4
H index
3
i10 index
80
Citations
Bank of Israel | 4 H index 3 i10 index 80 Citations RESEARCH PRODUCTION: 2 Articles 10 Papers 1 Chapters RESEARCH ACTIVITY:
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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 |
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Bank of Israel Working Papers / Bank of Israel | 3 |
MPRA Paper / University Library of Munich, Germany | 3 |
Year | Title of citing document |
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2020 | Diagnosing Housing Fever with an Econometric Thermometer. (2020). Phillips, Peter ; Shi, Shuping. In: Cowles Foundation Discussion Papers. RePEc:cwl:cwldpp:2248. Full description at Econpapers || Download paper |
2020 | Common Bubble Detection in Large Dimensional Financial Systems. (2020). Phillips, Peter ; Shi, Shuping ; Chen, YE. In: Cowles Foundation Discussion Papers. RePEc:cwl:cwldpp:2251. Full description at Econpapers || Download paper |
2020 | Date-stamping the Tadawul bubble through the SADF and GSADF econometric approaches. (2020). Cruz Rambaud, Salvador ; Cruz-Rambaud, Salvador ; Martin-Cervantes, Pedro Antonio. In: Economics Bulletin. RePEc:ebl:ecbull:eb-20-00061. 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 |
2020 | Testing for explosive bubbles in the presence of autocorrelated innovations. (2020). Montes, Erik Christian ; Pedersen, Thomas Quistgaard . In: Journal of Empirical Finance. RePEc:eee:empfin:v:58:y:2020:i:c:p:207-225. Full description at Econpapers || Download paper |
2020 | Time-varying persistence in real oil prices and its determinant. (2020). Wegener, Christoph ; Kruse, Robinson. In: Energy Economics. RePEc:eee:eneeco:v:85:y:2020:i:c:s0140988319300805. Full description at Econpapers || Download paper |
2020 | Mild explosivity in recent crude oil prices. (2020). Paraskevopoulos, Ioannis ; McCrorie, Roderick J ; Figuerola-Ferretti, Isabel. In: Energy Economics. RePEc:eee:eneeco:v:87:y:2020:i:c:s0140988319301471. 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 |
2020 | Understanding risk of bubbles in cryptocurrencies. (2020). Molnár, Peter ; Molnar, P ; Luivjanska, K ; Landsnes, Ch J ; Enoksen, F A. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:176:y:2020:i:c:p:129-144. Full description at Econpapers || Download paper |
2020 | Bubbles in Crude Oil and Commodity Energy Index: New Evidence. (2020). Galyfianakis, Georgios ; Floros, Christos. In: Energies. RePEc:gam:jeners:v:13:y:2020:i:24:p:6648-:d:463170. Full description at Econpapers || Download paper |
2020 | A Principal Component-Guided Sparse Regression Approach for the Determination of Bitcoin Returns. (2020). Stengos, Thanasis ; Panagiotidis, Theodore ; Vravosinos, Orestis. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:13:y:2020:i:2:p:33-:d:319970. Full description at Econpapers || Download paper |
2020 | A principal component-guided sparse regression approach for the determination of bitcoin returns. (2020). Stengos, Thanasis ; Panagiotidis, Theodore ; Vravosinos, Orestis. In: Working Papers. RePEc:gue:guelph:2020-01. Full description at Econpapers || Download paper |
2020 | Volatility Spillover and International Contagion of Housing Bubbles. (2020). Ouedraogo, Ernest ; Rherrad, Imad ; Akakpo, Koffi ; Bago, Jean-Louis. In: MPRA Paper. RePEc:pra:mprapa:100098. Full description at Econpapers || Download paper |
2020 | Gold as a Financial Instrument. (2020). Gomis-Porqueras, Pedro ; Tan, David ; Shi, Shuping. In: MPRA Paper. RePEc:pra:mprapa:102782. Full description at Econpapers || Download paper |
2020 | Dynamics of the European sovereign bonds and the identification of crisis periods. (2020). Reitz, Stefan ; Chen, Zhenxi. In: Empirical Economics. RePEc:spr:empeco:v:58:y:2020:i:6:d:10.1007_s00181-019-01653-0. Full description at Econpapers || Download paper |
2020 | Regional composition of national house price cycles in the US. (2020). Schmidt, Torsten ; Pruser, Jan. In: Ruhr Economic Papers. RePEc:zbw:rwirep:853. Full description at Econpapers || Download paper |
Year | Title | Type | Cited |
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2020 | Predicting Disaggregated CPI Inflation Components via Hierarchical Recurrent Neural Networks 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 | 15 |
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: 15 | paper | |
2016 | Testing for Bubbles in Stock Markets With Irregular Dividend Distribution In: Bank of Israel Working Papers. [Full Text][Citation analysis] | paper | 0 |
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: 0 | 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: 0 | 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 | 4 |
2018 | Date stamping historical periods of oil price explosivity: 1876–2014 In: Energy Economics. [Full Text][Citation analysis] | article | 26 |
2014 | Rtadf: Testing for Bubbles with EViews In: MPRA Paper. [Full Text][Citation analysis] | paper | 32 |
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 | 3 |
2014 | Date stamping historical oil price bubbles: 1876 - 2014.(2014) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 3 | paper |
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