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Publications

by members of

Faculty of Economics
University of Tehran
Tehran, Iran

These are publications listed in RePEc written by members of the above institution who are registered with the RePEc Author Service. Thus this compiles the works all those currently affiliated with this institution, not those affilated at the time of publication. List of registered members. Register yourself. Citation analysis. This page is updated in the first days of each month.
| Working papers | Journal articles | Chapters | Software components |

Working papers

2013

  1. Komijani, Akbar & Naderi, Esmaeil & Gandali Alikhani, Nadiya, 2013. "A Hybrid Approach for Forecasting of Oil Prices Volatility," MPRA Paper 44654, University Library of Munich, Germany.
  2. Nazarian, Rafik & Naderi, Esmaeil & Gandali Alikhani, Nadiya & Amiri, Ashkan, 2013. "Long Memory Analysis: An Empirical Investigation," MPRA Paper 45605, University Library of Munich, Germany.
  3. Abounoori, Abbas Ali & Naderi, Esmaeil & Gandali Alikhani, Nadiya & Amiri, Ashkan, 2013. "Financial Time Series Forecasting by Developing a Hybrid Intelligent System," MPRA Paper 45615, University Library of Munich, Germany.
  4. Delavari, Majid & Gandali Alikhani, Nadiya & Naderi, Esmaeil, 2013. "Does long memory matter in forecasting oil price volatility?," MPRA Paper 46356, University Library of Munich, Germany.
  5. Nazarian, Rafik & Gandali Alikhani, Nadiya & Naderi, Esmaeil & Amiri, Ashkan, 2013. "Forecasting Stock Market Volatility: A Forecast Combination Approach," MPRA Paper 46786, University Library of Munich, Germany.
  6. Ale Ebrahim, Nader & Salehi, Hadi & Embi, Mohamed Amin & Habibi Tanha, Farid & Gholizadeh, Hossein & Motahar, Seyed Mohammad & Ordi, Ali, 2013. "Effective Strategies for Increasing Citation Frequency," MPRA Paper 50919, University Library of Munich, Germany, revised 12 Oct 2013.

2012

  1. Komijani, Akbar & Gandali Alikhani, Nadiya & Naderi, Esmaeil, 2012. "The Long-run and Short-run Effects of Crude Oil Price on Methanol Market in Iran," MPRA Paper 45975, University Library of Munich, Germany.
  2. Delavari, Majid & Gandali Alikhani, Nadiya & Naderi, Esmaeil, 2012. "Do Dynamic Neural Networks Stand a Better Chance in Fractionally Integrated Process Forecasting?," MPRA Paper 45977, University Library of Munich, Germany.
  3. Abounoori, Abbas Ali & Mohammadali, Hanieh & Gandali Alikhani, Nadiya & Naderi, Esmaeil, 2012. "Comparative study of static and dynamic neural network models for nonlinear time series forecasting," MPRA Paper 46466, University Library of Munich, Germany.
  4. Delavari, Majid & Gandali Alikhani, Nadiya & Naderi, Esmaeil, 2012. "The analyses of Crude Oil and Natural Gas Prices on Petrochemicals Products: A Case Study of IRAN's Methanol," MPRA Paper 48788, University Library of Munich, Germany.

2011

  1. Delavari, Majid & Mohammadali, Hanieh & Naderi, Esmaeil & Gandali Alikhani, Nadiya, 2011. "The sources of Iran's Business Cycles," MPRA Paper 46756, University Library of Munich, Germany.

2007

  1. Kiaee, Hasan, 2007. "Monetary Policy In Islamic Economic Framework: Case of Islamic Republic of Iran," MPRA Paper 4837, University Library of Munich, Germany.

2005

  1. Hossein Abbasi-Nejad & Shapour Mohammadi, 2005. "Structural Changes in NICs: Some Evidences on Attractor Points," Econometrics 0502016, University Library of Munich, Germany, revised 02 Mar 2005.
  2. Hossein Abbasi-Nejad & Mahmoud Motavasseli & Shapour Mohammadi, 2005. "Economic Growth as a Nonlinear and Discontinuous Process," Econometrics 0510008, University Library of Munich, Germany.

Journal articles

2022

  1. Shapour Mohammadi, 2022. "A test of harmful multicollinearity: A generalized ridge regression approach," Communications in Statistics - Theory and Methods, Taylor & Francis Journals, vol. 51(3), pages 724-743, February.
  2. Taiebnia, Ali & Barkhordari, Sajjad, 2022. "The dismantling of reform policies in the Iranian energy sector," Energy Policy, Elsevier, vol. 161(C).

