Professor, Program Director (MS and PhD Economics) and Research Fellow-CBER at Institute of Business Administration, Karachi (Nov-2022 to PRESENT)
Professor and Research Fellow-CBER at Institute of Business Administration, Karachi (Jan-2021 to PRESENT)
Professor and Director CBER at Institute of Business Administration, Karachi (Dec-2020 to Dec-2020)
Professor, Director CBER and Director ORIC Project at Institute of Business Administration, Karachi (Sep-2020 to Nov-2020)
Professor, Research Fellow-CBER and Editor IBA Business Review at Institute of Business Administration, Karachi (Feb-2020 to Sep-2020)
Associate Professor, Research Fellow-CBER and Editor IBA Business Review at Institute of Business Administration, Karachi (Jun-2017 to Feb-2020)
Associate Professor and Research Fellow-CBER at Institute of Business Administration, Karachi (Sep-2016 to Jun-2017)
Assistant Professor & Research Fellow-CBER at Institute of Business Administration, Karachi (Sep-2014 to Sep-2016)
JSPS Postdoctoral Research Fellow at Tohoku University, Sendai (Oct-2013 to Aug-2014)
Research/Teaching Assistant, Econometrics at Tohoku University, Sendai (Oct-2010 to Sep-2013)
Lecturer-Economics at Department of Economics at University of Malakand, Pakistan (Sep-2007 to Mar-2008)
Lecturer-Economics at Govt. Degree Collage Alpuri, Shangla, Pakistan (Dec-2002 to Feb-2006)
Academic Qualification
PhD (Economics),, Tohoku University, Sendai, Japan - 2013
MPhil (Applied Economics),, University of Karachi - 2008
MSc (Economics),, International Islamic University Islamabad - 2000
BS (Hons.-Economics),, International Islamic University, Islamabad, Pakistan - 1998
Research Interests
Economics,
Courses Taught
ADVANCED FINANCIAL ECONOMICS
APPLIED ECONOMETRICS I
APPLIED ECONOMETRICS-II
ECONOMETRIC ANALYSIS I
ECONOMETRIC ANALYSIS II
ECONOMETRICS - 1
ECONOMETRICS I
ECONOMETRICS II
ECONOMIC FORECASTING
ECONOMETRIC ANALYSIS
FINANCIAL ECONOMETRICS
FINANCIAL ECONOMICS
FIXED INCOME SECURITIES
FINAL YEAR ECONOMICS PROJECT
FINANCIAL ANALYSIS SOFTWARES 2: STATA AND R
MACROECONOMIC THEORY III
MANAGERIAL ECONOMICS
MS THESIS
MS THESIS
MACHINE LEARNING METHODS
MACROECONOMIC MODELLING AND PUBLIC POLICY ANALYSIS
MATHEMATICAL STATISTICS AND LINEAR ALGEBRA
TIME SERIES MODELLING
Research Output
Summary of Journal Publication
2018
2019
2020
2021
Category
# of Publications
JPI
X
1
28
Total
1
28
Category
# of Publications
JPI
W
1
64
X
1
32
Y
1
0
Total
3
96
Journal Publication(s)
Seema Rehman, Dr. Saqib Sharif, Dr. Wali- Ullah ,"Higher Realized Moments and Stock Return Predictability",Romanian Journal of Economic Forecasting,Mar 23, 2021,Romania,
Seema Rehman, Dr. Saqib Sharif, Dr. Wali- Ullah, Mustansar Hayat ,"Realized Skewness and Momentum",Macroeconomics and Finance in Emerging Market Economies,Dec 21, 2021,United Kingdom,
Seema Rahman, Dr. Saqib Sharif, Dr. Wali- Ullah ,"Explanatory Power of Realized Moments",Afro-Asian Journal of Finance and Accounting,Nov 15, 2021,United Kingdom,
Dr. Asma Hyder, Dr. Wali- Ullah ,"Gender and Innovation: Experience of South Asian Firms",Journal of Business and Economics,Dec 30, 2019,Pakistan,
Dr. Wali- Ullah ,"The Role of No-Arbitrage Restriction in Nelson-Siegel Term Structure Model in the Context of an Emerging Market: Empirical Evidence from Pakistan Bond Market",Romanian Journal of Economic Forecasting,Dec 30, 2019,Romania,
Dr. Wali- Ullah ,"The Arbitrage-Free Generalized Nelson-Siegel Term Structure Model: Does a good in-sample fit imply better out-of-sample forecasts?",Empirical Economics,May 16, 2019,Australia,Vienna, Austria
Dr. Wali- Ullah, Dr. Khadija Malik Bari ,"The Term Structure of Government Bond Yields in an Emerging Market",Romanian Journal of Economic Forecasting,Oct 05, 2018,,
Dr. Wali- Ullah ,"Term Structure Forecasting in Affine Framework with Time-Varying Volatility",Statistical Methods & Applications,Aug 01, 2017,Italy,
Dr. Wali- Ullah ,"Affine Term Structure Model with Macroeconomic Factors: Do No-Arbitrage Restriction and Macroeconomic Factors imply Better Out-of-Sample Forecasts?",Journal of Forecasting,Jul 01, 2016,,
Dr. Wali- Ullah ,"Evolving Corporate Governance and Firms Performance: Evidence from Japanese Firm",Economics of Governance,Mar 18, 2016,,
