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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Work In Progress

(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.)

Real Time Monitoring of Asset Markets: Bubbles and Crisis

Teaching

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