Alex S. Maynard : Citation Profile


Are you Alex S. Maynard?

University of Guelph (98% share)
Ryerson University (1% share)
University of Toronto (1% share)

8

H index

7

i10 index

240

Citations

RESEARCH PRODUCTION:

14

Articles

8

Papers

1

Chapters

RESEARCH ACTIVITY:

   14 years (2001 - 2015). See details.
   Cites by year: 17
   Journals where Alex S. Maynard has often published
   Relations with other researchers
   Recent citing documents: 13.    Total self citations: 7 (2.83 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pma736
   Updated: 2021-11-28    RAS profile: 2017-09-26    
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Relations with other researchers


Works with:

Authors registered in RePEc who have co-authored more than one work in the last five years with Alex S. Maynard.

Is cited by:

Kellard, Neil (10)

Bond, Derek (9)

O'Brien, Edward (9)

van Wincoop, Eric (8)

Bacchetta, Philippe (8)

Nielsen, Morten (7)

Demetrescu, Matei (6)

Cho, Dooyeon (6)

Hession, Niall (5)

Kilian, Lutz (5)

Lafuente, Juan Angel (5)

Cites to:

Phillips, Peter (29)

Baillie, Richard (17)

Hodrick, Robert (16)

Engel, Charles (14)

Stock, James (12)

Bollerslev, Tim (12)

Bekaert, Geert (10)

Crowder, William (10)

Dufour, Jean-Marie (10)

Perron, Pierre (10)

Lewis, Karen (9)

Main data


Where Alex S. Maynard has published?


Journals with more than one article published# docs
Econometric Theory2
Journal of Applied Econometrics2

Working Papers Series with more than one paper published# docs
Working Papers / University of Guelph, Department of Economics and Finance2

Recent works citing Alex S. Maynard (2021 and 2020)


YearTitle of citing document
2020A robust test for predictability with unknown persistence. (2020). Yao, Shuang ; Liu, Guannan. In: Economics Letters. RePEc:eee:ecolet:v:189:y:2020:i:c:s0165176520300483.

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2020The uniform validity of impulse response inference in autoregressions. (2020). Kilian, Lutz ; Inoue, Atsushi. In: Journal of Econometrics. RePEc:eee:econom:v:215:y:2020:i:2:p:450-472.

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2020Small-sample tests for stock return predictability with possibly non-stationary regressors and GARCH-type effects. (2020). Luger, Richard ; Gungor, Sermin. In: Journal of Econometrics. RePEc:eee:econom:v:218:y:2020:i:2:p:750-770.

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2020Robust inference for spurious regressions and cointegrations involving processes moderately deviated from a unit root. (2020). Tu, Yundong ; Lin, Yingqian. In: Journal of Econometrics. RePEc:eee:econom:v:219:y:2020:i:1:p:52-65.

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2021Consistent inference for predictive regressions in persistent economic systems. (2021). Andersen, Torben ; Varneskov, Rasmus T. In: Journal of Econometrics. RePEc:eee:econom:v:224:y:2021:i:1:p:215-244.

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2021The tail behavior of safe haven currencies: A cross-quantilogram analysis. (2021). Cho, Dooyeon ; Han, Heejoon. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:70:y:2021:i:c:s1042443120301414.

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2020Medicaid and household savings behavior: New evidence from tax refunds. (2020). Sabat, Jorge ; Grinstein-Weiss, Michal ; Gopalan, Radhakrishnan ; Gallagher, Emily A. In: Journal of Financial Economics. RePEc:eee:jfinec:v:136:y:2020:i:2:p:523-546.

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2021Local, global and regional shocks indices in emerging exchange rate markets. (2021). Geyikci, Utku Bora ; Erdem, Pinar F. In: International Review of Economics & Finance. RePEc:eee:reveco:v:73:y:2021:i:c:p:98-113.

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2020Modeling I(2) Processes Using Vector Autoregressions Where the Lag Length Increases with the Sample Size. (2020). Bauer, Dietmar ; Li, Yuanyuan. In: Econometrics. RePEc:gam:jecnmx:v:8:y:2020:i:3:p:38-:d:415196.

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2020Forward Rate Bias in Developed and Developing Countries: More Risky Not Less Rational. (2020). Goldberg, Michael D ; Ozabaci, Deniz ; Kozlova, Olesia. In: Econometrics. RePEc:gam:jecnmx:v:8:y:2020:i:4:p:43-:d:454906.

