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Publications

by alumni of

Bar Ilan University → Department of Economics

These are publications listed in RePEc written by alumni of the above institution who are registered with the RePEc Author Service and listed in the RePEc Genealogy. List of alumni. For a list of publications by current members of the department, see here. Register yourself.

This page is updated in the first days of each month.

| Working papers | Journal articles | Chapters |

Working papers

2025

  1. Jonathan Benchimol & Itamar Caspi & Sophia Kazinnik, 2025, "Measuring Communication Quality of Interest Rate Announcements," Papers, arXiv.org, number 2506.09868, Jun.
  2. Jonathan Benchimol & Itamar Caspi & Yuval Levin, 2025, "The COVID-19 Inflation Weighting in Israel," Papers, arXiv.org, number 2506.09875, Jun.

2024

  1. Itamar Caspi & Nadav Eshel & Nimrod Segev, 2024, "The Mortgage Cash-Flow Channel: How Rising Interest Rates Impact Household Consumption," Papers, arXiv.org, number 2410.02445, Oct.

2022

  1. Tim Ginker & Tanya Suhoy, 2022, "Nowcasting and Monitoring Real Economic Activity in Israel," Bank of Israel Working Papers, Bank of Israel, number 2022.07, Feb.

2021

  1. Paul Hunermund & Beyers Louw & Itamar Caspi, 2021, "Double Machine Learning and Automated Confounder Selection -- A Cautionary Tale," Papers, arXiv.org, number 2108.11294, Aug, revised May 2023.

2020

  1. Oren Barkan & Jonathan Benchimol & Itamar Caspi & Eliya Cohen & Allon Hammer & Noam Koenigstein, 2020, "Forecasting CPI Inflation Components with Hierarchical Recurrent Neural Networks," Papers, arXiv.org, number 2011.07920, Nov, revised Feb 2022.

2018

  1. Itamar Caspi & Amit Friedman & Sigal Ribon, 2018, "The Immediate Impact and Persistent Effect of FX Purchases on the Exchange Rate," Bank of Israel Working Papers, Bank of Israel, number 2018.04, Jun.
  2. Caspi, Itamar & Mazar, Yuval & Michelson, Noam & Tsur, Shay, 2018, "Does Guilt Affect Performance? Evidence from Penalty Kicks in Soccer," MPRA Paper, University Library of Munich, Germany, number 90113, Nov.

2016

  1. Itamar Caspi & Meital Graham, 2016, "Testing for Bubbles in Stock Markets With Irregular Dividend Distribution," Bank of Israel Working Papers, Bank of Israel, number 2016.06, Mar.

2015

  1. Itamar Caspi, 2015, "Testing for a Housing Bubble at the National and Regional Level: The Case of Israel," Bank of Israel Working Papers, Bank of Israel, number 2015.05, Jul.

2014

  1. Itamar Caspi & Nico Katzke & Rangan Gupta, 2014, "Date Stamping Historical Oil Price Bubbles: 1876-2014," Working Papers, University of Pretoria, Department of Economics, number 201445, Aug.

2013

  1. Caspi, Itamar, 2013, "Rtadf: Testing for Bubbles with EViews," MPRA Paper, University Library of Munich, Germany, number 58791, Aug, revised 06 Sep 2014.

Journal articles

2024

  1. Itamar Caspi & Amit Friedman & Sigal Ribon, 2024, "Shocks and Currents: Monetary Policy and Israel’s Foreign Exchange Market," Comparative Economic Studies, Palgrave Macmillan;Association for Comparative Economic Studies, volume 66, issue 3, pages 454-481, September, DOI: 10.1057/s41294-024-00236-y.

2023

  1. Hünermund Paul & Louw Beyers & Caspi Itamar, 2023, "Double machine learning and automated confounder selection: A cautionary tale," Journal of Causal Inference, De Gruyter, volume 11, issue 1, pages 1-12, January, DOI: 10.1515/jci-2022-0078.
  2. Benchimol Jonathan & Caspi Itamar & Kazinnik Sophia, 2023, "Measuring Communication Quality of Interest Rate Announcements," The Economists' Voice, De Gruyter, volume 20, issue 1, pages 43-53, June, DOI: 10.1515/ev-2022-0023.
  3. Barkan, Oren & Benchimol, Jonathan & Caspi, Itamar & Cohen, Eliya & Hammer, Allon & Koenigstein, Noam, 2023, "Forecasting CPI inflation components with Hierarchical Recurrent Neural Networks," International Journal of Forecasting, Elsevier, volume 39, issue 3, pages 1145-1162, DOI: 10.1016/j.ijforecast.2022.04.009.

2022

  1. Benchimol Jonathan & Caspi Itamar & Levin Yuval, 2022, "The COVID-19 Inflation Weighting in Israel," The Economists' Voice, De Gruyter, volume 19, issue 1, pages 5-14, June, DOI: 10.1515/ev-2021-0023.
  2. Itamar Caspi & Amit Friedman & Sigal Ribon, 2022, "The Immediate Impact and Persistent Effect of FX Purchases on the Exchange Rate," International Journal of Central Banking, International Journal of Central Banking, volume 18, issue 5, pages 1-31, December.

2021

  1. Tim Ginker & Offer Lieberman, 2021, "LSTUR regression theory and the instability of the sample correlation coefficient between financial return indices," The Econometrics Journal, Royal Economic Society, volume 24, issue 1, pages 58-82.

2018

  1. Caspi, Itamar & Katzke, Nico & Gupta, Rangan, 2018, "Date stamping historical periods of oil price explosivity: 1876–2014," Energy Economics, Elsevier, volume 70, issue C, pages 582-587, DOI: 10.1016/j.eneco.2015.03.029.
  2. Caspi, Itamar & Graham, Meital, 2018, "Testing for bubbles in stock markets with irregular dividend distribution," Finance Research Letters, Elsevier, volume 26, issue C, pages 89-94, DOI: 10.1016/j.frl.2017.12.015.

2017

  1. Ginker, Tim & Lieberman, Offer, 2017, "Robustness of binary choice models to conditional heteroscedasticity," Economics Letters, Elsevier, volume 150, issue C, pages 130-134, DOI: 10.1016/j.econlet.2016.11.024.
  2. Moshe Yanovskiy & Tim Ginker, 2017, "A proposal for a more objective measure of de facto constitutional constraints," Constitutional Political Economy, Springer, volume 28, issue 4, pages 311-320, December, DOI: 10.1007/s10602-017-9242-1.

Chapters

2021

  1. Tim Ginker & Tanya Suhoy, 2021, "Nowcasting and monitoring Israeli real economic activity," IFC Bulletins chapters, Bank for International Settlements, in: Bank for International Settlements, "New developments in central bank statistics around the world".

2018

  1. Nadine Baudot-Trajtenberg & Itamar Caspi, 2018, "Measuring the importance of global factors in determining inflation in Israel," BIS Papers chapters, Bank for International Settlements, in: Bank for International Settlements, "Globalisation and deglobalisation".

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