Since you want to go towards teaching, I suggest that instead of doing an MBA you should do MS or MPhil. It will give you a sound theoretical framework that will help you in your PhD. The specialisation that you'll take in MS could benefit you in your PhD as well. The reason why I am suggesting this over MBA because MBA equips you to manage, arrange and establish a business. It is for those who wish to excel in their corporate lives or start a business.
Now, assuming if you still want to pursue an MBA then universities do provide you with an option between a research project and a thesis. For SZABIST, that is the case but for any other university kindly check their respective program structure.

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