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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 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

The External Sector

1 Jun 1989 RDP 8903
Glenn Stevens and Susan Thorp
1. (seasonally adjusted data). 1972:2–1988:2. Real GDP. Bill rate. M1. TWI. ... Models estimated without M7PFD, however, show a weaker relationship between the TWI and the trade variables.
https://www.rba.gov.au/publications/rdp/1989/8903/external-sector.html

Appendix C: Data

1 Jun 1989 RDP 8903
Glenn Stevens and Susan Thorp
TWI:. Trade-weighted index of average value of the Australian dollar, quarterly average of figures for last day of the month; Reserve Bank of Australia Bulletin.
https://www.rba.gov.au/publications/rdp/1989/8903/appendix-c.html

Appendix A: Tests for Unit Roots and Time Trends

1 Jun 1989 RDP 8903
Glenn Stevens and Susan Thorp
TWI. GDP Def. Price Diff. M7PFD. Two unit roots vs. at most one.
https://www.rba.gov.au/publications/rdp/1989/8903/appendix-a.html