Personal information
Sean Telg is Assistant Professor at Vrije Universiteit Amsterdam at the Department of Econometrics and Data Science, School of Business and Economics. He holds a PhD from the Maastricht University (2017).
dr. Sean Telg
Assistant Professor, School of Business and Economics, Econometrics and Data Science
, Tinbergen Institute
Research
My research interests lie in the field of time series econometrics. In particular, I focus on the mixed causal-noncausal autoregressive model (and its extensions) and demonstrate its ability to model macroeconomic and financial data containing speculative bubbles or asymmetric cycles.
Key words: Time series econometrics, macroeconometrics, financial econometrics, mixed causal-noncausal autoregressive models, conditional volatility models, speculative bubbles, common features, risk management.
Teaching
Teaching
| Course | Programme | Role | Period active |
| Econometrics I | BSc EOR and EDS | Coordinator | 2020 - now |
| Data Science Practical | BSc EDS | Coordinator | 2019 - now |
| Integrative Practical | BSc EOR | Coordinator | 2019 - now |
| Statistics | BSc EOR and EDS | Tutor | 2019 - 2021 |
| Data Science Project | BSc EDS | Coordinator | 2019 - 2021 |
| Case Study in Econometrics and Data Science | MSc EOR | Tutor | 2019 - now |
Moreover, I have been involved in the Executive Education Programme Business Analytics & Data Science (BADS) from 2021 until 2025.
Management
Since September 2021, I have fulfilled the following management positions:
- Programme coordinator of the BSc Econometrics and Operations Research and the BSc Econometrics and Data Science (ongoing)
- Coordinator of the minor Applied Econometrics: A Big Data Experience for All (until January 2025)
- Programme coordinator of the MSc Econometrics and Operations Research (until September 2022)
Moreover, I am part of the SBE's Educators' Collective, which is a team of faculty members who are passionate about teaching and education innovation. I have developed preparation websites for both the BSc and the minor programmes, which can be accessed here and here, respectively.
Ancillary activities
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Ancillary activities are updated daily
Profile
Publications