Econometrics Commons^™

National Income And Marxian Categories, Anwar Shaikh Phd

Archives of Anwar Shaikh

This collection includes.

• Shaikh, A. (n.d.). National income accounts and Marxian categories [Unpublished manuscript].

Math Appendix, Anwar Shaikh Phd

Archives of Anwar Shaikh

This collection includes:

• Shaikh, A. (n.d.). Mathematical appendix outlining use-value, value, direct prices, prices of production, and the iteration procedure [Unpublished manuscript]. Anwar Shaikh, PhD.

Eigenvalues + Shaikh Nassif Coronado Paper, Anwar Shaikh Phd

Archives of Anwar Shaikh

This collection includes:

• Eigenvalue distribution, matrix size and the shape of the rank-size eigenvalue moduli curve by Anwar Shaikh, Nassif, and Coronado (unpublished work).
• Shaikh, A. (2010, September 27). Bienenfeld approximation. (Unpublished manuscript note).
• Shaikh, A. (2020, August 8). Sraffa prices & normalization. (Unpublished manuscript note).
• Shaikh, A. (2021, June 15). Marx / Adrian. (Unpublished manuscript note).
• Shaikh, A. (2021, September 13). Economic Systems Research final review correspondence. (Unpublished manuscript note).
• Shaikh, A. (2021, December 27). Do subdominant normalized eigenvalues all approach 1? (Unpublished manuscript note).
• Shaikh, A. (2022, January 9). Greenberger. (Unpublished manuscript note). …

Eigenvalue Ii, Anwar Shaikh Phd

Archives of Anwar Shaikh

This collection includes:

• Eigenvalue II by Anwar Shaikh (unpublished work).
• Lahr, M. (2021, September 13). Economic Systems Research final review correspondence. (Unpublished manuscript correspondence).
• Shaikh, A. (2022, June 12). Manuscript revision notes for Economic Systems Research. (Unpublished manuscript note).
• Caldwell, B. (2021, February 16). Biographical statement: Bruce Caldwell. (Unpublished seminar introduction).
• Hamilton, J. R., & Jensen, R. C. (1983). Summary measures of interconnectedness for input-output models. Environment and Planning A, 15(1), 55–65. Pion.
• Shaikh, A. (2021, March 3). From power law to stretched exponential. (Unpublished manuscript note).
• Shaikh, A. (2021, March 2). Eigenvalue paper …

Matrix Aggregation, Anwar Shaikh Phd

Archives of Anwar Shaikh

This collection includes:

Matrix aggregation — folder cover sheet bearing introductory handwritten notes and a reading list, an unpublished manuscript by Anwar Shaikh, PhD, dated February 8, 2010.

Shaikh, A. (2010, February 8). Matrix aggregation [Unpublished manuscript].

Notes on N. Pani's seminar, "Volatility of power in India's distance dualism" — an unpublished manuscript by Anwar Shaikh, PhD, dated November 10, 2020.

Shaikh, A. (2020, November 10). Notes on N. Pani's seminar, "Volatility of power in India's distance dualism" [Unpublished manuscript].

Disaggregation: Working notes — an unpublished manuscript by Anwar Shaikh, PhD, dated 2021.

Shaikh, A. (2021). Disaggregation: Working notes [Unpublished …

Price Value Notes, Anwar Shaikh Phd

Archives of Anwar Shaikh

This collection includes:

• Marx's last theorem working notes by Anwar Shaikh (unpublished work) (24-30_Pric... p. 5).
• Near-linearity of wage-profit curves and standard prices: Empirical and theoretical considerations by Anwar Shaikh (unpublished work) (24-30_Pric... p. 31).
• Price with money.xmcd calculation model by Anwar Shaikh (unpublished work) (24-30_Pric... p. 6).
• Shaikh, A. (2021, April 2). Anwar's 404 x 403 vector problem coding matrix log. (Unpublished computer program documentation) (24-30_Pric... p. 3).
• Shaikh, A. (2012, June 19). H matrix in Sraffa & Marx master study notes. (Unpublished manuscript note) (24-30_Pric... p. 30).
• Shaikh, A. (2009, April 10). Marx-Sraffa prices mathematical derivatives …

Price Value Frazer Duncan Collar Bienenfeld, Anwar Shaikh Phd

Archives of Anwar Shaikh

This collection includes:

