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



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).


Financial Econometrics (UG)

Personal webpage

Departmental roles



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

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

Telephone: +44 (0) 1904 325041
Room: MBA/109

Subject Group

Accounting & Finance