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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MARTIN Has Its Place: A Macroeconometric Model of the Australian Economy
20 Aug 2019
RDP
PDF
1571KB
MARTIN Has Its Place: A Macroeconometric Model of the. Australian Economy. Alexander Ballantyne, Tom Cusbert, Richard Evans, Rochelle Guttmann, Jonathan Hambur, Adam Hamilton,. Elizabeth Kendall, Rachael McCririck, Gabriela Nodari and Daniel Rees.
https://www.rba.gov.au/publications/rdp/2019/pdf/rdp2019-07.pdf
Trade-weighted Index
30 Sep 2002
Media Releases
Revision to the weights used for currencies in the trade-weighted index
https://www.rba.gov.au/media-releases/2002/mr-02-19.html
Explaining the Recent Performance of Australia’s Manufactured Exports
30 Nov 2009
RDP
PDF
108KB
twi - the real trade-weighted exchange rate (logarithm). tp - trading partner's industrial production index weighted by exports(logarithm). ... twi -0.6701 -1.7. tp 1.6896 2.0. protect39 4.8034 3.8. As expected, exchange rate depreciations and world
https://www.rba.gov.au/publications/rdp/1993/pdf/rdp9310.pdf
The Evolution of Monetary Policy: From Money Targets to Inflation Targets
7 Dec 2006
Conferences
PDF
533KB
RBA Conference Volume 1997
https://www.rba.gov.au/publications/confs/1997/pdf/grenville.pdf
Modelling the Australian Exchange Rate, Long Bond Yield and Inflationary Expectations
1 Dec 2009
RDP
PDF
170KB
Figure 6a: Real TWI Exchange Rate: Impulse Response1% Inversion of Domestic Yield Curve for 8 Quarters. ... 24. Figure 6b: Real TWI Exchange Rate: Impulse ResponseSustained 1% Terms of Trade Shock.
https://www.rba.gov.au/publications/rdp/1996/pdf/rdp9608.pdf
MARTIN Has Its Place: A Macroeconometric Model of the Australian Economy
1 Aug 2019
RDP
2019-07
Research Discussion Paper – RDP 2019-07 MARTIN Has Its Place: A Macroeconometric Model of the Australian Economy. Alexander Ballantyne, Tom Cusbert, Richard Evans, Rochelle Guttmann, Jonathan Hambur, Adam Hamilton, Elizabeth Kendall, Rachael
https://www.rba.gov.au/publications/rdp/2019/2019-07/full.html
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A Random Walk Around the $A: Expectations, Risk, Interest Rates and Consequences for External Imbalance
19 Nov 2012
RDP
PDF
1760KB
Dataset A: weekly (Friday) data, Jan 84- Apr 89. $US ¥ £ DM TWI Period. ... of $A against the TWI, Jan 86 to Apr 89 using Dataset B.
https://www.rba.gov.au/publications/rdp/1989/pdf/rdp8906.pdf
A Sectoral Model of the Australian Economy
13 May 2008
RDP
PDF
220KB
Inflation Real TWI. % pts. 0 2015105151050. — Impulse response — 95 per cent confidence intervals. % ... Exports. Imports. Real TWI. % %. %. %. %. %. %. %. — Foreign — GDP components— Monetary policy. 1 7 13 19 1 7 13 19. —
https://www.rba.gov.au/publications/rdp/2008/pdf/rdp2008-01.pdf
Forward-looking Behaviour and Credibility: Some Evidence and Implications for Policy
1 Dec 2009
RDP
PDF
343KB
FORWARD-LOOKING BEHAVIOUR AND CREDIBILITY:SOME EVIDENCE AND IMPLICATIONS FOR POLICY. Gordon de Brouwer and Luci Ellis. Research Discussion Paper9803. February 1998. Economic Group. Reserve Bank of Australia. This paper was prepared for the Model
https://www.rba.gov.au/publications/rdp/1998/pdf/rdp9803.pdf
Appendix B: The Behavioural Model of the Australian Real Exchange Rate – Integration Tests and Diagnostics
1 Nov 1996
RDP
9608
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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