I am a senior economist at the Bank of Israel's Research Department, currently a visiting Central Bank Research Fellow at the Bank for International Settlements (BIS), and an economics PhD candidate at Bar-Ilan University. In the past, I 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.
- 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.
PERSONAL WEB PAGESBank of Israel; Bar-Ilan; IDEAS (RePEc); GoogleScholar; LinkedIn; ResearchGate; Publons; GitHub.
CONTACT INFORMATIONResearch Department, Bank of Israel, PO Box 780, Jerusalem, 91007, Israel.WEB: itamarcaspi.netEMAIL: itamar.caspi [at] boi.org.ilPHONE: +972-2-6552650FAX: +972-2-6669644