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

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Profile

Biography

Adriana has been at the Management School 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).

Teaching

Financial Econometrics (UG)

Personal webpage

https://sites.google.com/a/york.ac.uk/cornea-madeira/

Departmental roles

Deputy Director of Postgraduate Programmes

Research

Overview

Adriana’s main research interest is in econometrics: in particular in bootstrap, fat-tailed distributions and structural time series models. Adriana’s other research interests are in finance and macroeconomics.

Publications

Selected publications

Abadir K. M. and A. Cornea-Madeira. Link of moments before and after transformations, with an application to resampling from fat-tailed distributions. Forthcoming Econometric Theory.  

Cornea-Madeira A., C. H. Hommes and D. Massaro. Behavioral Heterogeneity in U.S. Inflation Dynamics, forthcoming Journal of Business & Economic Statistics

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

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

Adriana Cornea-Madeira

The York Management School
University of York
Freboys Lane
Heslington
York YO10 5GD

Telephone: +44 (0) 1904 325041
Email: adriana.cornea-madeira@york.ac.uk
Room: MBA/109

Subject Group

Accounting & Finance