IDEAS home Printed from https://ideas.repec.org/f/pra882.html
   My authors  Follow this author

Omar Rachedi

Personal Details

First Name:Omar
Middle Name:
Last Name:Rachedi
Suffix:
RePEc Short-ID:pra882
[This author has chosen not to make the email address public]
https://sites.google.com/site/omirachedi/

Affiliation

ESADE Business School
Universitat Ramon Llull

Barcelona, Spain
http://www.esade.edu/page/esp/business-school
RePEc:edi:esadees (more details at EDIRC)

Research output

as
Jump to: Working papers Articles

Working papers

  1. Alessandro Peri & Omar Rachedi & Iacopo Varotto, 2023. "The public investment multiplier in a production network," Working Papers 2311, Banco de España.
  2. Jesús Fernández-Villaverde & Joël Marbet & Galo Nuño & Omar Rachedi, 2023. "Inequality and the Zero Lower Bound," CESifo Working Paper Series 10471, CESifo.
  3. Henrique S. Basso, Richard Jaimes, Omar Rachedi, & Richard Jaimes & Omar Rachedi, 2022. "Demographics and Emissions: The Life Cycle of Consumption Carbon Intensity," Vniversitas Económica 20565, Universidad Javeriana - Bogotá.
  4. Effrosyni Adamopoulou & Francesco Manaresi & Omar Rachedi & Emircan Yurdagul, 2022. "Minimum Wages and Insurance Within the Firm," CRC TR 224 Discussion Paper Series crctr224_2022_326, University of Bonn and University of Mannheim, Germany.
  5. Drudi, Francesco & Moench, Emanuel & Holthausen, Cornelia & Weber, Pierre-François & Ferrucci, Gianluigi & Setzer, Ralph & Adao, Bernardino & Dées, Stéphane & Alogoskoufis, Spyros & Téllez, Mar Delgad, 2021. "Climate change and monetary policy in the euro area," Occasional Paper Series 271, European Central Bank.
  6. Omar Rachedi, 2020. "Structural transformation in the Spanish economy," Occasional Papers 2003, Banco de España.
  7. Sergio Mayordomo & Omar Rachedi, 2019. "The China syndrome affects banks: the credit supply channel of foreign import competition (Updated February 2020)," Working Papers 1908, Banco de España, revised Feb 2020.
  8. Alessio Moro & Omar Rachedi, 2018. "The changing structure of goverment consumption spending," Working Papers 1840, Banco de España.
  9. Hafedh BOUAKEZ & Omar RACHEDI & Santoro EMILIANO, 2018. "Sectoral Heterogeneity, Production Networks, and the Effects of Government Spending," Cahiers de recherche 17-2018, Centre interuniversitaire de recherche en économie quantitative, CIREQ.
  10. Moro, Alessio & Rachedi, Omar, 2018. "The Changing Structure of Government Spending," MPRA Paper 86577, University Library of Munich, Germany.
  11. Henrique S. Basso & Omar Rachedi, 2018. "The young, the old, and the government: demographics and fiscal multipliers," Working Papers 1837, Banco de España.
  12. Omar Rachedi, 2016. "Portfolio rebalancing and asset pricing with heterogeneous inattention," Working Papers 1633, Banco de España.
  13. Alessandro Galesi & Omar Rachedi, 2016. "Structural transformation, services deepening, and the transmission of monetary policy," Working Papers 1615, Banco de España.

