6
H index
4
i10 index
141
Citations
Itamar Caspi : Citation Profile
Bank of Israel | RESEARCH PRODUCTION: 8 Articles 16 Papers 1 Chapters RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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10 years (2014 - 2024). Relations with other researchers
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:
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Main data
Where Itamar Caspi has published?
| Journals with more than one article published | # docs |
|---|---|
| The Economists' Voice | 2 |
| Working Papers Series with more than one paper published | # docs |
|---|---|
| Bank of Israel Working Papers / Bank of Israel | 4 |
| Papers / arXiv.org | 3 |
| Post-Print / HAL | 3 |
| MPRA Paper / University Library of Munich, Germany | 3 |
Recent works citing Itamar Caspi (2024 and 2023)
| Year | Title of citing document |
|---|---|
| 2023 | Fairness Implications of Heterogeneous Treatment Effect Estimation with Machine Learning Methods in Policy-making. (2023). Biddle, Nicholas ; Rehill, Patrick. In: Papers. RePEc:arx:papers:2309.00805. Full description at Econpapers || Download paper |
| 2024 | Maximally Forward-Looking Core Inflation. (2024). Goebel, Maximilian ; Barrette, Christophe ; Klieber, Karin ; Coulombe, Philippe Goulet. In: Papers. RePEc:arx:papers:2404.05209. Full description at Econpapers || Download paper |
| 2023 | Correct Comparison of Predictive Features of Machine Learning Models: The Case of Forecasting Inflation Rates in Siberia. (2023). Shevelev, Andrey ; Semiturkin, Oleg. In: Russian Journal of Money and Finance. RePEc:bkr:journl:v:82:y:2023:i:1:p:87-103. Full description at Econpapers || Download paper |
| 2024 | Forecasting Inflation in Russia Using Gradient Boosting and Neural Networks. (2024). Dzhunkeev, Urmat. In: Russian Journal of Money and Finance. RePEc:bkr:journl:v:83:y:2024:i:1:p:53-76. Full description at Econpapers || Download paper |
| 2023 | Seemingly Unrelated Regression Estimation for VAR Models with Explosive Roots. (2023). Li, Qiyuan ; Chen, YE. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:85:y:2023:i:4:p:910-937. Full description at Econpapers || Download paper |
| 2024 | Nowcasting consumer price inflation using high-frequency scanner data: evidence from Germany. (2024). Menz, Jan-Oliver ; Wieland, Elisabeth ; Schnorrenberger, Richard ; Carstensen, Kai ; Beck, Gunter W. In: Working Paper Series. RePEc:ecb:ecbwps:20242930. Full description at Econpapers || Download paper |
| 2023 | Modelling pandemic risks for policy analysis and forecasting. (2023). DARRACQ PARIES, Matthieu ; Zimic, Sreko ; Damjanovi, Milan ; Angelini, Elena. In: Economic Modelling. RePEc:eee:ecmode:v:120:y:2023:i:c:s0264999322003996. Full description at Econpapers || Download paper |
| 2024 | The clarity of monetary policy communication and financial market volatility in developing economies. (2024). Sohn, Wook ; Jombo, Wytone ; Vyshnevskyi, Iegor. In: Emerging Markets Review. RePEc:eee:ememar:v:59:y:2024:i:c:s1566014124000165. Full description at Econpapers || Download paper |
| 2024 | Asymmetric effects of international oil prices on Chinas PPI in different industries——Research based on NARDL model. (2024). Xu, Fang ; Deng, Xiang. In: Energy. RePEc:eee:energy:v:290:y:2024:i:c:s0360544223035077. Full description at Econpapers || Download paper |
| 2023 | Central bank communication and website characteristics. (2023). Kazinnik, Sophia ; Curti, Filippo. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:212:y:2023:i:c:p:1216-1241. Full description at Econpapers || Download paper |
| 2024 | COVID-19 inflation weights in the UK and Germany. (2024). Grigoli, Francesco ; Pugacheva, Evgenia. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:79:y:2024:i:c:s0164070423000435. Full description at Econpapers || Download paper |
| 2023 | Price bubbles in the European natural gas market between 2011 and 2020. (2023). Kocaaslan, Ozge Kandemir ; Akcora, Begum. In: Resources Policy. RePEc:eee:jrpoli:v:80:y:2023:i:c:s0301420722006298. Full description at Econpapers || Download paper |
| 2023 | Co-explosivity versus leading effects: Evidence from crude oil and agricultural commodities. (2023). Charfeddine, Lanouar ; Belhoula, Mohamed Malek ; el Montasser, Ghassen. In: Resources Policy. RePEc:eee:jrpoli:v:81:y:2023:i:c:s0301420723000399. Full description at Econpapers || Download paper |
