Details about Sean Telg

Access statistics for papers by Sean Telg.

Last updated 2024-12-06. Update your information in the RePEc Author Service.

Short-id: pte281

Working Papers

2024

1. A Novel Test for the Presence of Local Explosive Dynamics
   Tinbergen Institute Discussion Papers, Tinbergen Institute

2021

2. COVID-19, Credit Risk and Macro Fundamentals
   Tinbergen Institute Discussion Papers, Tinbergen Institute
3. Time-varying effects of housing attributes and economic environment on housing prices
   Tinbergen Institute Discussion Papers, Tinbergen Institute

2019

4. Mixed causal-noncausal autoregressions with exogenous regressors
   FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE), EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil) View citations (1)
   See also Journal Article Mixed causal–noncausal autoregressions with exogenous regressors, Journal of Applied Econometrics, John Wiley & Sons, Ltd. (2020) View citations (12) (2020)

2018

5. A Residual Bootstrap for Conditional Expected Shortfall
   Papers, arXiv.org View citations (2)
6. Detecting Co-Movements in Noncausal Time Series
   CEIS Research Paper, Tor Vergata University, CEIS
   Also in MPRA Paper, University Library of Munich, Germany (2017)
   See also Journal Article Detecting Co‐Movements in Non‐Causal Time Series, Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford (2019) View citations (5) (2019)

2017

7. Mixed Causal-Noncausal Autoregressions with Strictly Exogenous Regressors
   MPRA Paper, University Library of Munich, Germany View citations (1)

2016

8. Do Seasonal Adjustments Induce Noncausal Dynamics in Inflation Rates?
   MPRA Paper, University Library of Munich, Germany View citations (6)
   See also Journal Article Do Seasonal Adjustments Induce Noncausal Dynamics in Inflation Rates?, Econometrics, MDPI (2017) View citations (9) (2017)

2015

9. Identification of Mixed Causal-Noncausal Models: How Fat Should We Go?
   Research Memorandum, Maastricht University, Graduate School of Business and Economics (GSBE) View citations (3)

Journal Articles

2024

1. Time aggregation of mixed causal–noncausal models
   Economics Letters, 2024, 244, (C)

2023

2. Covid-19, credit risk management modeling, and government support
   Journal of Banking & Finance, 2023, 147, (C) View citations (1)

2020

3. Mixed causal–noncausal autoregressions with exogenous regressors
   Journal of Applied Econometrics, 2020, 35, (3), 328-343 View citations (12)
   See also Working Paper Mixed causal-noncausal autoregressions with exogenous regressors, FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE) (2019) View citations (1) (2019)

2019

4. Detecting Co‐Movements in Non‐Causal Time Series
   Oxford Bulletin of Economics and Statistics, 2019, 81, (3), 697-715 View citations (5)
   See also Working Paper Detecting Co-Movements in Noncausal Time Series, CEIS Research Paper (2018) (2018)

2017

5. Do Seasonal Adjustments Induce Noncausal Dynamics in Inflation Rates?
   Econometrics, 2017, 5, (4), 1-22 View citations (9)
   See also Working Paper Do Seasonal Adjustments Induce Noncausal Dynamics in Inflation Rates?, MPRA Paper (2016) View citations (6) (2016)

2016

6. Identification of Mixed Causal-Noncausal Models in Finite Samples
   Annals of Economics and Statistics, 2016, (123-124), 307-331 View citations (17)