Mohsen Omarnaji Khezri
Lecturer
Overview
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.
Education
- - PhD Economics Tarbiat Modares University, Tehran, Iran.
- - MSc Economics Tarbiat Modares University, Tehran, Iran.
- - BSc Economics Allameh Tabatabai University, Tehran, Iran
Publications
| Khezri, Mohsen, Mohammad Sharif Karimi, Y. A. Khan, and S. Z. Abbas. "The spillover of financial development on CO2 emission: A spatial econometric analysis of Asia-Pacific countries." Renewable and Sustainable Energy Reviews 145 (2021): 111110. https://doi.org/10.1016/j.rser.2021.111110 |
| Karimi, Mohammad Sharif, Mohsen Khezri, and Somayeh Razzaghi. "Impacts of regional conflicts on tourism in Africa and the Middle East: a spatial panel data approach." Current Issues in Tourism (2021): 1-17. https://doi.org/10.1080/13683500.2021.1931054 |
| Khezri, Mohsen, Almas Heshmati, and Mehdi Khodaei. "The role of R&D in the effectiveness of renewable energy determinants: A spatial econometric analysis." Energy Economics 99 (2021): 105287. https://doi.org/10.1016/j.eneco.2021.105287 |
| Karimi, Mohammad Sharif, Mohsen Khezri, Y. A. Khan, Somayeh Razaghi. “Investigating the Effect of Economic Freedom Indexes on Fishing Grounds Footprint in Asia and The Pacific”. Environmental Science and Pollution Research (2021). https://doi.org/10.1007/s11356-021-16110-8 |
| Khezri, Mohsen, Almas Heshmati, and Mehdi Khodaei. “Environmental Implications of Economic Complexity and its Role in Determining How Renewable Energies Affect CO2 Emissions”. Applied Energy (2021), Manuscript ID= APEN-D-21-04484. (Accepted and in Press). |
| Khezri, Mohsen, Reza Ghazal, and Somayeh Shokravi. "Stock Returns and Inflation in US: A MS-FITGARCH Model." Economic Computation & Economic Cybernetics Studies & Research 53, no. 3 (2019). https://doi.org/10.24818/18423264/53.3.19.18 |
| Y. A. Khan, Man-Wen Tian, Shu-Rong Yan, Mohsen Khezri, and Mahnaz Mamghaderi. “Regional Effects of the Renewable Energy Components on CO2 Emissions of Asia-Pacific countries”. PLOS ONE (2021). https://doi.org/10.1371/journal.pone.0256542 |
| Khezri, Mohsen, Muhamed Zulkhibri, and Reza Ghazal. "Regional Integration, Monetary Cooperation: Evidence from Global VAR Models for the Member States of the Shanghai Cooperation Organization." Global Journal of Emerging Market Economies 11, no. 1-2 (2019): 65-79. https://doi.org/10.1177/0974910119874634 |
| Khezri, Mohsen, Seyed Ehsan Hosseinidoust, and Mohammad Kazem Naziri. "Investigating the Temporary and Permanent Influential Variables on Iran Inflation Using TVP-DMA Models." Iranian Economic Review 23, no. 1 (2019): 209-34. https://doi.org/10.22059/IER.2018.69106 |
| Nasab, E Hosseini, Mohsen Khezri, M Sahab Khodamoradi, and Esmaeil Atashpaz-Gargari. "An Application of Imperialist Competitive Algorithm to Simulation of Energy Demand Based on Economic Indicators: Evidence from Iran." European Journal of Scientific Research 43 (2010): 495-506. |
| Hosseinidoust, Seyed Ehsan, Mohsen Khezri, and Asma Shiri. "Investigation of Non-Linear Impacts of Factors Affecting Greenhouse Gas Emissions." Environmental Energy and Economic Research 4, no. 4 (2020): 250-61. https://doi.org/10.22097/EEER.2020.220667.1142. |
| Argha, Leila, Mohammad Mowlaei, Abolfazl Shahabadi, and Mohsen Khezri. "The Effect of Shocks of Selected Domestic and Foreign Markets on the Volatilities of Investment Return in Tehran Stock Exchange: DCC-FIAPARCH Model." Journal of Investment Knowledge 10, no. 37 (2021): 77-101. https://jik.srbiau.ac.ir/article_17092.html?lang=en |
| Khezri, Mohsen, Mohammad Kazem Naziri, and Sahar Gharloghi. "Experimental Study of the Effects of ICT Developmental Policies on Iran's Economic Growth." Quarterly Journal of The Macro and Strategic Policies 8, no. 32 (2021): 81-100. https://doi.org/10.30507/JMSP.2021.105737. |
| Hassanpoor, Akbar, and Mohsen Khezri. "Providing Optimal Pricing Model for Urban Bus Services (Tehran Case Study)." Journal of Economic Modeling Research 10, no. 38 (2020): 181-206. https://doi.org/10.29252/jemr.10.38.181. |
| Argha, Leila, Mohammad Mowlaei, and Mohsen Khezri. "Investigating Impact of the Selected Domestic and Foreign Assets Returns on Stock Price Index Returns in Iran: An Approach from DCC-FIAPARCH Model." Quarterly Journal of Applied Theories of Economics 6.4 (2020): 251-274. https://ecoj.tabrizu.ac.ir/article_10377_en.html. |
| Khezri, Mohsen, Abdul Nasser Shojaee, and Mohammad Hasan Fotros. "Investigation of the Nonlinear Effects of Non-Oil Exports Determinants in Iran Using a Model with Variable Parameters over Time of Tvp-Var." Quarterly Journal of Quantitative Economics 15, no. 4 (2019): 113-34. https://doi.org/10.22055/JQE.2018.23814.1752. |
