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Itamar Caspi
Itamar Caspi
Bank of Israel
Verified email at boi.org.il - Homepage
Title
Cited by
Cited by
Year
Rtadf: Testing for bubbles with EViews
I Caspi
Journal of Statistical Software 81, 1-16, 2017
1792017
Date stamping historical periods of oil price explosivity: 1876–2014
I Caspi, N Katzke, R Gupta
Energy Economics 70, 582-587, 2018
88*2018
Testing for a housing bubble at the national and regional level: the case of Israel
I Caspi
Empirical Economics 51 (2), 483-516, 2016
792016
Forecasting CPI Inflation Components with Hierarchical Recurrent Neural Networks
O Barkan, J Benchimol, I Caspi, E Cohen, A Hammer, N Koenigstein
International Journal of Forecasting, 2022
392022
Testing for bubbles in stock markets with irregular dividend distribution
I Caspi, M Graham
Finance Research Letters 26, 89-94, 2018
192018
Double machine learning and automated confounder selection: A cautionary tale
P Hünermund, B Louw, I Caspi
Journal of Causal Inference 11 (1), 20220078, 2023
182023
The immediate impact and persistent effect of FX purchases on the exchange rate
I Caspi, A Friedman, S Ribon
International Journal of Central Banking 18 (5), 165-195, 2022
13*2022
Measuring communication quality of interest rate announcements
J Benchimol, I Caspi, S Kazinnik
The Economists’ Voice 20 (1), 43-53, 2023
72023
The COVID-19 inflation weighting in Israel
J Benchimol, I Caspi, Y Levin
The Economists’ Voice 19 (1), 5-14, 2022
62022
psymonitor: Real Time Monitoring of Asset Markets
I Caspi, PCB Phillips, S Shi
R package version 0.0 2, 2018
52018
Labour market tightness and inflation in the aftermath of Covid-19: the case of Israel
A Abir, E Argov, I Caspi
2023
Measuring the importance of global factors in determining inflation in Israel
N Baudot-Trajtenberg, I Caspi
BIS Paper, 2018
2018
Does Guilt Affect Performance? Evidence from Penalty Kicks in Soccer
I Caspi, Y Mazar, N Michelson, S Tsur
Evidence from Penalty Kicks in Soccer (October 18, 2018), 2018
2018
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Articles 1–13