From Climate Shocks to Debt Stress: A Bayesian DSGE Assessment of Egypt’s Sovereign Debt Sustainability
Under peer review · SN Business & Economics · 2026
MACRO-FISCAL ECONOMIST · BEIRUT
Hassan Mansour
Sovereign debt, climate risk & quantitative policy analysis.
I am a macro-fiscal economist working at the intersection of sovereign debt sustainability, climate and trade shocks, and applied quantitative policy modeling across Arab and emerging economies.
Hassan MansourMacro-Fiscal Economist
01 · ABOUT
Research-grade economics,
built for policy use.
My work focuses on how macroeconomic, fiscal, climate and external shocks transmit into sovereign risk and development outcomes. I combine structural and empirical methods with reproducible analytical systems designed to support surveillance, stress testing and policy discussion.
I have worked as a consultant with the United Nations Economic and Social Commission for Western Asia (UN ESCWA), contributing to macro-fiscal and sovereign-debt analytics across Arab economies. My work has included cross-country debt stress testing, fiscal reaction functions, PVAR-based uncertainty analysis, Monte Carlo fan charts and scenario frameworks incorporating growth, interest-rate, exchange-rate, fiscal and climate shocks.
My quantitative toolkit includes Bayesian DSGE, PVAR, CGE, GARCH-MIDAS, panel econometrics, causal inference, forecasting and Monte Carlo simulation, implemented primarily in Python, R, Stata and MATLAB.
02 · FEATURED PLATFORM
ARAB CLIMATE-DEBT PORTAL
Climate. Trade. Sovereign debt.
ACD turns country-specific research models into interactive scenario engines for climate-to-debt, trade-to-debt and combined sovereign-risk stress testing.
- Standardized and physical climate stress scenarios
- Commodity and external trade shock translation
- Country comparison and regional intelligence
- AI-assisted analysis grounded in validated engine outputs
- Transparent assumptions, methodology and reproducible results
ACD INTELLIGENCE● Live
Climate shocks.
Trade shocks.
Sovereign debt.
Trade shocks.
Sovereign debt.
03 · RESEARCH
Selected research & working papers
Macro · Fiscal · Climate · TradeSovereign debt · Climate risk
Maritime Transport Disruptions and Oil Price Volatility: A GARCH-MIDAS Scenario Analysis of Strait of Hormuz Closure
SSRN · 2026 · DOI: 10.2139/ssrn.6422678
Green Finance, Employment, and Poverty Reduction in Nigeria: A CGE-Based Policy Simulation for Sustainable Development
Doctoral working paper
04 · TEACHING
Econometrics & applied quantitative methods
At the American University of Beirut, I teach applied econometrics with an emphasis on research design, causal inference, reproducibility and policy interpretation.
OLS · IV · Difference-in-Differences · RDD · Panel Data · Forecasting · R · Stata
05 · CONTACT
Research, policy & analytical collaboration.
For research discussions, institutional collaboration or questions regarding the Arab Climate-Debt Portal, feel free to get in touch.