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On the Fisher-Konieczny Index of Price Changes Synchronization
2004
Authors
J.M.C.Santos Silva
Pedro Duarte Neves
Daniel Dias
Publication Year
2004
JEL Code
C12 - Hypothesis Testing
D40 - General
L16 - Industrial Organization and Macroeconomics; Macroeconomic Industrial Structure; Industrial Price Indices
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.
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