Details about Abdul Qayyum

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Short-id: pqa2

Working Papers

2018

1. Estimating the Inflation-Output Gap Trade-Off with Triangle Model in Pakistan
   MPRA Paper, University Library of Munich, Germany
2. How Cash Flow News and Discount Rate News Impact the Unexpected Stock Returns of Energy Firms of Pakistan
   MPRA Paper, University Library of Munich, Germany
3. Impact of Foreign Direct Investment on Growth in Pakistan: The ARDL Approach
   MPRA Paper, University Library of Munich, Germany View citations (1)
4. Modeling the Impact of Exports on the Economic Growth of Pakistan
   MPRA Paper, University Library of Munich, Germany View citations (5)
   See also Journal Article Modeling the impact of exports on the economic growth of Pakistan, Turkish Economic Review, KSP Journals (2018) View citations (6) (2018)
5. The Impact of Financial Distress Risk on Equity Returns: A Case Study of Non-Financial Firms of Pakistan Stock Exchange
   MPRA Paper, University Library of Munich, Germany View citations (1)

2017

6. Estimating the Long-Run Creditworthiness of Pakistan
   MPRA Paper, University Library of Munich, Germany
   Also in MPRA Paper, University Library of Munich, Germany (2016)
7. Fiscal and Monetary Policy Interactions in Pakistan Using a Dynamic Stochastic General Equilibrium Framework
   MPRA Paper, University Library of Munich, Germany
   Also in MPRA Paper, University Library of Munich, Germany (2016) View citations (3)

2016

8. Analyse Risk-Return Paradox: Evidence from Electricity Sector of Pakistan
   MPRA Paper, University Library of Munich, Germany
   Also in MPRA Paper, University Library of Munich, Germany (2016)
9. Analysing the Effect of Remittances on Rural Household in Pakistan
   MPRA Paper, University Library of Munich, Germany
   See also Journal Article Analysing the Effect of Remittances on Rural Household in Pakistan, Turkish Economic Review, KSP Journals (2016) View citations (1) (2016)
10. Impact of Oil Price and Its Volatility on CPI of Pakistan: Bivariate EGARCH Model
    MPRA Paper, University Library of Munich, Germany View citations (2)
11. Impact of Oil Price and Its Volatility on Stock Market Index in Pakistan: Bivariate EGARCH Model
    MPRA Paper, University Library of Munich, Germany View citations (1)
12. Nonlinearity between RER and Trade Balance: A Case Study of Pakistan
    MPRA Paper, University Library of Munich, Germany
13. Remittances and Asset Accumulation of Household in Pakistan
    MPRA Paper, University Library of Munich, Germany

2015

14. An Analysis of the Impact of Government Size on Economic Growth of Pakistan: An Endogenous Growth
    MPRA Paper, University Library of Munich, Germany View citations (2)
    Also in MPRA Paper, University Library of Munich, Germany (2014) View citations (1)
15. Comparative Analysis of Factor Affecting Child Mortality in Pakistan
    MPRA Paper, University Library of Munich, Germany
    Also in MPRA Paper, University Library of Munich, Germany (2015)
16. Exchange Rate Determination and Out of Sample Forecasting: Cointegration Analysis
    MPRA Paper, University Library of Munich, Germany
17. Forecasting Inflation using Functional Time Series Analysis
    MPRA Paper, University Library of Munich, Germany
18. Modeling the Impact of Policy Environment on Inflows of Worker’s Remittances in Pakistan: A Multivariate Analysis
    MPRA Paper, University Library of Munich, Germany
    Also in MPRA Paper, University Library of Munich, Germany (2015)
19. The Effect of Oil Prices and Regime Switches on Real Effective Exchange Rate in Pakistan: A Markov Regime Switching Approach
    MPRA Paper, University Library of Munich, Germany
    See also Journal Article The Effect of Oil Prices and Regime Switches On Real Effective Exchange Rate in Pakistan: A Markov Regime Switching Approach, Journal of Economics Library, KSP Journals (2016) View citations (1) (2016)

