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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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Exchange Rate Pass-through: The Different Responses of Importers and Exporters

30 Nov 2009 RDP PDF 114KB
TWIx TWI with weights proportional to manufactured export shares to the countriesused in WPx. ... IPD. WP. TWI x. x. x. 12. 5. ESTIMATING THE PASS-THROUGH RELATIONSHIP.
https://www.rba.gov.au/publications/rdp/1993/pdf/rdp9304.pdf

Appendix B: The Behavioural Model of the Australian Real Exchange Rate – Integration Tests and Diagnostics

1 Nov 1996 RDP 9608
Alison Tarditi
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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Appendix

1 Aug 1990 RDP 9005
Matthew T. Jones and Jenny Wilkinson
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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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

Conclusion

1 Nov 1996 RDP 9609
Tro Kortian and James O'Regan
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
Leon Berkelmans
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
Gordon de Brouwer and Luci Ellis
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

Estimating the Inflationary Effects of Depreciation

19 Nov 2012 RDP PDF 810KB
currency the depreciation is larger - around 51 per cent on a TWI basis. ... dollar, rather than against the TWI. 18. The path generated for the CPI excluding health under these assumptions.
https://www.rba.gov.au/publications/rdp/1987/pdf/rdp8713.pdf

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