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.
Search Results
Internationalisation and the Macroeconomy | Conference – 1994
11 Jul 1994
Conferences
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
Discussion on Internationalisation and the Macroeconomy | Conference – 1994
11 Jul 1994
Conferences
A simple glance at Figure 1 shows a much better correlation between non-rural commodity prices and the TWI than with commodities overall. ... In my rudimentary cointegration efforts to explain the TWI since the mid 1980s, I experience a lot of trouble
https://www.rba.gov.au/publications/confs/1994/hughes-disc.html
The Exchange Rate and Macroeconomic Policy in Australia | Conference – 1993
12 Jul 1993
Conferences
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
Major Influences on the Australian Dollar Exchange Rate | Conference – 1993
12 Jul 1993
Conferences
1980–1983, when the nominal and real TWI appreciated with no apparent upward movement in the terms of trade;. ... the volatility of the TWI rose from being similar to that of most other major currencies to being above them.
https://www.rba.gov.au/publications/confs/1993/blundell-wignall-fahrer-heath.html
Evaluating Simple Monetary-policy Rules for Australia | Conference – 1997
21 Jul 1997
Conferences
RBA Annual Conference – 1997 Evaluating Simple Monetary-policy Rules for Australia Gordon de Brouwer and James O'Regan. Generally, the ultimate objectives of monetary policy are low and stable inflation and maximum sustainable economic growth.
https://www.rba.gov.au/publications/confs/1997/de-brouwer-oregan.html
The Relationship Between Financial Indicators and Economic Activity: Some Further Evidence | Conference – 1989
20 Jun 1989
Conferences
1. (seasonally adjusted data). 1972:2–1988:2. Real GDP. Bill rate. M1. TWI. ... TWI. PDIFF. M7PFD. Real Xpts. 0.622. 0.447. 2.168. 2.940. 0.049. 0.917.
https://www.rba.gov.au/publications/confs/1989/stevens-thorp.html
A Perspective | Conference – 1993
12 Jul 1993
Conferences
TWI from a random walk is roughly the same as that from the BWFH model if the error-correction model (ECM) term is in the latter, but only around one-half
https://www.rba.gov.au/publications/confs/1993/pagan.html
A Factor Model Analysis of the Effects of Inflation Targeting on the Australian Economy | Conference – 2018
12 Apr 2018
Conferences
t. No. Share price index. Miscellaneous. Δlog(x. t. ). No. Real trade-weighted exchange rate index (TWI).
https://www.rba.gov.au/publications/confs/2018/hartigan-morley.html
Prospects for Output and Employment Growth with Steady Inflation | Conference – 1998
9 Jun 1998
Conferences
where H is the nominal exchange rate (the reciprocal of the TWI), M. ... However, the association between import price inflation and the TWI is sufficiently strong that its quarterly and monthly movements can provide some early indication of the import
https://www.rba.gov.au/publications/confs/1998/dungey-pitchford.html
Discussion on Designing Inflation Targets | Conference – 1997
21 Jul 1997
Conferences
One possibility considered, in response to concerns about premature market actions, was to use market forward rates for 90-day bills and the TWI for the first two quarters of the ... Second, other information published in the projections allows market
https://www.rba.gov.au/publications/confs/1997/brash-debelle-disc.html