8
H index
8
i10 index
282
Citations
Alex S. Maynard : Citation Profile
University of Guelph (98% share) | RESEARCH PRODUCTION: 21 Articles 9 Papers 2 Chapters RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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22 years (2001 - 2023). 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:
| Cites to:
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Main data
Where Alex S. Maynard has published?
| Journals with more than one article published | # docs |
|---|---|
| Econometric Theory | 2 |
| Applied Economics | 2 |
| Journal of Applied Econometrics | 2 |
| Journal of Empirical Finance | 2 |
| Working Papers Series with more than one paper published | # docs |
|---|---|
| Working Papers / University of Guelph, Department of Economics and Finance | 2 |
Recent works citing Alex S. Maynard (2024 and 2023)
| Year | Title of citing document |
|---|---|
| 2023 | Quantile Time Series Regression Models Revisited. (2023). Katsouris, Christis. In: Papers. RePEc:arx:papers:2308.06617. Full description at Econpapers || Download paper |
| 2023 | Unified Inference for Dynamic Quantile Predictive Regression. (2023). Katsouris, Christis. In: Papers. RePEc:arx:papers:2309.14160. Full description at Econpapers || Download paper |
| 2023 | A practical multivariate approach to testing volatility spillover. (2023). Urga, Giovanni ; Leong, Soon Heng. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:153:y:2023:i:c:s0165188923001008. Full description at Econpapers || Download paper |
| 2023 | A new robust inference for predictive quantile regression. (2023). Liao, Xiaosai ; Chen, Haiqiang ; Cai, Zongwu. In: Journal of Econometrics. RePEc:eee:econom:v:234:y:2023:i:1:p:227-250. Full description at Econpapers || Download paper |
| 2023 | Public long-term care insurance and consumption of elderly households: Evidence from China. (2023). Zhao, Liqiu ; Ma, Jinqiu ; Liu, Hong. In: Journal of Health Economics. RePEc:eee:jhecon:v:90:y:2023:i:c:s016762962300036x. Full description at Econpapers || Download paper |
| 2023 | A bibliometric review of dividend policy literature. (2023). Iqbal, Najaf ; Patel, Ritesh ; Ed-Dafali, Slimane. In: Research in International Business and Finance. RePEc:eee:riibaf:v:65:y:2023:i:c:s0275531923001137. Full description at Econpapers || Download paper |
| 2023 | Business Cycles and Low-Frequency Fluctuations in the US Unemployment Rate. (2023). Lunsford, Kurt Graden. In: Working Papers. RePEc:fip:fedcwq:96582. Full description at Econpapers || Download paper |
Works by Alex S. Maynard:
| Year | Title | Type | Cited |
|---|---|---|---|
| 2023 | Inference in Predictive Quantile Regressions In: Papers. [Full Text][Citation analysis] | paper | 2 |
| 2011 | Sensitivity of Impulse Responses to Small Low-Frequency Comovements: Reconciling the Evidence on the Effects of Technology Shocks In: Journal of Business & Economic Statistics. [Full Text][Citation analysis] | article | 21 |
| 2009 | Sensitivity of Impulse Responses to Small Low Frequency Co-Movements : Reconciling the Evidence on the Effects of Technology Shocks.(2009) In: Cahiers de recherche. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 21 | paper | |
| 2011 | Sensitivity 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 nother version. Agregated cites: 21 | article | |
| 2017 | The Impact of Local Ethanol Production on the Corn Basis in Ontario In: Canadian Journal of Agricultural Economics/Revue canadienne d'agroeconomie. [Full Text][Citation analysis] | article | 2 |
| 2007 | A New Application of Exact Nonparametric Methods to Long-Horizon Predictability Tests In: Studies in Nonlinear Dynamics & Econometrics. [Full Text][Citation analysis] | article | 3 |
| 2006 | The forward premium anomaly: statistical artefact or economic puzzle? New evidence from robust tests In: Canadian Journal of Economics. [Citation analysis] | article | 13 |
| 2006 | The forward premium anomaly: statistical artefact or economic puzzle? New evidence from robust tests.(2006) In: Canadian Journal of Economics/Revue canadienne d'économique. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 13 | article | |