2014

20. An Analysis of Optimal Government Size for Growth: A Case Study of Pakistan
    MPRA Paper, University Library of Munich, Germany
21. Dynamic Relationship and Volatility Spillover between the Stock Market and the Foreign Exchange Market in Pakistan: Evidence from VAR-EGARCH Modelling
    PIDE-Working Papers, Pakistan Institute of Development Economics View citations (2)
22. Efficiency and Sustainability of Micro Finance Institutions in South Asia
    MPRA Paper, University Library of Munich, Germany View citations (3)
23. Impact of Oil Price and Shocks on Economic Growth of Pakistan: Multivariate Analysis
    MPRA Paper, University Library of Munich, Germany View citations (12)
24. Modelling the Demand for Bank Loans by Private Business Sector in Pakistan
    MPRA Paper, University Library of Munich, Germany

2013

25. Electricity consumption-GDP nexus: A structural time series analysis
    MPRA Paper, University Library of Munich, Germany View citations (9)
26. Estimation of Keynesian Exchange Rate Model of Pakistan by Considering Critical Events and Multiple Cointegrating Vectors
    MPRA Paper, University Library of Munich, Germany
27. On the Welfare Cost of Inflation: The Case of Pakistan
    MPRA Paper, University Library of Munich, Germany
    See also Journal Article On the Welfare Cost of Inflation: The Case of Pakistan, The Pakistan Development Review, Pakistan Institute of Development Economics (2012) (2012)

2012

28. Measuring the effects of monetary policy in Pakistan: A factor augmented vector autoregressive approach
    MPRA Paper, University Library of Munich, Germany View citations (2)
    See also Journal Article Measuring the effects of monetary policy in Pakistan: a factor-augmented vector autoregressive approach, Empirical Economics, Springer (2014) View citations (10) (2014)

2011

29. Foreign Aid and Growth Nexus in Pakistan: The Role of Macroeconomic Policies
    PIDE-Working Papers, Pakistan Institute of Development Economics View citations (21)
30. Foreign Aid-Growth Nexus in Pakistan: Role of Macroeconomic Policies
    MPRA Paper, University Library of Munich, Germany View citations (16)
    See also Journal Article Foreign aid-growth nexus in pakistan: role of macroeconomic policies, Economics Bulletin, AccessEcon (2010) View citations (1) (2010)
31. Impact of Monetary Policy on the Volatility of Stock Market in Pakistan
    MPRA Paper, University Library of Munich, Germany View citations (9)
    See also Journal Article Impact of monetary policy on the volatility of stock market in pakistan, Economics Bulletin, AccessEcon (2010) (2010)
32. Pakistan: Breaking out of stagflation into sustained growth
    MPRA Paper, University Library of Munich, Germany View citations (12)
    See also Journal Article Pakistan: Breaking Out of Stagflation into Sustained Growth, Lahore Journal of Economics, Department of Economics, The Lahore School of Economics (2011) View citations (12) (2011)

2010

33. Measuring Financial Risk using Extreme Value Theory: evidence from Pakistan
    MPRA Paper, University Library of Munich, Germany
    See also Journal Article Measuring financial risk using extreme value theory: evidence from pakistan, Economics Bulletin, AccessEcon (2011) (2011)

2009

34. Role of Public Expenditures and Macroeconomic Uncertainty in Determining Private Investment in Large Scale Manufacturing Sector of Pakistan
    MPRA Paper, University Library of Munich, Germany View citations (5)

2008

35. Does Monetary Policy Play Effective Role in Controlling Inflation in Pakistan
    MPRA Paper, University Library of Munich, Germany View citations (7)
36. Effect of Government Spending and Macro-Economic Uncertainty on Private Investment in Services Sector: Evidence from Pakistan
    MPRA Paper, University Library of Munich, Germany View citations (16)
37. Growth Diagnostics in Pakistan
    Development Economics Working Papers, East Asian Bureau of Economic Research View citations (12)
    Also in PIDE-Working Papers, Pakistan Institute of Development Economics (2008) View citations (9)
38. Impact of Remittances on Economic Growth and Poverty: Evidence from Pakistan
    MPRA Paper, University Library of Munich, Germany View citations (34)

