Masoud Abdollahi Mobarakeh
- Business Cycles, Growth and Public Finances
masoud.abdollahi@ihs.ac.at
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Masoud Abdollahi has been a Junior Researcher in the Business Cycles, Growth and Public Finances group at IHS since October 2022. Currently, he is in the final stages of his PhD in Monetary Economics at Shahid Beheshti University in Tehran, Iran. Before joining IHS, he was a visiting PhD student at the University of Vienna. He also worked as an economic researcher in Iran, providing reports for policymakers at institutions such as the National Development Fund of Iran and the Parliament Research Center of Iran.
His research interests include macroeconomics—particularly economic modeling and policy analysis—and applied econometrics, with a focus on time series analysis. He employs econometric methods and dynamic stochastic general equilibrium (DSGE) models in his research. Currently, at IHS, he is working on structural breaks in vector error correction models (VECMs), developing a closed-end monitoring method for online breakpoint detection in non-stationary cases. -
Monitoring Structural Breaks in Vector Error Correction Models
Presented by me, with Leopold Sögner and Martin Wagner.
Paper presented at the 18th International Conference of the ERCIM WG on Computational and Methodological Statistics (CMStatistics), King’s College London, December 2024.Monitoring Structural Breaks in Vector Error Correction Models
Presented by me, with Leopold Sögner and Martin Wagner.
Paper presented at the 16th International Conference of the ERCIM WG on Computational and Methodological Statistics (CMStatistics), Berlin, December 2023.