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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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)
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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