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Adriana Cornea-Madeira
Senior Lecturer (Associate Professor) in Finance



Adriana has been at the School for Business and Society since 2014 and is a member of the Centre for Applied Macro-Finance at the University of York. She holds a PhD in Economics from Aix-Marseille School of Economics. Before joining the University of York, Adriana was Lecturer in Economics at the University of Exeter (2012-2014), British Academy Postdoctoral Fellow at Imperial College London (2009-2012) and Postdoctoral Fellow at the University of Amsterdam (2008-2009).

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Adriana's research interests are in theoretical and applied econometrics to finance and macroeconomics. In particular, she has an interest in bootstrap methods, behavioural macro/finance and time series filters.


Selected publications

Boldea O., A. Cornea-Madeira and A. R. Hall. Bootstrapping Structural Change Tests, Journal of Econometrics, 213(2), 359-357, 2019.

Abadir K. M. and A. Cornea-Madeira. Link of moments before and after transformations, with an application to resampling from fat-tailed distributions, Econometric Theory, 35(3), 630-652, 2019.

Cornea-Madeira A., C. H. Hommes and D. Massaro. Behavioral Heterogeneity in U.S. Inflation Dynamics, Journal of Business & Economic Statistics, 37(2), 288-300, 2019.

Cornea-Madeira A. The Explicit Formula for the Hodrick-Prescott Filter in Finite Sample, Review of Economics and Statistics, 99(2), 314-318, 2017.

Cornea-Madeira A. and R. Davidson. A Parametric Bootstrap for Heavy-Tailed Distributions, Econometric Theory, 31(3), 449-470, 2015. Matlab and R codes

Adriana Cornea-Madeira

School for Business and Society
University of York
Church Lane Building
York Science Park
York YO10 5ZF

Telephone: +44 (0) 1904 325041
Room: CL/A/122G

Subject Group

Accounting & Finance

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Financial Econometrics (UG)