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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Developments in the Trade-Weighted Index
10 Oct 2002
Bulletin
– October 2002
The Bank adopted the current methodology for the calculation of the TWI in October 1988. ... Table 2: Historical TWI Weights. Per cent. 1974/75. 1979/80. 1984/85. 1989/90.
https://www.rba.gov.au/publications/bulletin/2002/oct/1.html
Appendix 1: Data
1 May 1993
RDP
9304
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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An Augmented Trade-weighted Index of the Australian Dollar
10 Feb 2008
Bulletin
– February 2008
Table 1: TWI and ATWI Weights. 2004/05 financial year/2004 calendar year. ... TWI. weight. ATWI. weight. TWI. weight. ATWI. weight. Japan. 16.36. 11.56.
https://www.rba.gov.au/publications/bulletin/2008/feb/1.html
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
Results
15 Feb 2024
RDP
2024-01
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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Understanding Exchange Rates and Why They Are Important
13 Dec 2018
Bulletin
– December 2018
Exchange rates are important to Australia's economy because they affect trade and financial flows between Australia and other countries.
https://www.rba.gov.au/publications/bulletin/2018/dec/understanding-exchange-rates-and-why-they-are-important.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
Alternative Measures of the Effects of Exchange Rate Movements on Competitiveness
10 Jan 1998
Bulletin
– January 1998
TWI of import price pressures which form an important component of domestic inflation. ... TWI, although this is not evenly distributed across the different categories of exports.
https://www.rba.gov.au/publications/bulletin/1998/jan/1.html
Robustness Exercises
3 Jan 2023
RDP
2022-09
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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