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Publications

by members of

University of Toronto → Faculty of Forestry → Socio-Economic Research Group

These are publications listed in RePEc written by members of the above institution who are registered with the RePEc Author Service. Thus this compiles the works all those currently affiliated with this institution, not those affilated at the time of publication. List of registered members. Register yourself. Citation analysis. This page is updated in the first days of each month.
| Working papers | Journal articles | Chapters |

Working papers

2023

  1. Alex Maynard & Katsumi Shimotsu & Nina Kuriyama, 2023, "Inference in Predictive Quantile Regressions," Papers, arXiv.org, number 2306.00296, Jun, revised May 2024.

2010

  1. Vitali Alexeev & Alex Maynard, 2010, "Localized Level Crossing Random Walk Test Robust to the Presence of Structural Breaks," Working Papers, University of Guelph, Department of Economics and Finance, number 1001.
  2. Dietmar Bauer & Alex Maynard, 2010, "Persistence-robust Granger causality testing," Working Papers, University of Guelph, Department of Economics and Finance, number 1011, Jun.

2009

  1. 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, Centre interuniversitaire de recherche en économie quantitative, CIREQ, number 03-2009.

2008

  1. Alonso Gomez & John M Maheu & Alex Maynard, 2008, "Improving Forecasts of Inflation using the Term Structure of Interest Rates," Working Papers, University of Toronto, Department of Economics, number tecipa-319, May.

2007

  1. Maynard, Alex & Shimotsu, Katsumi, 2007, "Covariance-based orthogonality tests for regressors with unknown persistence," Queen's Economics Department Working Papers, Queen's University - Department of Economics, number 273598, Feb, DOI: 10.22004/ag.econ.273598.

2005

  1. 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, Society for Computational Economics, number 384, Nov.

Journal articles

2026

  1. Anastasopoulos, Alexia & Gradojevic, Nikola & Liu, Fred & Maynard, Alex & Tsiakas, Ilias, 2026, "Order flow and cryptocurrency returns," Journal of Financial Markets, Elsevier, volume 79, issue C, DOI: 10.1016/j.finmar.2026.101047.
  2. Ruifeng Liu & Alex Maynard & Ilias Tsiakas, 2026, "Robust Conditional Kurtosis and the Cross-Section of International Stock Returns," Journal of Business & Economic Statistics, Taylor & Francis Journals, volume 44, issue 2, pages 718-730, April, DOI: 10.1080/07350015.2025.2551244.

2025

  1. Maynard, Alex & Pelloni, Alessandra, 2025, "Editorial: Asymmetries in applied macro and financial modeling and econometrics," The Journal of Economic Asymmetries, Elsevier, volume 31, issue C, DOI: 10.1016/j.jeca.2025.e00406.

2024

  1. Maynard, Alex & Shimotsu, Katsumi & Kuriyama, Nina, 2024, "Inference in predictive quantile regressions," Journal of Econometrics, Elsevier, volume 245, issue 1, DOI: 10.1016/j.jeconom.2024.105875.

2022

  1. Chen, Chaoyi & Gospodinov, Nikolay & Maynard, Alex & Pesavento, Elena, 2022, "Long-horizon stock valuation and return forecasts based on demographic projections," Journal of Empirical Finance, Elsevier, volume 68, issue C, pages 190-215, DOI: 10.1016/j.jempfin.2022.07.001.
  2. Zhige Wu & Alfons Weersink & Alex Maynard, 2022, "Fuel-feed-livestock price linkages under structural changes," Applied Economics, Taylor & Francis Journals, volume 54, issue 2, pages 206-223, January, DOI: 10.1080/00036846.2021.1965082.

2021

  1. Federico Bandi & Alex Maynard & Hyungsik Roger Moon & Benoit Perron, 2021, "Special Issue “Celebrated Econometricians: Peter Phillips”," Econometrics, MDPI, volume 9, issue 3, pages 1-3, July.

2019

  1. Maynard, Alex & Ren, Dongmeng, 2019, "The finite sample power of long-horizon predictive tests in models with financial bubbles," International Review of Financial Analysis, Elsevier, volume 63, issue C, pages 418-430, DOI: 10.1016/j.irfa.2016.10.006.

