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Details about Abdul Qayyum

This author is deceased.

Access statistics for papers by Abdul Qayyum.

Last updated 2021-04-12. Update your information in the RePEc Author Service.

Short-id: pqa2


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Working Papers

2018

  1. Estimating the Inflation-Output Gap Trade-Off with Triangle Model in Pakistan
    MPRA Paper, University Library of Munich, Germany Downloads
  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 Downloads
  3. Impact of Foreign Direct Investment on Growth in Pakistan: The ARDL Approach
    MPRA Paper, University Library of Munich, Germany Downloads
  4. Modeling the Impact of Exports on the Economic Growth of Pakistan
    MPRA Paper, University Library of Munich, Germany Downloads View citations (3)
    See also Journal Article in Turkish Economic Review (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 Downloads

2017

  1. Estimating the Long-Run Creditworthiness of Pakistan
    MPRA Paper, University Library of Munich, Germany Downloads
    Also in MPRA Paper, University Library of Munich, Germany (2016) Downloads
  2. Fiscal and Monetary Policy Interactions in Pakistan Using a Dynamic Stochastic General Equilibrium Framework
    MPRA Paper, University Library of Munich, Germany Downloads
    Also in MPRA Paper, University Library of Munich, Germany (2016) Downloads View citations (2)

2016

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

2015

  1. An Analysis of the Impact of Government Size on Economic Growth of Pakistan: An Endogenous Growth
    MPRA Paper, University Library of Munich, Germany Downloads
    Also in MPRA Paper, University Library of Munich, Germany (2014) Downloads View citations (1)
  2. Comparative Analysis of Factor Affecting Child Mortality in Pakistan
    MPRA Paper, University Library of Munich, Germany Downloads
    Also in MPRA Paper, University Library of Munich, Germany (2015) Downloads
  3. Exchange Rate Determination and Out of Sample Forecasting: Cointegration Analysis
    MPRA Paper, University Library of Munich, Germany Downloads
  4. Forecasting Inflation using Functional Time Series Analysis
    MPRA Paper, University Library of Munich, Germany Downloads
  5. Modeling the Impact of Policy Environment on Inflows of Worker’s Remittances in Pakistan: A Multivariate Analysis
    MPRA Paper, University Library of Munich, Germany Downloads
    Also in MPRA Paper, University Library of Munich, Germany (2015) Downloads
  6. 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 Downloads
    See also Journal Article in Journal of Economics Library (2016)

2014

  1. An Analysis of Optimal Government Size for Growth: A Case Study of Pakistan
    MPRA Paper, University Library of Munich, Germany Downloads
  2. 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 Downloads View citations (2)
  3. Efficiency and Sustainability of Micro Finance Institutions in South Asia
    MPRA Paper, University Library of Munich, Germany Downloads View citations (2)
  4. Impact of Oil Price and Shocks on Economic Growth of Pakistan: Multivariate Analysis
    MPRA Paper, University Library of Munich, Germany Downloads View citations (9)
  5. Modelling the Demand for Bank Loans by Private Business Sector in Pakistan
    MPRA Paper, University Library of Munich, Germany Downloads

2013

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

2012

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

2011

  1. Foreign Aid and Growth Nexus in Pakistan: The Role of Macroeconomic Policies
    PIDE-Working Papers, Pakistan Institute of Development Economics Downloads View citations (9)
  2. Foreign Aid-Growth Nexus in Pakistan: Role of Macroeconomic Policies
    MPRA Paper, University Library of Munich, Germany Downloads View citations (12)
    See also Journal Article in Economics Bulletin (2010)
  3. Impact of Monetary Policy on the Volatility of Stock Market in Pakistan
    MPRA Paper, University Library of Munich, Germany Downloads View citations (8)
    See also Journal Article in Economics Bulletin (2010)
  4. Pakistan: Breaking out of stagflation into sustained growth
    MPRA Paper, University Library of Munich, Germany Downloads View citations (10)
    See also Journal Article in Lahore Journal of Economics (2011)

2010

  1. Measuring Financial Risk using Extreme Value Theory: evidence from Pakistan
    MPRA Paper, University Library of Munich, Germany Downloads
    See also Journal Article in Economics Bulletin (2011)

2009

  1. 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 Downloads View citations (2)

