Work Experience

• Professor and Head of Testing Services at Institute of Business Administration, Karachi (Aug-2023 to PRESENT)
• Professor, Program Director (MS and PhD Economics) and Research Fellow-CBER at Institute of Business Administration, Karachi (Nov-2022 to Aug-2023)
• 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)

Education

• 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
• MACROECONOMIC THEORY III
• MANAGERIAL ECONOMICS
• MS THESIS
• MS THESIS
• MACHINE LEARNING METHODS
• MACROECONOMIC MODELLING AND PUBLIC POLICY ANALYSIS
• MATHEMATICAL STATISTICS AND LINEAR ALGEBRA
• MATHEMATICS AND STATISTICS
• PYTHON FOR FINANCE
• TIME SERIES MODELLING

Research Output

• 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
• 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 "Realized Skewness and Stock Return Predictability", SZABIST International Conference on Interdisciplinary research in Management, Education and Social Sciences 2020, Jan 20, 2020, Karachi, Pakistan
• 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. 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, Islamabad, Pakistan
• 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, Vienna, Austria, Australia
• 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 "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, Karachi, Pakistan
• 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, 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, Islamabad, Pakistan
• 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, Lahore, Pakistan
• 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 "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, Dubai, United Arab Emirates
• 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
• 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, Karachi, Pakistan
• 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, Lahore, Pakistan
• 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, Karachi, Pakistan
• 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, Peshawar, Pakistan
• 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

Projects

List to come