15 citations · 35 across the 4 of their papers we have counts for
4 papers
The Interaction Between Domestic Monetary Policy and Macroprudential Policy in Israel
Jonathan Benchimol, Inon Gamrasni, Michael Kahn +5
The global financial crisis (GFC) triggered the use of macroprudential policies imposed on the banking sector. Using bank-level panel data for Israel for the period 2004-2019, we f…
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…
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…