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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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Estimating the Effects of Monetary Policy in Australia Using Sign-restricted Structural Vector Autoregressions

29 Dec 2022 RDP PDF 1886KB
68 per cent credible interval. TWI. 0 4 8 12 16 20-6. ... Notes: Restrictions on the impulse responses of the cash rate, CPI and TWI.
https://www.rba.gov.au/publications/rdp/2022/pdf/rdp2022-09.pdf

Internationalisation and the Macroeconomy | Conference – 1994

11 Jul 1994 Conferences
David Gruen and Geoffrey Shuetrim
change. 0.030. {0.17}. 0.060. {0.10}. 0.069. {0.06}. 0.004. {0.82}. Real TWI. ... Joint significance of terms of trade and real TWI. 85.24. {0.00}.
https://www.rba.gov.au/publications/confs/1994/gruen-shuetrim.html

Can We Use High-frequency Yield Data to Better Understand the Effects of Monetary Policy and Its Communication? Yes and No!

1 May 2023 RDP PDF 1465KB
twelve months, and three-month changes in the (log) TWI, money market spread (3-month BBSW. ... a break around the GFC), the (log) nominal TWI, and the first two principal components of the yield.
https://www.rba.gov.au/publications/rdp/2023/pdf/rdp2023-04.pdf

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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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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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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Internationalisation and the Macroeconomy

12 Feb 2007 Conferences PDF 239KB
RBA Conference Volume 1994
https://www.rba.gov.au/publications/confs/1994/pdf/gruen-shuetrim.pdf

The Exchange Rate and Macroeconomic Policy in Australia | Conference – 1993

12 Jul 1993 Conferences
John Pitchford
Notable features are the steady depreciation of the trade-weighted index (TWI) from the mid-1970s until the latter part of the 1980s, the large depreciations in 1985 and 1986 and ... In fact, as Figure 10 shows, this was a period of substantial nominal
https://www.rba.gov.au/publications/confs/1993/pitchford.html

Do Monetary Policy and Economic Conditions Impact Innovation? Evidence from Australian Administrative Data

13 Feb 2024 RDP PDF 1260KB
product (GDP), the consumer price index (CPI) and the trade-weighted index (TWI) exchange rate. ... 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/pdf/rdp2024-01.pdf