Alex Maynard

List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

Publication	Date of Publication	Type
Sensitivity of Impulse Responses to Small Low-Frequency Comovements: Reconciling the Evidence on the Effects of Technology Shocks Journal of Business and Economic Statistics	2025-01-20	Paper
Inference in predictive quantile regressions Journal of Econometrics	2025-01-16	Paper
Long Memory Regressors and Predictive Testing: A Two-stage Rebalancing Approach Econometric Reviews	2022-05-31	Paper
Assessing the power of long-horizon predictive tests in models of bull and bear markets Essays in Honor of Peter C. B. Phillips	2020-11-10	Paper
ECONOMETRIC THEORY, by James Davidson, Blackwell Publishers, 2000 Econometric Theory	2018-12-14	Paper
Persistence-robust surplus-lag Granger causality testing Journal of Econometrics	2017-05-12	Paper
Localized level crossing random walk test robust to the presence of structural breaks Computational Statistics and Data Analysis	2012-12-30	Paper
Covariance-based orthogonality tests for regressors with unknown persistence Econometric Theory	2010-04-08	Paper
A New Application of Exact Nonparametric Methods to Long-Horizon Predictability Tests Studies in Nonlinear Dynamics & Econometrics	2008-04-04	Paper

Research outcomes over time

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