Itamar Caspi : Citation Profile


Are you Itamar Caspi?

Bank of Israel

6

H index

4

i10 index

140

Citations

RESEARCH PRODUCTION:

8

Articles

16

Papers

1

Chapters

RESEARCH ACTIVITY:

   10 years (2014 - 2024). See details.
   Cites by year: 14
   Journals where Itamar Caspi has often published
   Relations with other researchers
   Recent citing documents: 23.    Total self citations: 5 (3.45 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pca958
   Updated: 2024-11-04    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 (12)

Shi, Shuping (10)

Balcilar, Mehmet (9)

Phillips, Peter (6)

Gomis-Porqueras, Pedro (4)

Katzke, Nico (4)

Bago, Jean-Louis (3)

Panagiotidis, Theodore (3)

Graham Rozen, Meital (3)

Ranjbar, Omid (3)

Steenkamp, Daan (2)

Cites to:

Phillips, Peter (18)

Yu, Jun (16)

Auer, Raphael (9)

Bettendorf, Timo (9)

Shi, Shuping (8)

Sauré, Philip (7)

Levchenko, Andrei (7)

Evans, George (6)

Adler, Gustavo (6)

Gürkaynak, Refet (6)

Swanson, Eric (5)

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 (2024 and 2023)


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

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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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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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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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2024Nowcasting 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.

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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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2024The 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.

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2024Asymmetric 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.

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2023Central 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.

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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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2023Monitoring 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.

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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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2023Comparing 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.

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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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2023Modelling 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.

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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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Works by Itamar Caspi:


YearTitleTypeCited
2022Forecasting CPI Inflation Components with Hierarchical Recurrent Neural Networks In: Papers.
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paper11
2021Forecasting CPI Inflation Components with Hierarchical Recurrent Neural Networks.(2021) In: Bank of Israel Working Papers.
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This paper has nother version. Agregated cites: 11
paper
2023Forecasting CPI inflation components with Hierarchical Recurrent Neural Networks.(2023) In: International Journal of Forecasting.
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This paper has nother version. Agregated cites: 11
article
2023Forecasting CPI inflation components with Hierarchical Recurrent Neural Networks.(2023) In: Post-Print.
[Citation analysis]
This paper has nother version. Agregated cites: 11
paper
2023Double Machine Learning and Automated Confounder Selection -- A Cautionary Tale In: Papers.
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paper3
2023Double machine learning and automated confounder selection: A cautionary tale.(2023) In: Journal of Causal Inference.
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This paper has nother version. Agregated cites: 3
article
2024The Mortgage Cash-Flow Channel: How Rising Interest Rates Impact Household Consumption In: Papers.
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paper0
2018Measuring the importance of global factors in determining inflation in Israel In: BIS Papers chapters.
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chapter0
2015Testing for a Housing Bubble at the National and Regional Level: The Case of Israel In: Bank of Israel Working Papers.
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paper16
2015Testing for a housing bubble at the national and regional level: the case of Israel.(2015) In: Globalization Institute Working Papers.
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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.
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paper3
2018Testing for bubbles in stock markets with irregular dividend distribution.(2018) In: Finance Research Letters.
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This paper has nother version. Agregated cites: 3
article
2017Testing for Bubbles in Stock Markets with Irregular Dividend Distribution.(2017) In: MPRA Paper.
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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.
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paper8
2022The Immediate Impact and Persistent Effect of FX Purchases on the Exchange Rate.(2022) In: International Journal of Central Banking.
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This paper has nother version. Agregated cites: 8
article
2022The COVID-19 Inflation Weighting in Israel In: The Economists' Voice.
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article2
2022The COVID-19 Inflation Weighting in Israel.(2022) In: Post-Print.
[Citation analysis]
This paper has nother version. Agregated cites: 2
paper
2023Measuring Communication Quality of Interest Rate Announcements In: The Economists' Voice.
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article2
2023Measuring Communication Quality of Interest Rate Announcements.(2023) In: Post-Print.
[Citation analysis]
This paper has nother version. Agregated cites: 2
paper
2018Date stamping historical periods of oil price explosivity: 1876–2014 In: Energy Economics.
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article51
2024Shocks and Currents: Monetary Policy and Israel’s Foreign Exchange Market In: Comparative Economic Studies.
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article1
2014Rtadf: Testing for Bubbles with EViews In: MPRA Paper.
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paper36
2018Does Guilt Affect Performance? Evidence from Penalty Kicks in Soccer In: MPRA Paper.
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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

CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated November, 3 2024. Contact: CitEc Team