About

I am an econometrician working at the intersection of applied and theoretical econometrics, with published research in labour economics, monetary dynamics, and financial econometrics. I hold a PhD in Econometrics from the Pakistan Institute of Development Economics (PIDE, 2019) and currently serve as Assistant Professor and Chairperson of the Department of Economics at Information Technology University, Lahore.

My research is organised around a single methodological commitment: consistency between economic theory, econometric specification, and the empirical structure of the data as revealed by visualisation. In applied research, functional forms and adjustment dynamics are often imposed by convention rather than diagnosed from the data. My workflow inverts this order — visual and statistical diagnostics motivate the econometric modification, and the modified specification is then validated against theory and out-of-sample performance.

Research Strands

• Applied microeconometrics: internal migration, labour-market mismatch, gendered returns to education, and inequality in Pakistan.

• Nonlinear monetary dynamics and time-series econometrics: threshold and momentum-threshold cointegration, Fisher and Neo-Fisherian dynamics, and identification under asymmetric adjustment.

• Institutions, corruption, and long-run growth: nonlinear specifications of the corruption–growth relationship and the role of institutional quality in development.

Selected Contributions 

• Introduced a quadratic specification of the risk–return relationship in the Bowman's paradox literature (Empirical Economics, Springer Nature, 2023).

• First application of Threshold Autoregressive (TAR) and Momentum-Threshold Autoregressive (MTAR) cointegration to interest rate pass-through in Pakistan (2018), now the standard reference for asymmetric IRPT modelling in Pakistan.

• Pooled single-equation Mincerian specifications with gender-interaction curvature terms for returns to education in Pakistan (Indian Journal of Labour Economics, Springer Nature).

• Regression synthetic estimation for tehsil-level poverty mapping in Punjab from district-level survey data.

• Estimator-choice diagnostics for GARCH-type models under multi-modal likelihoods (Review of Pacific Basin Financial Markets and Policies, 2020).

Supervision and Teaching 

I supervise MS theses as an HEC-Approved Supervisor, with 25 completed to date across applied econometrics, labour economics, and financial econometrics. I teach graduate and undergraduate econometrics, time-series analysis, and applied economics. My software expertise spans Stata, R, EViews, Ox-Metrics, and Excel across cross-sectional, time-series, and panel data structures. 

Recent 

July 2026 — Paper on gendered nonlinear returns to education and internal migration accepted at the Indian Journal of Labour Economics. 

Feb 2026 — Paper on education-occupation mismatch and internal migration streams published at the Asian Journal of Applied Economics. Link

Dec 2025 — Paper on Estimating Tehsil’s Poverty Ranking in the Province of Punjab from District-level Survey Data using Regression Synthetic Estimation published at the Istanbul Journal of Economics. Link 

Contact and Links

Google Scholar | LinkedIn | ORCID | CV | ITU

Email: farrukh.mahmood@itu.edu.pk | farrukhmahmood1206@gmail.com 

Office: Department of Economics, Information Technology University, Ferozepur Road, Lahore, Pakistan