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Itamar Caspi

Personal Details

First Name:Itamar
Middle Name:
Last Name:Caspi
Suffix:
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. Itamar Caspi & Nadav Eshel & Nimrod Segev, 2024. "The Mortgage Cash-Flow Channel: How Rising Interest Rates Impact Household Consumption," Papers 2410.02445, arXiv.org.
  2. Jonathan Benchimol & Itamar Caspi & Sophia Kazinnik, 2023. "Measuring communication quality of interest rate announcements," Post-Print emse-04624983, HAL.
  3. Jonathan Benchimol & Itamar Caspi & Yuval Levin, 2022. "The COVID-19 inflation weighting in Israel," Post-Print emse-04624978, HAL.
  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.

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

    Cited by:

    1. Bank of Israel, 2025. "Monetary tightening at work: transmission and heterogeneity," BIS Papers chapters, in: Bank for International Settlements (ed.), How can central banks take account of differences across households and firms for monetary policy?, volume 127, pages 161-170, Bank for International Settlements.

  2. Jonathan Benchimol & Itamar Caspi & Sophia Kazinnik, 2023. "Measuring communication quality of interest rate announcements," Post-Print emse-04624983, HAL.

    Cited by:

    1. Curti, Filippo & Kazinnik, Sophia, 2023. "Central bank communication and website characteristics," Journal of Economic Behavior & Organization, Elsevier, vol. 212(C), pages 1216-1241.
    2. Vyshnevskyi, Iegor & Jombo, Wytone & Sohn, Wook, 2024. "The clarity of monetary policy communication and financial market volatility in developing economies," Emerging Markets Review, Elsevier, vol. 59(C).

  3. Jonathan Benchimol & Itamar Caspi & Yuval Levin, 2022. "The COVID-19 inflation weighting in Israel," Post-Print emse-04624978, HAL.

    Cited by:

    1. Grigoli, Francesco & Pugacheva, Evgenia, 2024. "COVID-19 inflation weights in the UK and Germany," Journal of Macroeconomics, Elsevier, vol. 79(C).
    2. Angelini, Elena & Damjanović, Milan & Darracq Pariès, Matthieu & Zimic, Srečko, 2023. "Modelling pandemic risks for policy analysis and forecasting," Economic Modelling, Elsevier, vol. 120(C).
    3. Mr. Francesco Grigoli & Evgenia Pugacheva, 2022. "Updating Inflation Weights in the UK and Germany during COVID-19," IMF Working Papers 2022/204, International Monetary Fund.
    4. Karl‐Friedrich Israel & Gunther Schnabl, 2024. "Alternative measures of price inflation and the perception of real income in Germany," The World Economy, Wiley Blackwell, vol. 47(2), pages 618-636, February.

  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.

    Cited by:

    1. Bilgin, Rumeysa, 2023. "The Selection Of Control Variables In Capital Structure Research With Machine Learning," SocArXiv e26qf, Center for Open Science.
    2. Uribe, Jorge M., 2025. "Investment in intangible assets and economic complexity," Research Policy, Elsevier, vol. 54(1).
    3. Patrick Rehill & Nicholas Biddle, 2023. "Fairness Implications of Heterogeneous Treatment Effect Estimation with Machine Learning Methods in Policy-making," Papers 2309.00805, arXiv.org.
    4. Santos, Anabela M. & Coad, Alex, 2023. "Monitoring and evaluation of transformative innovation policy: Suggestions for Improvement," Socio-Economic Planning Sciences, Elsevier, vol. 90(C).

  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.

