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Itamar Caspi

Personal Details

First Name:Itamar
Middle Name:
Last Name:Caspi
Suffix:
RePEc Short-ID:pca958
https://itamarcaspi.rbind.io
Research Department Bank of Israel PO Box 780 Jerusalem, 91007 Israel
+972-2-6552650

Affiliation

Bank of Israel

Jerusalem, Israel
http://www.bankisrael.gov.il/

: +972-2-655-2211
+972-2-652-8805
P.O.Box 780, 91007 Jerusalem
RePEc:edi:boigvil (more details at EDIRC)

Research output

as
Jump to: Working papers Articles Chapters

Working papers

  1. 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.
  2. 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.
  3. Caspi, Itamar & Graham, Meital, 2017. "Testing for Bubbles in Stock Markets with Irregular Dividend Distribution," MPRA Paper 82261, University Library of Munich, Germany, revised 29 Oct 2017.
  4. Caspi, Itamar, 2015. "Testing for a housing bubble at the national and regional level: the case of Israel," Globalization Institute Working Papers 246, Federal Reserve Bank of Dallas.
  5. Itamar Caspi & Nico Katzke & Rangan Gupta, 2014. "Date Stamping Historical Oil Price Bubbles: 1876-2014," Working Papers 201445, University of Pretoria, Department of Economics.
  6. Caspi, Itamar, 2013. "Rtadf: Testing for Bubbles with EViews," MPRA Paper 58791, University Library of Munich, Germany, revised 06 Sep 2014.

Articles

  1. 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.
  2. 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.
  3. Itamar Caspi, 2016. "Testing for a housing bubble at the national and regional level: the case of Israel," Empirical Economics, Springer, vol. 51(2), pages 483-516, September.

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.

Citations

Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.

Working papers

  1. Caspi, Itamar, 2015. "Testing for a housing bubble at the national and regional level: the case of Israel," Globalization Institute Working Papers 246, Federal Reserve Bank of Dallas.

    Cited by:

    1. 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.
    2. Peter C.B. Phillips & Shuping Shi, 2018. "Real Time Monitoring of Asset Markets: Bubbles and Crises," Cowles Foundation Discussion Papers 2152, Cowles Foundation for Research in Economics, Yale University.
    3. Konstantin A. Kholodilin & Claus Michelsen & Dirk Ulbricht, 2018. "Speculative price bubbles in urban housing markets," Empirical Economics, Springer, vol. 55(4), pages 1957-1983, December.
    4. Sofoklis Vogiazas & Constantinos Alexiou, 2017. "Determinants of Housing Prices and Bubble Detection: Evidence from Seven Advanced Economies," Atlantic Economic Journal, Springer;International Atlantic Economic Society, vol. 45(1), pages 119-131, March.
    5. Shuping Shi, 2016. "Speculative bubbles or market fundamentals? An investigation of US regional housing markets," CAMA Working Papers 2016-46, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
    6. Kruse, Robinson & Kaufmann, Hendrik & Wegener, Christoph, 2018. "Bias-corrected estimation for speculative bubbles in stock prices," Economic Modelling, Elsevier, vol. 73(C), pages 354-364.
    7. Dana Orfaig, 2017. "A Structural VAR Model for Estimating the Link between Monetary Policy and Home Prices in Israel," Bank of Israel Working Papers 2017.09, Bank of Israel.

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

    Cited by:

    1. Caramugan, Karlo Martin & Bayacag, Purisima, 2016. "Price Bubble in Selected ASEAN Agricultural Exports: An Application of the Generalized Supremum Augmented Dickey Fuller," MPRA Paper 74807, University Library of Munich, Germany.
    2. Ghassen El Montasser & Rangan Gupta & Andre Luis Martins & Peter Wanke, 2014. "Are there Multiple Bubbles in the Ethanol-Gasoline Price Ratio of Brazil?," Working Papers 201479, University of Pretoria, Department of Economics.

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

    Cited by:

