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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 1: Data

1 May 1993 RDP 9304
Jacqueline Dwyer, Christopher Kent and Andrew Pease
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

The Data

1 May 1993 RDP 9304
Jacqueline Dwyer, Christopher Kent and Andrew Pease
The different weights result in TWI. x. depreciating by significantly less than TWI. ... A direct relationship between IPD. x. and TWI. x. is, however, less apparent.
https://www.rba.gov.au/publications/rdp/1993/9304/data.html

Appendix 4: Error Correction Model Results

1 May 1993 RDP 9304
Jacqueline Dwyer, Christopher Kent and Andrew Pease
6.579. TWI. m. t1. 0.343. 0.054. 6.386. WP. m. t1. 0.326. ... Long-run coefficients. Variable. Coefficient. TWI. m. 1.072. WP. m. 0.766. Footnote.
https://www.rba.gov.au/publications/rdp/1993/9304/appendix-4.html

Trends in Exchange Rates and Prices

1 May 1993 RDP 9304
Jacqueline Dwyer, Christopher Kent and Andrew Pease
The value of the Australian dollar on a trade-weighted basis is represented by the trade-weighted index (TWI). ... The TWI is inverted, so that an increase in the index represents depreciation, and is plotted against the annual rate of inflation.
https://www.rba.gov.au/publications/rdp/1993/9304/trends-exchange-rates-prices.html

Estimating the Pass-Through Relationship | RDP9304 Exchange Rate Pass-Through: The Different Responses of Importers and Exporters

1 May 1993 RDP 9304
Jacqueline Dwyer, Christopher Kent and Andrew Pease
Long-Run Elasticities. TWI. m. WP. m. IPD. m. 0.93. 0.96. standard errors. ... Table 2: Long-Run Export Price Elasticities. Long-Run Export Price Elasticies. TWI.
https://www.rba.gov.au/publications/rdp/1993/9304/estimating-pass-through-relationship.html