    Cited by:

    1. Ba Chu & Shafiullah Qureshi, 2021. "Comparing Out-of-Sample Performance of Machine Learning Methods to Forecast U.S. GDP Growth," Carleton Economic Papers 21-12, Carleton University, Department of Economics.
    2. Richard Schnorrenberger & Aishameriane Schmidt & Guilherme Valle Moura, 2024. "Harnessing Machine Learning for Real-Time Inflation Nowcasting," Working Papers 806, DNB.
    3. Beck, Günter W. & Carstensen, Kai & Menz, Jan-Oliver & Schnorrenberger, Richard & Wieland, Elisabeth, 2023. "Nowcasting consumer price inflation using high-frequency scanner data: Evidence from Germany," Discussion Papers 34/2023, Deutsche Bundesbank.
    4. Philippe Goulet Coulombe & Karin Klieber & Christophe Barrette & Maximilian Goebel, 2024. "Maximally Forward-Looking Core Inflation," Papers 2404.05209, arXiv.org.
    5. Jonathan Leslie, 2023. "Seeing the Future: Improving Macroeconomic Forecasts with Spatial Data and Recurrent Convolutional Neural Networks," CAEPR Working Papers 2023-003 Classification-C, Center for Applied Economics and Policy Research, Department of Economics, Indiana University Bloomington.
    6. Masahiro Suzuki & Hiroki Sakaji, 2024. "Refined and Segmented Price Sentiment Indices from Survey Comments," Papers 2411.09937, arXiv.org, revised Nov 2024.
    7. Juan Tenorio & Heidi Alpiste & Jakelin Rem'on & Arian Segil, 2025. "An Artificial Trend Index for Private Consumption Using Google Trends," Papers 2503.21981, arXiv.org.
    8. Shovon Sengupta & Tanujit Chakraborty & Sunny Kumar Singh, 2023. "Forecasting CPI inflation under economic policy and geopolitical uncertainties," Papers 2401.00249, arXiv.org, revised Jul 2024.
    9. Oleg Semiturkin & Andrey Shevelev, 2023. "Correct Comparison of Predictive Features of Machine Learning Models: The Case of Forecasting Inflation Rates in Siberia," Russian Journal of Money and Finance, Bank of Russia, vol. 82(1), pages 87-103, March.
    10. Patricia Toledo & Roberto Duncan, 2024. "Forecasting food price inflation during global crises," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 43(4), pages 1087-1113, July.
    11. Rodion Latypov & Elena Akhmedova & Egor Postolit & Marina Mikitchuk, 2024. "Bottom-up Inflation Forecasting Using Machine Learning Methods," Russian Journal of Money and Finance, Bank of Russia, vol. 83(3), pages 23-44, September.
    12. Fang, Yi & Chen, Yuzhi & Ren, Hang, 2023. "A factor pricing model based on machine learning algorithm," International Review of Economics & Finance, Elsevier, vol. 88(C), pages 280-297.
    13. Philippe Goulet Coulombe, 2022. "A Neural Phillips Curve and a Deep Output Gap," Working Papers 22-01, Chair in macroeconomics and forecasting, University of Quebec in Montreal's School of Management.
    14. Maya Vilenko, 2025. "BiHRNN -- Bi-Directional Hierarchical Recurrent Neural Network for Inflation Forecasting," Papers 2503.01893, arXiv.org.
    15. Urmat Dzhunkeev, 2024. "Forecasting Inflation in Russia Using Gradient Boosting and Neural Networks," Russian Journal of Money and Finance, Bank of Russia, vol. 83(1), pages 53-76, March.

  6. 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.

    Cited by:

    1. Michel Strawczynski, 2018. "Book Review: The Israeli Economy By Joseph Zeira," Israel Economic Review, Bank of Israel, vol. 16(1), pages 105-112.
    2. Boris Hofmann & Hyun Song Shin & Mauricio Villamizar-Villegas, 2019. "FX intervention and domestic credit: evidence from high-frequency micro data," Borradores de Economia 1069, Banco de la Republica de Colombia.
    3. Jonathan Benchimol & Inon Gamrasni & Michael Kahn & Sigal Ribon & Yossi Saadon & Noam Ben-Ze’ev & Asaf Segal & Yitzchak Shizgal, 2022. "The interaction between domestic monetary policy and macroprudential policy in Israel," Post-Print emse-04624972, HAL.
    4. Yakhin, Yossi, 2024. "Foreign Exchange Interventions in the New-Keynesian Model: Policy, Transmission, and Welfare," MPRA Paper 122948, University Library of Munich, Germany.
    5. Hertrich, Markus & Nathan, Daniel, 2022. "Foreign exchange interventions and their impact on expectations: Evidence from the USD/ILS options market," Discussion Papers 20/2022, Deutsche Bundesbank.
    6. Vesna Martin, 2018. "The Exchange Rate Commitment As Additional Instrument Of Monetary Policy In Czech Republic, Switzerland And Israel," Ekonomske ideje i praksa, Faculty of Economics and Business, University of Belgrade, issue 31, pages 41-57, December.

