Alex S. Maynard : Citation Profile

Are you Alex S. Maynard?

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

8

H index

8

i10 index

280

Citations

RESEARCH PRODUCTION:

21

Articles

9

Papers

2

Chapters

RESEARCH ACTIVITY:

   22 years (2001 - 2023). See details.
   Cites by year: 12
   Journals where Alex S. Maynard has often published
   Relations with other researchers
   Recent citing documents: 20.    Total self citations: 10 (3.45 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pma736
   Updated: 2023-11-04    RAS profile: 2023-08-06    
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Relations with other researchers

Works with:

Weersink, Alfons (2)

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

Is cited by:

Nielsen, Morten (11)

Kellard, Neil (10)

Bond, Derek (9)

O'Brien, Edward (9)

van Wincoop, Eric (8)

Demetrescu, Matei (8)

Bacchetta, Philippe (8)

Cho, Dooyeon (6)

Hession, Niall (5)

Lafuente, Juan Angel (5)

Luger, Richard (5)

Cites to:

Phillips, Peter (39)

Hodrick, Robert (19)

Baillie, Richard (18)

Perron, Pierre (15)

Elliott, Graham (15)

Engel, Charles (14)

Campbell, John (14)

Stock, James (14)

Bollerslev, Tim (13)

Lewis, Karen (12)

Bekaert, Geert (12)

Main data

Where Alex S. Maynard has published?

Journals with more than one article published# docs
Applied Economics2
Journal of Applied Econometrics2
Journal of Empirical Finance2
Econometric Theory2

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 (2023 and 2022)

YearTitle of citing document
2022Fractional integration and cointegration. (2022). Nielsen, Morten ; Haulde, Javier. In: CREATES Research Papers. RePEc:aah:create:2022-02.

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2022Land Value Impacts of Ethanol Market Expansion by Irrigation Status. (2021). , Sampson. In: Journal of Agricultural and Resource Economics. RePEc:ags:jlaare:313314.

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2022Fractional integration and cointegration. (2022). Nielsen, Morten ; Hualde, Javier. In: Papers. RePEc:arx:papers:2211.10235.

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2023Quantile Time Series Regression Models Revisited. (2023). Katsouris, Christis. In: Papers. RePEc:arx:papers:2308.06617.

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2022Residual-augmented IVX predictive regression. (2022). Rodrigues, Paulo ; Demetrescu, Matei. In: Journal of Econometrics. RePEc:eee:econom:v:227:y:2022:i:2:p:429-460.

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2023A 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.

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2022Multiple testing of the forward rate unbiasedness hypothesis across currencies. (2022). Luger, Richard ; Fu, Hsuan. In: Journal of Empirical Finance. RePEc:eee:empfin:v:68:y:2022:i:c:p:232-245.

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2022Risk-return trade-off in the Australian Securities Exchange: Accounting for overnight effects, realized higher moments, long-run relations, and fractional cointegration. (2022). Gau, Yin-Feng ; Su, Jen-Je ; Li, Bin ; Todorova, Neda ; Jayawardena, Nirodha I. In: International Review of Economics & Finance. RePEc:eee:reveco:v:80:y:2022:i:c:p:384-401.

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2022Financial bubbles as a recursive process lead by short-term strategies. (2022). Lombardini, Simone ; Cerruti, Gianluca. In: International Review of Economics & Finance. RePEc:eee:reveco:v:82:y:2022:i:c:p:555-568.

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2023A 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.

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2022Transformed Regression-based Long-Horizon Predictability Tests. (2021). Rodrigues, Paulo ; Demetrescu, Matei ; Taylor, Am Robert ; A M Robert Taylor, ; Mm, Paulo. In: Essex Finance Centre Working Papers. RePEc:esy:uefcwp:30620.

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2023Business Cycles and Low-Frequency Fluctuations in the US Unemployment Rate. (2023). Lunsford, Kurt Graden. In: Working Papers. RePEc:fip:fedcwq:96582.

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2022Forecasting Detrended Volatility Risk and Financial Price Series Using LSTM Neural Networks and XGBoost Regressor. (2022). Goldstein, Edvinas ; Raudys, Aistis. In: JRFM. RePEc:gam:jjrfmx:v:15:y:2022:i:12:p:602-:d:1001937.

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2022Patents in the Long Run : Theory, History and Statistics. (2022). Pellier, Karine ; Diebolt, Claude. In: Working Papers. RePEc:hal:wpaper:hal-02929514.

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2022The New Fama Puzzle. (2022). Heipertz, Jonas ; Ferrara, Laurent ; Chinn, Menzie ; Bussiere, Matthieu. In: IMF Economic Review. RePEc:pal:imfecr:v:70:y:2022:i:3:d:10.1057_s41308-022-00161-z.

