Mohamed Samir Zahran
Macroeconomist, Policy Advisor and Associate Lecturer in Economics
Welcome to Zahranomics web page
Hi. Welcome to my web page. You can find out more about me and my research activities by clicking on the links. I thank you for visiting my home page.
LinkedIn: https://www.linkedin.com/in/mohamed-zahran-996394118
Google scholar: https://scholar.google.com/citations?user=iQ9K-gYAAAAJ&hl=en
Research gate: https://www.researchgate.net/profile/Mohamed-Zahran-7
SSRN: https://papers.ssrn.com/sol3/cf_dev/AbsByAuth.cfm?per_id=4776789
Youtube: https://www.youtube.com/channel/UCUgLcCrDbFmXnU0JDMmUZ3g
About Me
A competent policy-oriented economist with 10 years of international professional experience at leading entities including universities, commercial banks, and companies; with proficiency in statistical analysis and data modelling, experience in managing large data sets and in-depth knowledge of fiscal policy, economic risk and uncertainty, and econo- metric forecasting models sufficient to enable innovation and new understanding in the field by developing a promising re- search agenda.
Research Interests
• Macroeconomics (Fiscal Policy).
• Econometrics (Forecasting using Dynamic-factor Models) and Quantitative Methods.
• Economic Uncertainty and Risk Management.
• International Economics Policy and Energy Economics (Oil and Energy Markets in the MENA Region.
Postgraduate & Professional training
Open Economy DSGE Modelling with Applications to Emerging Economies at City, University of London, Macroeconomics Research Group, England, United Kingdom in 2023.
Open Economy DSGE Modelling with Applications to Emerging Economies at City, University of London, Macroeconomics Research Group, England, United Kingdom in 2022.
Advanced Course on Continuous-Time Methods in Macroeconomics with Applications to Machine Learning at the University of Oxford, England, United Kingdom in 2021.
Advanced Course in Integrated Macroeconomic-Epidemiology Modelling at City, University of London, Macroeconomics Research Group, England, United Kingdom in 2021.
Dynare Summer School on Macroeconomic Modeling and Estimation with Dynare at the Julius Maximilians University of Wu ̈rzburg, Germany in 2021.
International Monetary Fund (IMF) 2021
• Advanced Course: Macroeconometric Forecasting and Analysis.
• Advanced Course: Monetary and Fiscal Interactions in DSGE Models.
Tools for Macroeconomists: The Essentials and Advanced Computational Techniques and Methods to Solve Nonlinear DSGE Models at the University of Oxford, Department of Economics, England, United Kingdom 2020.
Advanced DSGE Modelling Summer Course with Occasionally Binding Constraints at the Centre for International Macroeconomic Studies, the University of Surrey, England, United Kingdom 2020.
Summer Course on Bayesian Methods for Empirical Macroeconomics at Lancaster University, Department of Economics, England, United Kingdom 2020.
Autumn School on ”Social Policy in Oil-Based Economies” at the University of Tehran, Tehran, Iran 2017.
A semester abroad at Lebanese American University, Department of Economics, Beirut, Lebanon 2016.
Workshop on Health Economics Evaluation: Cost Effectiveness Analysis. At World Health Organization, The Regional Office of Eastern Mediterranean WHO-EMRO in 2015.
Postgraduate Diploma in Social Science Research Methods for Guiding Policy and Evaluation. Social Research Centre at the American University in Cairo, Egypt in 2014.
Uncertainty Data
This section provides time-varying Sectoral Macroeconomic Uncertainty estimates for the business and household economies using quarterly macroeconomic data on the US. The measures use the methodology described in Estimating disaggregate time-varying macroeconomic uncertainty using a Dynamic Model Selection procedure. These measures are typically updated once a year.
Updated data 1960:Q1-2020:Q2
Zahran Business uncertainty (ZBU)
Zahran Household Uncertainty (ZHU)
Suggested Citation:
Zahran, M. S., (2021), "Estimating disaggregate time-varying macroeconomic uncertainty using a Dynamic Model Selection procedure" Working Paper. Available at SSRN: https://ssrn.com/abstract=3924258 or http://dx.doi.org/10.2139/ssrn.3924258