  7. 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.

    Cited by:

    1. Yao, Can-Zhong & Li, Hong-Yu, 2021. "A study on the bursting point of Bitcoin based on the BSADF and LPPLS methods," The North American Journal of Economics and Finance, Elsevier, vol. 55(C).
    2. Emily J. Whitehouse & David I. Harvey & Stephen J. Leybourne, 2023. "Real‐Time Monitoring of Bubbles and Crashes," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 85(3), pages 482-513, June.
    3. Yuchao Fan, 2022. "Dissecting the dot-com bubble in the 1990s NASDAQ," Papers 2206.14130, arXiv.org, revised Jul 2022.

  8. 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.

    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. Iliyasu, Jamilu & Rafindadi Sanusi, Aliyu & Suleiman, Dahiru, 2019. "Testing For Multiple Bubble Episodes In Nigerian Stock Exchange Market," Ilorin Journal of Economic Policy, Department of Economics, University of Ilorin, vol. 6(6), pages 13-26, June.
    3. Rafiq Ahmed & Syed Tehseen Jawaid & Samina Khalil, 2021. "Bubble Detection in Housing Market: Evidence From a Developing Country," SAGE Open, , vol. 11(2), pages 21582440211, April.
    4. 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.
    5. Pedersen, Thomas Quistgaard & Schütte, Erik Christian Montes, 2020. "Testing for explosive bubbles in the presence of autocorrelated innovations," Journal of Empirical Finance, Elsevier, vol. 58(C), pages 207-225.
    6. Ye ChenCapital & Peter C B Phillips & Shuping Shi, 2023. "Common Bubble Detection in Large Dimensional Financial Systems," Journal of Financial Econometrics, Oxford University Press, vol. 21(4), pages 989-1063.
    7. Evren Ceritoglu & Seyit Mumin Cilasun & Ufuk Demiroglu & Aytul Ganioglu, 2019. "An analysis to detect exuberance and implosion in regional house prices in Turkey," Central Bank Review, Research and Monetary Policy Department, Central Bank of the Republic of Turkey, vol. 19(2), pages 67-82.
    8. Cássio da Nóbrega Besarria & Nelson Leitão Paes & Marcelo Eduardo Alves Silva, 2018. "Testing for bubbles in housing markets: some evidence for Brazil," International Journal of Housing Markets and Analysis, Emerald Group Publishing Limited, vol. 11(5), pages 754-770, June.
    9. Kurmaş Akdoğan, 2019. "Size and sign asymmetries in house price adjustments," Applied Economics, Taylor & Francis Journals, vol. 51(48), pages 5268-5281, October.

  9. 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. Iliyasu, Jamilu & Rafindadi Sanusi, Aliyu & Suleiman, Dahiru, 2019. "Testing For Multiple Bubble Episodes In Nigerian Stock Exchange Market," Ilorin Journal of Economic Policy, Department of Economics, University of Ilorin, vol. 6(6), pages 13-26, June.
    2. Panagiotis Petris & George Dotsis & Panayotis Alexakis, 2022. "Bubble tests in the London housing market: A borough level analysis," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 27(1), pages 1044-1063, January.
    3. Figuerola-Ferretti, Isabel & McCrorie, J. Roderick & Paraskevopoulos, Ioannis, 2020. "Mild explosivity in recent crude oil prices," Energy Economics, Elsevier, vol. 87(C).
    4. Ayben Koy, 2022. "Regime Switching Mechanism during Energy Futures Price Bubbles," International Journal of Energy Economics and Policy, Econjournals, vol. 12(1), pages 373-382.
    5. Gomis-Porqueras, Pedro & Shi, Shuping & Tan, David, 2020. "Gold as a Financial Instrument," MPRA Paper 102782, University Library of Munich, Germany.
    6. 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.
    7. El Montasser, Ghassen & Gupta, Rangan & Martins, Andre Luis & Wanke, Peter, 2015. "Are there multiple bubbles in the ethanol–gasoline price ratio of Brazil?," Renewable and Sustainable Energy Reviews, Elsevier, vol. 52(C), pages 19-23.

