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Sean Telg

Vrije Universiteit Amsterdam (from arXiv:2604.07040, 2026) · OpenAlex

10 papers in scope · 8 published · 2 on the econ.EM arXiv · 137 citations · h-index 5 (over the papers listed here)

Related authors

The 20 authors closest to this one in our weighted citation graph, most related first.

  1. Alexander Heinemann
  2. Joann Jasiak
  3. Francesco Giancaterini
  4. Alain Hecq
  5. Gianluca Cubadda
  6. Daniel Velásquez-Gaviria
  7. Aryan Manafi Neyazi
  8. Christian Gouriéroux
  9. Elisa Voisin
  10. Tomás del Barrio Castro
  11. Stefano Grassi
  12. Claudio Morana
  13. Ivan Ricardo
  14. Ines Wilms
  15. Barbara Guardabascio
  16. Stephan Smeekes
  17. Quinlan Lee
  18. Luca Margaritella
  19. Marie Ternes
  20. Marina Friedrich

Proximity is measured over citations between two papers we both hold, weighted by how heavily one leans on the other, and is symmetric — it does not distinguish citing from being cited. Authors without a profile here are skipped, and a genuinely close colleague can be missing simply because their work is not in our arXiv corpus. Method: docs/06-citations-pipeline.md.

Papers

(2 of 10)

Seasonality in Mixed Causal-Noncausal Processes
working paper2026 · arXiv
with Tomás del Barrio Castro, Alain Hecq
Paper profile arXiv arXiv:2604.07040
A Novel Test for the Presence of Local Explosive Dynamics
published2025 · Journal of Time Series Analysis · 2 citations
with Francisco Blasques, Siem Jan Koopman, Gabriele Mingoli
Journal of Time Series Analysis
Modelling time-varying relations in housing prices: a semiparametric panel approach
published2025 · Journal of the Royal Statistical Society Series C (Applied Statistics) · 2 citations
with Marina Friedrich, Yicong Lin, Pavitram Ramdaras, Bernhard van der Sluis
Journal of the Royal Statistical Society Series C (Applied Statistics)
Time aggregation of mixed causal–noncausal models
published2024 · Economics Letters
Economics Letters
Covid-19, credit risk management modeling, and government support
published2022 · Journal of Banking & Finance · 16 citations
with Anna Dubinova, André Lucas
Journal of Banking & Finance
Mixed causal–noncausal autoregressions with exogenous regressors
published2020 · Journal of Applied Econometrics · 21 citations · first circulated 2017
with Alain Hecq, João Victor Issler
Journal of Applied Econometrics
A Residual Bootstrap for Conditional Expected Shortfall
working paper2018 · arXiv · 3 citations
with Alexander Heinemann
Paper profile arXiv arXiv:1811.11557
Detecting Co‐Movements in Non‐Causal Time Series
published2018 · Oxford Bulletin of Economics and Statistics · 11 citations
with Gianluca Cubadda, Alain Hecq
Oxford Bulletin of Economics and Statistics
Do Seasonal Adjustments Induce Noncausal Dynamics in Inflation Rates?
published2017 · Econometrics · 50 citations · first circulated 2016
with Alain Hecq, Lenard Lieb
Econometrics
Identification of Mixed Causal-Noncausal Models in Finite Samples
published2016 · Annals of Economics and Statistics · 32 citations
with Alain Hecq, Lenard Lieb
Annals of Economics and Statistics

Assembled from arXiv and OpenAlex. Duplicate records for the same paper are merged, and the published version is shown where we could identify one. Corrections welcome.