5
H index
3
i10 index
110
Citations
Bank of Israel | 5 H index 3 i10 index 110 Citations RESEARCH PRODUCTION: 3 Articles 12 Papers 1 Chapters RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
|
Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Itamar Caspi. | Is cited by: | Cites to: |
Working Papers Series with more than one paper published | # docs |
---|---|
Bank of Israel Working Papers / Bank of Israel | 4 |
MPRA Paper / University Library of Munich, Germany | 3 |
Papers / arXiv.org | 2 |
Year | Title of citing document |
---|---|
2022 | A Neural Phillips Curve and a Deep Output Gap. (2022). Coulombe, Philippe Goulet. In: Papers. RePEc:arx:papers:2202.04146. Full description at Econpapers || Download paper |
2022 | Dissecting the dot-com bubble in the 1990s NASDAQ. (2022). Fan, Yuchao. In: Papers. RePEc:arx:papers:2206.14130. Full description at Econpapers || Download paper |
2022 | Testing for explosive bubbles: a review. (2022). Skrobotov, Anton. In: Papers. RePEc:arx:papers:2207.08249. Full description at Econpapers || Download paper |
2021 | The Interaction Between Domestic Monetary Policy and Macroprudential Policy in Israel. (2021). Benchimol, Jonathan ; Ben-Ze'Ev Noam, ; Yossi, Saadon ; Sigal, Ribon ; Michael, Kahn ; Inon, Gamrasni ; Yitzchak, Shizgal ; Asaf, Segal. In: Bank of Israel Working Papers. RePEc:boi:wpaper:2021.02. Full description at Econpapers || Download paper |
2022 | Regime Switching Mechanism during Energy Futures’ Price Bubbles. (2022). Koy, Ayben. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2022-01-46. Full description at Econpapers || Download paper |
2021 | Price explosiveness in nonferrous metal futures markets. (2021). Xiong, Tao ; Ma, Richie Ruchuan. In: Economic Modelling. RePEc:eee:ecmode:v:94:y:2021:i:c:p:75-90. Full description at Econpapers || Download paper |
2021 | Identifying bubbles and the contagion effect between oil and stock markets: New evidence from China. (2021). Li, KE ; Wen, Huwei ; Zhao, Zhao. In: Economic Modelling. RePEc:eee:ecmode:v:94:y:2021:i:c:p:780-788. Full description at Econpapers || Download paper |
2021 | A study on the bursting point of Bitcoin based on the BSADF and LPPLS methods. (2021). Yao, Can-Zhong ; Li, Hong-Yu. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:55:y:2021:i:c:s106294082030173x. Full description at Econpapers || Download paper |
2021 | Measuring alternative asset prices in an emerging market: The case of the South African art market. (2021). Boshoff, Willem ; Binge, Laurie. In: Emerging Markets Review. RePEc:eee:ememar:v:47:y:2021:i:c:s1566014120305975. Full description at Econpapers || Download paper |
2022 | Boom-bust cycles in oil consumption: The role of explosive bubbles and asymmetric adjustments. (2022). Kassouri, Yacouba. In: Energy Economics. RePEc:eee:eneeco:v:111:y:2022:i:c:s0140988322001785. Full description at Econpapers || Download paper |
2022 | Convergence of oil consumption: A historical perspective with new concepts. (2022). Soytas, Ugur ; Kucukkaplan, Ilhan ; Kassouri, Yacouba ; Nazlioglu, Saban. In: Energy Policy. RePEc:eee:enepol:v:168:y:2022:i:c:s0301421522003755. Full description at Econpapers || Download paper |
2021 | Is there a bubble in the shale gas market?. (2021). Wang, LI ; Han, Xin ; Yang, Haijun. In: Energy. RePEc:eee:energy:v:215:y:2021:i:pa:s0360544220322088. Full description at Econpapers || Download paper |
2021 | Driven by fundamentals or exploded by emotions: Detecting bubbles in oil prices. (2021). Lobon, Oana-Ramona ; Abbas, Syed Kumail ; Su, Chi-Wei ; Umar, Muhammad. In: Energy. RePEc:eee:energy:v:231:y:2021:i:c:s036054422101121x. Full description at Econpapers || Download paper |
2022 | Exploding DUCs? Identifying periods of mild explosivity in the time series behavior of drilled but uncompleted wells. (2022). Ewing, Bradley ; Pastor, Daniel J. In: Energy. RePEc:eee:energy:v:254:y:2022:i:pb:s0360544222012014. Full description at Econpapers || Download paper |