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

    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. 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.
    4. Bago, Jean-Louis & Akakpo, Koffi & Rherrad, Imad & Ouédraogo, Ernest, 2020. "Volatility Spillover and International Contagion of Housing Bubbles," MPRA Paper 100098, University Library of Munich, Germany.
    5. Thanasis Stengos & Theodore Panagiotidis & Orestis Vravosinos, 2020. "A principal component-guided sparse regression approach for the determination of bitcoin returns," Working Papers 2001, University of Guelph, Department of Economics and Finance.
    6. Holmes, Mark J. & Otero, Jesús & Panagiotidis, Theodore, 2019. "Property heterogeneity and convergence club formation among local house prices," Journal of Housing Economics, Elsevier, vol. 43(C), pages 1-13.
    7. 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 Kiel).
    8. Itamar Caspi & Nico Katzke & Rangan Gupta, 2014. "Date stamping historical oil price bubbles: 1876 - 2014," Working Papers 20/2014, Stellenbosch University, Department of Economics.
    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. Giulio Cifarelli and Paolo Paesani, 2021. "Navigating the Oil Bubble: A Non-linear Heterogeneous-agent Dynamic Model of Futures Oil Pricing," The Energy Journal, International Association for Energy Economics, vol. 0(Number 5).
    12. Pedro Antonio Martin-Cervantes & Salvador Cruz-Rambaud, 2020. "Date-stamping the Tadawul bubble through the SADF and GSADF econometric approaches," Economics Bulletin, AccessEcon, vol. 40(2), pages 1475-1485.
    13. Verena Monschang & Bernd Wilfling, 2019. "Sup-ADF-style bubble-detection methods under test," CQE Working Papers 7819, Center for Quantitative Economics (CQE), University of Muenster.
    14. Christos Floros & Georgios Galyfianakis, 2020. "Bubbles in Crude Oil and Commodity Energy Index: New Evidence," Energies, MDPI, vol. 13(24), pages 1-11, December.
    15. Itamar Caspi, 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.
    16. Nicole Storp & Tobias Kordsmeyer, 2019. "Zeitreihenanalyse zu den Target-Forderungen der Deutschen Bundesbank und mögliche Zusammenhänge mit der expansiven Geldpolitik der EZB," ifo Schnelldienst, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, vol. 72(06), pages 26-28, March.
    17. 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 15-04, Eastern Mediterranean University, Department of Economics.
    18. 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.
    19. Mehmet Balcilar & Rangan Gupta & Nico Frederick Katzke, 2015. "Identifying Periods of US Housing Market Explosivity," Working Papers 15-03, Eastern Mediterranean University, Department of Economics.
    20. Thomas Theobald & Silke Tober & Ruben Tarne, 2020. "Makroprudenzielle Politik: Kurzfristig expansiv bleiben, mittelfristig straffen," IMK Report 162-2020, IMK at the Hans Boeckler Foundation, Macroeconomic Policy Institute.
    21. Mikhail Stolbov, 2019. "Was there a bubble in the ICO market?," Economics Bulletin, AccessEcon, vol. 39(4), pages 2448-2456.
    22. Durmuş Çağrı Yıldırım & Seda Yıldırım & Seyfettin Erdoğan & Işıl Demirtaş & Gualter Couto & Rui Alexandre Castanho, 2021. "Time-Varying Convergences of Environmental Footprint Levels between European Countries," Energies, MDPI, vol. 14(7), pages 1-15, March.
    23. Zhenxi Chen & Stefan Reitz, 2020. "Dynamics of the European sovereign bonds and the identification of crisis periods," Empirical Economics, Springer, vol. 58(6), pages 2761-2781, June.
    24. 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.
    25. Prüser, Jan & Schmidt, Torsten, 2020. "Regional composition of national house price cycles in the US," Ruhr Economic Papers 853, RWI - Leibniz-Institut für Wirtschaftsforschung, Ruhr-University Bochum, TU Dortmund University, University of Duisburg-Essen.
    26. Coskun Yener & Jadevicius Arvydas, 2017. "Is there a Housing Bubble in Turkey?," Real Estate Management and Valuation, Sciendo, vol. 25(1), pages 48-73, March.
    27. Steenkamp, Daan, 2018. "Explosiveness in G11 currencies," Economic Modelling, Elsevier, vol. 68(C), pages 388-408.
    28. 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 Limited, vol. 43(4), pages 646-660, September.
    29. 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.
    30. Bago, Jean-Louis & Souratié, Wamadini M. & Ouédraogo, Moussa & Ouédraogo, Ernest & Dembélé, Alou, 2019. "Financial Bubbles : New Evidence from South Africa’s Stock Market," MPRA Paper 95685, University Library of Munich, Germany.
    31. 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. 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.

