Citation profile for Sean Telg

Sean Telg : Citation Profile

Tinbergen Instituut (30% share)
Vrije Universiteit Amsterdam (70% share)

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Citations

RESEARCH PRODUCTION:

Articles

Papers

RESEARCH ACTIVITY:

   9 years (2015 - 2024). See details.
   Cites by year: 2
   Journals where Sean Telg has often published
   Relations with other researchers
   Recent citing documents: 5.    Total self citations: 4 (13.33 %)

EXPERT IN:

   Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes
   Price Level; Inflation; Deflation
   Forecasting and Simulation: Models and Applications

MORE DETAILS IN:

EconPapers ORCID profile Author's homepage

ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pte281
   Updated: 2024-11-08    RAS profile: 2024-09-09
   Missing citations? Add them    Incorrect content? Let us know

Relations with other researchers

Works with:

Lucas, Andre (2)

Issler, João (2)

Hecq, Alain (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Sean Telg.

Is cited by:

Hecq, Alain (12)

Fries, Sebastien (2)

Taufemback, Cleiton (2)

Smeekes, Stephan (1)

Kramkov, Viacheslav (1)

Heinemann, Alexander (1)

Zakoian, Jean-Michel (1)

Jasiak, Joann (1)

Bec, Frédérique (1)

Jacobs, Jan (1)

Cites to:

Hecq, Alain (19)

Lanne, Markku (15)

Lucas, Andre (13)

Koopman, Siem Jan (13)

Saikkonen, Pentti (12)

gourieroux, christian (8)

Jasiak, Joann (7)

Lieb, Lenard (6)

Luoto, Jani (6)

Cubadda, Gianluca (4)

Phillips, Peter (4)

Main data

Where Sean Telg has published?

Working Papers Series with more than one paper published	# docs
MPRA Paper / University Library of Munich, Germany	3
Tinbergen Institute Discussion Papers / Tinbergen Institute	3

Recent works citing Sean Telg (2024 and 2023)

Year	Title of citing document
2023	Noncausal affine processes with applications to derivative pricing. (2023). Lu, Yang ; Gourieroux, Christian. In: Mathematical Finance. RePEc:bla:mathfi:v:33:y:2023:i:3:p:766-796. Full description at Econpapers \|\| Download paper
2024	A residual bootstrap for conditional Value-at-Risk. (2024). Smeekes, Stephan ; Heinemann, Alexander ; Beutner, Eric. In: Journal of Econometrics. RePEc:eee:econom:v:238:y:2024:i:2:s0304407623002701. Full description at Econpapers \|\| Download paper
2023	Consistency of banks internal probability of default estimates: Empirical evidence from the COVID-19 crisis. (2023). Teply, Petr ; Stepankova, Barbora. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:154:y:2023:i:c:s037842662300167x. Full description at Econpapers \|\| Download paper
2024	A short term credibility index for central banks under inflation targeting: An application to Brazil. (2024). Hecq, Alain ; Voisin, Elisa ; Issler, Joo Victor. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:143:y:2024:i:c:s0261560624000445. Full description at Econpapers \|\| Download paper
2024	Convolution?based filtering and forecasting: An application to WTI crude oil prices. (2021). Tong, Michelle ; Jasiak, Joann ; Gourieroux, Christian. In: Journal of Forecasting. RePEc:wly:jforec:v:40:y:2021:i:7:p:1230-1244. Full description at Econpapers \|\| Download paper

Works by Sean Telg:

Year	Title	Type	Cited
2018	A Residual Bootstrap for Conditional Expected Shortfall In: Papers. [Full Text][Citation analysis]	paper	2
2023	Covid-19, credit risk management modeling, and government support In: Journal of Banking & Finance. [Full Text][Citation analysis]	article	1
2019	Mixed causal-noncausal autoregressions with exogenous regressors In: FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE). [Full Text][Citation analysis]	paper	12
2020	Mixed causal–noncausal autoregressions with exogenous regressors.(2020) In: Journal of Applied Econometrics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 12	article
2017	Do Seasonal Adjustments Induce Noncausal Dynamics in Inflation Rates? In: Econometrics. [Full Text][Citation analysis]	article	9
2016	Do Seasonal Adjustments Induce Noncausal Dynamics in Inflation Rates?.(2016) In: MPRA Paper. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 9	paper
2017	Detecting Co-Movements in Noncausal Time Series In: MPRA Paper. [Full Text][Citation analysis]	paper	0
2018	Detecting Co-Movements in Noncausal Time Series.(2018) In: CEIS Research Paper. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0	paper
2017	Mixed Causal-Noncausal Autoregressions with Strictly Exogenous Regressors In: MPRA Paper. [Full Text][Citation analysis]	paper	1
2021	COVID-19, Credit Risk and Macro Fundamentals In: Tinbergen Institute Discussion Papers. [Full Text][Citation analysis]	paper	0
2021	Time-varying effects of housing attributes and economic environment on housing prices In: Tinbergen Institute Discussion Papers. [Full Text][Citation analysis]	paper	0
2024	A Novel Test for the Presence of Local Explosive Dynamics In: Tinbergen Institute Discussion Papers. [Full Text][Citation analysis]	paper	0
2015	Identification of Mixed Causal-Noncausal Models : How Fat Should We Go? In: Research Memorandum. [Full Text][Citation analysis]	paper	1