Disentangling the effect of measures, variants and vaccines on SARS-CoV-2 Infections in England: A dynamic intensity model
O. Boldea, A. Cornea-Madeira and J. Madeira
Econometrics Journal, to appear (2023).
Econometric Analysis of Switching Expectations in UK Inflation
A. Cornea-Madeira and J. Madeira
Oxford Bulletin of Economics and Statistics 84, 651-673 (2022).
Behavioral Heterogeneity in U.S. Inflation Dynamics
A. Cornea-Madeira, C. H. Homes and D. Massaro
Journal of Business and Economic Statistics 37, 288-300 (2019).
Bootstrapping Structural Change Tests
O. Boldea, A. Cornea-Madeira and A. R. Hall
Journal of Econometrics 213, 359-397 (2019).
Link of moments before and after transformations, with an application to resampling from fat-tailed distributions
K. M. Abadir and A. Cornea-Madeira
Econometric Theory 35, 630-652 (2019).
The Explicit Formula for the Hodrick-Prescott Filter in Finite Sample
A. Cornea-Madeira
Review of Economics and Statistics 99, 314-318 (2017).
A Parametric Bootstrap for Heavy-Tailed Distributions
A. Cornea-Madeira and R. Davidson
Econometric Theory 31, 449-470 (2015).