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 1: Data
1 May 1993
RDP
9304
5437.0 and 5410.0. Published TWI. Source: Reserve Bank of Australia,. Bulletin. ... st. difference. 2.17. 3.97. 2.08. 4.15. TWI. m. level. 1. st.
https://www.rba.gov.au/publications/rdp/1993/9304/appendix-1.html
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Estimating the Effects of Monetary Policy in Australia Using Sign-restricted Structural Vector Autoregressions
29 Dec 2022
RDP
PDF
1886KB
68 per cent credible interval. TWI. 0 4 8 12 16 20-6. ... Notes: Restrictions on the impulse responses of the cash rate, CPI and TWI.
https://www.rba.gov.au/publications/rdp/2022/pdf/rdp2022-09.pdf
Can We Use High-frequency Yield Data to Better Understand the Effects of Monetary Policy and Its Communication? Yes and No!
1 May 2023
RDP
PDF
1465KB
twelve months, and three-month changes in the (log) TWI, money market spread (3-month BBSW. ... a break around the GFC), the (log) nominal TWI, and the first two principal components of the yield.
https://www.rba.gov.au/publications/rdp/2023/pdf/rdp2023-04.pdf
Results
15 Feb 2024
RDP
2024-01
Models have eight lags of growth in GDP, TWI and CPI, and four lags of shocks and dependent variable.
https://www.rba.gov.au/publications/rdp/2024/2024-01/results.html
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Robustness Exercises
3 Jan 2023
RDP
2022-09
t. are non-positive and the coefficient on TWI. t. is non-negative. ... t. , CPI. t. and TWI. t. (i.e. there are sign restrictions on the cumulative impulse response of.
https://www.rba.gov.au/publications/rdp/2022/2022-09/robustness-exercises.html
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Internationalisation and the Macroeconomy | Conference – 1994
11 Jul 1994
Conferences
change. 0.030. {0.17}. 0.060. {0.10}. 0.069. {0.06}. 0.004. {0.82}. Real TWI. ... Joint significance of terms of trade and real TWI. 85.24. {0.00}.
https://www.rba.gov.au/publications/confs/1994/gruen-shuetrim.html
Do Monetary Policy and Economic Conditions Impact Innovation? Evidence from Australian Administrative Data
13 Feb 2024
RDP
PDF
1260KB
product (GDP), the consumer price index (CPI) and the trade-weighted index (TWI) exchange rate. ... Models have eight. lags of growth in GDP, TWI and CPI, and four lags of shocks and dependent variable.
https://www.rba.gov.au/publications/rdp/2024/pdf/rdp2024-01.pdf
Internationalisation and the Macroeconomy
12 Feb 2007
Conferences
PDF
239KB
RBA Conference Volume 1994
https://www.rba.gov.au/publications/confs/1994/pdf/gruen-shuetrim.pdf
Appendix B: Tests using Alternative Data
1 Jun 1989
RDP
8903
1. (seasonally adjusted data). 1972:2–1988:2. Real GDP. Bill rate. M1. TWI. ... 3.258. 4.604. 1.378. 1.833. TWI. 1.383. 1.150. 1.364. 1.157. 0.672. TWI.
https://www.rba.gov.au/publications/rdp/1989/8903/appendix-b.html
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The Exchange Rate and Macroeconomic Policy in Australia | Conference – 1993
12 Jul 1993
Conferences
Notable features are the steady depreciation of the trade-weighted index (TWI) from the mid-1970s until the latter part of the 1980s, the large depreciations in 1985 and 1986 and ... In fact, as Figure 10 shows, this was a period of substantial nominal
https://www.rba.gov.au/publications/confs/1993/pitchford.html