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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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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

Can We Use High-frequency Yield Data to Better Understand the Effects of Monetary Policy and Its Communication? Yes and No!

1 Apr 2023 RDP 2023-04
Jonathan Hambur
a break around the GFC), the (log) nominal TWI, and the first two principal components of the yield curve. ... TWI. We sum the shocks in each quarter to get a quarterly shock series.
https://www.rba.gov.au/publications/rdp/2023/2023-04/full.html

The Effects of Monetary Policy Shocks

12 May 2023 RDP 2023-04
Jonathan Hambur and Qazi Haque
a break around the GFC), the (log) nominal TWI, and the first two principal components of the yield curve. ... TWI. We sum the shocks in each quarter to get a quarterly shock series.
https://www.rba.gov.au/publications/rdp/2023/2023-04/the-effects-of-monetary-policy-shocks.html

Documenting Shock Measures Pre-COVID-19

12 May 2023 RDP 2023-04
Jonathan Hambur and Qazi Haque
three-month changes in the (log) TWI, money market spread (3-month BBSW less OIS), the US commercial paper spread, the second principal component of the yield curve (strongly related to
https://www.rba.gov.au/publications/rdp/2023/2023-04/documenting-shock-measures-pre-covid-19.html