Omar Rachedi
Research Economist at the Banco de España


 
         Curriculum Vitae

   Email address:
   omar.rachedi(at)bde.es
   omar.rachedi(at)yahoo.com

I am a Research Economist at the ADG Economics and Research of the Banco de España. 
My research covers topics in the field of macro-finance.

Publications
Portfolio Rebalancing and Asset Pricing with Heterogeneous Inattention
International Economic ReviewForthcoming - Supplementary Material

True vs. Spurious Long Memory. Some Theoretical Results and a Monte Carlo Comparison 
Econometric Reviews, 2015, 34(4), 452-479 - with Arturo Leccadito and Giovanni Urga

Working Papers 

The Calm Before the Storm: Time Varying Volatility and the Origins of Financial Crises
Supplementary Material - R&R, Journal of International Economics

Services Deepening and the Transmission of Monetary Policy
Supplementary Material - with Alessandro Galesi

Financial Development, Default Rates, and Credit Spreads
with Alessandro Peri

The Young, the Old, and the Government: Demographics and Fiscal Multipliers
with Henrique Basso 

Policy Work
Guilherme BandeiraSamuel Hurtado, and I are developing JOSE, the new JOint Spain Euro area DSGE model of the Banco de España.