28 citations · 52 across the 5 of their papers we have counts for
5 papers
The COVID-19 Inflation Weighting in Israel
Jonathan Benchimol, Itamar Caspi, Yuval Levin
Significant shifts in the composition of consumer spending as a result of the COVID-19 crisis can complicate the interpretation of official inflation data, which are calculated by…
Measuring Communication Quality of Interest Rate Announcements
Jonathan Benchimol, Itamar Caspi, Sophia Kazinnik
We use text-mining techniques to measure the accessibility and quality of information within the texts of interest rate announcements published by the Bank of Israel over the past…
The Mortgage Cash-Flow Channel: How Rising Interest Rates Impact Household Consumption
Itamar Caspi, Nadav Eshel, Nimrod Segev
This study investigates the impact of increased debt servicing costs on household consumption resulting from monetary policy tightening. It utilizes observational panel microdata o…
Double Machine Learning and Automated Confounder Selection -- A Cautionary Tale
Paul Hünermund, Beyers Louw, Itamar Caspi
Double machine learning (DML) has become an increasingly popular tool for automated variable selection in high-dimensional settings. Even though the ability to deal with a large nu…
Forecasting CPI Inflation Components with Hierarchical Recurrent Neural Networks
Oren Barkan, Jonathan Benchimol, Itamar Caspi +3
We present a hierarchical architecture based on Recurrent Neural Networks (RNNs) for predicting disaggregated inflation components of the Consumer Price Index (CPI). While the majo…