    Cited by:

    1. Alexander Rathke & Tobias Straumann & Jan-Egbert Sturm, 2024. "Editorial for the Special Issue of Comparative Economic Studies: 50 Years After the End of Bretton Woods—The Experiences of Small Open Economies," Comparative Economic Studies, Palgrave Macmillan;Association for Comparative Economic Studies, vol. 66(3), pages 389-393, 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.
    See citations under working paper version above.
  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.
    See citations under working paper version above.
  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.
    See citations under working paper version above.
  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.
    See citations under working paper version above.
  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.
    See citations under working paper version above.
  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.
    See citations under working paper version above.
  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.

    Cited by:

    1. Yang Hu, 2023. "A review of Phillips‐type right‐tailed unit root bubble detection tests," Journal of Economic Surveys, Wiley Blackwell, vol. 37(1), pages 141-158, February.
    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. Li, Beibei & Chen, Yiming & Wu, Haipeng & Mao, Xuefeng, 2025. "Macroeconomics, geopolitical risk, and resource commodity price bubbles," Resources Policy, Elsevier, vol. 101(C).
    4. Fatima, Hira & Ahmed, Mumtaz, 2019. "Testing for Exuberance Behavior in Agricultural Commodities of Pakistan," MPRA Paper 95304, University Library of Munich, Germany.
    5. 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.
    6. Márquez-Velázquez, Alejandro, 2019. "Developing countries' political cycles and the resource curse: Venezuela's case," Discussion Papers 2019/14, Free University Berlin, School of Business & Economics.
    7. Umar, Muhammad & Su, Chi-Wei & Rizvi, Syed Kumail Abbas & Lobonţ, Oana-Ramona, 2021. "Driven by fundamentals or exploded by emotions: Detecting bubbles in oil prices," Energy, Elsevier, vol. 231(C).
    8. Hudepohl, Tom & van Lamoen, Ryan & de Vette, Nander, 2021. "Quantitative easing and exuberance in stock markets: Evidence from the euro area," Journal of International Money and Finance, Elsevier, vol. 118(C).
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NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 10 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 (4) 2019-01-07 2020-12-07 2021-06-14 2024-11-11
  2. NEP-BIG: Big Data (3) 2020-12-07 2021-06-14 2021-08-30
  3. NEP-CMP: Computational Economics (3) 2020-12-07 2021-06-14 2021-08-30
  4. NEP-CBA: Central Banking (2) 2019-01-07 2024-11-11
  5. NEP-ENE: Energy Economics (2) 2014-09-08 2014-11-01
  6. NEP-HIS: Business, Economic and Financial History (2) 2014-09-08 2014-11-01
  7. NEP-MAC: Macroeconomics (2) 2019-01-07 2021-06-14
  8. NEP-URE: Urban and Real Estate Economics (2) 2015-08-25 2024-11-11
  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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