2020

  1. Barkhordari, Sajjad & Forughi Far, Mohsen, 2020. "The Dynamic Regional Effects of Monetary Policy on Employment in Iran (TVP-FAVAR Approach)," Quarterly Journal of Applied Theories of Economics, Faculty of Economics, Management and Business, University of Tabriz, vol. 6(4), pages 109-136, February.

2019

  1. Farkhondeh Jabalameli & Ehsan Rasoulinezhad, 2019. "Do BRICS Have Similar Disaggregated Trade Patterns with Different Regions?," Frontiers of Economics in China, IAR, Shanghai University of Finance and Economics, vol. 14(2), pages 302-328, June.
  2. Sajjad Barkhordari & Maryam Fattahi & Naser Ali Azimi, 2019. "The Impact of Knowledge-Based Economy on Growth Performance: Evidence from MENA Countries," Journal of the Knowledge Economy, Springer;Portland International Center for Management of Engineering and Technology (PICMET), vol. 10(3), pages 1168-1182, September.
  3. Mahdiyeh Saei & Hamid Mohammadi & Saman Ziaee & Sajjad Barkhordari Dourbash, 2019. "The Impact of Climate Change on Grain Yield and Yield Variability in Iran," Iranian Economic Review (IER), Faculty of Economics,University of Tehran.Tehran,Iran, vol. 23(2), pages 509-531, Spring.

2018

  1. Rasoulinezhad, Ehsan & Jabalameli, Farkhondeh, 2018. "Do BRICS Countries Have Similar Trade Integration Patterns?," Journal of Economic Integration, Center for Economic Integration, Sejong University, vol. 33(1), pages 1011-1045.
  2. Ali Reza Oryoie & Jeffrey Alwang, 2018. "School attendance and economic shocks: Evidence from rural Zimbabwe," Development Southern Africa, Taylor & Francis Journals, vol. 35(6), pages 803-814, November.

2017

  1. Rahimikia, Eghbal & Mohammadi, Shapour & Rahmani, Teymur & Ghazanfari, Mehdi, 2017. "Detecting corporate tax evasion using a hybrid intelligent system: A case study of Iran," International Journal of Accounting Information Systems, Elsevier, vol. 25(C), pages 1-17.
  2. Ghasemian, Simin Dokht & Yavaru, Gholamreza & Majed, Vahid & Mhomoodi, Abolfazl & Javadian, Abolfazl, 2017. "Evaluation and Ranking of Citrus Gardens’ Risks Using TOPSIS Method (Case Study: East of Mazandaran Province)," International Journal of Agricultural Management and Development (IJAMAD), Iranian Association of Agricultural Economics, vol. 8(1), December.
  3. Oryoie, Ali Reza & Alwang, Jeffrey & Tideman, Nicolaus, 2017. "Child Labor and Household Land Holding: Theory and Empirical Evidence from Zimbabwe," World Development, Elsevier, vol. 100(C), pages 45-58.
  4. Ali Reza Oryoie & Hossein Abbasi-Nejad, 2017. "The Rise and Fall of Top Incomes in Iran 1985-2015," Iranian Economic Review (IER), Faculty of Economics,University of Tehran.Tehran,Iran, vol. 21(4), pages 941-968, Autumn.

2015

  1. Bagher Adabi & Mohsen Mehrara & Shapour Mohammadi, 2015. "Evaluation Approaches of Value at Risk for Tehran Stock Exchange," Iranian Economic Review (IER), Faculty of Economics,University of Tehran.Tehran,Iran, vol. 19(1), pages 41-62, Winter.

2014

  1. Leila Ahmadi & Roghayeh Torki Samaei & Simin Alali, 2014. "Effect of exchange rate uncertainty on private investment: empirical analysis for Iran," African Journal of Economic and Sustainable Development, Inderscience Enterprises Ltd, vol. 3(1), pages 23-32.
  2. Rafik Nazarian & Esmaeil Naderi & Nadiya G. Alikhani & Ashkan Amiri, 2014. "Long Memory Analysis: An Empirical Investigation," International Journal of Economics and Financial Issues, Econjournals, vol. 4(1), pages 16-26.
  3. Akbar Komijani & Esmaeil Naderi & Nadiya Gandali Alikhani, 2014. "A hybrid approach for forecasting of oil prices volatility," OPEC Energy Review, Organization of the Petroleum Exporting Countries, vol. 38(3), pages 323-340, September.
  4. Mirshojaeian Hosseini , Hossein & Majed , Vahid & Kaneko , Shinji, 2014. "The Inflationary Impact of Energy Subsidy Reform in Iran," Journal of Money and Economy, Monetary and Banking Research Institute, Central Bank of the Islamic Republic of Iran, vol. 9(2), pages 64-85, October.

