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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

Banco de España

Madrid, Spain
http://www.bde.es/

:


RePEc:edi:bdegves (more details at EDIRC)

Research output

as
Jump to: Working papers Articles

Working papers

  1. Moro, Alessio & Rachedi, Omar, 2018. "The Changing Structure of Government Spending," MPRA Paper 86577, University Library of Munich, Germany.
  2. Omar Rachedi, 2016. "Portfolio rebalancing and asset pricing with heterogeneous inattention," Working Papers 1633, Banco de España;Working Papers Homepage.
  3. Alessandro Galesi & Omar Rachedi, 2016. "Structural transformation, services deepening, and the transmission of monetary policy," Working Papers 1615, Banco de España;Working Papers Homepage.

Articles

  1. 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.
  2. 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. Omar Rachedi, 2016. "Portfolio rebalancing and asset pricing with heterogeneous inattention," Working Papers 1633, Banco de España;Working Papers Homepage.

    Cited by:

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

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

    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. Pablo Burriel & Alessandro Galesi, 2016. "Uncovering the heterogeneous effects of ecb unconventional monetary policies across euro area countries," Working Papers 1631, Banco de España;Working Papers Homepage.

Articles

  1. 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.
  2. 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. Sibbertsen, Philipp & Leschinski, Christian & Busch, Marie, 2018. "A multivariate test against spurious long memory," Journal of Econometrics, Elsevier, vol. 203(1), pages 33-49.
    2. Kruse, Robinson, 2015. "A modified test against spurious long memory," Economics Letters, Elsevier, vol. 135(C), pages 34-38.
    3. 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.
    4. Wenger, Kai & Leschinski, Christian & Sibbertsen, Philipp, 2017. "The Memory of Volatility," Hannover Economic Papers (HEP) dp-601, Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät.
    5. 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.

More information

Research fields, statistics, top rankings, if available.

Statistics

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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 2 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 (2) 2016-08-07 2018-05-28. Author is listed
  2. NEP-CSE: Economics of Strategic Management (1) 2016-08-07. Author is listed
  3. NEP-DGE: Dynamic General Equilibrium (1) 2018-05-28. Author is listed
  4. NEP-MON: Monetary Economics (1) 2016-08-07. Author is listed

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