On the Fisher-Konieczny Index of Price Changes Synchronization

Daniel Dias
Authors registered in the RePEc Author Service: João M.C. Santos Silva, Pedro Duarte Neves and Carlos Robalo Marques

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
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Citations: View citations in EconPapers (4)

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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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