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.



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

• Advanced Course: Macroeconometric Forecasting and Analysis.

• Advanced Course: Monetary and Fiscal Interactions in DSGE Models.

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.

Uncertainty in the Business Sector                           Uncertainty in the Household Sector

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