2013

  1. Mohsen Mehrara & Hamid Abrishami & Mehdi Ahrari & Vida Varahrami, 2013. "A hybrid intelligent system for forecasting crude oil price," International Journal of Economics and Business Research, Inderscience Enterprises Ltd, vol. 5(1), pages 1-16.
  2. Akbar Komijani & Nadiya Gandali Alikhani & Esmaeil Naderi, 2013. "The Long-run and Short-run Effects of Crude Oil Price on Methanol Market in Iran," International Journal of Energy Economics and Policy, Econjournals, vol. 3(1), pages 43-50.
  3. Majid Delavari & Nadiya Gandali Alikhani & Esmaeil Naderi, 2013. "Do Dynamic Neural Networks Stand a Better Chance in Fractionally Integrated Process Forecasting?," International Journal of Economics and Financial Issues, Econjournals, vol. 3(2), pages 466-475.
  4. Mohammad Reza Tavakoli Baghdadabad & Farid Habibi Tanha & Noreha Halid, 2013. "The efficiency evaluation of mutual fund managers based on DARA, CARA, IARA," Journal of Business Economics and Management, Taylor & Francis Journals, vol. 14(4), pages 677-695, September.

2012

  1. Khalili Araghi, Mansor & Barkhordari, Sajjad, 2012. "An evaluation of the welfare effects of reducing energy subsides in Iran," Energy Policy, Elsevier, vol. 47(C), pages 398-404.
  2. Ebrahim Hosseini Nasab & Robab Aalami & Shermineh Foroughi Dahr & Mohammad Amin Sadeghzadeh, 2012. "An Analysis of Energy Consumption in Transportation and Industrial Sectors- a Multiplicative LMDI Approach with Application to Iran," Iranian Economic Review (IER), Faculty of Economics,University of Tehran.Tehran,Iran, vol. 17(2), pages 1-17, spring.

2011

  1. Shapour Mohammadi & Ahmad Pouyanfar, 2011. "Behaviour of stock markets' memories," Applied Financial Economics, Taylor & Francis Journals, vol. 21(3), pages 183-194.
  2. Gholamreza Jandaghi & Alireza Amini & Parvaneh Pirani & Zahra Amini & Hasan Kharazi, 2011. "Survey the Role of Brand in Formation of Customer Loyalty in Financial Services Marketing by the Approach of Small Firms," Far East Journal of Psychology and Business, Far East Research Centre, vol. 3(4), pages 50-61, June.
  3. Rahmani, Teymour & Sadeghzadeh, Mohammad Amir, 2011. "The Effect of the Central Bank Independence on Economic Stability (in Persian)," Journal of Monetary and Banking Research (فصلنامه پژوهش‌های پولی-بانکی), Monetary and Banking Research Institute, Central Bank of the Islamic Republic of Iran, vol. 2(6), pages 213-234, March.

2010

  1. Hamid Abrishami & Mohsen Mehrara & Mehdi Ahrari & Vida Varahrami, 2010. "A Hybrid Intelligent System for Forecasting Gasoline Price," Iranian Economic Review (IER), Faculty of Economics,University of Tehran.Tehran,Iran, vol. 15(3), pages 13-31, fall.
  2. Mohsen Mehrara & Hossein Tavakolian, 2010. "Inflation, Growth and their Uncertainties: A Bivariate GARCH Evidence for Iran," Iranian Economic Review (IER), Faculty of Economics,University of Tehran.Tehran,Iran, vol. 15(1), pages 83-100, winter.

2008

  1. Reza Raei & Shapour Mohammadi, 2008. "Fractional return and fractional CAPM," Applied Financial Economics Letters, Taylor and Francis Journals, vol. 4(4), pages 269-275.
  2. Ali Taiebnia & Shapour Mohammadi, 2008. "Underground Economy and Tax Gap," Iranian Economic Review (IER), Faculty of Economics,University of Tehran.Tehran,Iran, vol. 13(2), pages 1-29, fall.
  3. Zerafat Angiz Langroudi, Madjid & Jandaghi, Gholamreza & Ben Mustafa, Adli, 2008. "Validity Examination of EFQM’s Results by DEA Models = Examen de la validez de los resultados de EFQM mediante modelos DEA," Revista de Métodos Cuantitativos para la Economía y la Empresa = Journal of Quantitative Methods for Economics and Business Administration, Universidad Pablo de Olavide, Department of Quantitative Methods for Economics and Business Administration, vol. 5(1), pages 17-28, June.

2006

  1. Shapour Mohammadi & Mahmoud Motevasseli, 2006. "Evidences on Jumps in Industrialization," Economics Bulletin, AccessEcon, vol. 28(11), pages 1.

