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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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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Credit Spreads, Monetary Policy and the Price Puzzle
23 Jan 2020
RDP
PDF
1959KB
Credit Spreads, Monetary Policy and the Price Puzzle. Benjamin Beckers. Research Discussion Paper. R DP 2020 - 01. Figures in this publication were generated using Mathematica. The contents of this publication shall not be reproduced, sold or
https://www.rba.gov.au/publications/rdp/2020/pdf/rdp2020-01.pdf
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
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 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
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 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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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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Estimating the Inflationary Effects of Depreciation
19 Nov 2012
RDP
PDF
810KB
currency the depreciation is larger - around 51 per cent on a TWI basis. ... dollar, rather than against the TWI. 18. The path generated for the CPI excluding health under these assumptions.
https://www.rba.gov.au/publications/rdp/1987/pdf/rdp8713.pdf