EconPapers    
Economics at your fingertips  
 

On the Fisher-Konieczny Index of Price Changes Synchronization

Carlos Marques (), Daniel Dias (), Pedro Duarte Neves and João Santos Silva ()

Working Papers from Banco de Portugal, Economics and Research Department

Abstract: This note provides a structural interpretation for the index of price changes synchronization proposed by Fisher and Konieczny (2000, Economics Letters, 68, 271-277) and shows that it can be used to test the hypothesis of uniform staggering.

JEL-codes: C12 D40 L16 (search for similar items in EconPapers)
Date: 2004
References: View references in EconPapers View complete reference list from CitEc
Citations: View citations in EconPapers (2) Track citations by RSS feed

Downloads: (external link)
https://www.bportugal.pt/sites/default/files/anexos/papers/wp200407.pdf

Related works:
Journal Article: On the Fisher-Konieczny index of price changes synchronization (2005) Downloads
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:ptu:wpaper:w200407

Access Statistics for this paper

More papers in Working Papers from Banco de Portugal, Economics and Research Department Contact information at EDIRC.
Bibliographic data for series maintained by DEE-NTD ().

 
Page updated 2019-10-13
Handle: RePEc:ptu:wpaper:w200407