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

Shaar, Karam; Khaled, Mohammed

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dc.contributor.author	Shaar, Karam
dc.contributor.author	Khaled, Mohammed
dc.date.accessioned	2017-03-08T23:10:33Z
dc.date.accessioned	2022-07-11T21:21:30Z
dc.date.available	2017-03-08T23:10:33Z
dc.date.available	2022-07-11T21:21:30Z
dc.date.copyright	2017
dc.date.issued	2017
dc.identifier.uri	https://ir.wgtn.ac.nz/handle/123456789/20137
dc.description.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.	en_NZ
dc.format	pdf	en_NZ
dc.language.iso	en_NZ
dc.publisher	Te Herenga Waka—Victoria University of Wellington	en_NZ
dc.relation.ispartofseries	SEF Working paper ; 02/2017	en_NZ
dc.subject	Data frequency	en_NZ
dc.subject	Exchange rate and trade	en_NZ
dc.subject	J-Curve Theory	en_NZ
dc.subject	ARDL Cointegration	en_NZ
dc.subject	US-Canada trade	en_NZ
dc.title	Why you should use high frequency data to test the impact of exchange rate on trade	en_NZ
dc.type	Text	en_NZ
vuwschema.contributor.unit	School of Economics and Finance	en_NZ
vuwschema.subject.anzsrcfor	140210 International Economics and International Finance	en_NZ
vuwschema.type.vuw	Working or Occasional Paper	en_NZ
vuwschema.subject.anzsrcforV2	350207 International finance	en_NZ
vuwschema.subject.anzsrcforV2	380110 International economics	en_NZ
dc.rights.rightsholder	http://www.victoria.ac.nz/sef/research/sef-working-papers	en_NZ