Dr Abdul Qayyum
Dr Abdul Qayyum
Dr Abdul Qayyum
Head, Department of Econometrics and Statistics
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051 9248051
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Qualification

Ph.D. Applied Econometrics, University of Bradford, UK, 1995.

M.A. Economics, University of East Anglia, UK, 1992.

M. Phil. Applied Economics, University of Peshawar, Pakistan, 1989.

M.Sc. Economics, University of A.J. & K. Muzaffarabad, 1985.

Area of Expertise

Montary Economics, Applied Econometrics, Time Series

Experiences

  1. Professor, Pakistan Institute Development Economics, Since July 2008
  2. Registrar, Pakistan Institute Development Economics, Since July 2007  
  3. Head Department of Econometrics and Statistics, Pakistan Institute Development Economics, Pakistan, Since April, 2007
  4. Head Money, Banking and Finance, Division Pakistan Institute Development Economics Pakistan, Since June, 2006     

Publications

 Journal Articles:

1.   1.

The Energy Demand in Pakistan, OPEC Energy Review, 2009, Vol. 33, No. 1 (with Muhammad Arshad Khan)
2.   Role of Public Expenditures and Macroeconomic Uncertainty in Determining Private Investment in Large Scale Manufacturing Sector of Pakistan, International Research Journal of Economics and Finance, 2009, No. 26, (with Imtaiz Ahmed)
3.   Trade Growth Linkages in South Asia, European Journal of Scientific Research, 2008, Vol. 21, No. 1, (with Muhammad Arshad Khan)
4.   Effect of Government Spending and Macroeconomic Uncertainty on Private Investment in Services Sector: Evidence from Pakistan, European Journal of Economics, Finance and Administrative Sciences, Issue 11 (2008),  (With Imtaiz Ahmed)
5.   Growth Diagnostics in Pakistan, European Journal of Scientific Research, Vol.24 No.3 (2008), pp.433-450, (with M. Idrees and Asma Hayder)
6.   Long-Run and Short-Run Dynamics of the Exchange Rate in Pakistan: Evidence from Unrestricted Purchasing Power Parity theory, The Lahore Journal of Economics, 2008, Vol. 13, No. 1 (with Muhammad Arshad Khan)
7.   Do Public Expenditures and Macroeconomic Uncertainty Matters for Private Investment? Evidence from Pakistan, Pakistan Development Review, 2007, Vol. 46, N0. 2 (with Imtaiz Ahmed)
8.   Dynamic Modeling of Energy and Growth in South Asia, Pakistan Development Review, 2007, Vol. 46, N0. 4  (with Muhammad Arshad Khan)
9.   Testing Wheat Market Integration in the Long Run: A Case Study of Northern Punjab, Pakistan, Pakistan Development Review, 2007, Vol. 46, N0. 4 (with Muhammad Sarwar Zahid, and Wasim Shahid Malik)
10.   Financial Development and Economic Growth: Evidence from a Heterogeneous Panel of High Income countries, The Lahore Journal of Economics, 2007, Vol. 12, No. 1 (with A R Kemal and M. Nadim Hanif)
11.   Exchange Rate Determination in Pakistan: Evidence Based on Purchasing Power Parity Theory, Pakistan Economic and Social Review, Vol. 45. No. 2, pp. 181-202, (with Muhammad Arshad Khan)
12.   Stock Market Liberalisations: The South Asian Experience, Journal of Management Science, 2007, 1:1 (with Fazal Hussain)
13.   X-efficiency, Scale Economies, Technological Progress and Competition of Pakistani’s Bank, the Pakistan Development Review, 2006, 45:4, (with Sajawal Khan)
14.   Trade Liberalisation, Financial Development and Economic Growth, Pakistan Development Review, 2006 45:4, (with Muhammad Arshad Khan)
15.   Inflation Everywhere is a Monetary Phenomenon; An Introductory Note, the Pakistan Development Review, 2006, 45:2, 179-183 (with Nadeem Ul Haque)
16.   Money, Inflation and Growth in Pakistan, the Pakistan Development Review, 2006, 45:2, 203-212
17.   P-star Model: A Leading Indicator of Inflation for Pakistan, the Pakistan Development Review, 2005, 44:2, 117-129 (with Faiz Bilques)
18.   Modelling the Demand for Money in Pakistan, the Pakistan Development Review , 2005, 44; 3, 233-252
19.   Interest Rate Pass-through in Pakistan: Evidence from Transfer Function Approach, Pakistan Development Review 2005, 44; 4, 975-1001 (with Sajawal Khan & M. Idrees Khawaja)
20.   Financial Sector Development and Growth in Pakistan, Pakistan Development Review,  2005, 44; 4, 819-837 (with M. A Khan and S A Sheikh)
21.   Exchange Rate Misalignment in Pakistan: Evidence from Purchasing Power Parity Theory, Pakistan Development Review, 2004, 43: 4, 721-735 (with M. A Khan and K Zaman)
22.   Capital Flow and Money Supply: the Degree of Sterilization in Pakistan, Pakistan Development Review, 2003, 42:4, 975-985 (with M. A Khan)
23.   Demand for Bank Lending by the Private Business Sector in Pakistan, Pakistan Development Review, 2002, 41:2, 149-159
24.   Monetary Conditions Index: A Composite Measure of Monetary Policy in Pakistan, Pakistan Development Review, 2002, 41:4,
25.   An Error Correction Model of the Demand for Narrowly Defined Money in Pakistan, Research Journal Social Sciences, 2002, Vol. 1, No.1
26.   Sectoral Analysis of Money Demand in Pakistan, Pakistan Development Review, 2001, Vol. 40, No. 4
27.   Money Supply Function in Pakistan: An Econometric Investigation, Journal of Islamic Banking and Finance, 2001, No. 2 (with Usman, A.)
28.   Demand for Real Money Balances by the Business Sector: An Econometric Investigation, Pakistan Development Review, 2000, Vol. 39, No.4 
29.   Demand for Money by the Business Sector in a Developing Country: Evidence from Pakistan, Kashmir Economic Review, 1999, and Vol. 7, No. 1
30.   Error Correction Model of Demand for Money in Pakistan, Kashmir Economic Review, 1998, Vol. 6, No. 1-2
31.   Unit Roots, Cointegration, and Error Correction: Review of Literature, the Kashmir Economic Review, 1998, Vol. 6, No. 1-2. (with S. Cameron)
        
