Title of article :
On the Fisher–Konieczny index of price changes synchronization
Author/Authors :
D.A. Dias، نويسنده , , C. Robalo Marques، نويسنده , , P.D. Neves، نويسنده , , J.M.C. Santos Silva، نويسنده ,
Issue Information :
روزنامه با شماره پیاپی سال 2005
Abstract :
This note provides a structural interpretation for the index of price changes synchronization proposed by Fisher and Konieczny [Fisher, Timothy C.G. and Konieczny, Jerzy D. 2000. Synchronization of Price Changes by Multiproduct Firms: Evidence from Canadian Newspaper Prices,.Economics Letters, 68, 271-277] and shows that it can be used to test the hypothesis of uniform staggering.
Keywords :
Uniform staggering , Price changes synchronization , Homogeneity tests
Journal title :
Economics Letters
Journal title :
Economics Letters