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2022Nonlinear examination of the ‘Heat Wave’ and ‘Meteor Shower’ effects between spot and futures markets of the precious metals. (2022). Pavkov, Ivan ; Mani, Slavica ; Ivkov, Dejan. In: Empirical Economics. RePEc:spr:empeco:v:63:y:2022:i:2:d:10.1007_s00181-021-02148-7.

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2022Generalized band spectrum estimation with an application to the New Keynesian Phillips curve. (2022). Choi, Jinho ; Guo, Junjie ; Escanciano, Juan Carlos. In: Journal of Applied Econometrics. RePEc:wly:japmet:v:37:y:2022:i:5:p:1055-1078.

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2022Long?run predictability tests are even worse than you thought. (2022). Hjalmarsson, Erik ; Kiss, Tamas. In: Journal of Applied Econometrics. RePEc:wly:japmet:v:37:y:2022:i:7:p:1334-1355.

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Works by Alex S. Maynard:

YearTitleTypeCited
2023Inference in Predictive Quantile Regressions In: Papers.
[Full Text][Citation analysis]		paper2
2011Sensitivity 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]		article21
2009Sensitivity 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 another version. Agregated cites: 21		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: 21		article
2017The 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]		article2
2007A New Application of Exact Nonparametric Methods to Long-Horizon Predictability Tests In: Studies in Nonlinear Dynamics & Econometrics.
[Full Text][Citation analysis]		article3
2006The forward premium anomaly: statistical artefact or economic puzzle? New evidence from robust tests In: Canadian Journal of Economics.
[Citation analysis]		article13
2006The 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 another version. Agregated cites: 13		article
2003ECONOMETRIC THEORY, by James Davidson, Blackwell Publishers, 2000 In: Econometric Theory.
[Full Text][Citation analysis]		article0
2009COVARIANCE-BASED ORTHOGONALITY TESTS FOR REGRESSORS WITH UNKNOWN PERSISTENCE In: Econometric Theory.
[Full Text][Citation analysis]		article7
2004Covariance-based orthogonality tests for regressors with unknown persistence.(2004) In: Econometric Society 2004 Far Eastern Meetings.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 7		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: 7		paper
2007Covariance-based Orthogonality Tests For Regressors With Unknown Persistence.(2007) In: Working Paper.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 7		paper
2012Localized level crossing random walk test robust to the presence of structural breaks In: Computational Statistics & Data Analysis.
[Full Text][Citation analysis]		article1
2010Localized Level Crossing Random Walk Test Robust to the Presence of Structural Breaks..(2010) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 1		paper
2012Persistence-robust surplus-lag Granger causality testing In: Journal of Econometrics.
[Full Text][Citation analysis]		article27
2005Testing forward rate unbiasedness allowing for persistent regressors In: Journal of Empirical Finance.
[Full Text][Citation analysis]		article21
2022Long-horizon stock valuation and return forecasts based on demographic projections In: Journal of Empirical Finance.
[Full Text][Citation analysis]		article0
2019The finite sample power of long-horizon predictive tests in models with financial bubbles In: International Review of Financial Analysis.
[Full Text][Citation analysis]		article3
2014Assessing the Power of Long-Horizon Predictive Tests in Models of Bull and Bear Markets In: Advances in Econometrics.
[Full Text][Citation analysis]		chapter1
2023Inference in Conditional Vector Error Correction Models With a Small Signal-to-Noise Ratio* In: Advances in Econometrics.
[Full Text][Citation analysis]		chapter0
2021Special Issue “Celebrated Econometricians: Peter Phillips” In: Econometrics.
[Full Text][Citation analysis]		article0
2010Persistence-robust Granger causality testing In: Working Papers.
[Full Text][Citation analysis]		paper3
2001Rethinking an old empirical puzzle: econometric evidence on the forward discount anomaly In: Journal of Applied Econometrics.
[Full Text][Citation analysis]		article111
2009Public insurance and private savings: who is affected and by how much? In: Journal of Applied Econometrics.
[Full Text][Citation analysis]		article28
2005The Long and the Short of It: Long Memory Regressors and Predictive Regressions In: Computing in Economics and Finance 2005.
[Full Text][Citation analysis]		paper0
2015Empirical analysis of corn and soybean basis in Canada In: Applied Economics.
[Full Text][Citation analysis]		article3
2022Fuel-feed-livestock price linkages under structural changes In: Applied Economics.
[Full Text][Citation analysis]		article0
2013Long Memory Regressors and Predictive Testing: A Two-stage Rebalancing Approach In: Econometric Reviews.
[Full Text][Citation analysis]		article15
2008Improving Forecasts of Inflation using the Term Structure of Interest Rates In: Working Papers.
[Full Text][Citation analysis]		paper0
2003Testing for Forward-Rate Unbiasedness: On Regression in Levels and in Returns In: The Review of Economics and Statistics.
[Full Text][Citation analysis]		article16
2018Asymmetric spot?futures price adjustments in grain markets In: Journal of Futures Markets.
[Full Text][Citation analysis]		article3

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