Itamar Caspi : Citation Profile

Are you Itamar Caspi?

Bank of Israel

5

H index

3

i10 index

110

Citations

RESEARCH PRODUCTION:

3

Articles

12

Papers

1

Chapters

RESEARCH ACTIVITY:

   8 years (2014 - 2022). See details.
   Cites by year: 13
   Journals where Itamar Caspi has often published
   Relations with other researchers
   Recent citing documents: 33.    Total self citations: 5 (4.35 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pca958
   Updated: 2023-03-02    RAS profile: 2022-11-07    
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Relations with other researchers

Works with:

Benchimol, Jonathan (3)

Graham Rozen, Meital (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Itamar Caspi.

Is cited by:

GUPTA, RANGAN (12)

Balcilar, Mehmet (9)

Shi, Shuping (9)

Phillips, Peter (6)

Katzke, Nico (4)

Gomis-Porqueras, Pedro (3)

Bago, Jean-Louis (3)

Ranjbar, Omid (3)

Panagiotidis, Theodore (3)

Graham Rozen, Meital (3)

Vravosinos, Orestis (2)

Cites to:

Phillips, Peter (18)

Yu, Jun (16)

Bettendorf, Timo (9)

Auer, Raphael (9)

Shi, Shuping (8)

Levchenko, Andrei (7)

Sauré, Philip (7)

Adler, Gustavo (6)

Evans, George (6)

Wu, Yangru (5)

Menkhoff, Lukas (4)

Main data

Where Itamar Caspi has published?

Working Papers Series with more than one paper published# docs
Bank of Israel Working Papers / Bank of Israel4
MPRA Paper / University Library of Munich, Germany3
Papers / arXiv.org2

Recent works citing Itamar Caspi (2022 and 2021)

YearTitle of citing document
2022A Neural Phillips Curve and a Deep Output Gap. (2022). Coulombe, Philippe Goulet. In: Papers. RePEc:arx:papers:2202.04146.

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2022Dissecting the dot-com bubble in the 1990s NASDAQ. (2022). Fan, Yuchao. In: Papers. RePEc:arx:papers:2206.14130.

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2022Testing for explosive bubbles: a review. (2022). Skrobotov, Anton. In: Papers. RePEc:arx:papers:2207.08249.

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2021The 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.

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2022Regime Switching Mechanism during Energy Futures’ Price Bubbles. (2022). Koy, Ayben. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2022-01-46.

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2021Price 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.

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2021Identifying 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.

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2021A 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.

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2021Measuring 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.

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2022Boom-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.

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2022Convergence 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.

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2021Is 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.

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2021Driven 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.

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2022Exploding 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.

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2022Understanding 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.

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2021Quantitative 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.

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2022Gold 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.

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2022Bubbles 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.

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2021Detection 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.

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2021Do 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.

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2021Do 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.

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2021Impact 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.

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2022Oil 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.

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2021Haste 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.

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2021Regional 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.

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2021Time-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.

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2021Volatility 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.

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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.

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2021Bubble 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.

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2022Building 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.

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2021Sup-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.

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2022Bubble 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.

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2022Foreign 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.

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Works by Itamar Caspi:

YearTitleTypeCited
2022Forecasting CPI Inflation Components with Hierarchical Recurrent Neural Networks In: Papers.
[Full Text][Citation analysis]		paper2
2021Forecasting 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
2022Double Machine Learning and Automated Confounder Selection -- A Cautionary Tale In: Papers.
[Full Text][Citation analysis]		paper0
2018Measuring the importance of global factors in determining inflation in Israel In: BIS Papers chapters.
[Full Text][Citation analysis]		chapter0
2015Testing for a Housing Bubble at the National and Regional Level: The Case of Israel In: Bank of Israel Working Papers.
[Full Text][Citation analysis]		paper16
2015Testing 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
2016Testing for Bubbles in Stock Markets With Irregular Dividend Distribution In: Bank of Israel Working Papers.
[Full Text][Citation analysis]		paper2
2018Testing for bubbles in stock markets with irregular dividend distribution.(2018) In: Finance Research Letters.
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This paper has another version. Agregated cites: 2		article
2017Testing for Bubbles in Stock Markets with Irregular Dividend Distribution.(2017) In: MPRA Paper.
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This paper has another version. Agregated cites: 2		paper
2018The Immediate Impact and Persistent Effect of FX Purchases on the Exchange Rate In: Bank of Israel Working Papers.
[Full Text][Citation analysis]		paper6
2022The COVID-19 Inflation Weighting in Israel In: The Economists' Voice.
[Full Text][Citation analysis]		article0
2018Date stamping historical periods of oil price explosivity: 1876–2014 In: Energy Economics.
[Full Text][Citation analysis]		article42
2014Rtadf: Testing for Bubbles with EViews In: MPRA Paper.
[Full Text][Citation analysis]		paper36
2018Does Guilt Affect Performance? Evidence from Penalty Kicks in Soccer In: MPRA Paper.
[Full Text][Citation analysis]		paper0
2014Date Stamping Historical Oil Price Bubbles: 1876-2014 In: Working Papers.
[Citation analysis]		paper6
2014Date stamping historical oil price bubbles: 1876 - 2014.(2014) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 6		paper

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