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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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
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
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
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
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
Volatility of the Australian Dollar Exchange Rate
19 Nov 2012
RDP
PDF
525KB
TWI 1980 1981 1982 1983 1980-1983. 1984 1985 1986 1987 1988 1989 1984-1989. ... AUD/USD AUD/TWI AUD/ MERM. Standard Deviation of Daily Percentage Change. 1980 0.22 0.06 n.a.
https://www.rba.gov.au/publications/rdp/1990/pdf/rdp9010.pdf
Australian Financial Market Volatility: An Exploration of Cross-country and Cross-market Linkages
1 Dec 2009
RDP
PDF
776KB
0.6. 1.2. TWI. Yen. Mark. Pound. 0.0. 0.6. 1.2. 0.0. 0.6. ... When combined with their lower troughs, thisgives the AUD and the TWI the highest tension coefficients.
https://www.rba.gov.au/publications/rdp/1996/pdf/rdp9609.pdf
The Relationship between Financial Indicators and Economic Activity: Some Further Evidence
19 Nov 2012
RDP
PDF
1506KB
1972:2- 1988:2 Real Mpts RealPFO Ml TWI PO IFF M7PFO Real Mpts Real PFD M3 TWI PDIFF M7PFO. ... Variable Test Real lmEts Real ExEts NomlmEts NomExEts 90 day Bill TWI GDPDef.
https://www.rba.gov.au/publications/rdp/1989/pdf/rdp8903.pdf
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
Modelling the Australian Dollar
1 Oct 2015
RDP
PDF
1421KB
10. Figure 1: Terms of Trade and the Australian Dollar TWI Post-float average = 100. ... 140. 160. 180. Real TWI. 2014. indexindex. Nominal TWI. Goods terms of trade.
https://www.rba.gov.au/publications/rdp/2015/pdf/rdp2015-12.pdf