2018

  1. Zhige Wu & Alex Maynard & Alfons Weersink & Getu Hailu, 2018, "Asymmetric spot‐futures price adjustments in grain markets," Journal of Futures Markets, John Wiley & Sons, Ltd., volume 38, issue 12, pages 1549-1564, December, DOI: 10.1002/fut.21966.

2017

  1. Zhige Wu & Alfons Weersink & Alex Maynard & Getu Hailu & Richard Vyn, 2017, "The Impact of Local Ethanol Production on the Corn Basis in Ontario," Canadian Journal of Agricultural Economics/Revue canadienne d'agroeconomie, Canadian Agricultural Economics Society/Societe canadienne d'agroeconomie, volume 65, issue 3, pages 409-430, September.

2015

  1. Getu Hailu & Alex Maynard & Alfons Weersink, 2015, "Empirical analysis of corn and soybean basis in Canada," Applied Economics, Taylor & Francis Journals, volume 47, issue 51, pages 5491-5509, November, DOI: 10.1080/00036846.2015.1051654.

2013

  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, volume 32, issue 3, pages 318-360, November, DOI: 10.1080/07474938.2012.690663.

2012

  1. Alexeev, Vitali & Maynard, Alex, 2012, "Localized level crossing random walk test robust to the presence of structural breaks," Computational Statistics & Data Analysis, Elsevier, volume 56, issue 11, pages 3322-3344, DOI: 10.1016/j.csda.2010.06.026.
  2. Bauer, Dietmar & Maynard, Alex, 2012, "Persistence-robust surplus-lag Granger causality testing," Journal of Econometrics, Elsevier, volume 169, issue 2, pages 293-300, DOI: 10.1016/j.jeconom.2012.01.023.

2011

  1. 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, volume 29, issue 4, pages 455-467.

2009

  1. Maynard, Alex & Shimotsu, Katsumi, 2009, "Covariance-Based Orthogonality Tests For Regressors With Unknown Persistence," Econometric Theory, Cambridge University Press, volume 25, issue 1, pages 63-116, February.
  2. 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., volume 24, issue 2, pages 282-308, March.

2007

  1. 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, volume 11, issue 1, pages 1-39, March, DOI: 10.2202/1558-3708.1376.

2006

  1. Alex Maynard, 2006, "The forward premium anomaly: statistical artefact or economic puzzle? New evidence from robust tests," Canadian Journal of Economics, Canadian Economics Association, volume 39, issue 4, pages 1244-1281, November.

2005

  1. Liu, Wei & Maynard, Alex, 2005, "Testing forward rate unbiasedness allowing for persistent regressors," Journal of Empirical Finance, Elsevier, volume 12, issue 5, pages 613-628, December.

2003

  1. Maynard, Alex, 2003, "ECONOMETRIC THEORY, by James Davidson, Blackwell Publishers, 2000," Econometric Theory, Cambridge University Press, volume 19, issue 4, pages 665-674, August.
  2. Alex Maynard, 2003, "Testing for Forward-Rate Unbiasedness: On Regression in Levels and in Returns," The Review of Economics and Statistics, MIT Press, volume 85, issue 2, pages 313-327, May.

2001

  1. 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., volume 16, issue 6, pages 671-708.

Chapters

2023

  1. Nikolay Gospodinov & Alex Maynard & Elena Pesavento, 2023, "Inference in Conditional Vector Error Correction Models With a Small Signal-to-Noise Ratio," Advances in Econometrics, Emerald Group Publishing Limited, "Essays in Honor of Joon Y. Park: Econometric Theory", DOI: 10.1108/S0731-90532023000045A010.

2014

  1. Alex Maynard & Dongmeng Ren, 2014, "Assessing the Power of Long-Horizon Predictive Tests in Models of Bull and Bear Markets," Advances in Econometrics, Emerald Group Publishing Limited, "Essays in Honor of Peter C. B. Phillips", DOI: 10.1108/S0731-905320140000033019.

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