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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Estimation and Results
31 Dec 2005
RDP
2005-06
quarters). gdp. π. cred. i. twi. comm. 1. 0.00. 0.00. 0.03. ... 0.10. 0.10. twi. 1. 0.02. 0.00. 0.20. 0.20. 0.46. 4. 0.05.
https://www.rba.gov.au/publications/rdp/2005/2005-06/est-result.html
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Appendix A: Data Sources
31 Dec 2001
RDP
2001-04
Download the Paper 248. KB. From 1988, trade weights match those used in the measure of the TWI published three times a day by the Reserve Bank. ... The countries in the import and export-weighted indices are the same as those in the TWI, even though a 90
https://www.rba.gov.au/publications/rdp/2001/2001-04/appendix-a.html
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Real Exchange Rates and Australian Export Competitiveness
19 Nov 2012
RDP
PDF
1121KB
One connnonly used ncnninal rncasure of the exchange rate is the Trade Weighted Index (TWI). ... 2"1 See Reserve Bank of / ustralia 0 984,1988) for details of the calculation of the TWI.
https://www.rba.gov.au/publications/rdp/1990/pdf/rdp9005.pdf
Appendix 3: The Income Effect
1 Nov 1995
RDP
9508
In the original specification (A3.1), lags of the dependent variable and (the change in) the real TWI are jointly significant.
https://www.rba.gov.au/publications/rdp/1995/9508/appendix-3.html
Modelling the Australian Exchange Rate, Long Bond Yield and Inflationary Expectations
1 Dec 2009
RDP
PDF
170KB
Figure 6a: Real TWI Exchange Rate: Impulse Response1% Inversion of Domestic Yield Curve for 8 Quarters. ... 24. Figure 6b: Real TWI Exchange Rate: Impulse ResponseSustained 1% Terms of Trade Shock.
https://www.rba.gov.au/publications/rdp/1996/pdf/rdp9608.pdf
Alternative Concepts of the Real Exchange Rate: A Reconciliation
30 Nov 2009
RDP
PDF
117KB
twi and Rrcpi must reflect a violation of the conditions which relate the. ... Rp. twi and Rrcpi. This is so because whilst changes in the nominal.
https://www.rba.gov.au/publications/rdp/1993/pdf/rdp9309.pdf
Forecast Evaluation
1 Jan 1988
RDP
8802
10.7. (34/36). 8.4. (30/36). 5.8(0). TWI. 54.3. 61.5. 54.9. (35/36). 59.4. ... 3.7. CPI. b. 9.3. 8.0. 17.1. 8.6. 3.6. TWI. a. 53.6.
https://www.rba.gov.au/publications/rdp/1988/8802/forecast-evaluation.html
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Monthly Movements in the Australian Dollar and Real Short-term Interest Differentials: An Application of the Kalman Filter
19 Apr 2007
RDP
PDF
487KB
TWI 69.54 30.46 14.28 101.64 -15.92 United States 84.39 15.61 12.67 100.75 -13.42 West Germany 100.00 0.00 4.49 ... TWI 57.32 42.68 3.79 97.80 -1.59 United States 84.29 15.71 15.07 101.85 -16.92 West Germany 79.77 20.23 8.74
https://www.rba.gov.au/publications/rdp/1991/pdf/rdp9111.pdf
Credit and Monetary Policy: An Australian SVAR
30 Sep 2005
RDP
PDF
204KB
24. TWI. 211815129630. Log. –– No monetary response(fixed monetary shock). –– Endogenous monetary response. ... 0.005. 0.000. 0.005. 24. TWI. 211815129630. Log. –– 3 lags. –– 4 lags. ––
https://www.rba.gov.au/publications/rdp/2005/pdf/rdp2005-06.pdf
Appendix A: Data
1 Nov 1996
RDP
9606
No. 6410, Table 11. Trade-Weighted Index (TWI). Definition:. Quarterly average of the $A in relation to the currencies of Australia's trading partners.
https://www.rba.gov.au/publications/rdp/1996/9606/appendix-a.html