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Details about Itamar Caspi

Homepage:https://itamarcaspi.rbind.io
Phone:+972-2-6552650
Postal address:Research Department Bank of Israel PO Box 780 Jerusalem, 91007 Israel
Workplace:Bank of Israel, (more information at EDIRC)

Access statistics for papers by Itamar Caspi.

Last updated 2023-03-16. Update your information in the RePEc Author Service.

Short-id: pca958


Jump to Journal Articles Chapters

Working Papers

2022

  1. Double Machine Learning and Automated Confounder Selection -- A Cautionary Tale
    Papers, arXiv.org Downloads
  2. Forecasting CPI Inflation Components with Hierarchical Recurrent Neural Networks
    Papers, arXiv.org Downloads View citations (2)
    Also in Bank of Israel Working Papers, Bank of Israel (2021) Downloads

2018

  1. Does Guilt Affect Performance? Evidence from Penalty Kicks in Soccer
    MPRA Paper, University Library of Munich, Germany Downloads
  2. The Immediate Impact and Persistent Effect of FX Purchases on the Exchange Rate
    Bank of Israel Working Papers, Bank of Israel Downloads View citations (6)

2017

  1. Testing for Bubbles in Stock Markets with Irregular Dividend Distribution
    MPRA Paper, University Library of Munich, Germany Downloads
    Also in Bank of Israel Working Papers, Bank of Israel (2016) Downloads

    See also Journal Article in Finance Research Letters (2018)

2015

  1. Testing for a Housing Bubble at the National and Regional Level: The Case of Israel
    Bank of Israel Working Papers, Bank of Israel Downloads View citations (3)
    Also in Globalization Institute Working Papers, Federal Reserve Bank of Dallas (2015) Downloads View citations (9)

2014

  1. Date Stamping Historical Oil Price Bubbles: 1876-2014
    Working Papers, University of Pretoria, Department of Economics View citations (3)
    Also in Working Papers, Stellenbosch University, Department of Economics (2014) Downloads View citations (6)
  2. Rtadf: Testing for Bubbles with EViews
    MPRA Paper, University Library of Munich, Germany Downloads View citations (38)

Journal Articles

2022

  1. The COVID-19 Inflation Weighting in Israel
    The Economists' Voice, 2022, 19, (1), 5-14 Downloads

2018

  1. Date stamping historical periods of oil price explosivity: 1876–2014
    Energy Economics, 2018, 70, (C), 582-587 Downloads View citations (43)
  2. Testing for bubbles in stock markets with irregular dividend distribution
    Finance Research Letters, 2018, 26, (C), 89-94 Downloads View citations (2)
    See also Working Paper (2017)

Chapters

2018

  1. Measuring the importance of global factors in determining inflation in Israel
    A chapter in Globalisation and deglobalisation, 2018, vol. 100, pp 183-208 Downloads
 
Page updated 2023-03-20