2007

39. EXCHANGE RATE DETERMINATION IN PAKISTAN: EVIDENCE BASED ON PURCHASING POWER PARITY THEORY
    MPRA Paper, University Library of Munich, Germany View citations (9)
40. Measures of Monetary Policy Stance: The Case of Pakistan
    Macroeconomics Working Papers, East Asian Bureau of Economic Research View citations (3)
    Also in PIDE-Working Papers, Pakistan Institute of Development Economics (2007) View citations (3)
41. Trade Liberalisation, Financial Development and Economic Growth
    Trade Working Papers, East Asian Bureau of Economic Research View citations (14)
    Also in PIDE-Working Papers, Pakistan Institute of Development Economics (2007) View citations (10)
42. Trade,Financial and Growth Nexus in Pakistan
    MPRA Paper, University Library of Munich, Germany View citations (12)
    See also Journal Article Trade, Financial and Growth Nexus in Pakistan, Economic Analysis Working Papers (2002-2010). Atlantic Review of Economics (2011-2016), Colexio de Economistas de A Coruña, Spain and Fundación Una Galicia Moderna (2007) View citations (16) (2007)
43. X-efficiency, Scale Economies, Technological Progress and Competition: A Case of Banking Sector in Pakistan
    Finance Working Papers, East Asian Bureau of Economic Research View citations (3)
    Also in PIDE-Working Papers, Pakistan Institute of Development Economics (2007) View citations (2)

2006

44. Efficiency and Sustainability of Micro Finance
    MPRA Paper, University Library of Munich, Germany View citations (16)
45. Money, Inflation, and Growth in Pakistan
    MPRA Paper, University Library of Munich, Germany View citations (31)
    See also Journal Article Money, Inflation, and Growth in Pakistan, The Pakistan Development Review, Pakistan Institute of Development Economics (2006) View citations (29) (2006)
46. Stock Market Liberalisations in the South Asian Region
    Finance Working Papers, East Asian Bureau of Economic Research View citations (3)
    Also in PIDE-Working Papers, Pakistan Institute of Development Economics (2006) View citations (4)
    MPRA Paper, University Library of Munich, Germany (2006) View citations (6)
47. Trade Liberalization, Financial Sector Reforms and Growth
    MPRA Paper, University Library of Munich, Germany View citations (8)
    See also Journal Article Trade Liberalisation, Financial Sector Reforms, and Growth, The Pakistan Development Review, Pakistan Institute of Development Economics (2006) View citations (7) (2006)
48. Volatility Spillover Between the Stock Market and the Foreign Exchange Market in Pakistan
    MPRA Paper, University Library of Munich, Germany View citations (20)
49. Volatility Spillover between the Stock Market and the Foreign Market in Pakistan
    PIDE-Working Papers, Pakistan Institute of Development Economics View citations (19)
    Also in Finance Working Papers, East Asian Bureau of Economic Research (2006) View citations (21)
50. X-efficiency, scale economies, Technological Progress and Competition of Pakistani’s banks
    MPRA Paper, University Library of Munich, Germany View citations (1)

2005

51. Financial Development and Economic Growth: The Case of Pakistan
    MPRA Paper, University Library of Munich, Germany View citations (61)
    See also Journal Article Financial Development and Economic Growth: The Case of Pakistan, The Pakistan Development Review, Pakistan Institute of Development Economics (2005) View citations (46) (2005)
52. Impact of Domestic Policies towards Agricultural Trade Liberalization and Market Reform on Food Security in Pakistan
    MPRA Paper, University Library of Munich, Germany View citations (15)
53. Interest Rate Pass-through in Pakistan: Evidence from Transfer Function Approach
    MPRA Paper, University Library of Munich, Germany View citations (19)
    See also Journal Article Interest Rate Pass-through in Pakistan: Evidence from Transfer Function Approach, The Pakistan Development Review, Pakistan Institute of Development Economics (2005) View citations (14) (2005)
54. Modelling the Demand for Money in Pakistan
    MPRA Paper, University Library of Munich, Germany View citations (30)
    See also Journal Article Modelling the Demand for Money in Pakistan, The Pakistan Development Review, Pakistan Institute of Development Economics (2005) View citations (29) (2005)
55. P-Star Model: A Leading Indicator of Inflation for Pakistan
    MPRA Paper, University Library of Munich, Germany View citations (8)
    See also Journal Article P-Star Model: A Leading Indicator of Inflation for Pakistan, The Pakistan Development Review, Pakistan Institute of Development Economics (2005) View citations (8) (2005)
56. The Integration of Financial Markets: Empirical Evidence from South Asian Countries
    MPRA Paper, University Library of Munich, Germany View citations (3)

