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
No ancillary activities
Ancillary activities are updated daily
Publicaties