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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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
Exchange Rate Regimes and the Volatility of Financial Prices: The Australian Case
19 Nov 2012
RDP
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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
Capital Flows and Exchange Rate Determination
19 Nov 2012
RDP
PDF
1148KB
balance. 2. Figure 5 THE EXCHANGE RATE AND. CURRENT ACCOUNT BALANCE. REAL TWI. ... The foreign interest rate term reported in the TWI equation in the table is 90-day US Eurorate.
https://www.rba.gov.au/publications/rdp/1989/pdf/rdp8908.pdf
The Exchange Rate, International Trade and the Balance of Payments: Proceedings of a Conference
12 Feb 2007
Conferences
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1144KB
RBA Conference Volume 1993
https://www.rba.gov.au/publications/confs/1993/pdf/conf-vol-1993.pdf
Australia’s Medium-run Exchange Rate: A Macroeconomic Balance Approach
2 Dec 2009
RDP
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217KB
twi is the effective exchange rate (increase is an appreciation), pppi are domestic. ... Table 3: Estimated Elasticities Percentage change in TWI. Changes in KAtarget Per cent of GDP.
https://www.rba.gov.au/publications/rdp/2003/pdf/rdp2003-03.pdf
Trade Invoicing Currency and First-stage Exchange Rate Pass-through
21 Jun 2016
RDP
PDF
1136KB
Research Discussion Paper. Trade Invoicing Currency and First-stage Exchange Rate Pass-through. Christian Gillitzer and Angus Moore. RDP 2016-05. Figures in this publication were generated using Mathematica. The contents of this publication shall
https://www.rba.gov.au/publications/rdp/2016/pdf/rdp2016-05.pdf
Financial Reform in Australia and China
4 Feb 2015
RDP
PDF
1153KB
These included announcing the mid rate in the afternoon, rather than in the morning, and occasionally making unexpected changes to the TWI peg (Debelle and Plumb 2006). ... 3. 6. 3. 6. 0. 2. 4. 0. 2. 4. %. %. 2014. ppt. %. %. ManagedFixed. AUD/USD
https://www.rba.gov.au/publications/rdp/2014/pdf/rdp2014-10.pdf
Anticipatory Monetary Policy and the ‘Price Puzzle’
18 May 2017
RDP
PDF
2157KB
Variables include: US real GDP, commodity prices, real GDP, underlying inflation, the cash rate, and the real exchange rate (real TWI), in that order. ... 3. response once we set to zero the coefficients on real GDP and the real TWI, respectively.
https://www.rba.gov.au/publications/rdp/2017/pdf/rdp2017-02.pdf
Discussion of Designing Inflation Targets
7 Dec 2006
Conferences
PDF
35KB
RBA Conference Volume 1997
https://www.rba.gov.au/publications/confs/1997/pdf/brash-debelle-disc.pdf
Towards an Understanding of Australia’s Co-movement with Foreign Business Cycles
1 Dec 2009
RDP
PDF
148KB
82}. Real TWI(b)% change. -0.023{0.07}. 0.022{0.03}. 0.047{0.03}. -0.012{0.30}. Lagged AustralianGDP log level. ... R2 0.09 0.34 0.46 0.37 0.47 0.10 0.35. Joint significanceof terms of tradeand real TWI.
https://www.rba.gov.au/publications/rdp/1996/pdf/rdp9607.pdf