Itamar Caspi : Citation Profile

Are you Itamar Caspi?

Bank of Israel

5

H index

3

i10 index

126

Citations

RESEARCH PRODUCTION:

3

Articles

12

Papers

1

Chapters

RESEARCH ACTIVITY:

   9 years (2014 - 2023). See details.
   Cites by year: 14
   Journals where Itamar Caspi has often published
   Relations with other researchers
   Recent citing documents: 27.    Total self citations: 5 (3.82 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pca958
   Updated: 2023-11-04    RAS profile: 2023-03-16    
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Relations with other researchers

Works with:

Benchimol, Jonathan (3)

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)

Shi, Shuping (10)

Balcilar, Mehmet (9)

Phillips, Peter (6)

Katzke, Nico (4)

Gomis-Porqueras, Pedro (4)

Bago, Jean-Louis (3)

Ranjbar, Omid (3)

Graham Rozen, Meital (3)

Panagiotidis, Theodore (3)

Villamizar-Villegas, mauricio (2)

Cites to:

Phillips, Peter (18)

Yu, Jun (16)

Auer, Raphael (9)

Bettendorf, Timo (9)

Shi, Shuping (8)

Sauré, Philip (7)

Levchenko, Andrei (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 (2023 and 2022)

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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2023Fairness 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.

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2023Correct 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.

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2023Seemingly 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.

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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: Bank of Israel Working Papers. RePEc:boi:wpaper:2022.10.

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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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2023Modelling 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.

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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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2022Is there evidence of mild explosive behavior in Alaska North Slope crude oil prices?. (2022). Ewing, Bradley T ; Pastor, Daniel J. In: Energy Economics. RePEc:eee:eneeco:v:114:y:2022:i:c:s0140988322003991.

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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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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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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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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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2022Price bubbles in oil & gas markets and their transfer. (2022). Kim, Man-Keun ; Wang, Zuyi. In: Resources Policy. RePEc:eee:jrpoli:v:79:y:2022:i:c:s0301420722005025.

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2023Price 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.

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2023Co-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.

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2022Updating Inflation Weights in the UK and Germany during COVID-19. (2022). Grigoli, Francesco ; Pugacheva, Evgenia. In: IMF Working Papers. RePEc:imf:imfwpa:2022/204.

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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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2023THE SELECTION OF CONTROL VARIABLES IN CAPITAL STRUCTURE RESEARCH WITH MACHINE LEARNING. (2023). Bilgin, Rumeysa. In: SocArXiv. RePEc:osf:socarx:e26qf.

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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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2023Testing for explosive bubbles: a review. (2023). Anton, Skrobotov. In: Dependence Modeling. RePEc:vrs:demode:v:11:y:2023:i:1:p:26:n:1.

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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]		paper4
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: 4		paper
2023Double Machine Learning and Automated Confounder Selection -- A Cautionary Tale In: Papers.
[Full Text][Citation analysis]		paper2
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]		paper3
2018Testing 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: 3		article
2017Testing for Bubbles in Stock Markets with Irregular Dividend Distribution.(2017) In: MPRA Paper.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 3		paper
2018The Immediate Impact and Persistent Effect of FX Purchases on the Exchange Rate In: Bank of Israel Working Papers.
[Full Text][Citation analysis]		paper7
2022The COVID-19 Inflation Weighting in Israel In: The Economists' Voice.
[Full Text][Citation analysis]		article2
2018Date stamping historical periods of oil price explosivity: 1876–2014 In: Energy Economics.
[Full Text][Citation analysis]		article49
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]		paper7
2014Date stamping historical oil price bubbles: 1876 - 2014.(2014) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 7		paper

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