Mohsen Omarnaji Khezri
Lecturer/Supervisor/Researcher in Business and Economics
I received my BSc in Economics from Allameh Tabatabai University, Tehran, Iran in 2008; my MSc with Economics from Tarbiat Modares University, Tehran, Iran in 2010, and my Ph.D. with Economics from Tarbiat Modares University, Tehran, Iran 2015. The title of my MSc thesis is “Assessing the asymmetric effects of crude oil shocks on the Iranian economy: Wavelet decomposition and regime shifts”. In my dissertation, I tried to focus on the role of institutional quality and good governance indicators on how oil rents affect the economy. In addition, the title of my Ph.D. thesis is “assessing the dynamics of inflation in Iran economy and modeling inflation using dynamic models”. In my dissertation, I tried to address the role of government structures in chronically accelerated inflation in Iran.
In terms of research, my research focus is to use applied econometrics to analyze issues in environment and energy economics to answer policy-relevant questions. I’ve published many different peer-reviewed papers with practical insight for oil-exporting countries and other various scopes such as environment, sustainable development, energy, natural resources, and monetary economics. I have been working on articles with some advanced econometrics including Dynamic Stochastic General Equilibrium (DSGE), Bayesian Econometrics, advanced Time-Series Econometrics (GVAR, TVP-DMA, TVP-FAVAR, TVP-VAR, Markov Switching Models), Panel Data models, and spatial econometrics. Additionally, I am a professional in software such as Matlab, Eviews, and Stata. I am also fluent in the MATLAB programming language and have developed an econometric software containing 42 econometrics models for my personal use purposes. I was able to publish my research in international journals such as the Journal of Renewable and Sustainable Energy Reviews, the Journal of Energy Economics, the Journal of Applied Energy.
Concerning teaching, I gained teaching experience at all study levels particularly with Applied Microeconomics and Advanced Econometrics, which, I taught at the Ph.D. level. I have the knowledge and experience to practically teach some advanced econometrics books such as Bayesian econometrics by Gary Koop, Space-State Models with Regime Switching by Kim and Nelson.
- - PhD Economics Tarbiat Modares University, Tehran, Iran.
- - MSc Economics Tarbiat Modares University, Tehran, Iran.
- - BSc Economics Allameh Tabatabai University, Tehran, Iran