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.
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Appendix B: The Behavioural Model of the Australian Real Exchange Rate – Integration Tests and Diagnostics
1 Nov 1996
RDP
9608
0.08). 1.81. 2.47. (0.02). Notes: (a) The real TWI exchange rate model is specified as a function of the terms of trade; the cumulated current account deficit; ... b) The real long interest differential is here tested in the BW specification which
https://www.rba.gov.au/publications/rdp/1996/9608/appendix-b.html
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Appendix B: A Framework for Analysis
1 Feb 1998
RDP
9803
where y is non-farm output, y. is OECD output, tot is the terms of trade, rtwi is the real TWI, r is the real cash rate and fy is farm ... where wpi is Australia's trading partner weighted average export prices and twi is the nominal TWI.
https://www.rba.gov.au/publications/rdp/1998/1998-03/appendix-b.html
A Random Walk Around the $A: Expectations, Risk, Interest Rates and Consequences for External Imbalance
19 Nov 2012
RDP
PDF
1760KB
Dataset A: weekly (Friday) data, Jan 84- Apr 89. $US ¥ £ DM TWI Period. ... of $A against the TWI, Jan 86 to Apr 89 using Dataset B.
https://www.rba.gov.au/publications/rdp/1989/pdf/rdp8906.pdf
Conclusion
1 Nov 1996
RDP
9609
These tests however also reveal a slight positive trend in the volatility of the TWI, possibly reflecting the higher volatility of the JPY/USD exchange rate in recent years.
https://www.rba.gov.au/publications/rdp/1996/9609/conclusion.html
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Explaining the Recent Performance of Australia’s Manufactured Exports
30 Nov 2009
RDP
PDF
108KB
twi - the real trade-weighted exchange rate (logarithm). tp - trading partner's industrial production index weighted by exports(logarithm). ... twi -0.6701 -1.7. tp 1.6896 2.0. protect39 4.8034 3.8. As expected, exchange rate depreciations and world
https://www.rba.gov.au/publications/rdp/1993/pdf/rdp9310.pdf
Appendix
1 Aug 1990
RDP
9005
The TWI is calculated by the Reserve Bank of Australia as a trade weighted average of exchange rates with Australia's major trading partners. ... See Reserve Bank of Australia (1984,1988) for details of the calculation of the TWI.
https://www.rba.gov.au/publications/rdp/1990/9005/appendix.html
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MARTIN Has Its Place: A Macroeconometric Model of the Australian Economy
1 Aug 2019
RDP
2019-07
Research Discussion Paper – RDP 2019-07 MARTIN Has Its Place: A Macroeconometric Model of the Australian Economy. Alexander Ballantyne, Tom Cusbert, Richard Evans, Rochelle Guttmann, Jonathan Hambur, Adam Hamilton, Elizabeth Kendall, Rachael
https://www.rba.gov.au/publications/rdp/2019/2019-07/full.html
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MARTIN Has Its Place: A Macroeconometric Model of the Australian Economy
20 Aug 2019
RDP
PDF
1571KB
MARTIN Has Its Place: A Macroeconometric Model of the. Australian Economy. Alexander Ballantyne, Tom Cusbert, Richard Evans, Rochelle Guttmann, Jonathan Hambur, Adam Hamilton,. Elizabeth Kendall, Rachael McCririck, Gabriela Nodari and Daniel Rees.
https://www.rba.gov.au/publications/rdp/2019/pdf/rdp2019-07.pdf
Empirical Results
1 Jul 1986
RDP
8608
bank accepted bill rate (AUSRATE); the United States TWI (USTWI); the U.S. ... 90 day prime bankers' acceptances rate (USRATE); West Germany's TWI (DMTWI); the West German 90 day interbank deposits rate (DMRATE); Japan's TWI (JAPTWI); and the Japanese 90
https://www.rba.gov.au/publications/rdp/1986/8608/empirical-results.html
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A Sectoral Model of the Australian Economy
13 May 2008
RDP
PDF
220KB
Inflation Real TWI. % pts. 0 2015105151050. — Impulse response — 95 per cent confidence intervals. % ... Exports. Imports. Real TWI. % %. %. %. %. %. %. %. — Foreign — GDP components— Monetary policy. 1 7 13 19 1 7 13 19. —
https://www.rba.gov.au/publications/rdp/2008/pdf/rdp2008-01.pdf