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Rethinking an old empirical puzzle : econometric evidence on the forward discount anomaly

Maynard, Alex; Phillips, Peter C. B. - In: Journal of applied econometrics 16 (2001) 6, pp. 671-708

Persistent link: https://www.econbiz.de/10001631960

Assessing the power of long-horizon predictive tests in models of bull and bear markets

Maynard, Alex; Ren, Dongmeng - In: Essays in honor of Peter C. B. Phillips, (pp. 673-711). 2014

Persistent link: https://www.econbiz.de/10010442830

Fuel-feed-livestock price linkages under structural changes

Wu, Zhige; Weersink, Alfons J.; Maynard, Alex - In: Applied economics 54 (2022) 2, pp. 206-223

Persistent link: https://www.econbiz.de/10012873883

The finite sample power of long-horizon predictive tests in models with financial bubbles

Maynard, Alex; Ren, Dongmeng - In: International review of financial analysis 63 (2019), pp. 418-430

Persistent link: https://www.econbiz.de/10012208194

Special issue "Celebrated econometricians: Peter Phillips"

Bandi, Federico; Maynard, Alex; Moon, Hyungsik Roger; … - In: Econometrics : open access journal 9 (2021) 3, pp. 1-3

Persistent link: https://www.econbiz.de/10012594136

The impact of local ethanol production on the corn basis in Ontario

Wu, Zhige; Weersink, Alfons J.; Maynard, Alex; Hailu, Getu - In: Canadian journal of agricultural economics : CJAE 65 (2017) 3, pp. 409-430

Persistent link: https://www.econbiz.de/10011823212

The Long and the Short of It: Long Memory Regressors and Predictive Regressions

Smallwood, Aaron; Maynard, Alex; Wohar, Mark - Society for Computational Economics - SCE - 2005

Persistent regressors pose a common problem in predictive regressions. Tests of the forward rate unbiased hypothesis (FRUH) constitute a prime example. Standard regression tests that strongly reject FRUH have been questioned on the grounds of potential long-memory in the forward premium....

Persistent link: https://www.econbiz.de/10005343050

The forward premium anomaly: statistical artefact or economic puzzle? New evidence from robust tests

Maynard, Alex - In: The Canadian journal of economics 39 (2006) 4, pp. 1244-1281

Persistent link: https://www.econbiz.de/10007376791

Sensitivity of Impulse Responses to Small Low-Frequency Comovements: Reconciling the Evidence on the Effects of Technology Shocks

Gospodinov, Nikolay; Maynard, Alex; Pesavento, Elena - In: Journal of Business & Economic Statistics 29 (2011) 4, pp. 455-467

Persistent link: https://www.econbiz.de/10009358084

Public insurance and private savings: who is affected and by how much?

Maynard, Alex; Qiu, Jiaping - In: Journal of Applied Econometrics 24 (2009) 2, pp. 282-308

Persistent link: https://www.econbiz.de/10010721632