• Classical theory of price matrix algebra by Anwar Shaikh (unpublished work).
• Marx's last theorem by Anwar Shaikh (unpublished work).
• Sraffa prices and eigenvector normalization by Anwar Shaikh (unpublished work).
• Vmi data set patterns by Anwar Shaikh (unpublished work).
• Shaikh, A. (2003, December 22). In what sense is a non-negative matrix reducible to its eigenvalue moduli? (Unpublished manuscript note).
• Shaikh, A. (2006, April 10). Graphvmigini3, vmi80r.wf1 chart analysis. (Unpublished manuscript note).
• Shaikh, A. (2006, April 10). What is avg income share of top 20%, in a power law? (Unpublished manuscript note).
• Shaikh, A. (2006, April 14). Thermal …

Luis Daniel Gonzalez, Anwar Shaikh Phd

Archives of Anwar Shaikh

This collection includes:

• Luis Daniel Gonzalez. NA-24-12. 2017.

• Michael Lahr → I-O coefficients have a beta distribution in each column. 2017. Manuscript note credited to Anwar Shaikh, PhD.

• Michael Lahr — Luis Daniel defense. October 31, 2017. Manuscript note credited to Anwar Shaikh, PhD.

• Comments on Chapter 1: constraints, equilibrium, and empirical regularities. October 31, 2017. Manuscript note credited to Anwar Shaikh, PhD.

• Chapter 1: w-r can be linear if ρi’s are linear, in which case the composition of output. Manuscript note credited to Anwar Shaikh, PhD.

• Chapter 1: empirical regularities imply “constraints”. Manuscript …

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Us Japan Trade Paper, Anwar Shaikh Phd

Archives of Anwar Shaikh

This collection includes:

• Notes on cointegration testing procedures for exchange rate models — Shaikh, A., PhD. Unpublished manuscript notes, dated December 2, 2011.
• Notes on OECD aggregate weighting and lag-selection criteria — Shaikh, A., PhD. Unpublished manuscript notes, undated.
• Explaining long term exchange rate behavior in the United States and Japan — Shaikh, A., and Antonopoulos, R. Levy Economics Institute of Bard College Working Paper No. 250, published 1998. This copy is a later revised version with data updated through 2008; the revision itself is undated.
• My XR theory: short run adjustments — Shaikh, A., PhD. Unpublished manuscript notes, dated …

General Solution To Difference Equation, Anwar Shaikh Phd

Archives of Anwar Shaikh

This collection includes:

• General solution difference equation, written by Anwar Shaikh, PhD, on April 22, 2011.
• General solution to differences equation, a manuscript file folder label inscribed with the identification code NA-23-63, prepared by Anwar Shaikh, PhD, on June 5, 2026.

Compustate Crisp Database, Anwar Shaikh Phd

Archives of Anwar Shaikh

This collection includes:

• Compustat/CRISP database contact notes by Anwar Shaikh
• Notes on CRISP/Compustat merged database and Wharton Research Data Services (WRDS) by Anwar Shaikh
• Notes on Capital-IQ service and university data subscriptions by Anwar Shaikh

Cps, Anwar Shaikh Phd

Archives of Anwar Shaikh

This collection includes:

• Wage Equivalents (WEQ) and Sectoral Account Inquiries, by A. Shaikh (2010, August 24). Personal communication.
• Income and Outlays of Households and of Nonprofit Institutions Serving Households, by C. I. Mead, C. P. McCully, and M. B. Reinsdorf (2003, April). Survey of Current Business, 83(4), 13–17. Bureau of Economic Analysis.
• Housing Services in the National Economic Accounts, by N. Mayerhauser and M. Reinsdorf (2007, September 11). Bureau of Economic Analysis.
• Measurement of Gross Operating Surplus (GOS), by A. Shaikh (2009). Unpublished manuscript.
• Gross Operating Surplus, Imputed Interest, and Measures of Profitability, by …

Rulc/Rxr Update, Anwar Shaikh Phd

Archives of Anwar Shaikh

This collection includes:

• Notes on cointegration testing procedures for exchange rate models — Shaikh, A., PhD. Unpublished manuscript notes, dated December 2, 2011.
• Notes on OECD aggregate weighting and lag-selection criteria — Shaikh, A., PhD. Unpublished manuscript notes, undated.
• Explaining long term exchange rate behavior in the United States and Japan — Shaikh, A., and Antonopoulos, R. Levy Economics Institute of Bard College Working Paper No. 250, published 1998. This copy is a later revised version with data updated through 2008; the revision itself is undated.
• My XR theory: short run adjustments — Shaikh, A., PhD. Unpublished manuscript notes, dated …

I-O Tables Guide, Anwar Shaikh Phd

Archives of Anwar Shaikh

This collection includes:

• Ch. 10: Price/value revisions. NA-24-13.

