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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 2024-03-18. Update your information in the RePEc Author Service.

Short-id: pca958


Jump to Journal Articles Chapters

Working Papers

2023

  1. Double Machine Learning and Automated Confounder Selection -- A Cautionary Tale
    Papers, arXiv.org Downloads View citations (3)
    See also Journal Article Double machine learning and automated confounder selection: A cautionary tale, Journal of Causal Inference, De Gruyter (2023) Downloads View citations (1) (2023)

2022

  1. Forecasting CPI Inflation Components with Hierarchical Recurrent Neural Networks
    Papers, arXiv.org Downloads View citations (3)
    Also in Bank of Israel Working Papers, Bank of Israel (2021) Downloads View citations (4)

    See also Journal Article Forecasting CPI inflation components with Hierarchical Recurrent Neural Networks, International Journal of Forecasting, Elsevier (2023) Downloads View citations (3) (2023)

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 (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) Downloads View citations (1) (2022)

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 Testing for bubbles in stock markets with irregular dividend distribution, Finance Research Letters, Elsevier (2018) Downloads View citations (3) (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 (7)
  2. Rtadf: Testing for Bubbles with EViews
    MPRA Paper, University Library of Munich, Germany Downloads View citations (38)

Journal Articles

2023

  1. Double machine learning and automated confounder selection: A cautionary tale
    Journal of Causal Inference, 2023, 11, (1), 12 Downloads View citations (1)
    See also Working Paper Double Machine Learning and Automated Confounder Selection -- A Cautionary Tale, Papers (2023) Downloads View citations (3) (2023)
  2. Forecasting CPI inflation components with Hierarchical Recurrent Neural Networks
    International Journal of Forecasting, 2023, 39, (3), 1145-1162 Downloads View citations (3)
    See also Working Paper Forecasting CPI Inflation Components with Hierarchical Recurrent Neural Networks, Papers (2022) Downloads View citations (3) (2022)
  3. Measuring Communication Quality of Interest Rate Announcements
    The Economists' Voice, 2023, 20, (1), 43-53 Downloads View citations (2)

2022

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

2018

  1. Date stamping historical periods of oil price explosivity: 1876–2014
    Energy Economics, 2018, 70, (C), 582-587 Downloads View citations (51)
  2. Testing for bubbles in stock markets with irregular dividend distribution
    Finance Research Letters, 2018, 26, (C), 89-94 Downloads View citations (3)
    See also Working Paper Testing for Bubbles in Stock Markets with Irregular Dividend Distribution, MPRA Paper (2017) Downloads (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 2024-05-23