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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 Aug 1990 RDP 9005
Matthew T. Jones and Jenny Wilkinson
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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Credit Spreads, Monetary Policy and the Price Puzzle

23 Jan 2020 RDP PDF 1959KB
Credit Spreads, Monetary Policy and the Price Puzzle. Benjamin Beckers. Research Discussion Paper. R DP 2020 - 01. Figures in this publication were generated using Mathematica. The contents of this publication shall not be reproduced, sold or
https://www.rba.gov.au/publications/rdp/2020/pdf/rdp2020-01.pdf

Credit and Monetary Policy: An Australian SVAR

30 Sep 2005 RDP PDF 204KB
24. TWI. 211815129630. Log. –– No monetary response(fixed monetary shock). –– Endogenous monetary response. ... 0.005. 0.000. 0.005. 24. TWI. 211815129630. Log. –– 3 lags. –– 4 lags. ––
https://www.rba.gov.au/publications/rdp/2005/pdf/rdp2005-06.pdf

Financial Markets | Reserve Bank of Australia Annual Report - 1994

30 Jun 1994 Annual Report
Since then it has been mainly within a TWI band of 53 to 54. ... It remains, however, significantly below the TWI average of 57 applicable to the period since the mid 1980s (after it had depreciated by 35 per cent).
https://www.rba.gov.au/publications/annual-reports/rba/1994/fin-markets.html

Estimating the Inflationary Effects of Depreciation

19 Nov 2012 RDP PDF 810KB
currency the depreciation is larger - around 51 per cent on a TWI basis. ... dollar, rather than against the TWI. 18. The path generated for the CPI excluding health under these assumptions.
https://www.rba.gov.au/publications/rdp/1987/pdf/rdp8713.pdf

Appendix 3: The Income Effect

1 Nov 1995 RDP 9508
David Gruen and Jacqueline Dwyer
In the original specification (A3.1), lags of the dependent variable and (the change in) the real TWI are jointly significant.
https://www.rba.gov.au/publications/rdp/1995/9508/appendix-3.html

Empirical Results

1 Jul 1986 RDP 8608
Robert G. Trevor and Stephen G. Donald
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 A: Data

1 Nov 1996 RDP 9606
Ellis W. Tallman and Naveen Chandra
No. 6410, Table 11. Trade-Weighted Index (TWI). Definition:. Quarterly average of the $A in relation to the currencies of Australia's trading partners.
https://www.rba.gov.au/publications/rdp/1996/9606/appendix-a.html

Appendix A: Data Sources

31 Dec 2001 RDP 2001-04
Luci Ellis
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
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Model and Data

31 Dec 2014 RDP 2014-11
Josef Manalo, Dilhan Perera and Daniel Rees
The Australian variables are real GDP, a measure of sectoral production (for example, manufacturing gross value added), trimmed mean inflation, the cash rate and the real TWI.
https://www.rba.gov.au/publications/rdp/2014/2014-11/mod-data.html
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