Itamar Caspi : Citation Profile


Are you Itamar Caspi?

Bank of Israel

6

H index

3

i10 index

133

Citations

RESEARCH PRODUCTION:

7

Articles

12

Papers

1

Chapters

RESEARCH ACTIVITY:

   9 years (2014 - 2023). See details.
   Cites by year: 14
   Journals where Itamar Caspi has often published
   Relations with other researchers
   Recent citing documents: 18.    Total self citations: 5 (3.62 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pca958
   Updated: 2024-04-18    RAS profile: 2024-03-18    
   Missing citations? Add them    Incorrect content? Let us know

Relations with other researchers


Works with:

Benchimol, Jonathan (5)

Authors registered in RePEc who have co-authored more than one work in the last five years with Itamar Caspi.

Is cited by:

GUPTA, RANGAN (12)

Shi, Shuping (10)

Balcilar, Mehmet (9)

Phillips, Peter (6)

Gomis-Porqueras, Pedro (4)

Katzke, Nico (4)

Panagiotidis, Theodore (3)

Graham Rozen, Meital (3)

Bago, Jean-Louis (3)

Ranjbar, Omid (3)

Steenkamp, Daan (2)

Cites to:

Phillips, Peter (18)

Yu, Jun (16)

Auer, Raphael (9)

Bettendorf, Timo (9)

Shi, Shuping (8)

Levchenko, Andrei (7)

Sauré, Philip (7)

Evans, George (6)

Adler, Gustavo (6)

Wu, Yangru (5)

Shiller, Robert (4)

Main data


Where Itamar Caspi has published?


Journals with more than one article published# docs
The Economists' Voice2

Working Papers Series with more than one paper published# docs
Bank of Israel Working Papers / Bank of Israel4
MPRA Paper / University Library of Munich, Germany3
Papers / arXiv.org2

Recent works citing Itamar Caspi (2024 and 2023)


YearTitle of citing document
2023Fairness Implications of Heterogeneous Treatment Effect Estimation with Machine Learning Methods in Policy-making. (2023). Biddle, Nicholas ; Rehill, Patrick. In: Papers. RePEc:arx:papers:2309.00805.

Full description at Econpapers || Download paper

2023Correct Comparison of Predictive Features of Machine Learning Models: The Case of Forecasting Inflation Rates in Siberia. (2023). Shevelev, Andrey ; Semiturkin, Oleg. In: Russian Journal of Money and Finance. RePEc:bkr:journl:v:82:y:2023:i:1:p:87-103.

Full description at Econpapers || Download paper

2023.

Full description at Econpapers || Download paper

2023.

Full description at Econpapers || Download paper

2023Seemingly Unrelated Regression Estimation for VAR Models with Explosive Roots. (2023). Li, Qiyuan ; Chen, YE. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:85:y:2023:i:4:p:910-937.

Full description at Econpapers || Download paper

2023Modelling pandemic risks for policy analysis and forecasting. (2023). DARRACQ PARIES, Matthieu ; Zimic, Sreko ; Damjanovi, Milan ; Angelini, Elena. In: Economic Modelling. RePEc:eee:ecmode:v:120:y:2023:i:c:s0264999322003996.

Full description at Econpapers || Download paper

2023Central bank communication and website characteristics. (2023). Kazinnik, Sophia ; Curti, Filippo. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:212:y:2023:i:c:p:1216-1241.

Full description at Econpapers || Download paper

2023Price bubbles in the European natural gas market between 2011 and 2020. (2023). Kocaaslan, Ozge Kandemir ; Akcora, Begum. In: Resources Policy. RePEc:eee:jrpoli:v:80:y:2023:i:c:s0301420722006298.

Full description at Econpapers || Download paper

2023Co-explosivity versus leading effects: Evidence from crude oil and agricultural commodities. (2023). Charfeddine, Lanouar ; Belhoula, Mohamed Malek ; el Montasser, Ghassen. In: Resources Policy. RePEc:eee:jrpoli:v:81:y:2023:i:c:s0301420723000399.

Full description at Econpapers || Download paper

2023‘Seeing’ the Future: Improving Macroeconomic Forecasts with Spatial Data Using Recurrent Convolutional Neural Networks. (2023). Leslie, Jonathan. In: CAEPR Working Papers. RePEc:inu:caeprp:2023003.

