Academic Articles in Lahore Journals of Economics: Recent submissions

  • Estimating and Forecasting Volatility of Financial Time Series in Pakistan with GARCH-type Models 
    G.R. Pasha; Tahira Qasim; Muhammad Aslam (© The Lahore School of Economics, 2007-12)
    In this paper we compare the performance of different GARCH models such as GARCH, EGARCH, GJR and APARCH models, to characterize and forecast financial time series volatility in Pakistan. The comparison is carried out by ...
  • The Incidence of Government Expenditures on Education and Health 
    Ahmed Nawaz Hakro; Muhammed Akram (© The Lahore School of Economics, 2007-12)
    This paper has analyzed the incidence of government expenditures on health and education by using the benefit incidence approach. Recent household level data from the Pakistan Standards of Living Measures (PSLM) has been ...
  • Returns to Education and Gender Differentials in Wages in Pakistan 
    Masood Sarwar Awan; Zakir Hussain (© The Lahore School of Economics, 2007-12)
    Education is one of the most important factors in human development. The data from two household surveys were used to estimate the returns to education and gender disparities in wages in Pakistan. The model, an extension ...
  • Exchange Market Pressure and Monetary Policy 
    M. Idrees Khawaja (© The Lahore School of Economics, 2007-12)
    The study employs the Girton and Roper (1977) measure of exchange market pressure (defined as the sum of exchange rate depreciation and foreign reserves outflow), to examine the interaction between exchange market pressure ...
  • The Value of Rainfall Forecasts in the Rainfed Rice Areas of the Philippines 
    Abedullah; Sushil Pandey (© The Lahore School of Economics, 2007-12)
    The value of rainfall forecasts for rainfed rice production in the Philippines is estimated under the assumption that farmers adjust the quantities of fertilizer and labor if rainfall forecasts are available. Using a panel ...
  • Sustainability of Feed-based Aquaculture in Bangladesh 
    Md. Rais Uddin Mian (© The Lahore School of Economics, 2007-06)
    Six carp and carp based culture technologies were selected to examine the sustainability of supplementary feed-based aquaculture through availability of domestic feeds compared to the total requirement in Bangladesh. ...
  • Analysis of conomic Efficiency and Competitiveness of the Rice Production Systems of Pakistan’s Punjab 
    Waqar Akhtar; Muhammad Sharif; Nadeem Akmal (© The Lahore School of Economics, 2007-06)
    The Policy Analysis Matrix (PAM) methodology was used to determine the level of economic efficiency and competitiveness in the production of rice crops in Pakistan’s Punjab. The methodology was also used to assess the ...
  • Testing for Market Efficiency in Emerging Markets 
    Khalid Mustafa; Mohammed Nishat (© The Lahore School of Economics, 2007-06)
    This paper investigates the efficiency of the Karachi stock exchange (KSE) with corrections for thin trading and non-linearity as suggested by Miller, Muthuswamy and Whaley (1994). Daily, weekly, and monthly data on ...
  • An Empirical Investigation of the Relationship between Trade Liberalization and Poverty Reduction 
    Muhammad Shahbaz Akmal; Qazi Masood Ahmad; Mohsin Hussain Ahmad; Muhammad Sabihuddin Butt (© The Lahore School of Economics, 2007-06)
    In this paper, we have addressed a key issue in the current debate on economic development: the effect of trade liberalization on poverty. We investigated the relationship between trade liberalization and poverty levels ...
  • Economic Rationale, Trade Impact and Extent of Antidumping – A Case Study of Pakistan 
    Ahmed Nawaz Hakro; Syed Hasanat Shah (© The Lahore School of Economics, 2007-06)
    This paper has analyzed the economic and political justification, trade impact and extent of antidumping measures initiated by Pakistan. Screening models for anti-predatory behaviour, Herfindahl-Hireshmann Index (HHI) ...
  • Effects of the Exchange Rate on Output and Price Level 
    Munir A. S. Choudhary; Muhammad Aslam Chaudhry (© The Lahore School of Economics, 2007-06)
    The question of whether devaluation of the currency affects output positively or negatively has received considerable attention both from academic and empirical researchers. A number of empirical studies have supported ...
  • Currency Substitution, Capital Mobility and Functional Forms of Money Demand in Pakistan 
    Yu Hsing (© The Lahore School of Economics, 2007-06)
    The demand for M2 in Pakistan is positively influenced by real GDP and currency appreciation and negatively influenced by the domestic interest rate and the foreign interest rate. These results confirm international ...
  • Financial Development and Economic Growth 
    A.R. Kemal; Abdul Qayyum; Muhammad Nadim Hanif (© The Lahore School of Economics, 2007-06)
    This paper examines the empirical relationship between financial development and economic growth for high income countries. The study focuses on both indirect finance and direct finance, separately as well as jointly. ...
  • The Disappearing Calendar Anomalies in the Singapore Stock Market 
    Wing-Keung Wong; Aman Agarwal; Nee-Tat Wong (© The Lahore School of Economics, 2006-12)
    This paper investigates the calendar anomalies in the Singapore stock market over the recent period from 1993-2005. Specifically, changes in stock index returns are examined surrounding January (the January effect), on ...
  • Understanding on Rules and Procedures Governing the Settlement of Disputes 
    Somesh K. Mathur (© The Lahore School of Economics, 2006-12)
    This note discusses the workings of the Dispute Settlement Process (DSP) of the WTO, and the major problems concerning the implementation of decisions in the DSP. It provides some suggestions in order for the DSP to work ...
  • Role of the Futures Market on Volatility and Price Discovery of the Spot Market 
    Safi Ullah Khan (© The Lahore School of Economics, 2006-12)
    This paper focuses on the role of the financial futures market in the volatility of Pakistan’s stock market and determines whether the stock futures price is capable of providing some relevant information for predicting ...
  • Comparative Advantage and Competitiveness of Wheat Crop in Pakistan 
    Sofia Anwar; Zakir Hussain; M. Siddique Javed (© Lahore Schoool of Economics, 2005-12)
    This study was conducted to analyze the comparative advantage and competitiveness of wheat crop and its implications for resource allocation towards competing crops. The extent of policy distortion and agricultural protection ...
  • On the Conditioning of the Financial Market’s Reaction to Seasoned Equity Offerings 
    Onur Arugaslan; Louise Miller (© The Lahore School of Economics, 2006-12)
    Consistent with asymmetric information arguments, prior research has shown that the financial market typically responds negatively to the announcement of a seasoned equity offering (SEO). Korajczyk and Levy (2003), however, ...
  • The Death of CAPM: A Critical Review 
    Nawazish Mirza; Ghalia Shabbir (© Lahore Schoool of Economics, 2005-12)
  • Technical Efficiency of Some Selected Manufacturing Industries in Bangladesh 
    Md. Azizul Baten; Masud Rana; Sumonkanti Das; Md. Abdul Khaleque (© The Lahore School of Economics, 2006-12)
    This paper investigates the technical efficiency of selected manufacturing industries of Bangladesh using a stochastic frontier production function approach suggested by Battese and Coelli (1992) applied to panel data. A ...

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