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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

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

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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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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Read me file

12 May 2023 RDP 2023-04
Jonathan Hambur and Qazi Haque
TWI – nominal trade-weighted exchange rate; end-month value of month prior to Board meeting; obtained from RBA statistical table F11 Exchange Rates. –
https://www.rba.gov.au/publications/rdp/2023/2023-04/read-me.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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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

Appendix D: Further Robustness Tests and Results

28 Jan 2020 RDP 2020-01
Benjamin Beckers
commodity price index (in logs), the nominal trade-weighted exchange rate index (nominal TWI, in logs), and the US federal funds rate (Jacobs and Rayner 2012). ... d) Cumulative policy shock ordered first. (e) Baseline SVAR augmented by RBA index of
https://www.rba.gov.au/publications/rdp/2020/2020-01/appendix-d.html
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Introduction

29 May 2017 RDP 2017-02
James Bishop and Peter Tulip
Variables include: US real GDP, commodity prices, real GDP, underlying inflation, the cash rate, and the real exchange rate (real TWI), in that order. ... TWI, respectively.
https://www.rba.gov.au/publications/rdp/2017/2017-02/introduction.html
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