Itamar Caspi

Names

Identifer

Contact

Affiliations

• Bank of Israel
  • EDIRC entry
  • location:

Research profile

author of:

• Forecasting CPI Inflation Components with Hierarchical Recurrent Neural Networks (RePEc:arx:papers:2011.07920)
  by Oren Barkan & Jonathan Benchimol & Itamar Caspi & Eliya Cohen & Allon Hammer & Noam Koenigstein
• Double Machine Learning and Automated Confounder Selection -- A Cautionary Tale (RePEc:arx:papers:2108.11294)
  by Paul Hunermund & Beyers Louw & Itamar Caspi
• The Mortgage Cash-Flow Channel: How Rising Interest Rates Impact Household Consumption (RePEc:arx:papers:2410.02445)
  by Itamar Caspi & Nadav Eshel & Nimrod Segev
• Measuring the importance of global factors in determining inflation in Israel (RePEc:bis:bisbpc:100-12)
  by Nadine Baudot-Trajtenberg & Itamar Caspi
• Testing for a Housing Bubble at the National and Regional Level: The Case of Israel (RePEc:boi:wpaper:2015.05)
  by Itamar Caspi
• Testing for Bubbles in Stock Markets With Irregular Dividend Distribution (RePEc:boi:wpaper:2016.06)
  by Itamar Caspi & Meital Graham
• The Immediate Impact and Persistent Effect of FX Purchases on the Exchange Rate (RePEc:boi:wpaper:2018.04)
  by Itamar Caspi & Amit Friedman & Sigal Ribon
• Forecasting CPI Inflation Components with Hierarchical Recurrent Neural Networks (RePEc:boi:wpaper:2021.06)
  by Oren Barkan & Jonathan Benchimol & Itamar Caspi & Allon Hammer & Noam Koenigstein
• Double machine learning and automated confounder selection: A cautionary tale (RePEc:bpj:causin:v:11:y:2023:i:1:p:12:n:1)
  by Hünermund Paul & Louw Beyers & Caspi Itamar
• The COVID-19 Inflation Weighting in Israel (RePEc:bpj:evoice:v:19:y:2022:i:1:p:5-14:n:5)
  by Benchimol Jonathan & Caspi Itamar & Levin Yuval
• Measuring Communication Quality of Interest Rate Announcements (RePEc:bpj:evoice:v:20:y:2023:i:1:p:43-53:n:7)
  by Benchimol Jonathan & Caspi Itamar & Kazinnik Sophia
• Date stamping historical periods of oil price explosivity: 1876–2014 (RePEc:eee:eneeco:v:70:y:2018:i:c:p:582-587)
  by Caspi, Itamar & Katzke, Nico & Gupta, Rangan
• Testing for bubbles in stock markets with irregular dividend distribution (RePEc:eee:finlet:v:26:y:2018:i:c:p:89-94)
  by Caspi, Itamar & Graham, Meital
• Forecasting CPI inflation components with Hierarchical Recurrent Neural Networks (RePEc:eee:intfor:v:39:y:2023:i:3:p:1145-1162)
  by Barkan, Oren & Benchimol, Jonathan & Caspi, Itamar & Cohen, Eliya & Hammer, Allon & Koenigstein, Noam
• Testing for a housing bubble at the national and regional level: the case of Israel (RePEc:fip:feddgw:246)
  by Itamar Caspi
• Forecasting CPI inflation components with Hierarchical Recurrent Neural Networks (RePEc:hal:journl:emse-04624940)
  by Oren Barkan & Jonathan Benchimol & Itamar Caspi & Eliya Cohen & Allon Hammer & Noam Koenigstein
• The COVID-19 Inflation Weighting in Israel (RePEc:hal:journl:emse-04624978)
  by Jonathan Benchimol & Itamar Caspi & Yuval Levin
• Measuring Communication Quality of Interest Rate Announcements (RePEc:hal:journl:emse-04624983)
  by Jonathan Benchimol & Itamar Caspi & Sophia Kazinnik
• The Immediate Impact and Persistent Effect of FX Purchases on the Exchange Rate (RePEc:ijc:ijcjou:y:2022:q:5:a:4)
  by Itamar Caspi & Amit Friedman & Sigal Ribon
• Shocks and Currents: Monetary Policy and Israel’s Foreign Exchange Market (RePEc:pal:compes:v:66:y:2024:i:3:d:10.1057_s41294-024-00236-y)
  by Itamar Caspi & Amit Friedman & Sigal Ribon
• Rtadf: Testing for Bubbles with EViews (RePEc:pra:mprapa:58791)
  by Caspi, Itamar
• Testing for Bubbles in Stock Markets with Irregular Dividend Distribution (RePEc:pra:mprapa:82261)
  by Caspi, Itamar & Graham, Meital
• Does Guilt Affect Performance? Evidence from Penalty Kicks in Soccer (RePEc:pra:mprapa:90113)
  by Caspi, Itamar & Mazar, Yuval & Michelson, Noam & Tsur, Shay
• Date Stamping Historical Oil Price Bubbles: 1876-2014 (RePEc:pre:wpaper:201445)
  by Itamar Caspi & Nico Katzke & Rangan Gupta
• Date stamping historical oil price bubbles: 1876 - 2014 (RePEc:sza:wpaper:wpapers225)
  by Itamar Caspi & Nico Katzke & Rangan Gupta