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

Karam Shaar and Mohammed Khaled

Applied Economics Letters, 2018, vol. 25, issue 18, 1292-1295

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.

Date: 2018
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Chapter: Why You Should Use High-Frequency Data to Test the Impact of Exchange Rate on Trade (2018)
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DOI: 10.1080/13504851.2017.1418070

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