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Details about Sean Telg

Homepage:https://research.vu.nl/en/persons/sean-telg
Postal address:Vrije Universiteit Amsterdam School of Business and Economics Department of Econometrics and Operations Research De Boelelaan 1105 1081 HV Amsterdam
Workplace:Tinbergen Instituut (Tinbergen Institute), (more information at EDIRC)
Afdeling Econometrie and Operations Research (Department of Econometrics and Operations Research), School of Business and Economics, Vrije Universiteit Amsterdam (VU University Amsterdam), (more information at EDIRC)

Access statistics for papers by Sean Telg.

Last updated 2023-08-06. Update your information in the RePEc Author Service.

Short-id: pte281


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Working Papers

2021

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

2019

  1. 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) Downloads View citations (1)
    See also Journal Article Mixed causal–noncausal autoregressions with exogenous regressors, Journal of Applied Econometrics, John Wiley & Sons, Ltd. (2020) Downloads View citations (11) (2020)

2018

  1. A Residual Bootstrap for Conditional Expected Shortfall
    Papers, arXiv.org Downloads View citations (2)
  2. Detecting Co-Movements in Noncausal Time Series
    CEIS Research Paper, Tor Vergata University, CEIS Downloads
    Also in MPRA Paper, University Library of Munich, Germany (2017) Downloads

    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) Downloads View citations (5) (2019)

2017

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

2016

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

2015

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

Journal Articles

2023

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

2020

  1. Mixed causal–noncausal autoregressions with exogenous regressors
    Journal of Applied Econometrics, 2020, 35, (3), 328-343 Downloads View citations (11)
    See also Working Paper Mixed causal-noncausal autoregressions with exogenous regressors, FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE) (2019) Downloads View citations (1) (2019)

2019

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

2017

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

2016

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