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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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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

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

3 Jan 2023 RDP 2022-09
Matthew Read
t. , a. 12. and a. 13. , are non-positive, the coefficient on TWI. ... a. 12. and a. 13. , are non-positive and the coefficient on TWI.
https://www.rba.gov.au/publications/rdp/2022/2022-09/full.html

Estimates under Different Sets of Sign Restrictions

3 Jan 2023 RDP 2022-09
Matthew Read
t. , a. 12. and a. 13. , are non-positive, the coefficient on TWI. ... a. 12. and a. 13. , are non-positive and the coefficient on TWI.
https://www.rba.gov.au/publications/rdp/2022/2022-09/estimates-under-different-sets-of-sign-restrictions.html

The Effects of a 100 Basis Point Monetary Policy Shock

3 Jan 2023 RDP 2022-09
Matthew Read
Figure 7: Impulse Responses to 100 Basis Point Shock. Note: Estimates obtained under Restriction (6), which includes restrictions on impulse responses (cash rate, CPI and TWI), coefficients in the monetary policy ... reaction function (real GDP, CPI and
https://www.rba.gov.au/publications/rdp/2022/2022-09/the-effects-of-a-100-basis-point-monetary-policy-shock.html