(2021). The Immediate Impact and Persistent Effect of FX Purchases on the Exchange Rate. In International Journal of Central Banking (forthcoming).


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


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


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

PDF Code

Work In Progress

(2021). Double Machine Learning and Bad Controls - A Cautionary Tale. arXiv:2108.11294.

PDF Slides

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


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.


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.)

Real Time Monitoring of Asset Markets: Bubbles and Crisis


  • 55750: “Machine Learning for Economists”. Graduate-level course at the Hebrew University of Jerusalem, Economics Department.

  • 57305: “Macroeconomics” Second year undergraduate course at the Hebrew University of Jerusalem, Economics Department.