S. M. Husnain Bokhari - Academia.edu (original) (raw)

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Papers by S. M. Husnain Bokhari

Research paper thumbnail of Forecasting Inflation through Econometrics Models: An Empirical Study on Pakistani Data

Information Technologist (The), Jul 5, 2005

Research paper thumbnail of Seasonal Adjustment of Some Financial Indicators of Pakistan

IBT Journal of Business Studies, 2009

The paper describes the applied seasonal adjustment procedures used for analysis of the financial... more The paper describes the applied seasonal adjustment procedures used for analysis of the financial time series compiled by SBP. We have applied the X-12-ARIMA method in adjusting five important financial series- currency in circulation, broad money, remittances, exports and imports (from the balance of payments data). Adjusted series were found to be satisfactory, with in the tests and practices followed in X-12-ARIMA.

Research paper thumbnail of Ekonometrik Modellerle Enflasyon Tahmini : Pakistan Üzerine Ampirik Bir Uygulama

Dogus University Journal, 2011

Bu makale Pakistan’daki enflasyonu modellemeyi ve tahmin etmeyi amaclamaktadir. Bunun icin bir ta... more Bu makale Pakistan’daki enflasyonu modellemeyi ve tahmin etmeyi amaclamaktadir. Bunun icin bir takim ekonometrik yaklasimlar uygulanmis ve sonuclari karsilastirilmistir. ARIMA modellerinde p ve/veya q icin fazladan gecikme eklenmesi, hesaplanan hata terimlerinin karelerinin toplamini her zaman azaltmadigi gorulmustur. Gecikmeli degerlerle bir model olusturuldugunda ise bazi gozlemlerin kaybedildigi ortaya cikmistir. Sonuclar ayrica sunu gostermistir ki VAR modelleri ARIMA (2,1,2) modellerinden daha iyi performans sergilememekte ve iki faktorlu ARIMA (2,1,2) modeli ARIMA (2,1,2) modelinden az da olsa daha iyi sonuclar ortaya koymaktadir. Bu calisma makroekonomik tahmin sorunu uzerine odaklanmasina ragmen elde edilen ampirik sonuclar kucuk olcekli makro-ekonometrik modeller icin daha genel implikasyonlar tasimaktadir.

Research paper thumbnail of Forecasting Inflation Through Econometric Models : an Empirical Study on Pakistani Data

Doğuş Üniversitesi Dergisi, 2006

Research paper thumbnail of A new algorithm for the normal distribution function

Research paper thumbnail of Forecasting Inflation through Econometrics Models: An Empirical Study on Pakistani Data

Information Technologist (The), 2005

Research paper thumbnail of The efficiency of two groups of heterogeneous stations cared for by r operatives with a priority group

Applied Mathematical Modelling, 1997

ABSTRACT

Research paper thumbnail of Seasonality at the Karachi Stock Exchange

JISR management and social sciences & economics, 2009

Generally, calendar effects takes place when the returns of financial assets exhibit particular c... more Generally, calendar effects takes place when the returns of financial assets exhibit particular characteristics over specific days, weeks, months or even years. This research report uses dummy variables with multiple linear regressions to identify the existence of various effects. Which include month-of-the year effect or January effect, turn-of-theyear effect, summer effect, month-of-the quarter effect, week-of-the month effect, semi month effect, day-of-the-week effect or weekend effect, Monday effect, holiday effect, and Ramadhan effect. The study was done on the Karachi Stock Exchange using the KSE-100 Index. The study concluded that several seasonal effects do exist in the KSE. Some of the effects that were found included day 3 as the day-of-the-week effect; January, February, May indicate month-of-the-year effects; weeks 3, 5, 7, 21 and 22 show week-of-theyear effect and Ramadhan effect. These effects indicate that the returns are significantly higher in these periods/seasons....

Research paper thumbnail of Forecasting Inflation through Econometrics Models: An Empirical Study on Pakistani Data

Information Technologist (The), Jul 5, 2005

Research paper thumbnail of Seasonal Adjustment of Some Financial Indicators of Pakistan

IBT Journal of Business Studies, 2009

The paper describes the applied seasonal adjustment procedures used for analysis of the financial... more The paper describes the applied seasonal adjustment procedures used for analysis of the financial time series compiled by SBP. We have applied the X-12-ARIMA method in adjusting five important financial series- currency in circulation, broad money, remittances, exports and imports (from the balance of payments data). Adjusted series were found to be satisfactory, with in the tests and practices followed in X-12-ARIMA.

Research paper thumbnail of Ekonometrik Modellerle Enflasyon Tahmini : Pakistan Üzerine Ampirik Bir Uygulama

Dogus University Journal, 2011

Bu makale Pakistan’daki enflasyonu modellemeyi ve tahmin etmeyi amaclamaktadir. Bunun icin bir ta... more Bu makale Pakistan’daki enflasyonu modellemeyi ve tahmin etmeyi amaclamaktadir. Bunun icin bir takim ekonometrik yaklasimlar uygulanmis ve sonuclari karsilastirilmistir. ARIMA modellerinde p ve/veya q icin fazladan gecikme eklenmesi, hesaplanan hata terimlerinin karelerinin toplamini her zaman azaltmadigi gorulmustur. Gecikmeli degerlerle bir model olusturuldugunda ise bazi gozlemlerin kaybedildigi ortaya cikmistir. Sonuclar ayrica sunu gostermistir ki VAR modelleri ARIMA (2,1,2) modellerinden daha iyi performans sergilememekte ve iki faktorlu ARIMA (2,1,2) modeli ARIMA (2,1,2) modelinden az da olsa daha iyi sonuclar ortaya koymaktadir. Bu calisma makroekonomik tahmin sorunu uzerine odaklanmasina ragmen elde edilen ampirik sonuclar kucuk olcekli makro-ekonometrik modeller icin daha genel implikasyonlar tasimaktadir.

Research paper thumbnail of Forecasting Inflation Through Econometric Models : an Empirical Study on Pakistani Data

Doğuş Üniversitesi Dergisi, 2006

Research paper thumbnail of A new algorithm for the normal distribution function

Research paper thumbnail of Forecasting Inflation through Econometrics Models: An Empirical Study on Pakistani Data

Information Technologist (The), 2005

Research paper thumbnail of The efficiency of two groups of heterogeneous stations cared for by r operatives with a priority group

Applied Mathematical Modelling, 1997

ABSTRACT

Research paper thumbnail of Seasonality at the Karachi Stock Exchange

JISR management and social sciences & economics, 2009

Generally, calendar effects takes place when the returns of financial assets exhibit particular c... more Generally, calendar effects takes place when the returns of financial assets exhibit particular characteristics over specific days, weeks, months or even years. This research report uses dummy variables with multiple linear regressions to identify the existence of various effects. Which include month-of-the year effect or January effect, turn-of-theyear effect, summer effect, month-of-the quarter effect, week-of-the month effect, semi month effect, day-of-the-week effect or weekend effect, Monday effect, holiday effect, and Ramadhan effect. The study was done on the Karachi Stock Exchange using the KSE-100 Index. The study concluded that several seasonal effects do exist in the KSE. Some of the effects that were found included day 3 as the day-of-the-week effect; January, February, May indicate month-of-the-year effects; weeks 3, 5, 7, 21 and 22 show week-of-theyear effect and Ramadhan effect. These effects indicate that the returns are significantly higher in these periods/seasons....