Dr. Wali- Ullah, Dr. Mohammad Nishat ,"The Term Structure of Government Bond Yields in an Emerging Market: Empirical Evidence from Pakistan Bond Market",Proceedings Conference on Structural Reforms for Inclusive Development,Mar 17, 2015,Pakistan,Karachi
Dr. Wali- Ullah, Yasumasa Matsuda, Yoshihiko Tsukuda ,"Generalized Nelson-Siegel Term Structure Model: Do the Second Slope and Curvature Factors Improve the In-Sample Fit and Out-of-Sample Forecast?",Journal of Applied Statistics,Jan 31, 2015,,
Dr. Wali- Ullah, Yasumasa Matsuda, Yoshihiko Tsukuda ,"Dynamics of the Term Structure of Interest Rates and Monetary Policy: Is Monetary Policy Effective during Zero Interest Rate Policy?",Journal of Applied Statistics,Mar 31, 2014,,
Shaif Jarallah, Dr. Wali- Ullah ,"Evolving Corporate Governance and the Dividends Behaviour Regime in Japan",International Review of Economics,Mar 29, 2014,,
Dr. Wali- Ullah, Shahzadah Nayyar Jehan ,"Evolving Ownership and the Capital Structure Regime in Japan",The Lahore Journal of Business,Dec 31, 2013,Pakistan,Lahore
Dr. Wali- Ullah, Yasumasa Matsuda, Yoshihiko Tsukuda ,"Term Structure Modeling and Forecasting of Government Bond Yields: Does a Good In-Sample Fit Imply Reasonable Out-of-Sample Forecast?",Economic Papers: A Journal of Applied Economics and Policy,Dec 31, 2013,,
Dr. Wali- Ullah, Yoshihiko Tsukuda, Yasumasa Matsuda ,"Term Structure Forecasting of Government Bond Yields with Latent and Macroeconomic Factors: Do Macroeconomic Factors Imply Better Out-of-Sample Forecasts?",Journal of Forecasting,Dec 30, 2013,,
Dr. Mohammad Nishat, Dr. Wali- Ullah ,"Financial Reforms and Corporate Finance in Emerging Markets: An Analysis of Dividend Policy among Public Listed Firms in Pakistan",IBA Business Review,Jun 30, 2012,Pakistan,Karachi
Shah Khalid, Fazli Rabbi, Dr. Wali- Ullah ,"How Economic Hardship and Financial Deepening Affect the Inflow of Remittances to Pakistan: Empirical Findings Based on a Bound Test Model",Sarhad Journal of Agriculture (SJA),May 31, 2011,Pakistan,Peshawar
Dr. Wali- Ullah, Mehmood Khan Kakar, Rehmatullah Kakar, Wakeel Khan ,"The Determination of Trade Balance of Pakistan Economy: An ARDL Cointegration Approach",The Lahore Journal of Economics,Jun 30, 2010,Pakistan,
Samina Khalil, Mehmood Khan Kakar, Dr. Wali- Ullah ,"Role of Tourism in Economic Growth: Empirical Evidence from Pakistan Economy",The Pakistan Development Review (PDR),Dec 31, 2007,Pakistan,
Case(s)
Book(s)
Conference(s)
Seema Rehman, Dr. Saqib Sharif, Dr. Wali- Ullah ,"Realized Skewness and Stock Return Predictability",SZABIST International Conference on Interdisciplinary research in Management, Education and Social Sciences 2020,Jan 20, 2020,Pakistan,Karachi
Dr. Asma Hyder, Dr. Wali- Ullah ,"Child Mortality, Fertility and Poverty: A Counterfactual Analysis",AERC Annual Conference - Economy of Naya Pakistan: Emerging Challenges, Prospects, for Change and Roads to Prosperity,Nov 19, 2019,Pakistan,Islamabad
Dr. Wali- Ullah ,"Risk Assessment of Equity-based Islamic Shares and Conventional Portfolios",World Islamic Finance Forum (WIFF-2018), Center for Excellence in Islamic Finance (CEIF), IBA, Karachi,Mar 19, 2018,Pakistan,Karachi
Dr. Wali- Ullah, Saba Saleem ,"Idiosyncratic Volatility and Asset Pricing in Emerging Markets: Case of Karachi Stock Market",5th International Applied Business Research Conference (IABRC),May 17, 2016,Pakistan,Islamabad
Saba Saleem, Dr. Wali- Ullah ,"Risk Assessment of Islamic Stock Portfolios with CAPM and Multifactor Asset Pricing Model",Islamic Finance Banking & Business Ethics Global Conference (IFBBE 2016),Mar 26, 2016,Pakistan,Lahore
Dr. Wali- Ullah, Dr. Mohammad Nishat ,"Stock and Bond Market Assimilation: A Bivariate GARCH with DCC Approach",Proceedings of 5th Asian Management Research and Case Conference (AMRC),Jan 17, 2016,,Dubai
Dr. Wali- Ullah, Dr. Mohammad Nishat ,"Stock and Bond Market Assimilation: A Bivariate GARCH with DCC Approach",Proceedings of 5th Asian Management Research and Case Conference (AMRC),Jan 16, 2016,United Arab Emirates,Dubai
Dr. Mohammad Nishat, Dr. Wali- Ullah ,"Banks, Stock Market Development and Economic Growth in Pakistan: A Multivariate Causal Linkage Approach",Proceedings of 5th Asian Management Research and Case Conference (AMRC),Jan 16, 2016,United Arab Emirates,
