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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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15 Feb 2024 RDP 2024-01
Omer Majeed, Jonathan Hambur and Robert Breunig
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
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Read me file

12 May 2023 RDP 2023-04
Jonathan Hambur and Qazi Haque
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
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Robustness Exercises

3 Jan 2023 RDP 2022-09
Matthew Read
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
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Appendix D: Further Robustness Tests and Results

28 Jan 2020 RDP 2020-01
Benjamin Beckers
commodity price index (in logs), the nominal trade-weighted exchange rate index (nominal TWI, in logs), and the US federal funds rate (Jacobs and Rayner 2012). ... d) Cumulative policy shock ordered first. (e) Baseline SVAR augmented by RBA index of
https://www.rba.gov.au/publications/rdp/2020/2020-01/appendix-d.html
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Monetary Policy Transmission

9 Dec 2019 RDP 2019-11
Bradley Jones and Joel Bowman
External sector – the nominal trade-weighted exchange rate index (TWI) is included to capture the interaction of the exchange rate and domestic monetary policy.
https://www.rba.gov.au/publications/rdp/2019/2019-11/monetary-policy-transmission.html
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Model Dynamics

23 Aug 2019 RDP 2019-07
Alexander Ballantyne, Tom Cusbert, Richard Evans, Rochelle Guttmann, Jonathan Hambur, Adam Hamilton, Elizabeth Kendall, Rachael McCririck, Gabriela Nodari and Daniel Rees
Both responses are largely due to the appreciation of the real TWI, which reduces the international competitiveness of Australian-produced goods and services; the increase in imports is partly mitigated by
https://www.rba.gov.au/publications/rdp/2019/2019-07/model-dynamics.html
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Introduction

29 May 2017 RDP 2017-02
James Bishop and Peter Tulip
Variables include: US real GDP, commodity prices, real GDP, underlying inflation, the cash rate, and the real exchange rate (real TWI), in that order. ... TWI, respectively.
https://www.rba.gov.au/publications/rdp/2017/2017-02/introduction.html
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Appendix E: Extra VAR Results

14 Mar 2016 RDP 2016-01
Angus Moore
They are also robust to including the nominal TWI, or excluding the terms of trade.
https://www.rba.gov.au/publications/rdp/2016/2016-01/appendix-e.html
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Model and Data

31 Dec 2014 RDP 2014-11
Josef Manalo, Dilhan Perera and Daniel Rees
The Australian variables are real GDP, a measure of sectoral production (for example, manufacturing gross value added), trimmed mean inflation, the cash rate and the real TWI.
https://www.rba.gov.au/publications/rdp/2014/2014-11/mod-data.html
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Comparing Financial Reform in Australia and China

31 Dec 2014 RDP 2014-10
Alexander Ballantyne, Jonathan Hambur, Ivan Roberts and Michelle Wright
a TWI and a crawling peg to a TWI), the removal of deposit rate ceilings prior to those for lending rates, and a gradual easing of financial sector and capital controls
https://www.rba.gov.au/publications/rdp/2014/2014-10/com-fin-ref-aus-china.html
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