2008

  1. Does Monetary Policy Play Effective Role in Controlling Inflation in Pakistan
    MPRA Paper, University Library of Munich, Germany Downloads View citations (4)
  2. Effect of Government Spending and Macro-Economic Uncertainty on Private Investment in Services Sector: Evidence from Pakistan
    MPRA Paper, University Library of Munich, Germany Downloads View citations (12)
  3. Growth Diagnostics in Pakistan
    Development Economics Working Papers, East Asian Bureau of Economic Research Downloads View citations (10)
    Also in PIDE-Working Papers, Pakistan Institute of Development Economics (2008) Downloads View citations (7)
  4. Impact of Remittances on Economic Growth and Poverty: Evidence from Pakistan
    MPRA Paper, University Library of Munich, Germany Downloads View citations (29)

2007

  1. EXCHANGE RATE DETERMINATION IN PAKISTAN: EVIDENCE BASED ON PURCHASING POWER PARITY THEORY
    MPRA Paper, University Library of Munich, Germany Downloads View citations (7)
  2. Measures of Monetary Policy Stance: The Case of Pakistan
    Macroeconomics Working Papers, East Asian Bureau of Economic Research Downloads View citations (2)
    Also in PIDE-Working Papers, Pakistan Institute of Development Economics (2007) Downloads View citations (1)
  3. Trade Liberalisation, Financial Development and Economic Growth
    PIDE-Working Papers, Pakistan Institute of Development Economics Downloads View citations (8)
    Also in Trade Working Papers, East Asian Bureau of Economic Research (2007) Downloads View citations (14)
  4. Trade,Financial and Growth Nexus in Pakistan
    MPRA Paper, University Library of Munich, Germany Downloads View citations (10)
    See also Journal Article in Economic Analysis Working Papers (2002-2010). Atlantic Review of Economics (2011-2016) (2007)
  5. X-efficiency, Scale Economies, Technological Progress and Competition: A Case of Banking Sector in Pakistan
    PIDE-Working Papers, Pakistan Institute of Development Economics Downloads
    Also in Finance Working Papers, East Asian Bureau of Economic Research (2007) Downloads

2006

  1. Efficiency and Sustainability of Micro Finance
    MPRA Paper, University Library of Munich, Germany Downloads View citations (17)
  2. Money, Inflation, and Growth in Pakistan
    MPRA Paper, University Library of Munich, Germany Downloads View citations (25)
    See also Journal Article in The Pakistan Development Review (2006)
  3. Stock Market Liberalisations in the South Asian Region
    MPRA Paper, University Library of Munich, Germany Downloads View citations (5)
    Also in Finance Working Papers, East Asian Bureau of Economic Research (2006) Downloads View citations (2)
    PIDE-Working Papers, Pakistan Institute of Development Economics (2006) Downloads View citations (3)
  4. Trade Liberalization, Financial Sector Reforms and Growth
    MPRA Paper, University Library of Munich, Germany Downloads View citations (6)
    See also Journal Article in The Pakistan Development Review (2006)
  5. Volatility Spillover Between the Stock Market and the Foreign Exchange Market in Pakistan
    MPRA Paper, University Library of Munich, Germany Downloads View citations (13)
  6. Volatility Spillover between the Stock Market and the Foreign Market in Pakistan
    Finance Working Papers, East Asian Bureau of Economic Research Downloads View citations (9)
    Also in PIDE-Working Papers, Pakistan Institute of Development Economics (2006) Downloads View citations (10)
  7. X-efficiency, scale economies, Technological Progress and Competition of Pakistani’s banks
    MPRA Paper, University Library of Munich, Germany Downloads View citations (1)

2005

  1. Financial Development and Economic Growth: The Case of Pakistan
    MPRA Paper, University Library of Munich, Germany Downloads View citations (43)
    See also Journal Article in The Pakistan Development Review (2005)
  2. Impact of Domestic Policies towards Agricultural Trade Liberalization and Market Reform on Food Security in Pakistan
    MPRA Paper, University Library of Munich, Germany Downloads View citations (14)
  3. Interest Rate Pass-through in Pakistan: Evidence from Transfer Function Approach
    MPRA Paper, University Library of Munich, Germany Downloads View citations (16)
    See also Journal Article in The Pakistan Development Review (2005)
  4. Modelling the Demand for Money in Pakistan
    MPRA Paper, University Library of Munich, Germany Downloads View citations (22)
    See also Journal Article in The Pakistan Development Review (2005)
  5. P-Star Model: A Leading Indicator of Inflation for Pakistan
    MPRA Paper, University Library of Munich, Germany Downloads View citations (5)
    See also Journal Article in The Pakistan Development Review (2005)
  6. The Integration of Financial Markets: Empirical Evidence from South Asian Countries
    MPRA Paper, University Library of Munich, Germany Downloads View citations (1)

