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Publications

by alumni of

Faculty of Management
University of Tehran
Tehran, Iran

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

2024

  1. Golmohammadpoor Azar, Kamran, 2024. "USD/IRR Prediction by ARIMA model and Stochastic Simulation (1403 Hijri Year)," MPRA Paper 120711, University Library of Munich, Germany.

2014

  1. Banae Babazadeh, Amin & Golmohammadpoor Azar, Kamran, 2014. "NGOs, from the Promotion of Civic Participation to Public Problems Solving," MPRA Paper 54133, University Library of Munich, Germany.
  2. Golmohammadpoor Azar, Kamran, 2014. "Estimation of Fractal Parameters of Tehran Stock Market Groups Time Series Using Discrete Wavelet Transform," MPRA Paper 58597, University Library of Munich, Germany.

2012

  1. Golmohammadpoor Azar, Kamran & Sarmadi, Hamid, 2012. "اقتصاد زیرزمینی در شهرهای مرزی [Underground Economy in Border Cities (Effects of Smuggling on Iran's Economy)]," MPRA Paper 43936, University Library of Munich, Germany.

2011

  1. Golmohammadpoor Azar, Kamran, 2011. "2008 Economic Crisis Analysis: The Macroeconomic Approach," EconStor Conference Papers 49648, ZBW - Leibniz Information Centre for Economics.

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

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., vol. 42(8), pages 2045-2062, December.

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.

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, Econjournals, vol. 7(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, vol. 25(C), pages 1-17.

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.

2011

  1. Shapour Mohammadi & Ahmad Pouyanfar, 2011. "Behaviour of stock markets' memories," Applied Financial Economics, Taylor & Francis Journals, vol. 21(3), pages 183-194.

2008

  1. 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.
  2. Reza Raei & Shapour Mohammadi, 2008. "Fractional return and fractional CAPM," Applied Financial Economics Letters, Taylor & Francis Journals, vol. 4(4), pages 269-275.

2006

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

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. "LYAPROSEN: MATLAB function to calculate Lyapunov exponent," Statistical Software Components T741502, Boston College Department of Economics, revised 16 Aug 2020.
  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. "QUANTILEREG: MATLAB function to estimate quantile regression," Statistical Software Components T741504, Boston College Department of Economics.
  4. 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.
  5. Shapour Mohammadi, 2009. "KERNLDEN2D: MATLAB function to estimate bivariate empirical kernel density function," Statistical Software Components T741506, Boston College Department of Economics.
  6. Shapour Mohammadi, 2009. "FRACTALDIM: MATLAB function to compute fractal dimension," Statistical Software Components T741507, Boston College Department of Economics.
  7. Shapour Mohammadi, 2009. "FORCASCOMB: MATLAB function to combine forecasts of various models," Statistical Software Components T741508, Boston College Department of Economics.
  8. Shapour Mohammadi, 2009. "FIXDPOINTKER: MATLAB function to find fixed points of time series," Statistical Software Components T741509, Boston College Department of Economics.
  9. Shapour Mohammadi, 2009. "FNN: MATLAB function to calculate corrected false nearest neighbors," Statistical Software Components T7415010, Boston College Department of Economics.
  10. Shapour Mohammadi, 2009. "EMBDSYMPLEC: MATLAB function to determine embedding dimension based on symplectic geometry," Statistical Software Components T7415011, Boston College Department of Economics.
  11. Shapour Mohammadi, 2009. "ANNLYAP: MATLAB function to calculate Lyapunov exponents," Statistical Software Components T7415012, Boston College Department of Economics, revised 16 Aug 2020.
  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.

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