• Add survey from Jefferis (attached).

• Add survey from Jeffries (attached).

• Email from Lefteris to Anwar Shaikh regarding chapter revisions and additional empirical studies. In this message, Lefteris notes that the attachment contains a summary of empirical studies from a 2010 paper with Paitaridis and that more recent papers with Theodore are already included in the references.

• Extract from Tsoulfidis and Paitaridis, “On the labor theory of value: Statistical artefacts or regularities?” This excerpt reviews empirical studies of price-value deviations and related debates.

• References for the chapter excerpt. …

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Rxr Rulc Typed Notes And Model Results, Anwar Shaikh Phd

Archives of Anwar Shaikh

This collection includes:

• Shaikh, A. (2002). Full exchange rate and balance of payments model. Unpublished manuscript.
• Shaikh, A. (2009). Real exchange rate vs. adjusted relative real unit labor costs and covered interest rate differentials. Unpublished manuscript.
• Shaikh, A. (2009). Least squares estimations of deviations of the terms of trade from rescaled relative unit labor costs. Unpublished manuscript.
• Shaikh, A. (2009). Tests of uncovered interest parity versus the classical relative price hypothesis: Exchange rate changes and real interest differentials. Unpublished manuscript.
• Shaikh, A. (2010). United States and Japan macroeconomic cointegration analysis, unit root tests, and error correction …

Rulc Rxr Econometrics, Anwar Shaikh Phd

Archives of Anwar Shaikh

This collection includes:

• Shaikh, A. Rule exchange rate and real exchange rate econometrics and stationarity analysis.
• Elliott, G., Rothenberg, T. J., & Stock, J. H. Efficient tests for an autoregressive unit root.
• Ng, S., & Perron, P. Lag length selection and the construction of unit root tests with good size and power.
• Pesaran, M. H., Shin, Y., & Smith, R. J. Bounds testing approaches to the analysis of level relationships.
• Shaikh, A. Gretl statistical regression software outputs for terms of trade and unit labor cost models.
• Shaikh, A. Simulated terms of trade, relative unit labor …

Discussion & Notes On Quality Adjustments Bias Of K Stock, Anwar Shaikh Phd

Archives of Anwar Shaikh

This collection includes:

• Fixed reproducible tangible wealth in the United States, 1925–89, written by the Bureau of Economic Analysis, published by the U.S. Government Printing Office, in the year 1993.
• Discussion & note on quality adj bias of k stock, an unpublished set of handwritten research notes and analytical commentary prepared by Anwar Shaikh, PhD, on September 17, 2010.
• Kstock bias in quality adj. prices, a manuscript file folder label inscribed with the identification code NA-23-65, prepared by Anwar Shaikh, PhD, on June 5, 2026.
• Alternate measures of current-cost output/capital indexes: 1947 = 100, an unpublished …

Capital Stock Revisions Theory Data, Anwar Shaikh Phd

Archives of Anwar Shaikh

This collection includes:

• No bias in current price stock due to quality adjustment, an unpublished set of handwritten research notes and mathematical tables prepared by Anwar Shaikh, PhD, on May 30, 2009.
• Measurement of capital, a manuscript file folder label inscribed with the identification code NA-23-64, prepared by Anwar Shaikh, PhD, on June 5, 2026.
• Mathematical formulation of capital stock chain indexes and valuation identities, an unpublished set of handwritten equations and index number derivations prepared by Anwar Shaikh, PhD.

Ape205, Section 4, Real Competition, Loose Notes, Anwar Shaikh Phd

Archives of Anwar Shaikh

This collection includes:

• Profit-rate differences across firms [Handwritten research notes citing John Cable and Dennis Mueller and contrasting static and Schumpeterian explanations of interfirm profit-rate differences, followed by related equations]. (2007, September 16).
• Classical competitive process [Handwritten analytical note deriving relationships among relative prices, profit rates, output, and capital growth]. (2008, January 18).
• Quantitative Micro Software, LLC. (2004, October 27). EViews help: Structuring a workfile [Heavily annotated software-help excerpt on dated, cross-sectional, and panel-data organization, balancing, identifiers, missing values, and restructuring].
• Data in EViews regressions [Handwritten econometric note specifying a cross-industry regression and panel error components]. (n.d.).
• Chen, P. (2008, …

Capital Stock, Anwar Shaikh Phd

Archives of Anwar Shaikh

This collection includes:

• Shaikh, A. (n.d.). Capital stock [Handwritten notes with formulas for gross and net stock]. Unpublished manuscript.

