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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)
Deputy Director of Postgraduate Programmes
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.
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