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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Empirical Results
1 Jul 1986
RDP
8608
bank accepted bill rate (AUSRATE); the United States TWI (USTWI); the U.S. ... 90 day prime bankers' acceptances rate (USRATE); West Germany's TWI (DMTWI); the West German 90 day interbank deposits rate (DMRATE); Japan's TWI (JAPTWI); and the Japanese 90
https://www.rba.gov.au/publications/rdp/1986/8608/empirical-results.html
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Appendix 3: The Income Effect
1 Nov 1995
RDP
9508
In the original specification (A3.1), lags of the dependent variable and (the change in) the real TWI are jointly significant.
https://www.rba.gov.au/publications/rdp/1995/9508/appendix-3.html
Appendix A: Data
1 Nov 1996
RDP
9606
No. 6410, Table 11. Trade-Weighted Index (TWI). Definition:. Quarterly average of the $A in relation to the currencies of Australia's trading partners.
https://www.rba.gov.au/publications/rdp/1996/9606/appendix-a.html
Appendix A: Data Sources
31 Dec 2001
RDP
2001-04
Download the Paper 248. KB. From 1988, trade weights match those used in the measure of the TWI published three times a day by the Reserve Bank. ... The countries in the import and export-weighted indices are the same as those in the TWI, even though a 90
https://www.rba.gov.au/publications/rdp/2001/2001-04/appendix-a.html
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Model and Data
31 Dec 2014
RDP
2014-11
The Australian variables are real GDP, a measure of sectoral production (for example, manufacturing gross value added), trimmed mean inflation, the cash rate and the real TWI.
https://www.rba.gov.au/publications/rdp/2014/2014-11/mod-data.html
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Forecast Evaluation
1 Jan 1988
RDP
8802
10.7. (34/36). 8.4. (30/36). 5.8(0). TWI. 54.3. 61.5. 54.9. (35/36). 59.4. ... 3.7. CPI. b. 9.3. 8.0. 17.1. 8.6. 3.6. TWI. a. 53.6.
https://www.rba.gov.au/publications/rdp/1988/8802/forecast-evaluation.html
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The Global Financial Environment
14 Apr 2016
FSR
April 2016
PDF
798KB
https://www.rba.gov.au/publications/fsr/2016/apr/pdf/global-fin-env.pdf
Appendix
1 Dec 1989
RDP
8908
0.10. 2.07. TWI. u. 0.00. (0.00). 0.87. (0.50). 0.83. (1.26). 0.01. ... The foreign interest rate term reported in the TWI equation in the table is 90-day US Eurorate.
https://www.rba.gov.au/publications/rdp/1989/8908/appendix.html
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Appendix B: Data
31 Dec 2007
RDP
2007-02
Bulletin. , Table F.11. CPI data for Australia's trade partners, from Datastream, are used to calculate real TWI.
https://www.rba.gov.au/publications/rdp/2007/2007-02/appendix-b.html
Financial Stability Review – September 2007
16 Nov 2007
FSR
– September 2007
PDF
575KB
https://www.rba.gov.au/publications/fsr/2007/sep/pdf/0907.pdf