Publications

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Itamar Caspi, Amit Friedman, Sigal Ribon (2021). The Immediate Impact and Persistent Effect of FX Purchases on the Exchange Rate. In International Journal of Central Banking (forthcoming).

Paul Hunermund, Beyers Louw, Itamar Caspi (2021). Double Machine Learning and Bad Controls - A Cautionary Tale. arXiv:2108.11294.

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

Itamar Caspi, Yuval Mazar, Noam Michelson, Shay Tsur (2018). Does Guilt Affect Performance? Evidence from Unjustified Penalty Calls. MPRA Paper No. 90113.

Itamar Caspi, Meital Graham (2018). Testing for Bubbles in Stock Markets with Irregular Dividend Distribution. In Finance Research Letters.

Itamar Caspi, Nico Katzke, Rangan Gupta (2018). Date Stamping Historical Periods of Oil Price Explosivity: 1876-2014. In Energy Economics.

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

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