2004

57. Exchange Rate Misalignment in Pakistan: Evidence from Purchasing Power Parity Theory
    MPRA Paper, University Library of Munich, Germany View citations (10)
    See also Journal Article Exchange Rate Misalignment in Pakistan: Evidence from Purchasing Power Parity Theory, The Pakistan Development Review, Pakistan Institute of Development Economics (2004) View citations (8) (2004)
58. Financial Development and Economic Growth: Evidence from Heterogeneous Panel Data of Low Income Countries
    MPRA Paper, University Library of Munich, Germany View citations (5)
59. Financial Development and Economic Growth: Evidence from a Heterogeneous Panel of High Income Countries
    MPRA Paper, University Library of Munich, Germany View citations (12)
    See also Journal Article Financial Development and Economic Growth: Evidence from a Heterogeneous Panel of High Income Countries, Lahore Journal of Economics, Department of Economics, The Lahore School of Economics (2007) View citations (17) (2007)

2003

60. Capital Flows and Money Supply: The Degree of Sterilisation in Pakistan
    MPRA Paper, University Library of Munich, Germany View citations (5)
    See also Journal Article Capital Flows and Money Supply: The Degree of Sterilisation in Pakistan, The Pakistan Development Review, Pakistan Institute of Development Economics (2003) View citations (2) (2003)

2002

61. Demand for Bank Lending by the Private Business Sector in Pakistan
    MPRA Paper, University Library of Munich, Germany View citations (4)
    See also Journal Article Demand for Bank Lending by the Private Business Sector in Pakistan, The Pakistan Development Review, Pakistan Institute of Development Economics (2002) View citations (4) (2002)
62. Monetary Conditions Index: A Composite Measure of Monetary Policy in Pakistan
    MPRA Paper, University Library of Munich, Germany View citations (8)
    See also Journal Article Monetary Conditions Index: A Composite Measure of Monetary Policy in Pakistan, The Pakistan Development Review, Pakistan Institute of Development Economics (2002) View citations (9) (2002)

2000

63. Demand for Real Money Balances by the Business Sector: An Econometric Investigation
    MPRA Paper, University Library of Munich, Germany View citations (4)
    See also Journal Article Demand for Real Money Balances by the Business Sector: An Econometric Investigation, The Pakistan Development Review, Pakistan Institute of Development Economics (2000) View citations (4) (2000)

1998

64. Error Correction Model of the Demand for Money in Pakistan
    MPRA Paper, University Library of Munich, Germany View citations (10)

0199

65. Demand for Money By Business Sector in a Developing Country: Evidence from Pakistan
    MPRA Paper, University Library of Munich, Germany

Journal Articles

2019

1. Effect of financial crisis on sustainable growth: Empirical evidence from Pakistan
   Journal of the Asia Pacific Economy, 2019, 24, (1), 143-164 View citations (2)

2018

2. Modeling the impact of exports on the economic growth of Pakistan
   Turkish Economic Review, 2018, 5, (1), 56-64 View citations (6)
   See also Working Paper Modeling the Impact of Exports on the Economic Growth of Pakistan, MPRA Paper (2018) View citations (5) (2018)

2017

3. Dynamics in Educational Outcomes by Gender: Evidence from Pakistan
   Journal of Economics Library, 2017, 4, (2), 172-186

2016

4. Analysing the Effect of Remittances on Rural Household in Pakistan
   Turkish Economic Review, 2016, 3, (2), 292-299 View citations (1)
   See also Working Paper Analysing the Effect of Remittances on Rural Household in Pakistan, MPRA Paper (2016) (2016)
5. The Cost of Low Inflation in Case of Pakistan
   Journal of Economics Library, 2016, 3, (2), 257-268 View citations (1)
6. The Effect of Oil Prices and Regime Switches On Real Effective Exchange Rate in Pakistan: A Markov Regime Switching Approach
   Journal of Economics Library, 2016, 3, (4), 643-661 View citations (1)
   See also Working Paper The Effect of Oil Prices and Regime Switches on Real Effective Exchange Rate in Pakistan: A Markov Regime Switching Approach, MPRA Paper (2015) (2015)

