Itamar Caspi : Citation Profile

Bank of Israel

6

H index

5

i10 index

157

Citations

RESEARCH PRODUCTION:

8

Articles

16

Papers

1

Chapters

RESEARCH ACTIVITY:

   10 years (2014 - 2024). See details.
   Cites by year: 15
   Journals where Itamar Caspi has often published
   Relations with other researchers
   Recent citing documents: 26.    Total self citations: 5 (3.09 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pca958
   Updated: 2025-11-08    RAS profile: 2024-10-09    
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Relations with other researchers

Works with:

Benchimol, Jonathan (8)

Hünermund, Paul (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 (13)

Shi, Shuping (10)

Balcilar, Mehmet (9)

Phillips, Peter (6)

Katzke, Nico (4)

Gomis-Porqueras, Pedro (4)

Graham Rozen, Meital (3)

Ranjbar, Omid (3)

El Montasser, Ghassen (3)

Panagiotidis, Theodore (3)

Yakhin, Yossi (3)

Cites to:

Phillips, Peter (18)

Yu, Jun (16)

Auer, Raphael (9)

Bettendorf, Timo (9)

Shi, Shuping (8)

Sauré, Philip (7)

Levchenko, Andrei (7)

Swanson, Eric (6)

Evans, George (6)

Gürkaynak, Refet (6)

Adler, Gustavo (6)

Main data

Where Itamar Caspi has published?

Journals with more than one article published# docs
The Economists' Voice2

Working Papers Series with more than one paper published# docs
Bank of Israel Working Papers / Bank of Israel4
Post-Print / HAL3
Papers / arXiv.org3
MPRA Paper / University Library of Munich, Germany3

Recent works citing Itamar Caspi (2025 and 2024)

YearTitle of citing document
2024A Neural Phillips Curve and a Deep Output Gap. (2024). Goulet Coulombe, Philippe. In: Papers. RePEc:arx:papers:2202.04146.

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2024Forecasting CPI inflation under economic policy and geopolitical uncertainties. (2024). Chakraborty, Tanujit ; Singh, Sunny Kumar ; Sengupta, Shovon. In: Papers. RePEc:arx:papers:2401.00249.

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2024Maximally Forward-Looking Core Inflation. (2024). Goulet Coulombe, Philippe ; Goebel, Maximilian ; Klieber, Karin ; Barrette, Christophe. In: Papers. RePEc:arx:papers:2404.05209.

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2024Refined and Segmented Price Sentiment Indices from Survey Comments. (2024). Sakaji, Hiroki ; Suzuki, Masahiro. In: Papers. RePEc:arx:papers:2411.09937.

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2025BiHRNN -- Bi-Directional Hierarchical Recurrent Neural Network for Inflation Forecasting. (2025). Vilenko, Maya. In: Papers. RePEc:arx:papers:2503.01893.

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2025An Artificial Trend Index for Private Consumption Using Google Trends. (2025). Alpiste, Heidi ; Tenorio, Juan ; Rem, Jakelin ; Segil, Arian. In: Papers. RePEc:arx:papers:2503.21981.

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2025Monetary tightening at work: transmission and heterogeneity. (2025). Of, Bank. In: BIS Papers chapters. RePEc:bis:bisbpc:157-11.

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2024Forecasting 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.

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2024Bottom-up Inflation Forecasting Using Machine Learning Methods. (2024). Mikitchuk, Marina ; Postolit, Egor ; Akhmedova, Elena ; Latypov, Rodion. In: Russian Journal of Money and Finance. RePEc:bkr:journl:v:83:y:2024:i:3:p:23-44.

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2024Alternative measures of price inflation and the perception of real income in Germany. (2024). Schnabl, Gunther ; Israel, Karlfriedrich. In: The World Economy. RePEc:bla:worlde:v:47:y:2024:i:2:p:618-636.

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2024Foreign Exchange Interventions in the New-Keynesian Model: Transmission, Policy, and Welfare. (2024). Yakhin, Yossi. In: Bank of Israel Working Papers. RePEc:boi:wpaper:2024.01.

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2025Forecasting Disaggregated Producer Prices: A Fusion of Machine Learning and Econometric Techniques. (2025). Benecka, Sona. In: Working Papers. RePEc:cnb:wpaper:2025/2.

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2024Harnessing Machine Learning for Real-Time Inflation Nowcasting. (2024). Schnorrenberger, Richard ; Moura, Guilherme Valle ; Schmidt, Aishameriane. In: Working Papers. RePEc:dnb:dnbwpp:806.

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2024Nowcasting consumer price inflation using high-frequency scanner data: evidence from Germany. (2024). Wieland, Elisabeth ; Menz, Jan-Oliver ; Carstensen, Kai ; Schnorrenberger, Richard ; Beck, Gunter W. In: Working Paper Series. RePEc:ecb:ecbwps:20242930.

