IDEAS home Printed from https://ideas.repec.org/h/spr/prbchp/978-3-319-70055-7_21.html
   My bibliography  Save this book chapter

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

In: Advances in Panel Data Analysis in Applied Economic Research

Author

Listed:
  • Karam Shaar

    (School of Economics and Finance, Victoria University of Wellington)

  • Mohammed Khaled

    (School of Economics and Finance, Victoria University of Wellington)

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 USA 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," Springer Proceedings in Business and Economics, in: Nicholas Tsounis & Aspasia Vlachvei (ed.), Advances in Panel Data Analysis in Applied Economic Research, chapter 0, pages 283-288, Springer.
    • Handle: RePEc:spr:prbchp:978-3-319-70055-7_21
    DOI: 10.1007/978-3-319-70055-7_21
    as

    Download full text from publisher

    To our knowledge, this item is not available for download. To find whether it is available, there are three options:
    1. Check below whether another version of this item is available online.
    2. Check on the provider's web page whether it is in fact available.
    3. Perform a search for a similarly titled item that would be available.

    Other versions of this item:

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:spr:prbchp:978-3-319-70055-7_21. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    We have no bibliographic references for this item. You can help adding them by using this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Sonal Shukla or Springer Nature Abstracting and Indexing (email available below). General contact details of provider: http://www.springer.com .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.