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2020Patents in the Long Run: Theory, History and Statistics. (2020). DIEBOLT, Claude ; Pellier, Karine. In: Post-Print. RePEc:hal:journl:hal-02929514.

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2020A New Robust Inference for Asset Return Predictability Via Quantile Regression. (2020). Liao, Xiaosai ; Chen, Haiqiang ; Cai, Zongwu. In: WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS. RePEc:kan:wpaper:202002.

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2021Reevaluating the prudence of economic forecasts in the EU: The role of instrument persistence. (2021). Demetrescu, Matei ; Titova, Anna ; Roling, Christoph. In: Journal of Applied Econometrics. RePEc:wly:japmet:v:36:y:2021:i:1:p:151-161.

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Works by Alex S. Maynard:


YearTitleTypeCited
2011Sensitivity of Impulse Responses to Small Low-Frequency Comovements: Reconciling the Evidence on the Effects of Technology Shocks In: Journal of Business & Economic Statistics.
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article19
2009Sensitivity of Impulse Responses to Small Low Frequency Co-Movements : Reconciling the Evidence on the Effects of Technology Shocks.(2009) In: Cahiers de recherche.
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This paper has another version. Agregated cites: 19
paper
2011Sensitivity of Impulse Responses to Small Low-Frequency Comovements: Reconciling the Evidence on the Effects of Technology Shocks.(2011) In: Journal of Business & Economic Statistics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 19
article
2007A New Application of Exact Nonparametric Methods to Long-Horizon Predictability Tests In: Studies in Nonlinear Dynamics & Econometrics.
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article3
2006The forward premium anomaly: statistical artefact or economic puzzle? New evidence from robust tests In: Canadian Journal of Economics.
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article11
2003ECONOMETRIC THEORY, by James Davidson, Blackwell Publishers, 2000 In: Econometric Theory.
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article0
2009COVARIANCE-BASED ORTHOGONALITY TESTS FOR REGRESSORS WITH UNKNOWN PERSISTENCE In: Econometric Theory.
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article6
2004Covariance-based orthogonality tests for regressors with unknown persistence.(2004) In: Econometric Society 2004 Far Eastern Meetings.
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This paper has another version. Agregated cites: 6
paper
2004Covariance-based orthogonality tests for regressors with unknown persistence.(2004) In: Econometric Society 2004 North American Summer Meetings.
[Citation analysis]
This paper has another version. Agregated cites: 6
paper
2007Covariance-based Orthogonality Tests For Regressors With Unknown Persistence.(2007) In: Working Paper.
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This paper has another version. Agregated cites: 6
paper
2012Localized level crossing random walk test robust to the presence of structural breaks In: Computational Statistics & Data Analysis.
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article1
2010Localized Level Crossing Random Walk Test Robust to the Presence of Structural Breaks..(2010) In: Working Papers.
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This paper has another version. Agregated cites: 1
paper
2012Persistence-robust surplus-lag Granger causality testing In: Journal of Econometrics.
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article24
2005Testing forward rate unbiasedness allowing for persistent regressors In: Journal of Empirical Finance.
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article20
2014Assessing the Power of Long-Horizon Predictive Tests in Models of Bull and Bear Markets In: Advances in Econometrics.
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chapter1
2010Persistence-robust Granger causality testing In: Working Papers.
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paper2
2001Rethinking an old empirical puzzle: econometric evidence on the forward discount anomaly In: Journal of Applied Econometrics.
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article103
2009Public insurance and private savings: who is affected and by how much? In: Journal of Applied Econometrics.
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article23
2005The Long and the Short of It: Long Memory Regressors and Predictive Regressions In: Computing in Economics and Finance 2005.
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paper0
2015Empirical analysis of corn and soybean basis in Canada In: Applied Economics.
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article4
2013Long Memory Regressors and Predictive Testing: A Two-stage Rebalancing Approach In: Econometric Reviews.
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article9
2008Improving Forecasts of Inflation using the Term Structure of Interest Rates In: Working Papers.
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paper0
2003Testing for Forward-Rate Unbiasedness: On Regression in Levels and in Returns In: The Review of Economics and Statistics.
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article14

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