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Alex S. Maynard

Personal Details

First Name:Alex
Middle Name:S.
Last Name:Maynard
Suffix:
RePEc Short-ID:pma736
[This author has chosen not to make the email address public]
http://www.amaynard.org
Terminal Degree:1999 Economics Department; Yale University (from RePEc Genealogy)

Affiliation

(98%) Department of Economics and Finance
Gordon Lang School of Business and Economics
University of Guelph

Guelph, Canada
http://www.uoguelph.ca/economics/
RePEc:edi:degueca (more details at EDIRC)

(1%) Department of Economics
Toronto Metropolitan University

Toronto, Canada
https://www.torontomu.ca/economics/
RePEc:edi:deryeca (more details at EDIRC)

(1%) Socio-Economic Research Group
Faculty of Forestry
University of Toronto

Toronto, Canada
http://www.forestry.utoronto.ca/people/shashi_site/
RePEc:edi:seutoca (more details at EDIRC)

Research output

as
Jump to: Working papers Articles Chapters

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 économie 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 Paper 1122, Economics Department, Queen's University.
  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. Getu Hailu & Alex Maynard & Alfons Weersink, 2015. "Empirical analysis of corn and soybean basis in Canada," Applied Economics, Taylor & Francis Journals, vol. 47(51), pages 5491-5509, November.
  2. 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.
  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. Bauer, Dietmar & Maynard, Alex, 2012. "Persistence-robust surplus-lag Granger causality testing," Journal of Econometrics, Elsevier, vol. 169(2), pages 293-300.
  5. 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.
  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, March.
  7. Maynard, Alex & Shimotsu, Katsumi, 2009. "Covariance-Based Orthogonality Tests For Regressors With Unknown Persistence," Econometric Theory, Cambridge University Press, vol. 25(1), pages 63-116, February.
  8. 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.
  9. 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.
  10. 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.
  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. Maynard, Alex, 2003. "ECONOMETRIC THEORY, by James Davidson, Blackwell Publishers, 2000," Econometric Theory, Cambridge University Press, vol. 19(4), pages 665-674, August.
  13. 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.

Chapters

  1. Alex Maynard & Dongmeng Ren, 2014. "Assessing the Power of Long-Horizon Predictive Tests in Models of Bull and Bear Markets," Advances in Econometrics, in: Essays in Honor of Peter C. B. Phillips, volume 33, pages 673-711, Emerald Group Publishing Limited.

More information

Research fields, statistics, top rankings, if available.

Statistics

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Rankings

This author is among the top 5% authors according to these criteria:
  1. Record of graduates

Co-authorship network on CollEc

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 5 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-ECM: Econometrics (4) 2004-08-16 2005-11-19 2007-02-24 2010-07-24
  2. NEP-ETS: Econometric Time Series (4) 2004-08-16 2005-11-19 2007-02-24 2010-07-24
  3. NEP-CBA: Central Banking (1) 2008-05-24
  4. NEP-FOR: Forecasting (1) 2008-05-24
  5. NEP-MON: Monetary Economics (1) 2008-05-24

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