Dias, Daniel A and Marques, Carlos Robalo and Neves, Pedro Duarte and Santos Silva, Joao M C (2004) On the Fisher-Konieczny Index of Price Changes Synchronization. Working Paper. Banco de Portugal, Economics and Research Department.
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Official URL: http://ideas.repec.org/p/ptu/wpaper/w200407.html
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.
Item Type: | Monograph (Working Paper) |
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Subjects: | H Social Sciences > HB Economic Theory |
Divisions: | Faculty of Social Sciences > Economics, Department of |
Depositing User: | Jim Jamieson |
Date Deposited: | 07 Aug 2012 14:51 |
Last Modified: | 07 Aug 2012 14:51 |
URI: | http://repository.essex.ac.uk/id/eprint/3579 |
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