Publications

(2018). Testing for Bubbles in Stock Markets with Irregular Dividend Distribution. In Finance Research Letters.

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(2018). Date Stamping Historical Periods of Oil Price Explosivity: 1876-2014. In Energy Economics.

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(2017). Rtadf: Testing for Bubbles with EViews. In Journal of Statistical Software.

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(2016). Testing for a Housing Bubble at the National and Regional Level: The Case of Israel. In Empirical Economics.

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Work In Progress

(2020). Double Machine Learning and Bad Controls: A Cautionary Tale.

Slides

(2018). Does Guilt Affect Performance? Evidence from Unjustified Penalty Calls. MPRA Paper No. 90113.

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(2018). Predicting Disaggregated CPI Inflation Components via Hierarchical Recurrent Neural Networks. arXiv:2011.07920.

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(2018). The Immediate Impact and Persistent Effect of FX Purchases on the Exchange Rate. Bank of Israel Working Papers 2018.04, Bank of Israel.

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Book Chapters

(2018). Measuring the importance of global factors in determining inflation in Israel. BIS Papers chapters,in: Bank for International Settlements (ed.), Globalisation and deglobalisation.

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R Packages

An R data package that includes the datasets that were used in the course Machine Learning and Econometrics by Susan Athey and Guido Imbens (AEA continuing Education, 2018.)
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Real Time Monitoring of Asset Markets: Bubbles and Crisis
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Teaching

I teach the graduate-level course 55750: Machine Learning for Economists at the Hebrew University of Jerusalem’s Economics Department.

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