Full description at Econpapers || Download paper

2023Comparing Out-of-Sample Performance of Machine Learning Methods to Forecast U.S. GDP Growth. (2023). Qureshi, Shafiullah ; Chu, BA. In: Computational Economics. RePEc:kap:compec:v:62:y:2023:i:4:d:10.1007_s10614-022-10312-z.

Full description at Econpapers || Download paper

2023THE SELECTION OF CONTROL VARIABLES IN CAPITAL STRUCTURE RESEARCH WITH MACHINE LEARNING. (2023). Bilgin, Rumeysa. In: SocArXiv. RePEc:osf:socarx:e26qf.

Full description at Econpapers || Download paper

2023Modelling and Forecasting Energy Market Cycles: A Generalized Smooth Transition Approach.. (2023). Chini, Emilio Zanetti ; Canepa, Alessandra ; Alqaralleh, Huthaifa. In: Department of Economics and Statistics Cognetti de Martiis. Working Papers. RePEc:uto:dipeco:202318.

Full description at Econpapers || Download paper

2023Testing for explosive bubbles: a review. (2023). Anton, Skrobotov. In: Dependence Modeling. RePEc:vrs:demode:v:11:y:2023:i:1:p:26:n:1.

Full description at Econpapers || Download paper

Works by Itamar Caspi:


YearTitleTypeCited
2022Forecasting CPI Inflation Components with Hierarchical Recurrent Neural Networks In: Papers.
[Full Text][Citation analysis]
paper8
2021Forecasting CPI Inflation Components with Hierarchical Recurrent Neural Networks.(2021) In: Bank of Israel Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 8
paper
2023Forecasting CPI inflation components with Hierarchical Recurrent Neural Networks.(2023) In: International Journal of Forecasting.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 8
article
2023Double Machine Learning and Automated Confounder Selection -- A Cautionary Tale In: Papers.
[Full Text][Citation analysis]
paper2
2023Double machine learning and automated confounder selection: A cautionary tale.(2023) In: Journal of Causal Inference.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 2
article
2018Measuring the importance of global factors in determining inflation in Israel In: BIS Papers chapters.
[Full Text][Citation analysis]
chapter0
2015Testing for a Housing Bubble at the National and Regional Level: The Case of Israel In: Bank of Israel Working Papers.
[Full Text][Citation analysis]
paper16
2015Testing for a housing bubble at the national and regional level: the case of Israel.(2015) In: Globalization Institute Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 16
paper
2016Testing for Bubbles in Stock Markets With Irregular Dividend Distribution In: Bank of Israel Working Papers.
[Full Text][Citation analysis]
paper3
2018Testing for bubbles in stock markets with irregular dividend distribution.(2018) In: Finance Research Letters.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 3
article
2017Testing for Bubbles in Stock Markets with Irregular Dividend Distribution.(2017) In: MPRA Paper.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 3
paper
2018The Immediate Impact and Persistent Effect of FX Purchases on the Exchange Rate In: Bank of Israel Working Papers.
[Full Text][Citation analysis]
paper8
2022The Immediate Impact and Persistent Effect of FX Purchases on the Exchange Rate.(2022) In: International Journal of Central Banking.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 8
article
2022The COVID-19 Inflation Weighting in Israel In: The Economists' Voice.
[Full Text][Citation analysis]
article2
2023Measuring Communication Quality of Interest Rate Announcements In: The Economists' Voice.
[Full Text][Citation analysis]
article1
2018Date stamping historical periods of oil price explosivity: 1876–2014 In: Energy Economics.
[Full Text][Citation analysis]
article50
2014Rtadf: Testing for Bubbles with EViews In: MPRA Paper.
[Full Text][Citation analysis]
paper36
2018Does Guilt Affect Performance? Evidence from Penalty Kicks in Soccer In: MPRA Paper.
[Full Text][Citation analysis]
paper0
2014Date Stamping Historical Oil Price Bubbles: 1876-2014 In: Working Papers.
[Citation analysis]
paper7
2014Date stamping historical oil price bubbles: 1876 - 2014.(2014) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 7
paper

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated March, 4 2024. Contact: CitEc Team