwood; Alex Maynard; Mark Wohar - Empirical analysis of corn and soybean basis in Canada (RePEc:taf:applec:v:47:y:2015:i:51:p:5491-5509)
by Getu Hailu & Alex Maynard & Alfons Weersink - Fuel-feed-livestock price linkages under structural changes (RePEc:taf:applec:v:54:y:2022:i:2:p:206-223)
by Zhige Wu & Alfons Weersink & Alex Maynard - Long Memory Regressors and Predictive Testing: A Two-stage Rebalancing Approach (RePEc:taf:emetrv:v:32:y:2013:i:3:p:318-360)
by Alex Maynard & Aaron Smallwood & Mark E. Wohar - Sensitivity of Impulse Responses to Small Low-Frequency Comovements: Reconciling the Evidence on the Effects of Technology Shocks (RePEc:taf:jnlbes:v:29:y:2011:i:4:p:455-467)
by Nikolay Gospodinov & Alex Maynard & Elena Pesavento - Improving Forecasts of Inflation using the Term Structure of Interest Rates (RePEc:tor:tecipa:tecipa-319)
by Alonso Gomez & John M Maheu & Alex Maynard - Testing for Forward-Rate Unbiasedness: On Regression in Levels and in Returns (RePEc:tpr:restat:v:85:y:2003:i:2:p:313-327)
by Alex Maynard - The forward premium anomaly: statistical artefact or economic puzzle? New evidence from robust tests (RePEc:wly:canjec:v:39:y:2006:i:4:p:1244-1281)
by Alex Maynard - Asymmetric spot‐futures price adjustments in grain markets (RePEc:wly:jfutmk:v:38:y:2018:i:12:p:1549-1564)
by Zhige Wu & Alex Maynard & Alfons Weersink & Getu Hailu