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.
Search Results
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
See 4 more results from "RDP 2024-01"
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
Read me file for Do Monetary Policy and Economic Conditions Impact Innovation? Evidence from Australian Adminstrative Data
13 Feb 2024
RDP
PDF
206KB
RDP 2024-01 supplementary information
https://www.rba.gov.au/publications/rdp/2024/2024-01/rdp-2024-01-read-me.pdf
Read me file
12 May 2023
RDP
2023-04
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
See 3 more results from "RDP 2023-04"
Read me file for Can We Use High-frequency Yield Data to Better Understand the Effects of Monetary Policy and Its Communication? Yes and No!
3 May 2023
RDP
PDF
247KB
RDP 2023-04 supplementary information
https://www.rba.gov.au/publications/rdp/2023/2023-04/rdp-2023-04-read-me.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
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
See 3 more results from "RDP 2022-09"
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
Bulletin September Quarter 2021
22 Aug 2022
Bulletin
- September 2021
PDF
8022KB
https://www.rba.gov.au/publications/bulletin/2021/sep/pdf/bulletin-2021-09.pdf
China's Evolving Financial System and Its Global Importance
15 Sep 2021
Bulletin
- September 2021
PDF
1858KB
https://www.rba.gov.au/publications/bulletin/2021/sep/pdf/chinas-evolving-financial-system-and-its-global-importance.pdf