Research output per year
Research output per year
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. He holds a PhD from the Maastricht University (2017).
Research
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.
Teaching
- Econometrics I
- Data Science Practical
- Integrative Practical
- Statistics
- Business Analytics & Data Science
- Data Science Project
Ancillary activities
No ancillary activities
Ancillary activities are updated daily
Collaborations and top research areas from the last five years
Recent external collaboration on country/territory level. Dive into details by clicking on the dots or
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Covid-19, credit risk management modeling, and government support
Telg, S., Dubinova, A. & Lucas, A., 2023, In: Journal of Banking and Finance. 147, February, 106638.Research output: Contribution to Journal › Article › Academic › peer-review
Open Access -
Time-varying effects of housing attributes and economic environment on housing prices
Friedrich, M., Lin, Y., Ramdaras, P., Telg, S. & van der Sluis, B., 29 Jun 2023, Tinbergen Institute, (Tinbergen Institute Discussion Papers; no. 23-039/III).Research output: Working paper / Preprint › Working paper › Professional
Open Access -
Mastering Econometrics: Exercises and Solutions
Magnus, J. & Telg, S., 11 Jul 2022, VU University Press. 142 p.Research output: Book / Report › Book › Professional
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COVID-19, Credit Risk and Macro Fundamentals
Dubinova, A., Lucas, A. & Telg, S., 28 Jun 2021, Tinbergen Institute, (TI Discussion Paper Series).Research output: Working paper / Preprint › Working paper › Professional
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Mixed causal–noncausal autoregressions with exogenous regressors
Hecq, A., Issler, J. V. & Telg, S., Apr 2020, In: Journal of Applied Econometrics. 35, 3, p. 328-343 16 p.Research output: Contribution to Journal › Article › Academic › peer-review
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