On the Fisher-Konieczny Index of Price Changes Synchronization

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.

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Year of publication:	2004
Authors:	Dias, Daniel ; Marques, Carlos Robalo ; Neves, Pedro Duarte ; Silva, J.M.C. Santos
Institutions:	Banco de Portugal

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Series:	Working Papers.
Type of publication:	Book / Working Paper
Language:	English
Classification:	C12 - Hypothesis Testing ; D40 - Market Structure and Pricing. General ; L16 - Industrial Organization and Macroeconomics; Macroeconomic Industrial Structure; Industrial Price Indices
Source:	RePEc - Research Papers in Economics

Persistent link: https://ebvufind01.dmz1.zbw.eu/10008524124