Working papers
  2. Stock Market Liberalisations: The South Asian Experience, PIDE Working Papers, 2006:6 (with Fazal Hussain)
  3. The Demand for Money by the Business Sector in Pakistan, Working Paper No. 94.8, 1994, Department of Social and Economic Studies, University of Bradford, UK (with S. Camero

Conference Papers

  1. Dynamic Modeling of Energy and Growth in South Asia. Paper Presented at 23rd Annual General Meeting of Pakistan Society of Development Economists, Islamabad, 2008 (with Muhammad Arshad Khan)
  2. Testing Wheat Market Integration in the Long Run: A Case Study of Northern Punjab, Pakistan, Paper Presented at 23rd Annual General Meeting of Pakistan Society of Development Economists, Islamabad, 2008 (with Muhammad Sarwar Zahid, and Wasim Shahid Malik)
  3. Financial Sector Reforms and The Efficiency of Banking in Pakistan, Eighth Annual Conference of the South Asian Network of Economic research Institutes (SANEI), Khatmando, Nepal, from 31st August – 01 September 2007.
  4. Financial Development and Economic Growth: Evidence from Heterogeneous Panel Data of Low Income Countries, Paper to be Presented at China, 2007, (With Rehana Siddiqui and Muhammad Nadim Hanif)
  5. Stock Market Liberalisations: The South Asian Experience, Fifth Annual Conference of the South Asian Network of Economic research Institutes (SANEI), Colombo, Sri Lanka, from 15-17 August 2003 (with Hussain, F.)
  6. Trade – Growth Nexus in Major South Asian Countries, National Seminar on Trade and Economic Growth Linkages, Quaid-i-Azam University Islamabad, Pakistan, June 2007 (with M. Arshad Khan)
  7. Financial Sector Reforms and Their Impact on Efficiency of Banks: A Case of Pakistan, Paper Presented at 2nd Annual Conference on Management of Pakistan Economy, Lahore School of Economics, 2007, (with Usman Ahmed and M. Iqbal)
  8. Trade Liberalization, Financial Sector Reforms and Growth, Paper Presented at 22nd Annual General Meeting of Pakistan Society of Development  Economists, Islamabad; 2006, (with Muhammad Arshad Khan)
  9. X-efficiency, Scale Economies, Technological Progress and Competition of Pakistani’s Bank, Paper Presented at 22nd Annual General Meeting of Pakistan  Society of Development Economists, Islamabad, 2006, (with Sajawal Khan)
  10. The Integration of Financial Markets: Empirical Evidence from South Asian Countries, Paper Presented at 20th Annual General Meeting of Pakistan Society of  Development Economists, Islamabad, 2005, (with H. M. Mohsin)

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