Publications

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

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

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(2020). Forecasting CPI Inflation Components with Hierarchical Recurrent Neural Network. Submitted to International Journal of Forecasting.

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(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). 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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