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2024The clarity of monetary policy communication and financial market volatility in developing economies. (2024). Vyshnevskyi, Iegor ; Jombo, Wytone ; Sohn, Wook. In: Emerging Markets Review. RePEc:eee:ememar:v:59:y:2024:i:c:s1566014124000165.

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2025The role of geopolitical and climate risk in driving uncertainty in European electricity markets. (2025). Pellini, Elisabetta ; Cincinelli, Peter. In: Energy Economics. RePEc:eee:eneeco:v:144:y:2025:i:c:s0140988325000994.

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2024Asymmetric effects of international oil prices on Chinas PPI in different industries——Research based on NARDL model. (2024). Deng, Xiang ; Xu, Fang. In: Energy. RePEc:eee:energy:v:290:y:2024:i:c:s0360544223035077.

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2024COVID-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.

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2025Macroeconomics, geopolitical risk, and resource commodity price bubbles. (2025). Wu, Haipeng ; Chen, Yiming ; Li, Beibei ; Mao, Xuefeng. In: Resources Policy. RePEc:eee:jrpoli:v:101:y:2025:i:c:s0301420725000200.

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2025Foreign exchange interventions in the New-Keynesian model: Policy, transmission, and welfare. (2025). Yakhin, Yossi. In: Journal of Monetary Economics. RePEc:eee:moneco:v:151:y:2025:i:c:s0304393225000340.

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2025Investment in intangible assets and economic complexity. (2025). Uribe, Jorge. In: Research Policy. RePEc:eee:respol:v:54:y:2025:i:1:s0048733324001823.

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2025Measuring Inflation During the Pandemic with the Benefit of Hindsight. (2025). Dixon, Huw ; Chowdhury, Aftab. In: Open Economies Review. RePEc:kap:openec:v:36:y:2025:i:2:d:10.1007_s11079-024-09776-3.

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2024Editorial for the Special Issue of Comparative Economic Studies: 50 Years After the End of Bretton Woods—The Experiences of Small Open Economies. (2024). Straumann, Tobias ; Sturm, Jan-Egbert ; Rathke, Alexander. In: Comparative Economic Studies. RePEc:pal:compes:v:66:y:2024:i:3:d:10.1057_s41294-024-00244-y.

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2024Foreign Exchange Interventions in the New-Keynesian Model: Policy, Transmission, and Welfare. (2024). Yakhin, Yossi. In: MPRA Paper. RePEc:pra:mprapa:122948.

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2025Time-Varying Spillover of Multi-Scale Positive and Negative Bubbles in Stock and Oil Markets. (2025). GUPTA, RANGAN ; Foglia, Matteo ; Pacelli, Vincenzo ; Caraiani, Petre. In: Working Papers. RePEc:pre:wpaper:202534.

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2024Forecasting food price inflation during global crises. (2024). Duncan, Roberto ; Toledo, Patricia. In: Journal of Forecasting. RePEc:wly:jforec:v:43:y:2024:i:4:p:1087-1113.

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Works by Itamar Caspi:

YearTitleTypeCited
2022Forecasting CPI Inflation Components with Hierarchical Recurrent Neural Networks In: Papers.
[Full Text][Citation analysis]		paper18
2021Forecasting 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: 18		paper
2023Forecasting 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: 18		article
2023Forecasting CPI inflation components with Hierarchical Recurrent Neural Networks.(2023) In: Post-Print.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 18		paper
2023Double Machine Learning and Automated Confounder Selection -- A Cautionary Tale In: Papers.
[Full Text][Citation analysis]		paper4
2023Double 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: 4		article
2024The Mortgage Cash-Flow Channel: How Rising Interest Rates Impact Household Consumption In: Papers.
[Full Text][Citation analysis]		paper1
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 nother 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 nother 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 nother 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]		paper10
2022The 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: 10		article
2022The COVID-19 Inflation Weighting in Israel In: The Economists' Voice.
[Full Text][Citation analysis]		article5
2022The COVID-19 inflation weighting in Israel.(2022) In: Post-Print.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 5		paper
2023Measuring Communication Quality of Interest Rate Announcements In: The Economists' Voice.
[Full Text][Citation analysis]		article2
2023Measuring communication quality of interest rate announcements.(2023) In: Post-Print.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 2		paper
2018Date stamping historical periods of oil price explosivity: 1876–2014 In: Energy Economics.
[Full Text][Citation analysis]		article54
2024Shocks and Currents: Monetary Policy and Israel’s Foreign Exchange Market In: Comparative Economic Studies.
[Full Text][Citation analysis]		article1
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 nother version. Agregated cites: 7		paper

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