Articles

  1. Hafedh Bouakez & Omar Rachedi & Emiliano Santoro, 2023. "The Government Spending Multiplier in a Multisector Economy," American Economic Journal: Macroeconomics, American Economic Association, vol. 15(1), pages 209-239, January.
  2. Mayordomo, Sergio & Rachedi, Omar, 2022. "The China Syndrome Affects Banks: The Credit Supply Channel of Foreign Import Competition," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 57(8), pages 3114-3144, December.
  3. Alessio Moro & Omar Rachedi, 2022. "The Changing Structure Of Government Consumption Spending," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 63(3), pages 1293-1323, August.
  4. Henrique S. Basso & Omar Rachedi, 2021. "The Young, the Old, and the Government: Demographics and Fiscal Multipliers," American Economic Journal: Macroeconomics, American Economic Association, vol. 13(4), pages 110-141, October.
  5. Alessandro Peri & Omar Rachedi, 2020. "Financial Development, Default Rates and Credit Spreads," The Economic Journal, Royal Economic Society, vol. 130(626), pages 534-553.
  6. Alessandro Galesi & Omar Rachedi, 2019. "Services Deepening and the Transmission of Monetary Policy," Journal of the European Economic Association, European Economic Association, vol. 17(4), pages 1261-1293.
  7. Omar Rachedi, 2018. "Portfolio Rebalancing And Asset Pricing With Heterogeneous Inattention," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 59(2), pages 699-726, May.
  8. Arturo Leccadito & Omar Rachedi & Giovanni Urga, 2015. "True Versus Spurious Long Memory: Some Theoretical Results and a Monte Carlo Comparison," Econometric Reviews, Taylor & Francis Journals, vol. 34(4), pages 452-479, April.

Citations

Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.

Working papers

  1. Effrosyni Adamopoulou & Francesco Manaresi & Omar Rachedi & Emircan Yurdagul, 2022. "Minimum Wages and Insurance Within the Firm," CRC TR 224 Discussion Paper Series crctr224_2022_326, University of Bonn and University of Mannheim, Germany.

    Cited by:

    1. Luke Haywood, 2023. "Gendered Effects of the Minimum Wage," UB School of Economics Working Papers 2023/450, University of Barcelona School of Economics.
    2. Di Nola, Alessandro & Haywood, Luke & Wang, Haomin, 2023. "Gendered effects of the minimum wage," Working Papers 14, University of Konstanz, Cluster of Excellence "The Politics of Inequality. Perceptions, Participation and Policies".

  2. Drudi, Francesco & Moench, Emanuel & Holthausen, Cornelia & Weber, Pierre-François & Ferrucci, Gianluigi & Setzer, Ralph & Adao, Bernardino & Dées, Stéphane & Alogoskoufis, Spyros & Téllez, Mar Delgad, 2021. "Climate change and monetary policy in the euro area," Occasional Paper Series 271, European Central Bank.

    Cited by:

    1. Aghion, Philippe & Boneva, Lena & Breckenfelder, Johannes & Laeven, Luc & Olovsson, Conny & Popov, Alexander & Rancoita, Elena, 2022. "Financial Markets and Green Innovation," Working Paper Series 2686, European Central Bank.
    2. Kotz, Maximilian & Kuik, Friderike & Lis, Eliza & Nickel, Christiane, 2023. "The impact of global warming on inflation: averages, seasonality and extremes," Working Paper Series 2821, European Central Bank.
    3. Waffenschmidt, Brigitte, 2021. "Nachhaltigkeit: Modewort oder Erwartung der Generation Y an ihre Arbeitgeber," EconStor Research Reports 246810, ZBW - Leibniz Information Centre for Economics.
    4. Ciccarelli, Matteo & Kuik, Friderike & Martínez Hernández, Catalina, 2023. "The asymmetric effects of weather shocks on euro area inflation," Working Paper Series 2798, European Central Bank.
    5. Goryunov Eugeny, 2021. "Долгосрочные Вызовы Для Российской Монетарной Политики: Климатические Изменения, Демография И Введение Цифрового Рубля," Russian Economic Development (in Russian), Gaidar Institute for Economic Policy, issue 11, pages 9-13, November.
    6. Chaitat Jirophat & Pym Manopimoke & Suparit Suwanik, 2022. "The Macroeconomic Effects of Climate Shocks in Thailand," PIER Discussion Papers 188, Puey Ungphakorn Institute for Economic Research.
    7. Paola D'Orazio & Jessica Reale & Anh Duy Pham, 2023. "Climate-induced liquidity crises: interbank exposures and macroprudential implications," Chemnitz Economic Papers 059, Department of Economics, Chemnitz University of Technology.
    8. Eleni Argiri & Ifigeneia Skotida, 2021. "The 2021 review of the monetary policy strategy of the Eurosystem: an economy of forces," Economic Bulletin, Bank of Greece, issue 54, pages 23-57, December.
    9. Chiara Colesanti Senni & Maria Sole Pagliari & Jens van ‘t Klooster, 2023. "The CO2 content of the TLTRO III scheme and its greening," Working Papers 792, DNB.
    10. Alogoskoufis, Spyros & Dunz, Nepomuk & Emambakhsh, Tina & Hennig, Tristan & Kaijser, Michiel & Kouratzoglou, Charalampos & Muñoz, Manuel A. & Parisi, Laura & Salleo, Carmelo, 2021. "ECB’s economy-wide climate stress test," Occasional Paper Series 281, European Central Bank.
    11. Langot, François & Malmberg, Selma & Tripier, Fabien & Hairault, Jean-Olivier, 2023. "The Macroeconomic and Redistributive Effects of Shielding Consumers from Rising Energy Prices: the French Experiment," CEPREMAP Working Papers (Docweb) 2305, CEPREMAP.
    12. Breckenfelder, Johannes & Maćkowiak, Bartosz & Marqués-Ibáñez, David & Olovsson, Conny & Popov, Alexander & Porcellacchia, Davide & Schepens, Glenn, 2023. "The climate and the economy," Working Paper Series 2793, European Central Bank.
    13. Lukas Folkens & Petra Schneider, 2022. "Responsible Carbon Resource Management through Input-Oriented Cap and Trade (IOCT)," Sustainability, MDPI, vol. 14(9), pages 1-17, May.
    14. Goryunov Eugeny, 2021. "Long-term Challenges for the Monetary Policy in Russia: Climate Change, Demographics and Digital Rouble Adoption [Долгосрочные Вызовы Для Российской Монетарной Политики: Климатические Изменения, Де," Russian Economic Development, Gaidar Institute for Economic Policy, issue 11, pages 9-13, November.

