Publications

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

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

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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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(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.

PDF

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

PDF

Recent Posts

The recipes Package Generating dummies using recipes More steps Further resources This short post can be viewed as an unofficial …

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

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