Sean Telg : Citation Profile


Are you Sean Telg?

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

3

H index

1

i10 index

29

Citations

RESEARCH PRODUCTION:

4

Articles

9

Papers

RESEARCH ACTIVITY:

   8 years (2015 - 2023). See details.
   Cites by year: 3
   Journals where Sean Telg has often published
   Relations with other researchers
   Recent citing documents: 4.    Total self citations: 4 (12.12 %)

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:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pte281
   Updated: 2024-01-16    RAS profile: 2023-08-06    
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Relations with other researchers


Works with:

Hecq, Alain (3)

Issler, João (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 (16)

Cubadda, Gianluca (3)

Fries, Sebastien (2)

Taufemback, Cleiton (2)

Bec, Frédérique (1)

Heinemann, Alexander (1)

Jacobs, Jan (1)

Kramkov, Viacheslav (1)

Jasiak, Joann (1)

Zakoian, Jean-Michel (1)

Cites to:

Koopman, Siem Jan (13)

Lucas, Andre (13)

Lanne, Markku (12)

Saikkonen, Pentti (9)

gourieroux, christian (6)

Jasiak, Joann (5)

Hecq, Alain (5)

Duffie, Darrell (4)

Schwaab, Bernd (4)

Creal, Drew (4)

Monteiro, Andre (4)

Main data


Where Sean Telg has published?


Working Papers Series with more than one paper published# docs
MPRA Paper / University Library of Munich, Germany3
Tinbergen Institute Discussion Papers / Tinbergen Institute2

Recent works citing Sean Telg (2024 and 2023)


YearTitle of citing document
2023.

Full description at Econpapers || Download paper

2023Noncausal 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

2023Consistency 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

2023Detecting Common Bubbles in Multivariate Mixed Causal-noncausal Models. (2023). Hecq, Alain ; Cubadda, Gianluca ; Voisin, Elisa. In: CEIS Research Paper. RePEc:rtv:ceisrp:555.

Full description at Econpapers || Download paper

Works by Sean Telg:


YearTitleTypeCited
2018A Residual Bootstrap for Conditional Expected Shortfall In: Papers.
[Full Text][Citation analysis]
paper1
2019Detecting Co?Movements in Non?Causal Time Series In: Oxford Bulletin of Economics and Statistics.
[Full Text][Citation analysis]
article5
2017Detecting Co-Movements in Noncausal Time Series.(2017) In: MPRA Paper.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 5
paper
2018Detecting Co-Movements in Noncausal Time Series.(2018) In: CEIS Research Paper.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 5
paper
2023Covid-19, credit risk management modeling, and government support In: Journal of Banking & Finance.
[Full Text][Citation analysis]
article1
2019Mixed causal-noncausal autoregressions with exogenous regressors In: FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE).
[Full Text][Citation analysis]
paper11
2020Mixed causal–noncausal autoregressions with exogenous regressors.(2020) In: Journal of Applied Econometrics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 11
article
2017Do Seasonal Adjustments Induce Noncausal Dynamics in Inflation Rates? In: Econometrics.
[Full Text][Citation analysis]
article9
2016Do 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
2017Mixed Causal-Noncausal Autoregressions with Strictly Exogenous Regressors In: MPRA Paper.
[Full Text][Citation analysis]
paper1
2021COVID-19, Credit Risk and Macro Fundamentals In: Tinbergen Institute Discussion Papers.
[Full Text][Citation analysis]
paper0
2021Time-varying effects of housing attributes and economic environment on housing prices In: Tinbergen Institute Discussion Papers.
[Full Text][Citation analysis]
paper0
2015Identification of Mixed Causal-Noncausal Models : How Fat Should We Go? In: Research Memorandum.
[Full Text][Citation analysis]
paper1

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