S. M. Husnain Bokhari - Academia.edu (original) (raw)
Uploads
Papers by S. M. Husnain Bokhari
Information Technologist (The), Jul 5, 2005
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.
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.
Doğuş Üniversitesi Dergisi, 2006
Information Technologist (The), 2005
Applied Mathematical Modelling, 1997
ABSTRACT
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....
Information Technologist (The), Jul 5, 2005
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.
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.
Doğuş Üniversitesi Dergisi, 2006
Information Technologist (The), 2005
Applied Mathematical Modelling, 1997
ABSTRACT
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....