• Tsoulfidis, L. (1999, May 27). Capacity utilization measures [Email to Anwar Shaikh]. Unpublished correspondence.

• Shaikh, A. (n.d.). Capacity utilization [Notes addressed to Anwar Shaikh]. Unpublished manuscript.

• U.S. Bureau of the Census. (1999, May 4). Plant capacity utilization [Data table]. U.S. Department of Commerce.

• Shaikh, A. (n.d.). Depreciation and geometric decay [Handwritten notes with equations]. Unpublished manuscript.

• Wasshausen, D. (2008, January 8). Census book value measures versus BEA measures [Email exchange with Anwar Shaikh]. Unpublished correspondence. …

Cointegration + Capital Stock, Anwar Shaikh Phd

Archives of Anwar Shaikh

This collection includes:

• Shaikh, A. (2003, March; 2004, May 19). Cointegration and capital stock [Handwritten notes].

• Liang, G., & Shaikh, A. (2004, July 7). State space coefficient restrictions in EViews [Email printout].

• Moudud, J. K. (2005, April 4). Microfit 4.0 tutorial lessons [Software tutorial printouts with handwritten annotations].

• Shaikh, A. (2005, April 8). Hicksian adjustment [Handwritten notes].

• Shaikh, A. (2005, May 6). Pesaran bounds testing procedure [Handwritten notes].

• Shaikh, A. (2008, May 25). Basic model, error correction mechanism, and Cochrane–Orcutt [Handwritten notes].

• Shaikh, A. (n.d.). Tutorial lessons: Lessons in cointegration analysis [Printouts with …

Net Injectors Of Purchasing Power, Anwar Shaikh Phd

Archives of Anwar Shaikh

This collection includes:

• Credit and inflation template [Annotated spreadsheet packet compiling IFS banking data, domestic credit, GDP, trade, inflation, unemployment, and related analytical charts]. (2007, December 19).
• International Monetary Fund. (2000). Monetary and financial statistics manual [Annotated excerpt from Chapters VI-VII on money, credit, debt, and the framework for monetary statistics].
• Kucera, J., & Shaikh, A. (2007, December 9-17). Re: IFS categories [Annotated email thread on banking surveys, credit flows, high-powered money, and trade credit].
• Summary of IFS data [Handwritten working notes on banking-survey categories and domestic-credit calculations]. (ca. 2005, December 18).
• International Monetary Fund. (1995). International financial statistics yearbook: …

Aggregate Production Functions, Anwar Shaikh Phd

Archives of Anwar Shaikh

This collection includes.

• Aggregate production functions and the measurement of infrastructure productivity: A reassessment. (2000, November 1). [Unpublished manuscript].

• Correcting for biases when estimating production functions: An illusion of the laws of algebra? (2007, August 9). [Unpublished Cambridge Journal of Economics referee report]. Manuscript.

Inflation, Theory And Data, Anwar Shaikh Phd

Archives of Anwar Shaikh

This collection includes:

• Capacity utilization and output gap measures in inflation theory by Anwar Shaikh
• Inflation theory empirical test US by Anwar Shaikh
• Definitions of domestic credit and depository corporations survey by an anonymous interlocutor
• My inflation model by Anwar Shaikh
• Theories of demand-led inflation by Anwar Shaikh
• Credit and GDP patterns by Anwar Shaikh
• Stock-flow accounts and turbulent macrodynamics by Anwar Shaikh

Capital Stock Reading, Anwar Shaikh Phd

Archives of Anwar Shaikh

This collection includes:

• Capital stock reading: chain index readings — Shaikh, A., PhD. October 2006. Unpublished manuscript.
• OECD data series in K stock — Shaikh, A., PhD. October 20, 2006. Unpublished manuscript.
• Whelan, K. June 2000. A guide to the use of chain aggregated NIPA data. Finance and Economics Discussion Series No. 2000-35. Board of Governors of the Federal Reserve System, Division of Research and Statistics, Washington, DC.
• Marginal annotations and derivations on "a guide to the use of chain aggregated NIPA data" — Shaikh, A., PhD. No date given. Unpublished manuscript.
• Liu, Y., Hamalainen, N., & Wong, B.-S. 2003. …

Capacity Utilization Paper, Anwar Shaikh Phd

Archives of Anwar Shaikh

This collection includes:

• Shaikh, A. (2006, January). Capacity utilization paper [Handwritten notes]. Unpublished manuscript.