2015

7. Re-estimation of Keynesian Model by Considering Critical Events and Multiple Cointegrating Vectors
   The Pakistan Development Review, 2015, 54, (2), 123-145 View citations (2)

2014

8. Electricity consumption-GDP nexus in Pakistan: A structural time series analysis
   Energy, 2014, 64, (C), 811-817 View citations (26)
9. Measuring the effects of monetary policy in Pakistan: a factor-augmented vector autoregressive approach
   Empirical Economics, 2014, 46, (3), 843-864 View citations (10)
   See also Working Paper Measuring the effects of monetary policy in Pakistan: A factor augmented vector autoregressive approach, MPRA Paper (2012) View citations (2) (2012)

2012

10. Estimation of value at risk for financial returns of pakistan using archimedean copula
    Economics Bulletin, 2012, 32, (3), A26
11. On the Welfare Cost of Inflation: The Case of Pakistan
    The Pakistan Development Review, 2012, 51, (1), 61-96
    See also Working Paper On the Welfare Cost of Inflation: The Case of Pakistan, MPRA Paper (2013) (2013)

2011

12. Measuring financial risk using extreme value theory: evidence from pakistan
    Economics Bulletin, 2011, 31, (1), A2
    See also Working Paper Measuring Financial Risk using Extreme Value Theory: evidence from Pakistan, MPRA Paper (2010) (2010)
13. Pakistan: Breaking Out of Stagflation into Sustained Growth
    Lahore Journal of Economics, 2011, 16, (Special Edition), 13-30 View citations (12)
    See also Working Paper Pakistan: Breaking out of stagflation into sustained growth, MPRA Paper (2011) View citations (12) (2011)

2010

14. Foreign aid-growth nexus in pakistan: role of macroeconomic policies
    Economics Bulletin, 2010, 30, (4), A31 View citations (1)
    See also Working Paper Foreign Aid-Growth Nexus in Pakistan: Role of Macroeconomic Policies, MPRA Paper (2011) View citations (16) (2011)
15. Impact of monetary policy on the volatility of stock market in pakistan
    Economics Bulletin, 2010, 30, (4), A28
    See also Working Paper Impact of Monetary Policy on the Volatility of Stock Market in Pakistan, MPRA Paper (2011) View citations (9) (2011)

2009

16. Efficiency Dynamics of Sugar Industry of Pakistan
    The Pakistan Development Review, 2009, 48, (4), 921–938

2008

17. Dynamic Modeling of Private Investment in the Agricultural Sector of Pakistan
    The Pakistan Development Review, 2008, 47, (4), 517-530 View citations (9)
18. Estimating Total Factor Productivity and Its Components: Evidence from Major Manufacturing Industries of Pakistan
    The Pakistan Development Review, 2008, 47, (4), 677-694 View citations (6)
19. Long-Run and Short-Run Dynamics of the Exchange Rate in Pakistan: Evidence FromUnrestricted Purchasing Power Parity Theory
    Lahore Journal of Economics, 2008, 13, (1), 29-56 View citations (10)

2007

20. Do Public Expenditure and Macroeconomic Uncertainty Matter to Private Investment? Evidence from Pakistan
    The Pakistan Development Review, 2007, 46, (2), 145-161 View citations (11)
21. Dynamic Modelling of Energy and Growth in South Asia
    The Pakistan Development Review, 2007, 46, (4), 481-498 View citations (19)
22. Dynamics of Wheat Market Integration in Northern Punjab, Pakistan
    The Pakistan Development Review, 2007, 46, (4), 817-830 View citations (7)
23. Financial Development and Economic Growth: Evidence from a Heterogeneous Panel of High Income Countries
    Lahore Journal of Economics, 2007, 12, (1), 1-34 View citations (17)
    See also Working Paper Financial Development and Economic Growth: Evidence from a Heterogeneous Panel of High Income Countries, MPRA Paper (2004) View citations (12) (2004)
24. Trade, Financial and Growth Nexus in Pakistan
    Economic Analysis Working Papers (2002-2010). Atlantic Review of Economics (2011-2016), 2007, 6, 1-24 View citations (16)
    See also Working Paper Trade,Financial and Growth Nexus in Pakistan, MPRA Paper (2007) View citations (12) (2007)

