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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Monthly Movements in the Australian Dollar and Real Short-term Interest Differentials: An Application of the Kalman Filter
19 Apr 2007
RDP
PDF
487KB
TWI 69.54 30.46 14.28 101.64 -15.92 United States 84.39 15.61 12.67 100.75 -13.42 West Germany 100.00 0.00 4.49 ... TWI 57.32 42.68 3.79 97.80 -1.59 United States 84.29 15.71 15.07 101.85 -16.92 West Germany 79.77 20.23 8.74
https://www.rba.gov.au/publications/rdp/1991/pdf/rdp9111.pdf
Alternative Concepts of the Real Exchange Rate: A Reconciliation
30 Nov 2009
RDP
PDF
117KB
twi and Rrcpi must reflect a violation of the conditions which relate the. ... Rp. twi and Rrcpi. This is so because whilst changes in the nominal.
https://www.rba.gov.au/publications/rdp/1993/pdf/rdp9309.pdf
A Factor Model Analysis of the Effects of Inflation Targeting on the Australian Economy | Conference – 2018
12 Apr 2018
Conferences
t. No. Share price index. Miscellaneous. Δlog(x. t. ). No. Real trade-weighted exchange rate index (TWI).
https://www.rba.gov.au/publications/confs/2018/hartigan-morley.html
Real Exchange Rates and Australian Export Competitiveness
19 Nov 2012
RDP
PDF
1121KB
One connnonly used ncnninal rncasure of the exchange rate is the Trade Weighted Index (TWI). ... 2"1 See Reserve Bank of / ustralia 0 984,1988) for details of the calculation of the TWI.
https://www.rba.gov.au/publications/rdp/1990/pdf/rdp9005.pdf
Conclusion
1 Nov 1996
RDP
9609
These tests however also reveal a slight positive trend in the volatility of the TWI, possibly reflecting the higher volatility of the JPY/USD exchange rate in recent years.
https://www.rba.gov.au/publications/rdp/1996/9609/conclusion.html
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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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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
Appendix B: A Framework for Analysis
1 Feb 1998
RDP
9803
where y is non-farm output, y. is OECD output, tot is the terms of trade, rtwi is the real TWI, r is the real cash rate and fy is farm ... where wpi is Australia's trading partner weighted average export prices and twi is the nominal TWI.
https://www.rba.gov.au/publications/rdp/1998/1998-03/appendix-b.html
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
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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