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Why you should use high frequency data to test the impact of exchange rate on trade

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  • Karam Shaar
  • Mohammed Khaled

Abstract

This study suggests that testing the impact of exchange rate on trade should be done using high-frequency data. Using different data frequencies for identical periods and specifications between the US and Canada, we show that low-frequency data might suppress and distort the evidence of the impact of exchange rate on trade in the short run and the long run.

Suggested Citation

  • Karam Shaar & Mohammed Khaled, 2018. "Why you should use high frequency data to test the impact of exchange rate on trade," Applied Economics Letters, Taylor & Francis Journals, vol. 25(18), pages 1292-1295, October.
    • Handle: RePEc:taf:apeclt:v:25:y:2018:i:18:p:1292-1295
    DOI: 10.1080/13504851.2017.1418070
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