| Shokravi, Somayeh, and Mohsen Khezri. "Measuring Financial Development Index and Analyzing Its Time-Varying Effects on Economic Growth: An Application of TVP-FAVAR Model." Economics Research 17, no. 67 (2018): 315-41. https://doi.org/10.22054/JOER.2018.8571. |
| Khezri, Mohsen, and Fateh Hoda. "Institutional Quality and Curse Resources: An Experimental Study on Opec Countries." Environmental Energy and Economic Research 2, no. 3 (2018): 207-17. https://doi.org/10.22097/EEER.2019.155825.1048. |
| Argha, Leila, Mohammad Mowlaei, Mohsen Khezri, and Abolfazl Shahabadi. "Impact of the Selected Domestic and Foreign Markets Returns on Stock Price in Iran." Journal of Money and Economy 12, no. 4 (2017): 481-89. http://jme.mbri.ac.ir/browse.php?a_id=317&sid=1&slc_lang=fa |
| Rostami Noroozabad, Mojtaba, Abdonaser Shojaei, Mohsen Khezri, and Saman Rahmani Noorozabad. "Estimation of Value at Risk of Return in Tehran Stock Exchange Using Wavelet Analysis." Financial Research Journal 17, no. 1 (2015): 59-82. https://doi.org/10.22059/JFR.2015.52008. |
| Khezri, Mohsen, Bahram Sahabi, Kazem Yavari, and Hassan Heydari. "Speculation Effects on Inflation in Iran Economy: TVP-FAVAR Model." Economics Research 15, no. 57 (2015): 193-228. https://joer.atu.ac.ir/article_1652.html?lang=en |
| Khezri, M, B Sahabi, K Yavari, and H Heidari. "Time-Varying Effects of Inflation Determinants: State-Space Models." Economic Modeling 9, no. 30 (2015): 25-46. https://www.sid.ir/en/journal/ViewPaper.aspx?id=505073 |
| Shojaei, Abdolnaser, Mohsen Khezri, and Omid Mahmoodi Khoshro. "The Asymmetrical Effects of Inflation on Tehran Stock Exchange: A Regime Switching Model." Asian Journal of Research in Banking and Finance 4, no. 12 (2014): 209-21. https://doi.org/10.5958/2249-7323.2014.01467.9. |
| Khezri, Mohammad, Mohsen Khezri, and Somayeh Khezri. "The Effect of Energy Consumption Growth on Value-Added Growth of Economic Sectors: Markov Models." Asian Journal of Research in Business Economics and Management 4, no. 10 (2014): 206-21. https://doi.org/10.5958/2249-7307.2014.00960.8. |
| Shojaei, Abdolnaser, Mohsen Khezri, and Sayed Zana Samadi. "The Asymmetrical Effects of Oil Market Shocks on Tehran Stock Exchange: A Regime Switching Model." Journal of Basic and Applied Scientific Research 12, no. 227.337 (2013): 221-161. |
| Raghfar, H., M. Khezri, Z. Vaez Mahdavi, and K. Sangari Mohazab. "Impact of Health Insurance Inefficiency on Poverty among Iranian Households." Hakim Research Journal 16, no. 1 (2013): 9-19. |
| Hosseini Nasab, Ebrahim, Mohsen Khezri, and Ahmad Rasoli. "Assessing the Effects of Oil Price Shocks on Tehran Exchange Stock Returns: Using Wavelet Decomposition and Markov Switching." Energy Economics Review 8, no. 29 (2011): 30- |
| Ghanbari, Ali, Mohsen Khezri, and Ahmad Rasoli. "Assessing the Asymmetric Effects of Crude Oil Shocks on the Iranian Economy in Economic Regimes: Markov Switching Model." Journal of Economic Research (Tahghighat-E-Eghtesadi) 46, no. 4 (2011): 119-49. |
| Ghanbari, Ali, Mohsen khezri, and Loghman abdolazadeh. "Foreign Direct Investment Supply Function Simulation in Iran, by Using Ant Colony Optimization (ACO) Algorithm." Journal of Economic Research (Tahghighat- E- Eghtesadi) 45, no. 4 (2011): 109-31. |
| Shojaee, Abdul Nasser, Mohsen Khezri, and Toraj Baygi. "An Investigation of the Effects of Foreign Exchange Market Shocks on Tehran Stock Exchange by Markov Regime Switching Model." Applied Economic 2, no. 3 (2010): 113-41. |
| Ghanbari, Ali, Mohsen Khezri, and Roghie Torky Samaei. "Systematic Risk Estimation at Different Time Scales, by Using Wavelets Analysis an Application on Tehran Stock Exchange." Journal of Quantitative Economics (Quarterly Journal of Economics Review) 6, no. 4 (23) (2010): 29-50. https://doi.org/10.22055/JQE.2009.10685. |
| Ghanbari, A., Mohsen Khezri, and Arash Azami. "Gasoline Energy and Gasoil Demand Function Simulation in Iran Using Genetic Algorithm (GA) Approach." Journal of Quantitative Economics (Quarterly Journal of Economics Review) 5, no. 4 (19) (2009): 157-77. |
| Emami Meybodi, Ali, Mohsen Khezri, and Arash Azami. "Energy Demand Function Simulation in Iran, by Using Particle Swarm Optimization (PSO) Algorithm." Energy Economics Review 6, no. 20 (2009): 141-59. |
Professional Qualification
- - I worked as an advisor to the Minister of Agriculture of Iran, and then as a senior scientific researcher in the project on Iranian economic development for three years. I was working as an assistant professor in Economics at Bu-Ali Sina University which is one of the state universities and a high-ranking university in Iran, where I was teaching at both undergraduate and graduate levels and I have supervised 6 MSc students.