Search: TWI
RBA Glossary definition for TWI
TWI – Trade-weighted index. The TWI is the weighted average value of the Australian dollar in relation to the currencies of Australia's trading partners. The base level was set at 100 in May 1970. The TWI is calculated daily at 4 pm.
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Appendix A: Data Sources
31 Dec 2001
RDP
2001-04
Download the Paper 248. KB. From 1988, trade weights match those used in the measure of the TWI published three times a day by the Reserve Bank. ... The countries in the import and export-weighted indices are the same as those in the TWI, even though a 90
https://www.rba.gov.au/publications/rdp/2001/2001-04/appendix-a.html
Weighting Choices
31 Dec 2001
RDP
2001-04
In the RBA's TWI, the weights are based on annual data and revised annually in most cases. ... For example, a third-country export-weighted index for Australia weights countries such as the United States, Canada and Brazil more highly than does the
https://www.rba.gov.au/publications/rdp/2001/2001-04/weighting-choices.html
Calculating a Real Exchange Rate Index
31 Dec 2001
RDP
2001-04
The difference between the published TWI and a trade-weighted index for the A$ excluding the rupiah is shown in Figure 1. ... In addition, the RBA uses merchandise trade by country to determine weights in the TWI, thereby excluding the effects of trade
https://www.rba.gov.au/publications/rdp/2001/2001-04/calculating-a-real-exchange-rate-index.html
The Implications of Different Exchange Rate Indices
31 Dec 2001
RDP
2001-04
As would be expected, indices with similar weighting schemes – such as the TWI and the TWI excluding Indonesia – give similar results, while the differences between these indices and the export-weighted ... TWI (excl Indonesia). 0.3526. (1.098).
https://www.rba.gov.au/publications/rdp/2001/2001-04/implications-of-different-exchange-rate-indices.html