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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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
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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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
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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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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Forward-looking Behaviour and Credibility: Some Evidence and Implications for Policy
1 Dec 2009
RDP
PDF
343KB
FORWARD-LOOKING BEHAVIOUR AND CREDIBILITY:SOME EVIDENCE AND IMPLICATIONS FOR POLICY. Gordon de Brouwer and Luci Ellis. Research Discussion Paper9803. February 1998. Economic Group. Reserve Bank of Australia. This paper was prepared for the Model
https://www.rba.gov.au/publications/rdp/1998/pdf/rdp9803.pdf
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
Exchange Rate Pass-through: The Different Responses of Importers and Exporters
30 Nov 2009
RDP
PDF
114KB
TWIx TWI with weights proportional to manufactured export shares to the countriesused in WPx. ... IPD. WP. TWI x. x. x. 12. 5. ESTIMATING THE PASS-THROUGH RELATIONSHIP.
https://www.rba.gov.au/publications/rdp/1993/pdf/rdp9304.pdf
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
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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