2004

  1. Exchange Rate Misalignment in Pakistan: Evidence from Purchasing Power Parity Theory
    MPRA Paper, University Library of Munich, Germany Downloads View citations (7)
    See also Journal Article in The Pakistan Development Review (2004)
  2. Financial Development and Economic Growth: Evidence from Heterogeneous Panel Data of Low Income Countries
    MPRA Paper, University Library of Munich, Germany Downloads View citations (5)
  3. Financial Development and Economic Growth: Evidence from a Heterogeneous Panel of High Income Countries
    MPRA Paper, University Library of Munich, Germany Downloads View citations (10)
    See also Journal Article in Lahore Journal of Economics (2007)

2003

  1. Capital Flows and Money Supply: The Degree of Sterilisation in Pakistan
    MPRA Paper, University Library of Munich, Germany Downloads View citations (4)
    See also Journal Article in The Pakistan Development Review (2003)

2002

  1. Demand for Bank Lending by the Private Business Sector in Pakistan
    MPRA Paper, University Library of Munich, Germany Downloads View citations (2)
    See also Journal Article in The Pakistan Development Review (2002)
  2. Monetary Conditions Index: A Composite Measure of Monetary Policy in Pakistan
    MPRA Paper, University Library of Munich, Germany Downloads View citations (6)
    See also Journal Article in The Pakistan Development Review (2002)

2000

  1. Demand for Real Money Balances by the Business Sector: An Econometric Investigation
    MPRA Paper, University Library of Munich, Germany Downloads View citations (2)
    See also Journal Article in The Pakistan Development Review (2000)

1998

  1. Error Correction Model of the Demand for Money in Pakistan
    MPRA Paper, University Library of Munich, Germany Downloads View citations (7)

0199

  1. Demand for Money By Business Sector in a Developing Country: Evidence from Pakistan
    MPRA Paper, University Library of Munich, Germany Downloads View citations (1)

Journal Articles

2020

  1. Estimating proportion of noise traders and asset prices
    Business Review, 2020, 15, (2), 1-26 Downloads

2019

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

2018

  1. Modeling the impact of exports on the economic growth of Pakistan
    Turkish Economic Review, 2018, 5, (1), 56-64 Downloads View citations (3)
    See also Working Paper (2018)
  2. Privatization and profit efficiency: evidence from commercial banks of Pakistan
    Journal of Asian Business Strategy, 2018, 8, (1), 1-14 Downloads

2017

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

2016

  1. Analysing the Effect of Remittances on Rural Household in Pakistan
    Turkish Economic Review, 2016, 3, (2), 292-299 Downloads
    See also Working Paper (2016)
  2. The Cost of Low Inflation in Case of Pakistan
    Journal of Economics Library, 2016, 3, (2), 257-268 Downloads View citations (1)
  3. 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 Downloads View citations (1)
    See also Working Paper (2015)

2015

  1. Re-estimation of Keynesian Model by Considering Critical Events and Multiple Cointegrating Vectors
    The Pakistan Development Review, 2015, 54, (2), 123-145 Downloads View citations (1)

2014

  1. Electricity consumption-GDP nexus in Pakistan: A structural time series analysis
    Energy, 2014, 64, (C), 811-817 Downloads View citations (16)
  2. Measuring the effects of monetary policy in Pakistan: a factor-augmented vector autoregressive approach
    Empirical Economics, 2014, 46, (3), 843-864 Downloads View citations (5)
    See also Working Paper (2012)

2012

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

2011

  1. Measuring financial risk using extreme value theory: evidence from pakistan
    Economics Bulletin, 2011, 31, (1), A2 Downloads
    See also Working Paper (2010)
  2. Pakistan: Breaking Out of Stagflation into Sustained Growth
    Lahore Journal of Economics, 2011, 16, (Special Edition), 13-30 Downloads View citations (8)
    See also Working Paper (2011)

