3
H index
1
i10 index
37
Citations
Sean Telg : Citation Profile
Vrije Universiteit Amsterdam (70% share) | RESEARCH PRODUCTION: 6 Articles 10 Papers RESEARCH ACTIVITY:
EXPERT IN:
MORE DETAILS IN: ABOUT THIS REPORT:
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10 years (2015 - 2025). 
Relations with other researchers
Works with:
Authors registered in RePEc who have co-authored more than one work in the last five years with Sean Telg. | Is cited by:
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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 |
Recent works citing Sean Telg (2025 and 2024)
| 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 |
| 2024 | A short term credibility index for central banks under inflation targeting: An application to Brazil. (2024). Issler, João ; Hecq, Alain ; Voisin, Elisa. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:143:y:2024:i:c:s0261560624000445. Full description at Econpapers || Download paper |
| 2024 | COVID-19 exposure, financial flexibility, and corporate leverage adjustment. (2024). Wu, Kai ; Liu, Jia ; Ur, Obaid. In: International Review of Economics & Finance. RePEc:eee:reveco:v:96:y:2024:i:pb:s1059056024006439. 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 |
| 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 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated December, 22 2025. Contact: CitEc Team