Research Journal of Economics

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Sima Siami-Namini Author

sima.siami-namini@ttu.edu (806)743-2300 | (806)743-230

Subjects of specialization
Monetary policy shocks,Oil price shocks,Vector auto-regression (VAR),Factor augmented VAR (FAVAR)

Affiliation
Department of Agricultural and Applied Economics, Texas Tech University, USA

Biography

Sima Siami-Namini, Ph.D Student and Graduate Research Assistant Department of Agricultural and Applied Economics, Texas Tech University, USA. His references include: Walsh CE (2010) Monetary Theory and Policy, Cambridge Massachusetts, USA.

Publications

Research Article Open Access

The Effect of Monetary Policy Shocks on the Real Economy: A FAVAR Approach

Author(s):

Sima Siami-Namini

One of the most important policy issues we face today is the impact of monetary policy shocks on the real economy. This issue is of relevance from an economic point of view, but it is also relevant from a political point of view. Also, the shock of oil price is one of the important factors that have affected the world economy since the 1970s. This article examines the effects of monetary policy shocks and oil price shocks on the real economy. I use the factor augmented vector autoregressive (FAVAR) approach and compare the results with the vector auto-regression (VAR) model by usi... view more»

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