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Itamar Caspi

Personal Details

First Name:Itamar
Middle Name:
Last Name:Caspi
Suffix:
In ASCII letters:
RePEc Short-ID:pca958
[This author has chosen not to make the email address public]
https://itamarcaspi.rbind.io
Research Department Bank of Israel PO Box 780 Jerusalem, 91007 Israel
+972-2-6552650
Twitter: @itamarcaspi
Mastodon: @itamarcaspi@econtwitter.net
Terminal Degree:2020 Department of Economics; Bar Ilan University (from RePEc Genealogy)

Affiliation

Bank of Israel

Jerusalem, Israel
http://www.boi.org.il/
RePEc:edi:boigvil (more details at EDIRC)

Research output

as
Jump to: Working papers Articles Chapters

Working papers

  1. Jonathan Benchimol & Itamar Caspi & Yuval Levin, 2025. "The COVID-19 Inflation Weighting in Israel," Papers 2506.09875, arXiv.org.
  2. Jonathan Benchimol & Itamar Caspi & Sophia Kazinnik, 2025. "Measuring Communication Quality of Interest Rate Announcements," Papers 2506.09868, arXiv.org.
  3. Itamar Caspi & Nadav Eshel & Nimrod Segev, 2024. "The Mortgage Cash-Flow Channel: How Rising Interest Rates Impact Household Consumption," Papers 2410.02445, arXiv.org.
  4. Paul Hunermund & Beyers Louw & Itamar Caspi, 2021. "Double Machine Learning and Automated Confounder Selection -- A Cautionary Tale," Papers 2108.11294, arXiv.org, revised May 2023.
  5. Oren Barkan & Jonathan Benchimol & Itamar Caspi & Eliya Cohen & Allon Hammer & Noam Koenigstein, 2020. "Forecasting CPI Inflation Components with Hierarchical Recurrent Neural Networks," Papers 2011.07920, arXiv.org, revised Feb 2022.
  6. Caspi, Itamar & Mazar, Yuval & Michelson, Noam & Tsur, Shay, 2018. "Does Guilt Affect Performance? Evidence from Penalty Kicks in Soccer," MPRA Paper 90113, University Library of Munich, Germany.
  7. 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 2018.04, Bank of Israel.
  8. Itamar Caspi & Meital Graham, 2016. "Testing for Bubbles in Stock Markets With Irregular Dividend Distribution," Bank of Israel Working Papers 2016.06, Bank of Israel.
  9. Itamar Caspi, 2015. "Testing for a Housing Bubble at the National and Regional Level: The Case of Israel," Bank of Israel Working Papers 2015.05, Bank of Israel.
  10. Itamar Caspi & Nico Katzke & Rangan Gupta, 2014. "Date Stamping Historical Oil Price Bubbles: 1876-2014," Working Papers 201445, University of Pretoria, Department of Economics.
  11. Caspi, Itamar, 2013. "Rtadf: Testing for Bubbles with EViews," MPRA Paper 58791, University Library of Munich, Germany, revised 06 Sep 2014.

Articles

  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, vol. 66(3), pages 454-481, September.
  2. Hünermund Paul & Louw Beyers & Caspi Itamar, 2023. "Double machine learning and automated confounder selection: A cautionary tale," Journal of Causal Inference, De Gruyter, vol. 11(1), pages 1-12, January.
  3. Benchimol Jonathan & Caspi Itamar & Kazinnik Sophia, 2023. "Measuring Communication Quality of Interest Rate Announcements," The Economists' Voice, De Gruyter, vol. 20(1), pages 43-53, June.
  4. 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, vol. 39(3), pages 1145-1162.
  5. 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, vol. 18(5), pages 1-31, December.
  6. Benchimol Jonathan & Caspi Itamar & Levin Yuval, 2022. "The COVID-19 Inflation Weighting in Israel," The Economists' Voice, De Gruyter, vol. 19(1), pages 5-14, June.
  7. Caspi, Itamar & Graham, Meital, 2018. "Testing for bubbles in stock markets with irregular dividend distribution," Finance Research Letters, Elsevier, vol. 26(C), pages 89-94.
  8. Caspi, Itamar & Katzke, Nico & Gupta, Rangan, 2018. "Date stamping historical periods of oil price explosivity: 1876–2014," Energy Economics, Elsevier, vol. 70(C), pages 582-587.

Chapters

  1. Nadine Baudot-Trajtenberg & Itamar Caspi, 2018. "Measuring the importance of global factors in determining inflation in Israel," BIS Papers chapters, in: Bank for International Settlements (ed.), Globalisation and deglobalisation, volume 100, pages 183-208, Bank for International Settlements.

More information

Research fields, statistics, top rankings, if available.

Statistics

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Co-authorship network on CollEc

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 13 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-MON: Monetary Economics (7) 2019-01-07 2020-12-07 2021-06-14 2024-11-11 2025-01-13 2025-06-16 2025-06-23. Author is listed
  2. NEP-BIG: Big Data (3) 2020-12-07 2021-06-14 2021-08-30
  3. NEP-CBA: Central Banking (3) 2019-01-07 2024-11-11 2025-06-23
  4. NEP-CMP: Computational Economics (3) 2020-12-07 2021-06-14 2021-08-30
  5. NEP-URE: Urban and Real Estate Economics (3) 2015-08-25 2024-11-11 2025-01-13
  6. NEP-ENE: Energy Economics (2) 2014-09-08 2014-11-01
  7. NEP-HIS: Business, Economic and Financial History (2) 2014-09-08 2014-11-01
  8. NEP-MAC: Macroeconomics (2) 2019-01-07 2021-06-14
  9. NEP-BAN: Banking (1) 2024-11-11
  10. NEP-CFN: Corporate Finance (1) 2017-12-03
  11. NEP-ECM: Econometrics (1) 2021-08-30
  12. NEP-FOR: Forecasting (1) 2021-06-14
  13. NEP-ISF: Islamic Finance (1) 2021-08-30
  14. NEP-LAW: Law and Economics (1) 2018-12-10
  15. NEP-RMG: Risk Management (1) 2014-09-08
  16. NEP-SOC: Social Norms and Social Capital (1) 2018-12-10
  17. NEP-SPO: Sports and Economics (1) 2018-12-10

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