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Alex S. Maynard

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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 the RePEc Author Service. Or if you are not registered and would like to be listed as well, register at the RePEc Author Service. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

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:
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Affiliation

Department of Economics and Finance
College of Management and Economics
University of Guelph
Location: Guelph, Canada
Homepage: http://www.uoguelph.ca/economics/
Email:
Phone: (519) 824-4120 ext. 53898
Fax: (519) 763-8497
Postal: Guelph, Ontario, N1G 2W1
Handle: RePEc:edi:degueca (more details at EDIRC)

Works

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Working papers

  1. Vitali Alexeev & Alex Maynard, 2010. "Localized Level Crossing Random Walk Test Robust to the Presence of Structural Breaks," Working Papers 1001, University of Guelph, Department of Economics and Finance.
  2. Dietmar Bauer & Alex Maynard, 2010. "Persistence-robust Granger causality testing," Working Papers 1011, University of Guelph, Department of Economics and Finance.
  3. GOSPODINOV, Nikolay & MAYNARD, Alex & PESAVENTO, Elena, 2009. "Sensitivity of Impulse Responses to Small Low Frequency Co-Movements : Reconciling the Evidence on the Effects of Technology Shocks," Cahiers de recherche 03-2009, Centre interuniversitaire de recherche en ├ęconomie quantitative, CIREQ.
  4. 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.
  5. Alex Maynard & Katsumi Shimotsu, 2007. "Covariance-based orthogonality tests for regressors with unknown persistence," Working Papers 1122, Queen's University, Department of Economics.
  6. 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.

Articles

  1. Alex Maynard & Aaron Smallwood & Mark E. Wohar, 2013. "Long Memory Regressors and Predictive Testing: A Two-stage Rebalancing Approach," Econometric Reviews, Taylor & Francis Journals, vol. 32(3), pages 318-360, November.
  2. Bauer, Dietmar & Maynard, Alex, 2012. "Persistence-robust surplus-lag Granger causality testing," Journal of Econometrics, Elsevier, vol. 169(2), pages 293-300.
  3. Alexeev, Vitali & Maynard, Alex, 2012. "Localized level crossing random walk test robust to the presence of structural breaks," Computational Statistics & Data Analysis, Elsevier, vol. 56(11), pages 3322-3344.
  4. Gospodinov, Nikolay & Maynard, Alex & Pesavento, Elena, 2011. "Sensitivity of Impulse Responses to Small Low-Frequency Comovements: Reconciling the Evidence on the Effects of Technology Shocks," Journal of Business & Economic Statistics, American Statistical Association, vol. 29(4), pages 455-467.
  5. 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.
  6. Alex Maynard & Jiaping Qiu, 2009. "Public insurance and private savings: who is affected and by how much?," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 24(2), pages 282-308, 03.
  7. Liu Wei & Maynard Alex S, 2007. "A New Application of Exact Nonparametric Methods to Long-Horizon Predictability Tests," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 11(1), pages 163-199, March.
  8. 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.
  9. 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.
  10. Maynard, Alex, 2003. "ECONOMETRIC THEORY, by James Davidson, Blackwell Publishers, 2000," Econometric Theory, Cambridge University Press, vol. 19(04), pages 665-674, August.
  11. 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, May.
  12. 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.

NEP Fields

5 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-CBA: Central Banking (1) 2008-05-24
  2. NEP-ECM: Econometrics (4) 2004-08-16 2005-11-19 2007-02-24 2010-07-24. Author is listed
  3. NEP-ETS: Econometric Time Series (4) 2004-08-16 2005-11-19 2007-02-24 2010-07-24. Author is listed
  4. NEP-FOR: Forecasting (1) 2008-05-24
  5. NEP-MAC: Macroeconomics (1) 2008-05-24
  6. NEP-MON: Monetary Economics (1) 2008-05-24

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