Amedeo Andriollo

AP in Finance at @Paris_Dauphine • PhD @warwickecon • econometrics | asset pricing • BSKY: @amedandr.bsky.social

[Amedeo Andriollo @amedandr]

What if AI is allowed during an exam?

At the Rencontres pédagogiques PSL, I shared an imperfect but useful experiment: limited prompts and submitted AI transcripts.
Trying to make AI use explicit but constrained.
Summary: https://t.co/zwzbpC0ayU

#Graduate #Education #AI

[Amedeo Andriollo @amedandr]

Are your shocks exogenous? 🤔

An updated “Causality versus Serial Correlation: an Asymmetric Portmanteau Test” is now out: https://t.co/cQ5CPWUdwd

A package implementing the test will be available soon.
Stay exogenous, stay tuned!

#EconTwitter #Econometrics #TimeSeries

[Amedeo Andriollo @amedandr]

2016: Hope this email finds you well.
2026: Hope this prompt finds you well.

[Amedeo Andriollo @amedandr]

Also, don’t miss this recent course by @RaulGuarini: https://t.co/RQi49XXndM

[Amedeo Andriollo @amedandr]

Happy to share my grad teaching materials on Empirical Asset Pricing 🚀📚

Slides are available here:
https://t.co/q4A4RidEHR
For anyone interested in asset pricing, or financial econometrics — hope they are useful!

(Any feedback is welcome)

[Evgenia Passari @evgenia_passari]

⏳One week to apply to the 9th Annual Dauphine Finance PhD Workshop jointly organized with the @cepr_org ! Send us your best papers ! @DrmDauphine @Paris_Dauphine

[Amedeo Andriollo @amedandr]

Quite exciting Thur. and Fri. ahead:
VTSS workshop (https://t.co/NQfdKgzoYf) and Chamberlain’s seminar. #econometricians don’t miss them! #econ

[Amedeo Andriollo @amedandr]

New macro wp on commodity supply vs. demand (proxies of) shocks.
Oil shocks are just the tip of the iceberg!
More work coming out soon: looking at the financial mkt side of the story.

[Evgenia Passari @evgenia_passari]

13/13 Full paper here: [https://t.co/S5L3LzSbgZ] #CommodityMarkets #MacroeconomicShocks #SupplyChains #IranRisks

[Evgenia Passari @evgenia_passari]

📣 The call for the 9th Dauphine Finance PhD Workshop joint with the @cepr_org is out! Submit your best work by the 10th of April via the CEPR platform and see you in Paris in June! Excited to host Janet Gao who will be delivering the keynote address.

[Juan F. Imbet @JuanImbett]

Amazing paper by my colleagues Vincent Tena and Gilles Chemla

[Warwick Economics @warwickecon]

Alperen's(@halperentosun) JMP shows that inflation expectations are not just biased, but also internally inconsistent: headline expectations are lower than the weighted sum of good-specific expectations, a puzzle explained by a model of human memory. More: https://t.co/h2tpJAGs6m

[Amedeo Andriollo @amedandr]

Nice clean paper:
https://t.co/c5Om8SpGod

Spoiler: LiM (vs. LiS) when covariates are iid
#Econometrics

[CEPR @cepr_org]

New CEPR Discussion Paper - DP20404
Unpacking Commodity Price Fluctuations: Reading the News to Understand Inflation
Dimitris Malliaropulos @BankofGreece @unipimun, @evgenia_passari, Filippos Petroulakis @BankofGreece
https://t.co/JqHgNK0i5i
#CEPR_MEF #EconTwitter

[Evgenia Passari @evgenia_passari]

Looking forward to the 8th edition of the Dauphine Finance PhD Workshop organized jointly with the @cepr_org, and with the kind support of Labex @LouisBachelier. Fantastic papers and keynote lecture by @WenxinDu. Register by e-mail at [email protected] by July 4th!

[Amedeo Andriollo @amedandr]

@ricc_matt Thank you very much Ricki!

[Amedeo Andriollo @amedandr]

Grateful for all the support from my advisors (Eric Cesare @ricco_giovanni), and all the outstanding faculty at @warwickecon (particularly the metrics group). plus much lucky for the exceptional viva committee (Bertille and @aoziparis + Pablo) 🙏

[Amedeo Andriollo @amedandr]

@andreaciaccio94 @Paris_Dauphine @DrmDauphine Thanks a lot, Andre! (Good luck to u as well!)

[Amedeo Andriollo @amedandr]

🧵 A quick update: I just successfully defended my thesis and will be joining @Paris_Dauphine @DrmDauphine as Assistant Professor this September!

[Amedeo Andriollo @amedandr]

@Gi_R94 Many thanks, Giulio!

[Amedeo Andriollo @amedandr]

@kansoy @Paris_Dauphine @DrmDauphine Thank you very much, Fatih!

[Amedeo Andriollo @amedandr]

@AruhanRS Thanks a lot, Aruhan!!

[Amedeo Andriollo @amedandr]

@ErnilSabaj @Paris_Dauphine @DrmDauphine Thank you very much, Ernil!