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 3: The Income Effect
1 Nov 1995
RDP
9508
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
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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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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Model and Data
31 Dec 2014
RDP
2014-11
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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Appendix A: Data
1 Nov 1996
RDP
9606
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
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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Appendix B: Data
31 Dec 2007
RDP
2007-02
Bulletin. , Table F.11. CPI data for Australia's trade partners, from Datastream, are used to calculate real TWI.
https://www.rba.gov.au/publications/rdp/2007/2007-02/appendix-b.html
VAR Forecasting Models of the Australian Economy: A Preliminary Analysis
19 Nov 2012
RDP
PDF
785KB
Variable. GDPNF. Prvte Invest. Unemployment. Current Acct. AWE. CPI. TWI. Bill Rate. ... mid month of quarter); Reserve Bank of Australia Bulletin. 22. TWI Trade-weighted index of average value of Australian dollar vis-a-vis.
https://www.rba.gov.au/publications/rdp/1988/pdf/rdp8802.pdf
Appendix A: Data
31 Dec 2013
RDP
2013-01
TWI refers to the quarterly average of the daily trade-weighted exchange rate from the statistical tables on the RBA website.
https://www.rba.gov.au/publications/rdp/2013/2013-01/appendix-a.html
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Exchange Rate Regimes and the Volatility of Financial Prices: The Australian Case
19 Nov 2012
RDP
PDF
918KB
The value of this TWI was set each morning by the Australian authorities. ... AUSRATE); the United States TWI (USTWI); the U.S. 90 day prime bankers'.
https://www.rba.gov.au/publications/rdp/1986/pdf/rdp8608.pdf