2022 | Understanding digital bubbles amidst the COVID-19 pandemic: Evidence from DeFi and NFTs. (2022). el Montasser, Ghassen ; Charfeddine, Lanouar ; Maouchi, Youcef. In: Finance Research Letters. RePEc:eee:finlet:v:47:y:2022:i:pa:s1544612321005341. Full description at Econpapers || Download paper |
2021 | Quantitative easing and exuberance in stock markets: Evidence from the euro area. (2021). Hudepohl, Thomas ; de Vette, Nander ; van Lamoen, Ryan. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:118:y:2021:i:c:s0261560621001224. Full description at Econpapers || Download paper |
2022 | Gold as a financial instrument. (2022). Tan, David ; Shi, Shuping ; Gomis-Porqueras, Pedro. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:27:y:2022:i:c:s2405851321000519. Full description at Econpapers || Download paper |
2022 | Bubbles in US gasoline prices: Assessing the role of hurricanes and anti–price gouging laws. (2022). Oladosu, Gbadebo. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:27:y:2022:i:c:s2405851321000520. Full description at Econpapers || Download paper |
2021 | Detection of bubbles in WTI, brent, and Dubai oil prices: A novel double recursive algorithm. (2021). Mokni, Khaled ; Ajmi, Ahdi Noomen ; Hammoudeh, Shawkat. In: Resources Policy. RePEc:eee:jrpoli:v:70:y:2021:i:c:s0301420720309855. Full description at Econpapers || Download paper |
2021 | Do crude oil price bubbles occur?. (2021). Yue, Xiao-Guang ; Umar, Muhammad ; Su, Chi-Wei ; Khan, Khalid. In: Resources Policy. RePEc:eee:jrpoli:v:71:y:2021:i:c:s0301420720309661. Full description at Econpapers || Download paper |
2021 | Do multiple bubbles exist in coal price?. (2021). Rehman, Ashfaq U ; Su, Chi-Wei ; Khan, Khalid. In: Resources Policy. RePEc:eee:jrpoli:v:73:y:2021:i:c:s0301420721002439. Full description at Econpapers || Download paper |
2021 | Impact of COVID-19 pandemic on crude oil prices: Evidence from Econophysics approach. (2021). ben Jabeur, Sami ; Serret, Vanessa ; Mefteh-Wali, Salma ; Gharib, Cheima. In: Resources Policy. RePEc:eee:jrpoli:v:74:y:2021:i:c:s0301420721004013. Full description at Econpapers || Download paper |
2022 | Oil price explosivity and stock return: Do sector and firm size matter?. (2022). Budak, Hilal ; Aktekin, Emine Dilara ; Yagli, Ibrahim ; Haykir, Ozkan. In: Resources Policy. RePEc:eee:jrpoli:v:78:y:2022:i:c:s0301420722003373. Full description at Econpapers || Download paper |
2021 | Haste makes waste: On the implications of rapid planning in Israel. (2021). Zaban, Shaul ; Steenekamp, Guy ; Mintz, Zvi ; Levin, Noam ; Horowitz-Harel, Anat ; Feitelson, Eran. In: Land Use Policy. RePEc:eee:lauspo:v:103:y:2021:i:c:s0264837721000351. Full description at Econpapers || Download paper |
2021 | Regional composition of national house price cycles in the US. (2021). Schmidt, Torsten ; Pruser, Jan. In: Regional Science and Urban Economics. RePEc:eee:regeco:v:87:y:2021:i:c:s0166046221000053. Full description at Econpapers || Download paper |
2021 | Time-Varying Convergences of Environmental Footprint Levels between European Countries. (2021). Erdoan, Seyfettin ; Yildirim, Seda ; Castanho, Rui Alexandre ; Couto, Gualter ; Demirta, Iil. In: Energies. RePEc:gam:jeners:v:14:y:2021:i:7:p:1813-:d:523501. Full description at Econpapers || Download paper |
2021 | Volatility Spillover and International Contagion of Housing Bubbles. (2021). Bago, Jean-Louis ; Akakpo, Koffi ; Ouedraogo, Ernest ; Rherrad, Imad. In: JRFM. RePEc:gam:jjrfmx:v:14:y:2021:i:7:p:287-:d:580531. Full description at Econpapers || Download paper |
2023 | ‘Seeing’ the Future: Improving Macroeconomic Forecasts with Spatial Data Using Recurrent Convolutional Neural Networks. (2023). Leslie, Jonathan. In: CAEPR Working Papers. RePEc:inu:caeprp:2023003. Full description at Econpapers || Download paper |
