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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Estimation and Results
31 Dec 2005
RDP
2005-06
quarters). gdp. π. cred. i. twi. comm. 1. 0.00. 0.00. 0.03. ... 0.10. 0.10. twi. 1. 0.02. 0.00. 0.20. 0.20. 0.46. 4. 0.05.
https://www.rba.gov.au/publications/rdp/2005/2005-06/est-result.html
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Forecast Evaluation
1 Jan 1988
RDP
8802
10.7. (34/36). 8.4. (30/36). 5.8(0). TWI. 54.3. 61.5. 54.9. (35/36). 59.4. ... 3.7. CPI. b. 9.3. 8.0. 17.1. 8.6. 3.6. TWI. a. 53.6.
https://www.rba.gov.au/publications/rdp/1988/8802/forecast-evaluation.html
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Motivation
31 Dec 2013
RDP
2013-14
That is, we estimate:. where z. t. is vector of observable variables including real resource prices, the real TWI, the ratio of non-mining GDP to the stock of natural reserves,
https://www.rba.gov.au/publications/rdp/2013/2013-14/motivation.html
Model Dynamics
23 Aug 2019
RDP
2019-07
Both responses are largely due to the appreciation of the real TWI, which reduces the international competitiveness of Australian-produced goods and services; the increase in imports is partly mitigated by
https://www.rba.gov.au/publications/rdp/2019/2019-07/model-dynamics.html
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Appendix
1 Dec 1989
RDP
8908
0.10. 2.07. TWI. u. 0.00. (0.00). 0.87. (0.50). 0.83. (1.26). 0.01. ... The foreign interest rate term reported in the TWI equation in the table is 90-day US Eurorate.
https://www.rba.gov.au/publications/rdp/1989/8908/appendix.html
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Empirical Results
1 Jul 1986
RDP
8608
bank accepted bill rate (AUSRATE); the United States TWI (USTWI); the U.S. ... 90 day prime bankers' acceptances rate (USRATE); West Germany's TWI (DMTWI); the West German 90 day interbank deposits rate (DMRATE); Japan's TWI (JAPTWI); and the Japanese 90
https://www.rba.gov.au/publications/rdp/1986/8608/empirical-results.html
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Appendix
1 Aug 1990
RDP
9005
The TWI is calculated by the Reserve Bank of Australia as a trade weighted average of exchange rates with Australia's major trading partners. ... See Reserve Bank of Australia (1984,1988) for details of the calculation of the TWI.
https://www.rba.gov.au/publications/rdp/1990/9005/appendix.html
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Estimation Results
1 Nov 1991
RDP
9111
Covariance. TWI. 69.54. 30.46. 14.28. 101.64. 15.92. United States. 84.39. 15.61. ... Covariance. TWI. 57.32. 42.68. 3.79. 97.80. 1.59. United States. 84.29. 15.71.
https://www.rba.gov.au/publications/rdp/1991/9111/estimation-results.html
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Data appendix
1 Mar 1995
RDP
9502
Australian nominal trade-weighted exchange rate (TWI) is quarterly average data. Unemployment rate data for Australia are from The Labour Force: Australia, ABS Catalogue Number 6203.0.
https://www.rba.gov.au/publications/rdp/1995/9502/data-appendix.html
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Recent Trends in Import Prices
1 Dec 1994
RDP
9407
The exchange rate is the Reserve Bank's trade weighted index (TWI) inverted so that a rise in the index represents depreciation.
https://www.rba.gov.au/publications/rdp/1994/9407/recent-trends-import.html