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Publications

by alumni of

University of Tehran → Faculty of Management

These are publications listed in RePEc written by alumni of the above institution who are registered with the RePEc Author Service and listed in the RePEc Genealogy. List of alumni. For a list of publications by current members of the department, see here. Register yourself.

This page is updated in the first days of each month.

| Working papers | Journal articles | Software components |

Working papers

2005

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

Journal articles

2024

  1. Hani Shirowzhan & Hossein Fakhari, 2024, "Clarifying the decision-making mystery: drivers of professional skepticism, ego depletion and overconfidence in independent auditors’ quality of judgment," Managerial Auditing Journal, Emerald Group Publishing Limited, volume 39, issue 7, pages 821-842, November, DOI: 10.1108/MAJ-04-2024-4317.

2023

  1. Ali Taiebnia & Shapour Mohammadi, 2023, "Forecast accuracy of the linear and nonlinear autoregressive models in macroeconomic modeling," Journal of Forecasting, John Wiley & Sons, Ltd., volume 42, issue 8, pages 2045-2062, December, DOI: 10.1002/for.3002.

2022

  1. Shapour Mohammadi, 2022, "A test of harmful multicollinearity: A generalized ridge regression approach," Communications in Statistics - Theory and Methods, Taylor & Francis Journals, volume 51, issue 3, pages 724-743, February, DOI: 10.1080/03610926.2020.1754855.

2017

  1. Yassaman Khalili & Hossein Fakhari & Esfandiar Malekian & Hassanali Aghajani, 2017, "The Identification of Effective Factors on Intellectual Capital Reporting of the Universities of Iran," International Journal of Economics and Financial Issues, International Journal of Economics and Financial Issues, volume 7, issue 5, pages 345-350.
  2. 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, volume 25, issue C, pages 1-17, DOI: 10.1016/j.accinf.2016.12.002.

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, volume 19, issue 1, pages 41-62, Winter.

2014

  1. Adabi firouzjaee, Bagher & Mehrara, Mohsen & Mohammadi, Shapour, 2014, "Optimal Portfolio Selection for Tehran Stock Exchange Using Conditional, Partitioned and Worst-case Value at Risk Measures," Journal of Money and Economy, Monetary and Banking Research Institute, Central Bank of the Islamic Republic of Iran, volume 9, issue 1, pages 1-30, October.

2011

  1. Shapour Mohammadi & Ahmad Pouyanfar, 2011, "Behaviour of stock markets' memories," Applied Financial Economics, Taylor & Francis Journals, volume 21, issue 3, pages 183-194, DOI: 10.1080/09603107.2010.524620.

2008

  1. Ali Taiebnia & Shapour Mohammadi, 2008, "Underground Economy and Tax Gap," Iranian Economic Review (IER), Faculty of Economics,University of Tehran.Tehran,Iran, volume 13, issue 2, pages 1-29, fall.
  2. Reza Raei & Shapour Mohammadi, 2008, "Fractional return and fractional CAPM," Applied Financial Economics Letters, Taylor & Francis Journals, volume 4, issue 4, pages 269-275, DOI: 10.1080/17446540701720527.

2006

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

Software components

2020

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

2009

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

2007

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

2005

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

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