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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: Data

1 May 1993 RDP 9304
Jacqueline Dwyer, Christopher Kent and Andrew Pease
5437.0 and 5410.0. Published TWI. Source: Reserve Bank of Australia,. Bulletin. ... st. difference. 2.17. 3.97. 2.08. 4.15. TWI. m. level. 1. st.
https://www.rba.gov.au/publications/rdp/1993/9304/appendix-1.html
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Developments in the Trade-Weighted Index

10 Oct 2002 Bulletin – October 2002
Chris Becker and Michael Davies
The Bank adopted the current methodology for the calculation of the TWI in October 1988. ... Table 2: Historical TWI Weights. Per cent. 1974/75. 1979/80. 1984/85. 1989/90.
https://www.rba.gov.au/publications/bulletin/2002/oct/1.html

An Augmented Trade-weighted Index of the Australian Dollar

10 Feb 2008 Bulletin – February 2008
Kim Edwards, Dan Fabbro, Mark Knezevic and Michael Plumb
Table 1: TWI and ATWI Weights. 2004/05 financial year/2004 calendar year. ... TWI. weight. ATWI. weight. TWI. weight. ATWI. weight. Japan. 16.36. 11.56.
https://www.rba.gov.au/publications/bulletin/2008/feb/1.html

Results

15 Feb 2024 RDP 2024-01
Omer Majeed, Jonathan Hambur and Robert Breunig
Models have eight lags of growth in GDP, TWI and CPI, and four lags of shocks and dependent variable.
https://www.rba.gov.au/publications/rdp/2024/2024-01/results.html
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Robustness Exercises

3 Jan 2023 RDP 2022-09
Matthew Read
t. are non-positive and the coefficient on TWI. t. is non-negative. ... t. , CPI. t. and TWI. t. (i.e. there are sign restrictions on the cumulative impulse response of.
https://www.rba.gov.au/publications/rdp/2022/2022-09/robustness-exercises.html
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Alternative Measures of the Effects of Exchange Rate Movements on Competitiveness

10 Jan 1998 Bulletin – January 1998
TWI of import price pressures which form an important component of domestic inflation. ... TWI, although this is not evenly distributed across the different categories of exports.
https://www.rba.gov.au/publications/bulletin/1998/jan/1.html

Appendix B: Tests using Alternative Data

1 Jun 1989 RDP 8903
Glenn Stevens and Susan Thorp
1. (seasonally adjusted data). 1972:2–1988:2. Real GDP. Bill rate. M1. TWI. ... 3.258. 4.604. 1.378. 1.833. TWI. 1.383. 1.150. 1.364. 1.157. 0.672. TWI.
https://www.rba.gov.au/publications/rdp/1989/8903/appendix-b.html
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Read me file

12 May 2023 RDP 2023-04
Jonathan Hambur and Qazi Haque
TWI – nominal trade-weighted exchange rate; end-month value of month prior to Board meeting; obtained from RBA statistical table F11 Exchange Rates. –
https://www.rba.gov.au/publications/rdp/2023/2023-04/read-me.html
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Appendix D: Further Robustness Tests and Results

28 Jan 2020 RDP 2020-01
Benjamin Beckers
commodity price index (in logs), the nominal trade-weighted exchange rate index (nominal TWI, in logs), and the US federal funds rate (Jacobs and Rayner 2012). ... d) Cumulative policy shock ordered first. (e) Baseline SVAR augmented by RBA index of
https://www.rba.gov.au/publications/rdp/2020/2020-01/appendix-d.html
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Appendix E: Extra VAR Results

14 Mar 2016 RDP 2016-01
Angus Moore
They are also robust to including the nominal TWI, or excluding the terms of trade.
https://www.rba.gov.au/publications/rdp/2016/2016-01/appendix-e.html
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