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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… Click to show full 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.
Keywords:
frequency data;
impact exchange;
rate trade;
exchange rate
Journal Title: Applied Economics Letters
Year Published: 2018
Link to full text (if available)
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Journal Title: Applied Economics Letters
Year Published: 2018
Link to full text (if available)
Share on Social Media: Sign Up to like & get
recommendations!