Citation profile for Sean Telg

Sean Telg : Citation Profile

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

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Citations

RESEARCH PRODUCTION:

Articles

Papers

RESEARCH ACTIVITY:

   10 years (2015 - 2025). See details.
   Cites by year: 3
   Journals where Sean Telg has often published
   Relations with other researchers
   Recent citing documents: 5.    Total self citations: 5 (11.9 %)

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: 2026-05-02    RAS profile: 2026-04-13
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Relations with other researchers

Works with:

Lucas, Andre (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 (19)

Cubadda, Gianluca (3)

Fries, Sebastien (2)

Taufemback, Cleiton (2)

Heinemann, Alexander (1)

Kramkov, Viacheslav (1)

Jasiak, Joann (1)

Bec, Frédérique (1)

Zakoian, Jean-Michel (1)

Smeekes, Stephan (1)

Jacobs, Jan (1)

Cites to:

Lanne, Markku (16)

Lucas, Andre (13)

Saikkonen, Pentti (13)

Koopman, Siem Jan (13)

Hecq, Alain (11)

Jasiak, Joann (11)

gourieroux, christian (8)

Luoto, Jani (6)

del Barrio Castro, Tomás (6)

Taylor, Robert (5)

Zakoian, Jean-Michel (5)

Main data

Where Sean Telg has published?

Working Papers Series with more than one paper published	# docs
Tinbergen Institute Discussion Papers / Tinbergen Institute	3
MPRA Paper / University Library of Munich, Germany	3
Papers / arXiv.org	2

Recent works citing Sean Telg (2026 and 2025)

Year	Title of citing document
2025	Regularized Generalized Covariance (RGCov) Estimator. (2025). Hecq, Alain ; Neyazi, Aryan Manafi ; Jasiak, Joann ; Giancaterini, Francesco. In: Papers. RePEc:arx:papers:2504.18678. Full description at Econpapers \|\| Download paper
2025	Generalized Covariance Estimator under Misspecification and Constraints. (2025). Neyazi, Aryan Manafi. In: Papers. RePEc:arx:papers:2509.13492. Full description at Econpapers \|\| Download paper
2025	Leveraging external debt: Stimulate innovation by infrastructure development in Belt and Road countries. (2025). Luo, Ruilin ; Zhang, Fan ; Mai, Jinghua. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:86:y:2025:i:c:p:1214-1243. Full description at Econpapers \|\| Download paper
2024	A residual bootstrap for conditional Value-at-Risk. (2024). Smeekes, Stephan ; Beutner, Eric ; Heinemann, Alexander. In: Journal of Econometrics. RePEc:eee:econom:v:238:y:2024:i:2:s0304407623002701. Full description at Econpapers \|\| Download paper
2025	Inference in mixed causal and noncausal models with generalized Student’s t-distributions. (2025). Hecq, Alain ; Giancaterini, Francesco. In: Econometrics and Statistics. RePEc:eee:ecosta:v:33:y:2025:i:c:p:1-12. 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
2026	Seasonality in Mixed Causal-Noncausal Processes In: Papers. [Full Text][Citation analysis]	paper	0
2025	A Novel Test for the Presence of Local Explosive Dynamics In: Journal of Time Series Analysis. [Full Text][Citation analysis]	article	1
2024	A Novel Test for the Presence of Local Explosive Dynamics.(2024) In: Tinbergen Institute Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1	paper
2019	Detecting Co‐Movements in Non‐Causal Time Series In: Oxford Bulletin of Economics and Statistics. [Full Text][Citation analysis]	article	6
2017	Detecting Co-Movements in Noncausal Time Series.(2017) In: MPRA Paper. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 6	paper
2018	Detecting Co-Movements in Noncausal Time Series.(2018) In: CEIS Research Paper. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 6	paper
2024	Time aggregation of mixed causal–noncausal models In: Economics Letters. [Full Text][Citation analysis]	article	0
2023	Covid-19, credit risk management modeling, and government support In: Journal of Banking & Finance. [Full Text][Citation analysis]	article	3
2019	Mixed causal-noncausal autoregressions with exogenous regressors In: FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE). [Full Text][Citation analysis]	paper	14
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: 14	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	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
2015	Identification of Mixed Causal-Noncausal Models : How Fat Should We Go? In: Research Memorandum. [Full Text][Citation analysis]	paper	1