2006

25. Inflation Everywhere is a Monetary Phenomenon: An Introductory Note
    The Pakistan Development Review, 2006, 45, (2), 179-183 View citations (4)
26. Money, Inflation, and Growth in Pakistan
    The Pakistan Development Review, 2006, 45, (2), 203-212 View citations (29)
    See also Working Paper Money, Inflation, and Growth in Pakistan, MPRA Paper (2006) View citations (31) (2006)
27. Trade Liberalisation, Financial Sector Reforms, and Growth
    The Pakistan Development Review, 2006, 45, (4), 711-731 View citations (7)
    See also Working Paper Trade Liberalization, Financial Sector Reforms and Growth, MPRA Paper (2006) View citations (8) (2006)
28. X-efficiency, Scale Economies, Technological Progress, and Competition: The Banking Sector in Pakistan
    The Pakistan Development Review, 2006, 45, (4), 733-748 View citations (2)

2005

29. Financial Development and Economic Growth: The Case of Pakistan
    The Pakistan Development Review, 2005, 44, (4), 819-837 View citations (46)
    See also Working Paper Financial Development and Economic Growth: The Case of Pakistan, MPRA Paper (2005) View citations (61) (2005)
30. Interest Rate Pass-through in Pakistan: Evidence from Transfer Function Approach
    The Pakistan Development Review, 2005, 44, (4), 975-1001 View citations (14)
    See also Working Paper Interest Rate Pass-through in Pakistan: Evidence from Transfer Function Approach, MPRA Paper (2005) View citations (19) (2005)
31. Modelling the Demand for Money in Pakistan
    The Pakistan Development Review, 2005, 44, (3), 233-252 View citations (29)
    See also Working Paper Modelling the Demand for Money in Pakistan, MPRA Paper (2005) View citations (30) (2005)
32. P-Star Model: A Leading Indicator of Inflation for Pakistan
    The Pakistan Development Review, 2005, 44, (2), 117-129 View citations (8)
    See also Working Paper P-Star Model: A Leading Indicator of Inflation for Pakistan, MPRA Paper (2005) View citations (8) (2005)

2004

33. Exchange Rate Misalignment in Pakistan: Evidence from Purchasing Power Parity Theory
    The Pakistan Development Review, 2004, 43, (4), 721-735 View citations (8)
    See also Working Paper Exchange Rate Misalignment in Pakistan: Evidence from Purchasing Power Parity Theory, MPRA Paper (2004) View citations (10) (2004)

2003

34. Capital Flows and Money Supply: The Degree of Sterilisation in Pakistan
    The Pakistan Development Review, 2003, 42, (4), 975-985 View citations (2)
    See also Working Paper Capital Flows and Money Supply: The Degree of Sterilisation in Pakistan, MPRA Paper (2003) View citations (5) (2003)

2002

35. Demand for Bank Lending by the Private Business Sector in Pakistan
    The Pakistan Development Review, 2002, 41, (2), 149-159 View citations (4)
    See also Working Paper Demand for Bank Lending by the Private Business Sector in Pakistan, MPRA Paper (2002) View citations (4) (2002)
36. Monetary Conditions Index: A Composite Measure of Monetary Policy in Pakistan
    The Pakistan Development Review, 2002, 41, (4), 551-566 View citations (9)
    See also Working Paper Monetary Conditions Index: A Composite Measure of Monetary Policy in Pakistan, MPRA Paper (2002) View citations (8) (2002)

2001

37. Sectoral Analysis of the Demand for Real Money Balances in Pakistan
    The Pakistan Development Review, 2001, 40, (4), 953-966 View citations (6)

2000

38. Demand for Real Money Balances by the Business Sector: An Econometric Investigation
    The Pakistan Development Review, 2000, 39, (4), 857-873 View citations (4)
    See also Working Paper Demand for Real Money Balances by the Business Sector: An Econometric Investigation, MPRA Paper (2000) View citations (4) (2000)