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
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)
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Journal Article: On the Fisher-Konieczny index of price changes synchronization (2005)
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Persistent link: https://EconPapers.repec.org/RePEc:ptu:wpaper:w200407
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