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Personal profile

Personal information

Sean Telg is Assistant Professor at Vrije Universiteit Amsterdam at the Department of Econometrics and Data Science, School of Business and Economics.


My research interests lie in de field of time series econometrics. In particular, I focus on the mixed causal-noncausal autoregressive model (and its extensions) and demonstrate its ability to model macroeconomic and financial data containing speculative bubbles or asymmetric cycles.

Research

Time series econometrics, macroeconometrics, financial econometrics, mixed causal-noncausal autoregressive models, conditional volatility models, speculative bubbles, common features, risk management.

Teaching

  • Econometrics I
  • Data Science Practical
  • Integrative Practical
  • Statistics
  • Business Analytics & Data Science
  • Data Science Project

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