| 2003 | ECONOMETRIC THEORY, by James Davidson, Blackwell Publishers, 2000 In: Econometric Theory. [Full Text][Citation analysis] | article | 0 |
| 2009 | COVARIANCE-BASED ORTHOGONALITY TESTS FOR REGRESSORS WITH UNKNOWN PERSISTENCE In: Econometric Theory. [Full Text][Citation analysis] | article | 7 |
| 2004 | Covariance-based orthogonality tests for regressors with unknown persistence.(2004) In: Econometric Society 2004 Far Eastern Meetings. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 7 | paper | |
| 2004 | Covariance-based orthogonality tests for regressors with unknown persistence.(2004) In: Econometric Society 2004 North American Summer Meetings. [Citation analysis] This paper has nother version. Agregated cites: 7 | paper | |
| 2007 | Covariance-based Orthogonality Tests For Regressors With Unknown Persistence.(2007) In: Working Paper. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 7 | paper | |
| 2012 | Localized level crossing random walk test robust to the presence of structural breaks In: Computational Statistics & Data Analysis. [Full Text][Citation analysis] | article | 1 |
| 2010 | Localized Level Crossing Random Walk Test Robust to the Presence of Structural Breaks..(2010) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | paper | |
| 2012 | Persistence-robust surplus-lag Granger causality testing In: Journal of Econometrics. [Full Text][Citation analysis] | article | 28 |
| 2005 | Testing forward rate unbiasedness allowing for persistent regressors In: Journal of Empirical Finance. [Full Text][Citation analysis] | article | 21 |
| 2022 | Long-horizon stock valuation and return forecasts based on demographic projections In: Journal of Empirical Finance. [Full Text][Citation analysis] | article | 0 |
| 2019 | The finite sample power of long-horizon predictive tests in models with financial bubbles In: International Review of Financial Analysis. [Full Text][Citation analysis] | article | 3 |
| 2014 | Assessing the Power of Long-Horizon Predictive Tests in Models of Bull and Bear Markets In: Advances in Econometrics. [Full Text][Citation analysis] | chapter | 1 |
| 2023 | Inference in Conditional Vector Error Correction Models With a Small Signal-to-Noise Ratio* In: Advances in Econometrics. [Full Text][Citation analysis] | chapter | 0 |
| 2021 | Special Issue “Celebrated Econometricians: Peter Phillips” In: Econometrics. [Full Text][Citation analysis] | article | 0 |
| 2010 | Persistence-robust Granger causality testing In: Working Papers. [Full Text][Citation analysis] | paper | 3 |
| 2001 | Rethinking an old empirical puzzle: econometric evidence on the forward discount anomaly In: Journal of Applied Econometrics. [Full Text][Citation analysis] | article | 111 |
| 2009 | Public insurance and private savings: who is affected and by how much? In: Journal of Applied Econometrics. [Full Text][Citation analysis] | article | 29 |
| 2005 | The Long and the Short of It: Long Memory Regressors and Predictive Regressions In: Computing in Economics and Finance 2005. [Full Text][Citation analysis] | paper | 0 |
| 2015 | Empirical analysis of corn and soybean basis in Canada In: Applied Economics. [Full Text][Citation analysis] | article | 3 |
| 2022 | Fuel-feed-livestock price linkages under structural changes In: Applied Economics. [Full Text][Citation analysis] | article | 0 |
| 2013 | Long Memory Regressors and Predictive Testing: A Two-stage Rebalancing Approach In: Econometric Reviews. [Full Text][Citation analysis] | article | 15 |
| 2008 | Improving Forecasts of Inflation using the Term Structure of Interest Rates In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2003 | Testing for Forward-Rate Unbiasedness: On Regression in Levels and in Returns In: The Review of Economics and Statistics. [Full Text][Citation analysis] | article | 16 |
| 2018 | Asymmetric spot?futures price adjustments in grain markets In: Journal of Futures Markets. [Full Text][Citation analysis] | article | 3 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated December, 10 2023. Contact: CitEc Team