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Why You Should Use High Frequency Data to Test the Impact of Exchange Rate on Trade

Applied Economics Letters (Peer-reviewed academic paper), with Mohammed Khaled (Dec 20, 2017)

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.

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