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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Explaining the Recent Performance of Australia’s Manufactured Exports
30 Nov 2009
RDP
PDF
108KB
twi - the real trade-weighted exchange rate (logarithm). tp - trading partner's industrial production index weighted by exports(logarithm). ... twi -0.6701 -1.7. tp 1.6896 2.0. protect39 4.8034 3.8. As expected, exchange rate depreciations and world
https://www.rba.gov.au/publications/rdp/1993/pdf/rdp9310.pdf
Modelling the Australian Exchange Rate, Long Bond Yield and Inflationary Expectations
1 Dec 2009
RDP
PDF
170KB
Figure 6a: Real TWI Exchange Rate: Impulse Response1% Inversion of Domestic Yield Curve for 8 Quarters. ... 24. Figure 6b: Real TWI Exchange Rate: Impulse ResponseSustained 1% Terms of Trade Shock.
https://www.rba.gov.au/publications/rdp/1996/pdf/rdp9608.pdf
MARTIN Has Its Place: A Macroeconometric Model of the Australian Economy
1 Aug 2019
RDP
2019-07
Research Discussion Paper – RDP 2019-07 MARTIN Has Its Place: A Macroeconometric Model of the Australian Economy. Alexander Ballantyne, Tom Cusbert, Richard Evans, Rochelle Guttmann, Jonathan Hambur, Adam Hamilton, Elizabeth Kendall, Rachael
https://www.rba.gov.au/publications/rdp/2019/2019-07/full.html
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Statement on Monetary Policy
10 Aug 2003
Bulletin
– August 2003
The broader measure of the US TWI, which reflects currency moves against all significant trading partners, has not adjusted down as much. ... In early August, the TWI was around 58, a little above its post-float average of 57.5.
https://www.rba.gov.au/publications/bulletin/2003/aug/1.html
Reserve Bank Bulletin
17 Dec 2001
Bulletin
PDF
103KB
1970, to about US50 cents in 2001.Measured more broadly, against thecurrencies of Australia’s major tradingpartners, the trade-weighted index (TWI) ofthe Australian dollar has fallen by about a ... trade-weighted index (TWI) of the Australiandollar
https://www.rba.gov.au/publications/bulletin/2001/dec/pdf/bu-1201-5.pdf
A Random Walk Around the $A: Expectations, Risk, Interest Rates and Consequences for External Imbalance
19 Nov 2012
RDP
PDF
1760KB
Dataset A: weekly (Friday) data, Jan 84- Apr 89. $US ¥ £ DM TWI Period. ... of $A against the TWI, Jan 86 to Apr 89 using Dataset B.
https://www.rba.gov.au/publications/rdp/1989/pdf/rdp8906.pdf
A Sectoral Model of the Australian Economy
13 May 2008
RDP
PDF
220KB
Inflation Real TWI. % pts. 0 2015105151050. — Impulse response — 95 per cent confidence intervals. % ... Exports. Imports. Real TWI. % %. %. %. %. %. %. %. — Foreign — GDP components— Monetary policy. 1 7 13 19 1 7 13 19. —
https://www.rba.gov.au/publications/rdp/2008/pdf/rdp2008-01.pdf
Forward-looking Behaviour and Credibility: Some Evidence and Implications for Policy
1 Dec 2009
RDP
PDF
343KB
FORWARD-LOOKING BEHAVIOUR AND CREDIBILITY:SOME EVIDENCE AND IMPLICATIONS FOR POLICY. Gordon de Brouwer and Luci Ellis. Research Discussion Paper9803. February 1998. Economic Group. Reserve Bank of Australia. This paper was prepared for the Model
https://www.rba.gov.au/publications/rdp/1998/pdf/rdp9803.pdf
Appendix B: The Behavioural Model of the Australian Real Exchange Rate – Integration Tests and Diagnostics
1 Nov 1996
RDP
9608
0.08). 1.81. 2.47. (0.02). Notes: (a) The real TWI exchange rate model is specified as a function of the terms of trade; the cumulated current account deficit; ... b) The real long interest differential is here tested in the BW specification which
https://www.rba.gov.au/publications/rdp/1996/9608/appendix-b.html
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Statement on Monetary Policy
10 May 2003
Bulletin
– May 2003
Since the end of 2001, the TWI is up by about 13 per cent, of which about 10 per cent has occurred in 2003 (Graph 19). ... Despite this rise, the current level of the TWI is only broadly in line with its post-float average.
https://www.rba.gov.au/publications/bulletin/2003/may/1.html