Chapters

2022

  1. Hasan Kiaee, 2022. "The Effects of Fixed Return Instruments on Investment Decisions in Islamic Economics: Using Stochastic Mathematical Model," Springer Books, in: Toseef Azid & Murniati Mukhlisin & Othman Altwijry (ed.), Wealth Management and Investment in Islamic Settings, chapter 0, pages 135-149, Springer.

2020

  1. Mohammad Soleimani & Hasan Kiaee & Toseef Azid, 2020. "The Socio-Economic Conditions of Women in Iran," World Scientific Book Chapters, in: Toseef Azid & Jennifer L Ward-Batts (ed.), ECONOMIC EMPOWERMENT OF WOMEN IN THE ISLAMIC WORLD Theory and Practice, chapter 17, pages 349-368, World Scientific Publishing Co. Pte. Ltd..

Software components

2020

  1. Shapour Mohammadi, 2020. "ANNEARLY: MATLAB function to forecast univariate time series," Statistical Software Components T7415014, Boston College Department of Economics.
  2. Shapour Mohammadi, 2020. "NONLINTST: MATLAB function to perform nonlinearity tests for univariate time series," Statistical Software Components T7415015, Boston College Department of Economics.
  3. Shapour Mohammadi, 2020. "NONLINTSTMLTVAR: MATLAB function to perform nonlinearity tests for multivariate time series," Statistical Software Components T7415016, Boston College Department of Economics.
  4. Shapour Mohammadi, 2020. "ANNNONLINTST: MATLAB function to perform nonlinearity test for univariate and multivariate time series," Statistical Software Components T7415017, Boston College Department of Economics.
  5. Shapour Mohammadi, 2020. "HARMMULTICOLINTST: MATLAB function to analyze collinearity," Statistical Software Components T7415018, Boston College Department of Economics.
  6. Shapour Mohammadi, 2020. "ANNINPTSIGTEST: MATLAB function to test the statistical significance of inputs," Statistical Software Components T7415019, Boston College Department of Economics.

2009

  1. Shapour Mohammadi, 2009. "QUANTILEREG: MATLAB function to estimate quantile regression," Statistical Software Components T741504, Boston College Department of Economics.
  2. Shapour Mohammadi, 2009. "SSAVGDENOIS: MATLAB function to denoise a time series," Statistical Software Components T741503, Boston College Department of Economics.
  3. Shapour Mohammadi, 2009. "LYAPROSEN: MATLAB function to calculate Lyapunov exponent," Statistical Software Components T741502, Boston College Department of Economics, revised 16 Aug 2020.
  4. Shapour Mohammadi, 2009. "FIXDPOINTKER: MATLAB function to find fixed points of time series," Statistical Software Components T741509, Boston College Department of Economics.
  5. Shapour Mohammadi, 2009. "FORCASCOMB: MATLAB function to combine forecasts of various models," Statistical Software Components T741508, Boston College Department of Economics.
  6. Shapour Mohammadi, 2009. "ANNLYAP: MATLAB function to calculate Lyapunov exponents," Statistical Software Components T7415012, Boston College Department of Economics, revised 16 Aug 2020.
  7. Shapour Mohammadi, 2009. "LYAPEXPAN: MATLAB function to calculate Lyapunov exponents with Taylor expansion," Statistical Software Components T741505, Boston College Department of Economics, revised 16 Aug 2020.
  8. Shapour Mohammadi, 2009. "FRACTALDIM: MATLAB function to compute fractal dimension," Statistical Software Components T741507, Boston College Department of Economics.
  9. Shapour Mohammadi, 2009. "EMBDSYMPLEC: MATLAB function to determine embedding dimension based on symplectic geometry," Statistical Software Components T7415011, Boston College Department of Economics.
  10. Shapour Mohammadi, 2009. "FNN: MATLAB function to calculate corrected false nearest neighbors," Statistical Software Components T7415010, Boston College Department of Economics.
  11. Shapour Mohammadi, 2009. "KERNLDEN2D: MATLAB function to estimate bivariate empirical kernel density function," Statistical Software Components T741506, Boston College Department of Economics.
  12. Shapour Mohammadi, 2009. "CHAOTICMAPS: MATLAB function to generate chaotic 1D and 2D discrete maps," Statistical Software Components T7415013, Boston College Department of Economics.

2007

  1. Shapour Mohammadi, 2007. "NONPARAMREG: MATLAB function to estimate nonparametric regression," Statistical Software Components T741501, Boston College Department of Economics, revised 16 Aug 2020.

2005

  1. Shapour Mohammadi & Hossein Abbasi- Nejad, 2005. "A Matlab Code for Univariate Time Series Forecasting," Computer Programs 0505001, University Library of Munich, Germany.

IDEAS is a RePEc service hosted by the Research Division of the Federal Reserve Bank of St. Louis . RePEc uses bibliographic data supplied by the respective publishers.