    1. Mehmet Balcilar & Nico Katzke & Rangan Gupta, 2015. "Identifying Periods of US Housing Market Explosivity," Working Papers 201544, University of Pretoria, Department of Economics.
    2. 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.
    3. Peter C.B. Phillips & Shuping Shi, 2018. "Real Time Monitoring of Asset Markets: Bubbles and Crises," Cowles Foundation Discussion Papers 2152, Cowles Foundation for Research in Economics, Yale University.
    4. Mehmet Balcilar & Rangan Gupta & Charl Jooste & Omid Ranjbar, 2015. "Characterising the South African Business Cycle: Is GDP Difference-Stationary or Trend-Stationary in a Markov-Switching Setup?," Working Papers 201529, University of Pretoria, Department of Economics.
    5. Cifarelli, Giulio & Paesani, Paolo, 2018. "Navigating the oil bubble: A non-linear heterogeneous-agent dynamic model of futures oil pricing," MPRA Paper 90470, University Library of Munich, Germany.
    6. Balcilar, Mehmet & Katzke, Nico & Gupta, Rangan, 2017. "Date-stamping US housing market explosivity," Economics Discussion Papers 2017-44, Kiel Institute for the World Economy (IfW).
    7. Itamar Caspi & Nico Katzke & Rangan Gupta, 2014. "Date stamping historical oil price bubbles: 1876 - 2014," Working Papers 20/2014, Stellenbosch University, Department of Economics.
    8. Chen, Zhenxi & Reitz, Stefan, 2016. "Dynamics of the European sovereign bonds and the identification of crisis periods," FinMaP-Working Papers 57, Collaborative EU Project FinMaP - Financial Distortions and Macroeconomic Performance: Expectations, Constraints and Interaction of Agents.
    9. Laurie Binge & Willem H Boshoff, 2016. "Modelling South African Art Prices: An analysis of post-2000 price behaviour," Working Papers 18/2016, Stellenbosch University, Department of Economics.
    10. Daan Steenkamp, 2017. "How bubbly is the New Zealand dollar?," Reserve Bank of New Zealand Discussion Paper Series DP2017/03, Reserve Bank of New Zealand.
    11. Steenkamp, Daan, 2018. "Explosiveness in G11 currencies," Economic Modelling, Elsevier, vol. 68(C), pages 388-408.
    12. Mark J. Holmes & Jesús Otero & Theodore Panagiotidis, 2018. "Property Heterogeneity and Convergence Club Formation among Local House Prices," Working Paper series 18-35, Rimini Centre for Economic Analysis.
    13. Tsangyao Chang & Luis Gil-Alana & Goodness C. Aye & Rangan Gupta & Omid Ranjbar, 2016. "Testing for bubbles in the BRICS stock markets," Journal of Economic Studies, Emerald Group Publishing, vol. 43(4), pages 646-660, September.
    14. Caspi, Itamar, 2015. "Testing for a housing bubble at the national and regional level: the case of Israel," Globalization Institute Working Papers 246, Federal Reserve Bank of Dallas.
    15. Jeanne Diesteldorf & Sarah Meyer & Jan Voelzke, 2016. "New evidence for explosive behavior of commodity prices," CQE Working Papers 5016, Center for Quantitative Economics (CQE), University of Muenster.
    16. Caramugan, Karlo Martin & Bayacag, Purisima, 2016. "Price Bubble in Selected ASEAN Agricultural Exports: An Application of the Generalized Supremum Augmented Dickey Fuller," MPRA Paper 74807, University Library of Munich, Germany.
    17. 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.
    18. Hu, Yang & Oxley, Les, 2018. "Do 18th century ‘bubbles’ survive the scrutiny of 21st century time series econometrics?," Economics Letters, Elsevier, vol. 162(C), pages 131-134.

Articles

  1. 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.

    Cited by:

    1. Peter C.B. Phillips & Shuping Shi, 2018. "Real Time Monitoring of Asset Markets: Bubbles and Crises," Cowles Foundation Discussion Papers 2152, Cowles Foundation for Research in Economics, Yale University.
    2. Zhang, Dayong & Wang, Tiantian & Shi, Xunpeng & Liu, Jia, 2018. "Is hub-based pricing a better choice than oil indexation for natural gas? Evidence from a multiple bubble test," Energy Economics, Elsevier, vol. 76(C), pages 495-503.

  2. Itamar Caspi, 2016. "Testing for a housing bubble at the national and regional level: the case of Israel," Empirical Economics, Springer, vol. 51(2), pages 483-516, September. See citations under working paper version above.

Chapters

    Sorry, no citations of chapters recorded.

More information

Research fields, statistics, top rankings, if available.

Statistics

Access and download statistics for all items

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 7 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-ENE: Energy Economics (2) 2014-09-08 2014-11-01. Author is listed
  2. NEP-HIS: Business, Economic & Financial History (2) 2014-09-08 2014-11-01. Author is listed
  3. NEP-CBA: Central Banking (1) 2019-01-07
  4. NEP-CFN: Corporate Finance (1) 2017-12-03
  5. NEP-LAW: Law & Economics (1) 2018-12-10
  6. NEP-MAC: Macroeconomics (1) 2019-01-07
  7. NEP-MON: Monetary Economics (1) 2019-01-07
  8. NEP-RMG: Risk Management (1) 2014-09-08
  9. NEP-SOC: Social Norms & Social Capital (1) 2018-12-10
  10. NEP-SPO: Sports & Economics (1) 2018-12-10
  11. NEP-URE: Urban & Real Estate Economics (1) 2015-08-25

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