Details about Sima Siami-Namini

Access statistics for papers by Sima Siami-Namini.

Last updated 2025-04-07. Update your information in the RePEc Author Service.

Short-id: psi757

Working Papers

2024

1. The Accuracy of Domain Specific and Descriptive Analysis Generated by Large Language Models
   Papers, arXiv.org

2020

2. A Concern Analysis of FOMC Statements Comparing The Great Recession and The COVID-19 Pandemic
   Papers, arXiv.org

2018

3. Commodity Prices, Monetary Policy and the Taylor Rule
   2018 Annual Meeting, February 2-6, 2018, Jacksonville, Florida, Southern Agricultural Economics Association View citations (1)
   Also in 2018 Annual Meeting, February 2-6, 2018, Jacksonville, Florida, Southern Agricultural Economics Association (2018) View citations (1)
4. Forecasting Economics and Financial Time Series: ARIMA vs. LSTM
   Papers, arXiv.org View citations (41)

2017

5. Commodity Price Volatility and U.S. Monetary Policy: The Overshooting Hypothesis of Agricultural Commodity Prices
   2017 Annual Meeting, July 30-August 1, Chicago, Illinois, Agricultural and Applied Economics Association View citations (2)
6. VOLATILITY SPILLOVER BETWEEN OIL PRICES, US DOLLAR EXCHANGE RATES AND INTERNATIONAL AGRICULTURAL COMMODITIES PRICES
   2017 Annual Meeting, February 4-7, 2017, Mobile, Alabama, Southern Agricultural Economics Association View citations (4)

Journal Articles

2022

1. Quantitative Easing Policy and Income Inequality in the U.S. Economy: Evidence from a FAVAR Model
   Journal of Quantitative Economics, 2022, 20, (4), 759-779 View citations (1)
2. Similarity analysis of federal reserve statements using document embeddings: the Great Recession vs. COVID-19
   SN Business & Economics, 2022, 2, (7), 1-28

2021

3. U.S. Monetary Policy and Commodity Prices: A SVECM Approach
   Economic Papers, 2021, 40, (4), 288-312 View citations (1)

2020

4. The Effects of Monetary Policy Shocks on Income Inequality Across U.S. States
   Economic Papers, 2020, 39, (3), 204-221 View citations (3)

2019

5. Agriculture and Non-Agriculture Growth, Inflation and Income Inequality in Developed and Developing Countries
   International Journal of Economics and Finance, 2019, 11, (11), 43 View citations (16)
6. Commodity price volatility and U.S. monetary policy: Commodity price overshooting revisited
   Agribusiness, 2019, 35, (2), 200-218 View citations (8)
7. Inflation and income inequality in developed and developing countries
   Journal of Economic Studies, 2019, 46, (3), 611-632 View citations (21)
8. The impacts of sector growth and monetary policy on income inequality in developing countries
   Journal of Economic Studies, 2019, 46, (3), 591-610 View citations (3)
9. Volatility Transmission Among Oil Price, Exchange Rate and Agricultural Commodities Prices
   Applied Economics and Finance, 2019, 6, (4), 41-61 View citations (8)

2018

10. The Short and Long Run Effects of Selected Variables on Tax Revenue - A Case Study
    Applied Economics and Finance, 2018, 5, (5), 23-32 View citations (2)

2017

11. China's Economy and the Global Financial Crisis
    International Journal of Economics and Financial Issues, 2017, 7, (5), 259-265 View citations (1)
12. Granger Causality Between Exchange Rate and Stock Price: A Toda Yamamoto Approach
    International Journal of Economics and Financial Issues, 2017, 7, (4), 603-607 View citations (3)
13. Granger Causality Between Gross Domestic Product and Economic Sectors in Developing Countries: A Panel Co-integration Approach
    International Journal of Economics and Financial Issues, 2017, 7, (5), 53-58 View citations (4)

2004

14. Estimation of Non-Accelerating Inflation Rate of Unemployment (NAIRU) and Potential Output (in Persian)
    The Journal of Planning and Budgeting (٠صلنامه برنامه ریزی و بودجه), 2004, 9, (3), 67-94