Amedeo Andriollo
Curriculum VitaeLink opens in a new window
Contact details
Email: amedeo dot andriollo at warwick dot ac dot uk
Advice & feedback hours: Monday 11:30-13:00 (via email). Room: S1.115.
Related links
As an econometrician, I am interested in econometric theory and its empirical applications. I specialize in time series, with a particular focus on asset returns and macroeconomic data. My research agenda is divided into two main themes: analyzing nonlinear dependence in macroeconomic time series and examining empirical asset pricing methodologies.
Click here below for visiting my personal website.
https://amandri.github.io/Link opens in a new window
Research Interests
- Primary: Econometrics, Time series
- Secondly: Empirical Asset Pricing, Macroeconomics
Working papers
- Causality versus Serial Correlation: an Asymmetric Portmanteau Test. 2024.
[Job Market Paper]. - Misspecification and Weak Identification in the Nontraded Factor Zoo. (with Cesare Robotti and Xinyi Zhang). 2024.
- On the Statistical Properties of Tests of Parameter Restrictions in Beta-pricing Models with a Large Number of Assets (with Cesare RobottiLink opens in a new window and Giulio Rossetti). 2023.
Work in progress
- Social Interactions under Cluster Dependence (with Luis E. Candelaria).
- The Impulse Responses Zoo Tamed by Local Projections (with Eric RenaultLink opens in a new window).
Teaching
- University of Warwick.
Postgraduate level: EC9A3 Advanced Econometric Theory, 2021-4, taught by Eric Renault and Luis Candelaria.
Undergraduate level: EC226 Econometrics, 2021-2, taught by Jeremy Smith and Kenichi Nagasawa; EC204 Economics 2, 2021, taught by Jennifer Smith; EC201 Macroeconomics 2, 2021, taught by Roberto Pancrazi. - Queen Mary University of London.
Graduate level: Economics of Inequality (EMAP), 2022, taught by Sang Yoon Lee. - University of Bologna.
Graduate level: Macroeonomics 3, 2018, taught by Laura Bottazzi.