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Information about:
Alex S. Maynard

Personal Details | Affiliation | Works

This is information that was supplied by Alex Maynard in registering through RePEc. If you are Alex S. Maynard , you may change this information at RePEc. Or if you are not registered and would like to be listed as well, register at RePEc. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

Other registered authors

Personal Details

First Name: Alex
Middle Name: S.
Last Name: Maynard
Suffix:

RePEc Short-ID: pma736

Email: [This author has chosen not to make the email address public]
Homepage: http://www.uoguelph.ca/~maynarda
Postal Address:
Phone:

Affiliation

(in no particular order)

Department of Economics
University of Guelph
Location: Guelph, Canada
Homepage: http://www.economics.uoguelph.ca/econ/
Email:
Phone: (519) 824-4120 ext. 53898
Fax: (519) 763-8497
Postal: Guelph, Ontario, N1G 2W1
Handle: RePEc:edi:degueca (registered authors at this institution)

Works

Working papers

Alonso Gomez & John M Maheu & Alex Maynard, 2008. "Improving Forecasts of Inflation using the Term Structure of Interest Rates," Working Papers tecipa-319, University of Toronto, Department of Economics. [Downloadable!]
Alex Maynard & Katsumi Shimotsu, 2007. "Covariance-based orthogonality tests for regressors with unknown persistence," Working Papers 1122, Queen's University, Department of Economics. [Downloadable!]
Other versions:
- Katsumi Shimotsu & Alex Maynard, 2004. "Covariance-based orthogonality tests for regressors with unknown persistence," Econometric Society 2004 Far Eastern Meetings 518, Econometric Society. [Downloadable!]
- Katsumi Shimotsu & Alex Maynard, 2004. "Covariance-based orthogonality tests for regressors with unknown persistence," Econometric Society 2004 North American Summer Meetings 536, Econometric Society.
Published as:
- Maynard, Alex & Shimotsu, Katsumi, 2009. "Covariance-Based Orthogonality Tests For Regressors With Unknown Persistence," Econometric Theory, Cambridge University Press, vol. 25(01), pages 63-116, February. [Downloadable!]
Aaron Smallwood; Alex Maynard; Mark Wohar, 2005. "The Long and the Short of It: Long Memory Regressors and Predictive Regressions," Computing in Economics and Finance 2005 384, Society for Computational Economics. [Downloadable!]

Articles

Maynard, Alex & Shimotsu, Katsumi, 2009. "Covariance-Based Orthogonality Tests For Regressors With Unknown Persistence," Econometric Theory, Cambridge University Press, vol. 25(01), pages 63-116, February. [Downloadable!]
Other versions:
- Katsumi Shimotsu & Alex Maynard, 2004. "Covariance-based orthogonality tests for regressors with unknown persistence," Econometric Society 2004 Far Eastern Meetings 518, Econometric Society. [Downloadable!]
- Katsumi Shimotsu & Alex Maynard, 2004. "Covariance-based orthogonality tests for regressors with unknown persistence," Econometric Society 2004 North American Summer Meetings 536, Econometric Society.
- Alex Maynard & Katsumi Shimotsu, 2007. "Covariance-based orthogonality tests for regressors with unknown persistence," Working Papers 1122, Queen's University, Department of Economics. [Downloadable!]
Wei Liu & Alex S. Maynard, 2007. "A New Application of Exact Nonparametric Methods to Long-Horizon Predictability Tests," Studies in Nonlinear Dynamics & Econometrics, Berkeley Electronic Press, vol. 11(1). [Downloadable!]
Alex Maynard, 2006. "The forward premium anomaly: statistical artefact or economic puzzle? New evidence from robust tests," Canadian Journal of Economics, Canadian Economics Association, vol. 39(4), pages 1244-1281, November. [Downloadable!] (restricted)
Liu, Wei & Maynard, Alex, 2005. "Testing forward rate unbiasedness allowing for persistent regressors," Journal of Empirical Finance, Elsevier, vol. 12(5), pages 613-628, December. [Downloadable!] (restricted)
Alex Maynard, 2003. "Testing for Forward-Rate Unbiasedness: On Regression in Levels and in Returns," The Review of Economics and Statistics, MIT Press, vol. 85(2), pages 313-327, 03. [Downloadable!] (restricted)
Maynard, Alex, 2003. "ECONOMETRIC THEORY, by James Davidson, Blackwell Publishers, 2000," Econometric Theory, Cambridge University Press, vol. 19(04), pages 665-674, August. [Downloadable!]
Alex Maynard & Peter C. B. Phillips, 2001. "Rethinking an old empirical puzzle: econometric evidence on the forward discount anomaly," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 16(6), pages 671-708. [Downloadable!]
RePEc:bep:sndecm:11:2007:1:1376-1376 is not listed on IDEAS

NEP Fields

4 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):

NEP-CBA: Central Banking (1) 2008-05-24 Author is listed
NEP-ECM: Econometrics (3) 2004-08-16 2005-11-19 2007-02-24 Author is listed
NEP-ETS: Econometric Time Series (3) 2004-08-16 2005-11-19 2007-02-24 Author is listed
NEP-FOR: Forecasting (1) 2008-05-24 Author is listed
NEP-MAC: Macroeconomics (1) 2008-05-24 Author is listed
NEP-MON: Monetary Economics (1) 2008-05-24 Author is listed

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This page was last updated on 2009-11-10.

This information is provided to you by IDEAS at the Department of Economics, College of Liberal Arts and Sciences, University of Connecticut using RePEc data on a server sponsored by the Society for Economic Dynamics.