Details about Itamar Caspi

Access statistics for papers by Itamar Caspi.

Last updated 2024-10-09. Update your information in the RePEc Author Service.

Short-id: pca958

Working Papers

2024

1. The Mortgage Cash-Flow Channel: How Rising Interest Rates Impact Household Consumption
   Papers, arXiv.org

2023

2. Double Machine Learning and Automated Confounder Selection -- A Cautionary Tale
   Papers, arXiv.org View citations (3)
   See also Journal Article Double machine learning and automated confounder selection: A cautionary tale, Journal of Causal Inference, De Gruyter (2023) View citations (1) (2023)
3. Forecasting CPI inflation components with Hierarchical Recurrent Neural Networks
   Post-Print, HAL View citations (1)
   Also in Papers, arXiv.org (2022) View citations (4)
   Bank of Israel Working Papers, Bank of Israel (2021) View citations (4)
   See also Journal Article Forecasting CPI inflation components with Hierarchical Recurrent Neural Networks, International Journal of Forecasting, Elsevier (2023) View citations (6) (2023)
4. Measuring communication quality of interest rate announcements
   Post-Print, HAL
   See also Journal Article Measuring Communication Quality of Interest Rate Announcements, The Economists' Voice, De Gruyter (2023) View citations (2) (2023)

2022

5. The COVID-19 inflation weighting in Israel
   Post-Print, HAL
   See also Journal Article The COVID-19 Inflation Weighting in Israel, The Economists' Voice, De Gruyter (2022) View citations (3) (2022)

2018

6. Does Guilt Affect Performance? Evidence from Penalty Kicks in Soccer
   MPRA Paper, University Library of Munich, Germany
7. The Immediate Impact and Persistent Effect of FX Purchases on the Exchange Rate
   Bank of Israel Working Papers, Bank of Israel View citations (7)
   See also Journal Article The Immediate Impact and Persistent Effect of FX Purchases on the Exchange Rate, International Journal of Central Banking, International Journal of Central Banking (2022) View citations (2) (2022)

2017

8. 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 Testing for bubbles in stock markets with irregular dividend distribution, Finance Research Letters, Elsevier (2018) View citations (3) (2018)

2015

9. 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

10. 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 (7)
11. Rtadf: Testing for Bubbles with EViews
    MPRA Paper, University Library of Munich, Germany View citations (38)

Journal Articles

2024

1. Shocks and Currents: Monetary Policy and Israel’s Foreign Exchange Market
   Comparative Economic Studies, 2024, 66, (3), 454-481 View citations (1)

2023

2. Double machine learning and automated confounder selection: A cautionary tale
   Journal of Causal Inference, 2023, 11, (1), 12 View citations (1)
   See also Working Paper Double Machine Learning and Automated Confounder Selection -- A Cautionary Tale, Papers (2023) View citations (3) (2023)
3. Forecasting CPI inflation components with Hierarchical Recurrent Neural Networks
   International Journal of Forecasting, 2023, 39, (3), 1145-1162 View citations (6)
   See also Working Paper Forecasting CPI inflation components with Hierarchical Recurrent Neural Networks, Post-Print (2023) View citations (1) (2023)
4. Measuring Communication Quality of Interest Rate Announcements
   The Economists' Voice, 2023, 20, (1), 43-53 View citations (2)
   See also Working Paper Measuring communication quality of interest rate announcements, Post-Print (2023) (2023)

2022

5. The COVID-19 Inflation Weighting in Israel
   The Economists' Voice, 2022, 19, (1), 5-14 View citations (3)
   See also Working Paper The COVID-19 inflation weighting in Israel, Post-Print (2022) (2022)
6. The Immediate Impact and Persistent Effect of FX Purchases on the Exchange Rate
   International Journal of Central Banking, 2022, 18, (5), 1-31 View citations (2)
   See also Working Paper The Immediate Impact and Persistent Effect of FX Purchases on the Exchange Rate, Bank of Israel Working Papers (2018) View citations (7) (2018)

2018

7. Date stamping historical periods of oil price explosivity: 1876–2014
   Energy Economics, 2018, 70, (C), 582-587 View citations (51)
8. Testing for bubbles in stock markets with irregular dividend distribution
   Finance Research Letters, 2018, 26, (C), 89-94 View citations (3)
   See also Working Paper Testing for Bubbles in Stock Markets with Irregular Dividend Distribution, MPRA Paper (2017) (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