  3. Alessio Moro & Omar Rachedi, 2018. "The changing structure of goverment consumption spending," Working Papers 1840, Banco de España.

    Cited by:

    1. Omar Rachedi, 2020. "Structural transformation in the Spanish economy," Occasional Papers 2003, Banco de España.
    2. Sen, Ali, 2020. "Structural change within the services sector, Baumol's cost disease, and cross-country productivity differences," MPRA Paper 99614, University Library of Munich, Germany.

  4. Hafedh BOUAKEZ & Omar RACHEDI & Santoro EMILIANO, 2018. "Sectoral Heterogeneity, Production Networks, and the Effects of Government Spending," Cahiers de recherche 17-2018, Centre interuniversitaire de recherche en économie quantitative, CIREQ.

    Cited by:

    1. Lydia Cox & Gernot Müller & Ernesto Pastén & Raphael Schoenle & Michael Weber, 2020. "Big G," NBER Working Papers 27034, National Bureau of Economic Research, Inc.
      • Lydia Cox & Gernot Muller & Ernesto Pasten & Raphael Schoenle & Michael Weber, 2020. "Big G," Working Papers Central Bank of Chile 878, Central Bank of Chile.
      • Lydia Cox & Gernot J. Müller & Ernesto Pasten & Raphael Schoenle & Michael Weber, 2020. "Big G," Working Papers 2020-36, Becker Friedman Institute for Research In Economics.
      • Lydia Cox & Gernot J. Müller & Ernesto Pasten & Raphael Schoenle, 2020. "Big G," Working Papers 20-15, Federal Reserve Bank of Cleveland.
      • Lydia Cox & Gernot Müller & Ernesto Pasten & Raphael S. Schoenle & Michael Weber & Michael Weber, 2020. "Big G," CESifo Working Paper Series 8229, CESifo.
      • Schoenle, Raphael & Müller, Gernot & Pasten, Ernesto & Weber, Michael, 2020. "Big G," CEPR Discussion Papers 14625, C.E.P.R. Discussion Papers.
    2. Henrique S. Basso & Omar Rachedi, 2021. "The Young, the Old, and the Government: Demographics and Fiscal Multipliers," American Economic Journal: Macroeconomics, American Economic Association, vol. 13(4), pages 110-141, October.
    3. Omar Rachedi, 2020. "Structural transformation in the Spanish economy," Occasional Papers 2003, Banco de España.
    4. Alessio Moro & Omar Rachedi, 2018. "The changing structure of goverment consumption spending," Working Papers 1840, Banco de España.
    5. Hinterlang, Natascha & Moyen, Stephane & Röhe, Oke & Stähler, Nikolai, 2023. "Gauging the effects of the German COVID-19 fiscal stimulus package," European Economic Review, Elsevier, vol. 154(C).

