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 the 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

Moreover, I have been involved in the Executive Education Programme Business Analytics & Data Science (BADS) from 2021 until 2025.

Management

Since September 2021, I have fulfilled the following management positions:

• Programme coordinator of the BSc Econometrics and Operations Research and the BSc Econometrics and Data Science (ongoing)
• Coordinator of the minor Applied Econometrics: A Big Data Experience for All (until January 2025)
• Programme coordinator of the MSc Econometrics and Operations Research (until September 2022)

Moreover, I am part of the SBE's Educators' Collective, which is a team of faculty members who are passionate about teaching and education innovation. I have developed preparation websites for both the BSc and the minor programmes, which can be accessed here and here, respectively.

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