2010

  1. Foreign aid-growth nexus in pakistan: role of macroeconomic policies
    Economics Bulletin, 2010, 30, (4), A31 Downloads View citations (1)
    See also Working Paper (2011)
  2. Impact of monetary policy on the volatility of stock market in pakistan
    Economics Bulletin, 2010, 30, (4), A28 Downloads
    See also Working Paper (2011)

2009

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

2008

  1. Dynamic Modeling of Private Investment in the Agricultural Sector of Pakistan
    The Pakistan Development Review, 2008, 47, (4), 517-530 Downloads View citations (8)
  2. Estimating Total Factor Productivity and Its Components: Evidence from Major Manufacturing Industries of Pakistan
    The Pakistan Development Review, 2008, 47, (4), 677-694 Downloads View citations (1)
  3. 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 Downloads View citations (8)

2007

  1. Do Public Expenditure and Macroeconomic Uncertainty Matter to Private Investment? Evidence from Pakistan
    The Pakistan Development Review, 2007, 46, (2), 145-161 Downloads View citations (8)
  2. Dynamic Modelling of Energy and Growth in South Asia
    The Pakistan Development Review, 2007, 46, (4), 481-498 Downloads View citations (17)
  3. Dynamics of Wheat Market Integration in Northern Punjab, Pakistan
    The Pakistan Development Review, 2007, 46, (4), 817-830 Downloads View citations (5)
  4. Financial Development and Economic Growth: Evidence from a Heterogeneous Panel of High Income Countries
    Lahore Journal of Economics, 2007, 12, (1), 1-34 Downloads View citations (13)
    See also Working Paper (2004)
  5. Trade, Financial and Growth Nexus in Pakistan
    Economic Analysis Working Papers (2002-2010). Atlantic Review of Economics (2011-2016), 2007, 6, 1-24 Downloads View citations (7)
    See also Working Paper (2007)

2006

  1. Inflation Everywhere is a Monetary Phenomenon: An Introductory Note
    The Pakistan Development Review, 2006, 45, (2), 179-183 Downloads View citations (2)
  2. Money, Inflation, and Growth in Pakistan
    The Pakistan Development Review, 2006, 45, (2), 203-212 Downloads View citations (10)
    See also Working Paper (2006)
  3. Trade Liberalisation, Financial Sector Reforms, and Growth
    The Pakistan Development Review, 2006, 45, (4), 711-731 Downloads View citations (5)
    See also Working Paper (2006)
  4. X-efficiency, Scale Economies, Technological Progress, and Competition: The Banking Sector in Pakistan
    The Pakistan Development Review, 2006, 45, (4), 733-748 Downloads View citations (1)

2005

  1. Financial Development and Economic Growth: The Case of Pakistan
    The Pakistan Development Review, 2005, 44, (4), 819-837 Downloads View citations (25)
    See also Working Paper (2005)
  2. Interest Rate Pass-through in Pakistan: Evidence from Transfer Function Approach
    The Pakistan Development Review, 2005, 44, (4), 975-1001 Downloads View citations (10)
    See also Working Paper (2005)
  3. Modelling the Demand for Money in Pakistan
    The Pakistan Development Review, 2005, 44, (3), 233-252 Downloads View citations (14)
    See also Working Paper (2005)
  4. P-Star Model: A Leading Indicator of Inflation for Pakistan
    The Pakistan Development Review, 2005, 44, (2), 117-129 Downloads View citations (6)
    See also Working Paper (2005)

2004

  1. Exchange Rate Misalignment in Pakistan: Evidence from Purchasing Power Parity Theory
    The Pakistan Development Review, 2004, 43, (4), 721-735 Downloads View citations (5)
    See also Working Paper (2004)

2003

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

2002

  1. Demand for Bank Lending by the Private Business Sector in Pakistan
    The Pakistan Development Review, 2002, 41, (2), 149-159 Downloads View citations (4)
    See also Working Paper (2002)
  2. Monetary Conditions Index: A Composite Measure of Monetary Policy in Pakistan
    The Pakistan Development Review, 2002, 41, (4), 551-566 Downloads View citations (7)
    See also Working Paper (2002)

2001

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

2000

  1. Demand for Real Money Balances by the Business Sector: An Econometric Investigation
    The Pakistan Development Review, 2000, 39, (4), 857-873 Downloads View citations (3)
    See also Working Paper (2000)
 
Page updated 2021-04-16