  5. Moro, Alessio & Rachedi, Omar, 2018. "The Changing Structure of Government Spending," MPRA Paper 86577, University Library of Munich, Germany.

    Cited by:

    1. Omar Rachedi, 2020. "Structural transformation in the Spanish economy," Occasional Papers 2003, Banco de España.

  6. Henrique S. Basso & Omar Rachedi, 2018. "The young, the old, and the government: demographics and fiscal multipliers," Working Papers 1837, Banco de España.

    Cited by:

    1. Pedro Brinca & Miguel H. Ferreira & Francesco Franco & Hans A. Holter & Laurence Malafry, 2017. "Fiscal Consolidation Programs and Income Inequality," CEF.UP Working Papers 1703, Universidade do Porto, Faculdade de Economia do Porto.
    2. Basso, Henrique S. & Jimeno, Juan F., 2021. "From secular stagnation to robocalypse? Implications of demographic and technological changes," Journal of Monetary Economics, Elsevier, vol. 117(C), pages 833-847.
    3. Sami Alpanda & Hyunji Song & Sarah Zubairy, 2021. "Household Debt and the Effects of Fiscal Policy," Working Papers 20210928-001, Texas A&M University, Department of Economics.
    4. Romanos Priftis & Srecko Zimic, 2018. "Sources of Borrowing and Fiscal Multipliers," Staff Working Papers 18-32, Bank of Canada.
    5. Puonti, Päivi, 2023. "Effective Fiscal Policy in an Aging Economy: Evidence from a BVAR Analysis," ETLA Working Papers 110, The Research Institute of the Finnish Economy.
    6. Bessho, Shun-ichiro, 2021. "Local fiscal multipliers and population aging in Japan," Japan and the World Economy, Elsevier, vol. 60(C).
    7. María del Carmen Ramos-Herrera & Simón Sosvilla-Rivero, 2020. "Fiscal Sustainability in Aging Societies: Evidence from Euro Area Countries," Sustainability, MDPI, vol. 12(24), pages 1-20, December.
    8. Wei Dong & Geoffrey Dunbar & Christian Friedrich & Dmitry Matveev & Romanos Priftis & Lin Shao, 2021. "Complementarities Between Fiscal Policy and Monetary Policy—Literature Review," Discussion Papers 2021-4, Bank of Canada.
    9. Juan F. Jimeno, 2019. "Fewer babies and more robots: economic growth in a new era of demographic and technological changes," SERIEs: Journal of the Spanish Economic Association, Springer;Spanish Economic Association, vol. 10(2), pages 93-114, June.
    10. Joseph Kopecky, 2021. "The Age for Austerity? Population Age Structure and Fiscal Multipliers," Trinity Economics Papers tep1621, Trinity College Dublin, Department of Economics.
    11. Bernardino, Tiago, 2019. "Asset Liquidity and Fiscal Consolidation Programs," MPRA Paper 93903, University Library of Munich, Germany.
    12. Vaz de Castro, Afonso, 2022. "Risk Aversion and Recessive Impacts of Austerity," MPRA Paper 111875, University Library of Munich, Germany.
    13. Laure Simon, 2023. "Fiscal Stimulus and Skill Accumulation over the Life Cycle," Staff Working Papers 23-9, Bank of Canada.
    14. Kim, Wongi, 2021. "Macroeconomic effects of government transfer payments: Evidence from Korea," Economic Modelling, Elsevier, vol. 102(C).
    15. Alessio Moro & Omar Rachedi, 2018. "The changing structure of goverment consumption spending," Working Papers 1840, Banco de España.
    16. Pedro Brinca & Hans Holter & Miguel Faria-e-Castro & Miguel Ferreira, 2019. "The Nonlinear Effects of Fiscal Policy," 2019 Meeting Papers 934, Society for Economic Dynamics.
    17. Moro, Alessio & Rachedi, Omar, 2018. "The Changing Structure of Government Spending," MPRA Paper 86577, University Library of Munich, Germany.
    18. Peter Andre & Carlo Pizzinelli & Christopher Roth & Johannes Wohlfart, 2021. "Subjective Models of the Macroeconomy: Evidence From Experts and Representative Samples," ECONtribute Discussion Papers Series 119, University of Bonn and University of Cologne, Germany.
    19. Ricardo Duque Gabriel, 2022. "The Credit Channel of Public Procurement," GEE Papers 0171, Gabinete de Estratégia e Estudos, Ministério da Economia, revised Nov 2022.
    20. Kopecky, Joseph, 2022. "The age for austerity? Population age structure and fiscal consolidation multipliers," Journal of Macroeconomics, Elsevier, vol. 73(C).
    21. Dantas Guimarães, Silvana & Ferreira Tiryaki, Gisele, 2020. "The impact of population aging on business cycles volatility: International evidence," The Journal of the Economics of Ageing, Elsevier, vol. 17(C).
    22. Morita, Hiroshi, 2022. "On the relationship between fiscal multipliers and population aging in Japan: Theory and empirics," Economic Modelling, Elsevier, vol. 108(C).
    23. John V. Leahy & Aditi Thapar, 2019. "Demographic Effects on the Impact of Monetary Policy," NBER Working Papers 26324, National Bureau of Economic Research, Inc.
    24. Waki, Yuichiro, 2022. "A cautionary note on linear aggregation in macroeconomic models under the RINCE preferences," Journal of Macroeconomics, Elsevier, vol. 72(C).