• Shaikh, A. (n.d.). Reference list for a paper on capacity utilization [Reference list]. Unpublished manuscript.

• Morin, N., & Stevens, J. (2004, August). Estimating capacity utilization from survey data (Finance and Economics Discussion Series) [Working paper]. Board of Governors of the Federal Reserve System.

• U.S. Census Bureau. (2005, November). Instructions for the survey of plant capacity utilization during the fourth quarter 2005 [Instructional document]. U.S. Department of Commerce.

• Shaikh, A. (n.d.). R and r and capacity utilization rates for various countries [Printed …

Cointegration Capacity Utilization Paper Transparencies, Anwar Shaikh Phd

Archives of Anwar Shaikh

Shaikh, A. M., & Moudud, J. K. (2004, October 7). Measuring capacity utilization in OECD countries: A cointegration method [Draft manuscript]. Unpublished manuscript.

• Shaikh, A. (2006, January 22). Appendix I: Procedure using OLS to derive the long-run relation between output and the capital stock [Appendix]. Unpublished manuscript.

• Shaikh, A. (n.d.). Dummy variables and stability tests by country [Printed list]. Unpublished manuscript.

• Shaikh, A. (2005, June 8). Our capacity utilization model [Handwritten notes]. Unpublished manuscript.

• Shaikh, A. (2005, May 2). Logic of ARDL method [Handwritten notes]. Unpublished manuscript.

• Shaikh, A. (2005, April). EViews estimations: Eqardl00, eqardl01, …

Aggregate Capital Stock Measures, Anwar Shaikh Phd

Archives of Anwar Shaikh

This collection includes:

• Shaikh, A. (n.d.). Aggregate capital stock measures [Folder cover with handwritten notes]. Unpublished manuscript.

• Wasshausen, D., & Shaikh, A. (2007, January 3). Response and numerical example [Email correspondence]. Unpublished manuscript.

• Shaikh, A. (2006, November 26). The measurement of capital [Draft manuscript with handwritten edits]. Unpublished manuscript.

• Shaikh, A. (2006, December 23–24). Kstock accum rules numerical example [Excel spreadsheet printouts]. Unpublished manuscript.

• Shaikh, A. (2006, December 23). Aggregate rules in my general numerical example [Handwritten notes]. Unpublished manuscript.

• Shaikh, A. (2006, October 18). Numerical example of PIM bias [Handwritten notes]. Unpublished manuscript. …

Choice Of Technique + Capital Valuation, Anwar Shaikh Phd

Archives of Anwar Shaikh

This collection includes:

• Shaikh, A. (1978, June 30). Notes on fixed capital: Outline [Handwritten notes].

• Shaikh, A. (1979, October 25). Fixed capital and discounting [Handwritten notes].

• Shaikh, A. (n.d.). Notes on depreciation [Handwritten notes].

• Shaikh, A. (1984, February 28). Paul Swanson dissertation: “A study of fixed capital and value theory” [Handwritten notes].

• Shaikh, A. (n.d.). Collective, law of one price, and capital stock (Sraffa and Marx) [Handwritten notes].

• Shaikh, A. (2006, July 21). Choice of technique and capital valuation [Handwritten notes].

• Shaikh, A. (2006, July 21). Price and quality [Handwritten notes].

• Shaikh, …

Thirwall Project, Anwar Shaikh Phd

Archives of Anwar Shaikh

This collection includes.

• Abu-Ismail, K. (2006, April). Exports and imports growth rates (1960–1999). Unpublished document.

• Puty, C. (2002, January 31). Email to Anwar Shaikh: Fwd: R: Cointegration (Discussion of cointegration and dummy variables with Riccardo Fiorito). Unpublished email correspondence.

• Contri, A., & Puty, C. (2001, August 13). Explaining Thirlwall’s law. Unpublished document.

• Handwritten notes on Thirwall’s law. (n.d.). Unpublished handwritten notes [Manuscript]. (A. Shaikh, PhD, author).

• Handwritten notes titled “structural breaks and regressions.” (2000, November 11). Unpublished handwritten notes [Manuscript]. (A. Shaikh, PhD, author).

• File hypothetical.wf1: Generating artificial data for terms …