Details about Itamar Caspi

Access statistics for papers by Itamar Caspi.

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

Short-id: pca958

Working Papers

2022

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

2018

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

2017

5. Testing for Bubbles in Stock Markets with Irregular Dividend Distribution
   MPRA Paper, University Library of Munich, Germany
   Also in Bank of Israel Working Papers, Bank of Israel (2016)
   See also Journal Article in Finance Research Letters (2018)

2015

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

2014

7. 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) View citations (6)
8. Rtadf: Testing for Bubbles with EViews
   MPRA Paper, University Library of Munich, Germany View citations (38)

Journal Articles

2022

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

2018

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