  7. Omar Rachedi, 2016. "Portfolio rebalancing and asset pricing with heterogeneous inattention," Working Papers 1633, Banco de España.

    Cited by:

    1. Omar Rachedi, 2016. "Portfolio rebalancing and asset pricing with heterogeneous inattention," Working Papers 1633, Banco de España.
    2. Lorenzo Menna, 2016. "Optimal Fiscal and Monetary Policies Under Limited Asset Market Participation," Italian Economic Journal: A Continuation of Rivista Italiana degli Economisti and Giornale degli Economisti, Springer;Società Italiana degli Economisti (Italian Economic Association), vol. 2(3), pages 363-383, November.

  8. Alessandro Galesi & Omar Rachedi, 2016. "Structural transformation, services deepening, and the transmission of monetary policy," Working Papers 1615, Banco de España.

    Cited by:

    1. Ivan Petrella & Raffaele Rossi & Emiliano Santoro, 2019. "Monetary Policy with Sectoral Trade‐Offs," Scandinavian Journal of Economics, Wiley Blackwell, vol. 121(1), pages 55-88, January.
    2. Blanco, Cesar & Diz, Sebastian, 2021. "Optimal monetary policy with non-homothetic preferences," MPRA Paper 107427, University Library of Munich, Germany.
    3. Pablo Burriel & Alessandro Galesi, 2016. "Uncovering the heterogeneous effects of ecb unconventional monetary policies across euro area countries," Working Papers 1631, Banco de España.

Articles

  1. Hafedh Bouakez & Omar Rachedi & Emiliano Santoro, 2023. "The Government Spending Multiplier in a Multisector Economy," American Economic Journal: Macroeconomics, American Economic Association, vol. 15(1), pages 209-239, January.

    Cited by:

    1. Pål Boug & Thomas von Brasch & Ådne Cappelen & Roger Hammersland & Håvard Hungnes & Dag Kolsrud & Julia Skretting & Birger Strøm & Trond C. Vigtel, 2022. "Fiscal policy, macroeconomic performance and industry structure in a small open economy," Discussion Papers 984, Statistics Norway, Research Department.
    2. Ernil Sabaj & Rashid Sbia & Haytem Troug, 2023. "Does it matter where and how governments spend?," Post-Print hal-04171879, HAL.
    3. Natascha Hinterlang, 2023. "Effects of Carbon Pricing in Germany and Spain: An Assessment with EMuSe," Working Papers 2328, Banco de España.
    4. Ernst, Anne & Hinterlang, Natascha & Mahle, Alexander & Stähler, Nikolai, 2023. "Carbon pricing, border adjustment and climate clubs: Options for international cooperation," Journal of International Economics, Elsevier, vol. 144(C).

