Amedeo Andriollo
Curriculum Vitae
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 is categorized into two major themes: examining nonlinear dependence in time series and investigating empirical asset pricing methodologies.
Click here below for visiting my personal website.
https://amandri.github.io/Link opens in a new window
Research Interests
- Econometrics
- Time series
Working papers
- 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.
- Misspecification and Weak Identification in the Nontraded Factor Zoo. (with Cesare Robotti and Xinyi Zhang). 2024.
- Causality versus Serial Correlation: an Asymmetric Portmanteau Test. 2024.
Work in progress
- The Impulse Responses Zoo Tamed by Local Projections (with Eric Renault).
- Social interactions under cluster dependence (with Luis Candelaria).
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.