| 2023 | Monitoring and evaluation of transformative innovation policy: Suggestions for Improvement. (2023). Coad, Alex ; Santos, Anabela M. In: Socio-Economic Planning Sciences. RePEc:eee:soceps:v:90:y:2023:i:c:s0038012123002264. 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 |
| 2023 | Comparing Out-of-Sample Performance of Machine Learning Methods to Forecast U.S. GDP Growth. (2023). Qureshi, Shafiullah ; Chu, BA. In: Computational Economics. RePEc:kap:compec:v:62:y:2023:i:4:d:10.1007_s10614-022-10312-z. Full description at Econpapers || Download paper |
| 2023 | THE SELECTION OF CONTROL VARIABLES IN CAPITAL STRUCTURE RESEARCH WITH MACHINE LEARNING. (2023). Bilgin, Rumeysa. In: SocArXiv. RePEc:osf:socarx:e26qf. Full description at Econpapers || Download paper |
| 2023 | Modelling and Forecasting Energy Market Cycles: A Generalized Smooth Transition Approach.. (2023). Chini, Emilio Zanetti ; Canepa, Alessandra ; Alqaralleh, Huthaifa. In: Department of Economics and Statistics Cognetti de Martiis. Working Papers. RePEc:uto:dipeco:202318. Full description at Econpapers || Download paper |
| 2023 | Testing for explosive bubbles: a review. (2023). Anton, Skrobotov. In: Dependence Modeling. RePEc:vrs:demode:v:11:y:2023:i:1:p:26:n:1. Full description at Econpapers || Download paper |
Works by Itamar Caspi:
| Year | Title | Type | Cited |
|---|---|---|---|
| 2022 | Forecasting CPI Inflation Components with Hierarchical Recurrent Neural Networks In: Papers. [Full Text][Citation analysis] | paper | 11 |
| 2021 | Forecasting CPI Inflation Components with Hierarchical Recurrent Neural Networks.(2021) In: Bank of Israel Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 11 | paper | |
| 2023 | Forecasting CPI inflation components with Hierarchical Recurrent Neural Networks.(2023) In: International Journal of Forecasting. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 11 | article | |
| 2023 | Forecasting CPI inflation components with Hierarchical Recurrent Neural Networks.(2023) In: Post-Print. [Citation analysis] This paper has nother version. Agregated cites: 11 | paper | |
| 2023 | Double Machine Learning and Automated Confounder Selection -- A Cautionary Tale In: Papers. [Full Text][Citation analysis] | paper | 3 |
| 2023 | Double machine learning and automated confounder selection: A cautionary tale.(2023) In: Journal of Causal Inference. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 3 | article | |
| 2024 | The Mortgage Cash-Flow Channel: How Rising Interest Rates Impact Household Consumption 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 nother 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 | 3 |
| 2018 | Testing for bubbles in stock markets with irregular dividend distribution.(2018) In: Finance Research Letters. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 3 | article | |
| 2017 | Testing for Bubbles in Stock Markets with Irregular Dividend Distribution.(2017) In: MPRA Paper. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 3 | 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 | 8 |
| 2022 | The Immediate Impact and Persistent Effect of FX Purchases on the Exchange Rate.(2022) In: International Journal of Central Banking. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 8 | article | |
| 2022 | The COVID-19 Inflation Weighting in Israel In: The Economists' Voice. [Full Text][Citation analysis] | article | 3 |
| 2022 | The COVID-19 Inflation Weighting in Israel.(2022) In: Post-Print. [Citation analysis] This paper has nother version. Agregated cites: 3 | paper | |
| 2023 | Measuring Communication Quality of Interest Rate Announcements In: The Economists' Voice. [Full Text][Citation analysis] | article | 2 |
| 2023 | Measuring Communication Quality of Interest Rate Announcements.(2023) In: Post-Print. [Citation analysis] This paper has nother version. Agregated cites: 2 | paper | |
| 2018 | Date stamping historical periods of oil price explosivity: 1876–2014 In: Energy Economics. [Full Text][Citation analysis] | article | 51 |
| 2024 | Shocks and Currents: Monetary Policy and Israel’s Foreign Exchange Market In: Comparative Economic Studies. [Full Text][Citation analysis] | article | 1 |
| 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 | 7 |
| 2014 | Date stamping historical oil price bubbles: 1876 - 2014.(2014) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 7 | paper |
CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated November, 3 2024. Contact: CitEc Team