  2. Alessio Moro & Omar Rachedi, 2022. "The Changing Structure Of Government Consumption Spending," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 63(3), pages 1293-1323, August.
    See citations under working paper version above.
  3. Henrique S. Basso & Omar Rachedi, 2021. "The Young, the Old, and the Government: Demographics and Fiscal Multipliers," American Economic Journal: Macroeconomics, American Economic Association, vol. 13(4), pages 110-141, October.
    See citations under working paper version above.
  4. Alessandro Galesi & Omar Rachedi, 2019. "Services Deepening and the Transmission of Monetary Policy," Journal of the European Economic Association, European Economic Association, vol. 17(4), pages 1261-1293.

    Cited by:

    1. Francesco Ferrante & Sebastian Graves & Matteo Iacoviello, 2023. "The Inflationary Effects of Sectoral Reallocation," International Finance Discussion Papers 1369, Board of Governors of the Federal Reserve System (U.S.).
    2. Omar Rachedi, 2020. "Structural transformation in the Spanish economy," Occasional Papers 2003, Banco de España.
    3. Jan Willem van den End & Paul Konietschke & Anna Samarina & Irina M. Stanga, 2020. "Macroeconomic reversal rate: evidence from a nonlinear IS-curve," Working Papers 684, DNB.
    4. van den End, Jan Willem & Konietschke, Paul & Samarina, Anna & Stanga, Irina M., 2021. "Macroeconomic reversal rate in a low interest rate environment," Working Paper Series 2620, European Central Bank.
    5. Alessio Moro & Omar Rachedi, 2018. "The changing structure of goverment consumption spending," Working Papers 1840, Banco de España.
    6. Villani, Elisa & Linder, Christian & Lechner, Christian & Muller, Lina, 2021. "How do non-innovative firms start innovation and build legitimacy? The case of professional service firms," Journal of Business Research, Elsevier, vol. 137(C), pages 614-625.
    7. Moro, Alessio & Rachedi, Omar, 2018. "The Changing Structure of Government Spending," MPRA Paper 86577, University Library of Munich, Germany.
    8. Alexandros Skouralis, 2021. "Systemic Risk Spillovers Across the EURO Area," Working Papers 326919507, Lancaster University Management School, Economics Department.
    9. Moro, Alessio & Valdes, Carlo, 2019. "Stuctural transformation in general equilibrium," MERIT Working Papers 2019-049, United Nations University - Maastricht Economic and Social Research Institute on Innovation and Technology (MERIT).
    10. Kim, Bae-Geun, 2020. "Sectoral shifts and comovements in employment," Economics Letters, Elsevier, vol. 192(C).
    11. Kim, Bae-Geun, 2023. "Technological advances in manufacturing and their effects on sectoral employment in the Korean economy," Economic Modelling, Elsevier, vol. 126(C).
    12. Giacomo Mangiante, 2022. "Demographic Trends and the Transmission of Monetary Policy," Cahiers de Recherches Economiques du Département d'économie 22.04, Université de Lausanne, Faculté des HEC, Département d’économie.
    13. Alessandro Galesi & Omar Rachedi, 2016. "Structural transformation, services deepening, and the transmission of monetary policy," Working Papers 1615, Banco de España.
    14. Glocker, Christian & Piribauer, Philipp, 2021. "Digitalization, retail trade and monetary policy," Journal of International Money and Finance, Elsevier, vol. 112(C).

  5. Omar Rachedi, 2018. "Portfolio Rebalancing And Asset Pricing With Heterogeneous Inattention," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 59(2), pages 699-726, May.
    See citations under working paper version above.
  6. Arturo Leccadito & Omar Rachedi & Giovanni Urga, 2015. "True Versus Spurious Long Memory: Some Theoretical Results and a Monte Carlo Comparison," Econometric Reviews, Taylor & Francis Journals, vol. 34(4), pages 452-479, April.

