9
H index
9
i10 index
301
Citations
Alex S. Maynard : Citation Profile
University of Guelph (98% share) | RESEARCH PRODUCTION: 22 Articles 9 Papers 2 Chapters RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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23 years (2001 - 2024). 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:
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Main data
Where Alex S. Maynard has published?
| Journals with more than one article published | # docs |
|---|---|
| Journal of Empirical Finance | 2 |
| Journal of Econometrics | 2 |
| Econometric Theory | 2 |
| Applied Economics | 2 |
| Journal of Applied Econometrics | 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 (2025 and 2024)
| Year | Title of citing document |
|---|---|
| 2025 | Self-Normalized Inference in (Quantile, Expected Shortfall) Regressions for Time Series. (2025). Schulz, Christian ; Hoga, Yannick. In: Papers. RePEc:arx:papers:2502.10065. Full description at Econpapers || Download paper |
| 2025 | Spillover Effects between Financial and Physical Copper Markets. (2025). Capliez-Wahart, Romain. In: EconomiX Working Papers. RePEc:drm:wpaper:2025-40. Full description at Econpapers || Download paper |
| 2025 | Predictive quantile regressions with persistent and heteroskedastic predictors: A powerful 2SLS testing approach. (2025). Taylor, Robert ; Rodrigues, Paulo ; Demetrescu, Matei ; Robert, A M. In: Journal of Econometrics. RePEc:eee:econom:v:249:y:2025:i:pb:s0304407625000569. Full description at Econpapers || Download paper |
| 2025 | Testing the Predictive Ability of Possibly Persistent Variables under Asymmetric Loss. (2025). Demetrescu, Matei ; Roling, Christoph. In: Econometrics and Statistics. RePEc:eee:ecosta:v:33:y:2025:i:c:p:80-104. Full description at Econpapers || Download paper |
| 2024 | Do climate risks affect dirty–clean energy stock price dynamic correlations?. (2024). Wu, Zhige ; Tang, Yixuan ; Li, DI. In: Energy Economics. RePEc:eee:eneeco:v:136:y:2024:i:c:s0140988324004213. Full description at Econpapers || Download paper |
| 2025 | Return predictability, dividend growth, and the persistence of the price–dividend ratio. (2025). Rambaccussing, Dooruj ; Madeira, Joao ; Golinski, Adam ; Goliski, Adam. In: International Journal of Forecasting. RePEc:eee:intfor:v:41:y:2025:i:1:p:92-110. Full description at Econpapers || Download paper |
| 2024 | Sensitivity of the United States crop basis and distribution network to precipitation. (2024). Skevas, Theodoros ; Thompson, Wyatt ; Mobarok, Mohammad Hasan. In: Agribusiness. RePEc:wly:agribz:v:40:y:2024:i:4:p:908-925. Full description at Econpapers || Download paper |
Works by Alex S. Maynard:
| Year | Title | Type | Cited |
|---|---|---|---|
| 2024 | Inference in Predictive Quantile Regressions In: Papers. [Full Text][Citation analysis] | paper | 4 |
| 2024 | Inference in predictive quantile regressions.(2024) In: Journal of Econometrics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 4 | article | |
| 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 | 14 |
| 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: 14 | 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 | 10 |
| 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: 10 | 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: 10 | 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: 10 | 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 | 31 |
| 2005 | Testing forward rate unbiasedness allowing for persistent regressors In: Journal of Empirical Finance. [Full Text][Citation analysis] | article | 22 |
| 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 | 2 |
| 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 | 115 |
| 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 | 4 |
| 2022 | Fuel-feed-livestock price linkages under structural changes In: Applied Economics. [Full Text][Citation analysis] | article | 1 |
| 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 | 17 |
| 2018 | Asymmetric spot‐futures price adjustments in grain markets In: Journal of Futures Markets. [Full Text][Citation analysis] | article | 4 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated December, 22 2025. Contact: CitEc Team