2021 | Bubble Detection in Housing Market: Evidence From a Developing Country. (2021). Jawaid, Syed Tehseen ; Khalil, Samina ; Ahmed, Rafiq. In: SAGE Open. RePEc:sae:sagope:v:11:y:2021:i:2:p:21582440211006690. Full description at Econpapers || Download paper |
2022 | Building Knowledge in the Oil Market. (2022). Paraskevopoulos, Ioannis ; Corzo, Teresa ; Figuerola-Ferretti, Isabel ; Martn-Bujack, Karin. In: SAGE Open. RePEc:sae:sagope:v:12:y:2022:i:1:p:21582440211068491. Full description at Econpapers || Download paper |
2021 | Sup-ADF-style bubble-detection methods under test. (2021). Wilfling, Bernd ; Monschang, Verena. In: Empirical Economics. RePEc:spr:empeco:v:61:y:2021:i:1:d:10.1007_s00181-020-01859-7. Full description at Econpapers || Download paper |
2022 | Bubble tests in the London housing market: A borough level analysis. (2022). Alexakis, Panayotis ; Dotsis, George ; Petris, Panagiotis. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:27:y:2022:i:1:p:1044-1063. Full description at Econpapers || Download paper |
2022 | Foreign exchange interventions and their impact on expectations: Evidence from the USD/ILS options market. (2022). Nathan, Daniel ; Hertrich, Markus. In: Discussion Papers. RePEc:zbw:bubdps:202022. Full description at Econpapers || Download paper |
Year | Title | Type | Cited |
---|---|---|---|
2022 | Forecasting CPI Inflation Components with Hierarchical Recurrent Neural Networks In: Papers. [Full Text][Citation analysis] | paper | 2 |
2021 | Forecasting CPI Inflation Components with Hierarchical Recurrent Neural Networks.(2021) In: Bank of Israel Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 2 | paper | |
2022 | Double Machine Learning and Automated Confounder Selection -- A Cautionary Tale In: Papers. [Full Text][Citation analysis] | paper | 0 |
2018 | Measuring the importance of global factors in determining inflation in Israel In: BIS Papers chapters. [Full Text][Citation analysis] | chapter | 0 |
2015 | Testing for a Housing Bubble at the National and Regional Level: The Case of Israel In: Bank of Israel Working Papers. [Full Text][Citation analysis] | paper | 16 |
2015 | Testing for a housing bubble at the national and regional level: the case of Israel.(2015) In: Globalization Institute Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 16 | paper | |
2016 | Testing for Bubbles in Stock Markets With Irregular Dividend Distribution In: Bank of Israel Working Papers. [Full Text][Citation analysis] | paper | 2 |
2018 | Testing for bubbles in stock markets with irregular dividend distribution.(2018) In: Finance Research Letters. [Full Text][Citation analysis] This paper has another version. Agregated cites: 2 | article | |
2017 | Testing for Bubbles in Stock Markets with Irregular Dividend Distribution.(2017) In: MPRA Paper. [Full Text][Citation analysis] This paper has another version. Agregated cites: 2 | paper | |
2018 | The Immediate Impact and Persistent Effect of FX Purchases on the Exchange Rate In: Bank of Israel Working Papers. [Full Text][Citation analysis] | paper | 6 |
2022 | The COVID-19 Inflation Weighting in Israel In: The Economists' Voice. [Full Text][Citation analysis] | article | 0 |
2018 | Date stamping historical periods of oil price explosivity: 1876–2014 In: Energy Economics. [Full Text][Citation analysis] | article | 42 |
2014 | Rtadf: Testing for Bubbles with EViews In: MPRA Paper. [Full Text][Citation analysis] | paper | 36 |
2018 | Does Guilt Affect Performance? Evidence from Penalty Kicks in Soccer In: MPRA Paper. [Full Text][Citation analysis] | paper | 0 |
2014 | Date Stamping Historical Oil Price Bubbles: 1876-2014 In: Working Papers. [Citation analysis] | paper | 6 |
2014 | Date stamping historical oil price bubbles: 1876 - 2014.(2014) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 6 | paper |
CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated January, 6 2023. Contact: CitEc Team