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Sean Telg is Assistant Professor at Vrije Universiteit Amsterdam at the Department of Econometrics and Data Science, School of Business and Economics. He holds a PhD from the Maastricht University (2017).


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.

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


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

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