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Sean Telg

Candidate Fellow

Vrije Universiteit Amsterdam
Research field
Econometric Methodology, Financial Econometrics, Macroeconometrics, Risk Management, Time Series Econometrics


I am an assistant professor at the Department of Econometrics and Data Science at the Vrije Universiteit (VU) Amsterdam. My research interests lie in the field of time series econometrics. In particular, I focus on dynamic models which are non-Gaussian, noncausal and/or non-invertible and demonstrate their ability to model macroeconomic and financial data containing speculative bubbles or asymmetric cycles.

List of publications

Hecq, A., Issler, J.V. and Telg, S. (2020). Mixed causal–noncausal autoregressions with exogenous regressors Journal of Applied Econometrics, 35(3):328--343.

Cubadda, G., Hecq, A. and Telg, S. (2019). Detecting Co-Movements in Non-Causal Time Series Oxford Bulletin of Economics and Statistics, 81(3):697--715.