    Cited by:

    1. Ata Assaf & Luis Alberiko Gil-Alana & Khaled Mokni, 2022. "True or spurious long memory in the cryptocurrency markets: evidence from a multivariate test and other Whittle estimation methods," Empirical Economics, Springer, vol. 63(3), pages 1543-1570, September.
    2. Sibbertsen, Philipp & Leschinski, Christian & Busch, Marie, 2018. "A multivariate test against spurious long memory," Journal of Econometrics, Elsevier, vol. 203(1), pages 33-49.
    3. Kruse, Robinson, 2015. "A modified test against spurious long memory," Economics Letters, Elsevier, vol. 135(C), pages 34-38.
    4. Kunal Saha & Vinodh Madhavan & Chandrashekhar G. R. & David McMillan, 2020. "Pitfalls in long memory research," Cogent Economics & Finance, Taylor & Francis Journals, vol. 8(1), pages 1733280-173, January.
    5. Davide Delle Monache & Stefano Grassi & Paolo Santucci, 2015. "Testing for Level Shifts in Fractionally Integrated Processes: a State Space Approach," Studies in Economics 1511, School of Economics, University of Kent.
    6. Wenger, Kai & Leschinski, Christian & Sibbertsen, Philipp, 2017. "The Memory of Volatility," Hannover Economic Papers (HEP) dp-601, Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät.
    7. Davide Delle Monache & Stefano Grassi & Paolo Santucci de Magistris, 2017. "Does the ARFIMA really shift?," CREATES Research Papers 2017-16, Department of Economics and Business Economics, Aarhus University.
    8. Gil-Alana, Luis A. & Huijbens, Edward H., 2018. "Tourism in Iceland: Persistence and seasonality," Annals of Tourism Research, Elsevier, vol. 68(C), pages 20-29.

More information

Research fields, statistics, top rankings, if available.

Statistics

Access and download statistics for all items

Rankings

This author is among the top 5% authors according to these criteria:
  1. Number of Downloads through RePEc Services over the past 12 months
  2. Closeness measure in co-authorship network

Co-authorship network on CollEc

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 14 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-MAC: Macroeconomics (9) 2016-08-07 2018-05-28 2018-11-19 2019-01-07 2021-09-27 2022-01-17 2022-01-31 2023-07-10 2023-07-17. Author is listed
  2. NEP-DGE: Dynamic General Equilibrium (7) 2018-05-28 2018-11-19 2019-01-07 2021-09-27 2023-06-12 2023-07-10 2023-07-17. Author is listed
  3. NEP-MON: Monetary Economics (4) 2016-08-07 2021-09-27 2023-07-10 2023-07-17. Author is listed
  4. NEP-ENV: Environmental Economics (3) 2021-09-27 2023-01-02 2023-01-02
  5. NEP-AGE: Economics of Ageing (2) 2018-11-19 2023-01-02
  6. NEP-CBA: Central Banking (2) 2021-09-27 2023-07-10
  7. NEP-EEC: European Economics (2) 2019-04-01 2020-02-10
  8. NEP-ENE: Energy Economics (2) 2021-09-27 2023-01-02
  9. NEP-LMA: Labor Markets - Supply, Demand, and Wages (2) 2022-01-17 2022-01-31
  10. NEP-BAN: Banking (1) 2019-04-01
  11. NEP-COM: Industrial Competition (1) 2019-04-01
  12. NEP-CSE: Economics of Strategic Management (1) 2016-08-07
  13. NEP-CWA: Central and Western Asia (1) 2022-01-31
  14. NEP-EUR: Microeconomic European Issues (1) 2022-01-31
  15. NEP-FDG: Financial Development and Growth (1) 2019-04-01
  16. NEP-HIS: Business, Economic and Financial History (1) 2020-02-10
  17. NEP-ISF: Islamic Finance (1) 2021-09-27
  18. NEP-MFD: Microfinance (1) 2023-07-10
  19. NEP-NET: Network Economics (1) 2023-06-12
  20. NEP-TID: Technology and Industrial Dynamics (1) 2020-02-10

Corrections

All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. For general information on how to correct material on RePEc, see these instructions.

To update listings or check citations waiting for approval, Omar Rachedi should log into the RePEc Author Service.

To make corrections to the bibliographic information of a particular item, find the technical contact on the abstract page of that item. There, details are also given on how to add or correct references and citations.

To link different versions of the same work, where versions have a different title, use this form. Note that if the versions have a very similar title and are in the author's profile, the links will usually be created automatically.

Please note that most corrections can take a couple of weeks to filter through the various RePEc services.

IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.