Welcome to my personal web page!
I am a senior economist at the Bank of Israel Research Department and an economics PhD candidate at Bar-Ilan University. In the past, I was a Central Bank Research Fellow at the Bank for International Settlements (BIS) and held a position at the research department of the Israeli Ministry of Finance.
My research focuses on macroeconomics, monetary economics, financial economics, and applied econometrics. I am also interested in the field of data science, and its interaction with econometrics.
- 19.11.2018 - Peter C.B. Phillips, Shuping Shi and I have just released our new R package, psymonitor. You can find it on CRAN.
- 5.10.2018 - The Hebrew University's Economics Department, Ariel Mansura (Bank of Israel) and I are collaborating on a new course this spring semester (2019): "Machine Learning for Economists". Here is a link to the course's GitHub repository, which is still under construction.
- 1.10.2018 - I gave a talk about "Introduction to Machine Learning for Economists" at the Bank for International Settelmentes. You can find the slides here under "Introductory Lectures"
- 24.9.2018 - I have a new R package, psymonitor, co-authored with Peter C.B. Phillips and Shuping Shi. The new package, accompanies a chapter that will appear in the forthcoming Handbook of Statistics ( Volume 41 - Econometrics Using R) titled "Real Time Monitoring of Asset Markets: Bubbles and Crisis."
- 17.9.2018 - I've presented my paper "The Immediate Impact and Persistent Effect of FX Purchases on the Exchange Rate", co-authored with Sigal Ribon and Amit Friedman at the BIS Research Seminar.
- 1.8.2018 - I've started my 3-months Central Bank Research Fellowship at the Bank for International Settlements (BIS), which is located in Basel, Switzerland.