About

Welcome to my personal homepage and blog!

I’m a senior economist at the Bank of Israel Research Department and the head of the Monetary Analysis Unit. I also teach “Machine Learning of Economists” at the Hebrew University of Jerusalem. In the past, I was a Central Bank Research Fellow at the Bank for International Settlements (BIS) and held a position at the research department of the Israeli Ministry of Finance.

DISCLAIMER: This website and its content do not reflect the views of the Bank of Israel.

I am teaching the course 55750: Machine Learning for Economists at the Hebrew University of Jerusalem.

• 2019-01-03 - The chapter “Measuring the Importance of Global Factors in Determining Inflation in Israel”, co-authored with the Bank of Israel’s Deputy Governor, Dr. Nadine Baudot-Trajtenberg has been published by the BIS in a special volume titled “Globalization and Deglobalization”.

• 2018-11-19 - Peter C.B. Phillips, Shuping Shi and I have just released our new R package, psymonitor. You can find it on CRAN and on GitHub.

• 2018-10-05 - The Hebrew University’s Economics Department, Ariel Mansura (Bank of Israel) and I are collaborating on a new course this spring semester (2019): “Machine Learning for Economists”. Here is a link to the course’s GitHub repository, which is still under construction.

• 2018-10-01 - I gave a talk about “Introduction to Machine Learning for Economists” at the Bank for International Settelmentes.

• 2018-09-24 - I have a new R package, psymonitor, co-authored with Peter C.B. Phillips and Shuping Shi. The new package, accompanies a chapter that will appear in the forthcoming Handbook of Statistics (Volume 41 - Econometrics Using R) titled “Real Time Monitoring of Asset Markets: Bubbles and Crisis.”

• 2018-09-17 - I’ve presented my paper “The Immediate Impact and Persistent Effect of FX Purchases on the Exchange Rate”, co-authored with Sigal Ribon and Amit Friedman at the BIS Research Seminar.

• 2018-08-01 - I’ve started my 3-months Central Bank Research Fellowship at the Bank for International Settlements (BIS), which is located in Basel, Switzerland.