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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)
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.
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
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