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RBA Glossary definition for RTWI

RTWI – Real Australian TWI

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Read me file

12 May 2023 RDP 2023-04
Jonathan Hambur and Qazi Haque
RTWI – Real trade-weighted exchange rate; obtained from RBA statistical table F15 Real Exchange Rate Measures. –
https://www.rba.gov.au/publications/rdp/2023/2023-04/read-me.html

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

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
Can We Use High-frequency Yield Data to Better Understand the Effects of Monetary Policy and Its Communication? Yes and No! Jonathan Hambur and Qazi Haque. Research Discussion Paper. R DP 2023- 04. Figures in this publication were generated using
https://www.rba.gov.au/publications/rdp/2023/pdf/rdp2023-04.pdf

Core Equations

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
Per cent. Real. RBA. rtwi. Trade-weighted exchange rate index. Log. Real.
https://www.rba.gov.au/publications/rdp/2019/2019-07/core-equations.html
See 2 more results from "RDP 2019-07"

Read me file for MARTIN Has Its Place: A Macroeconometric Model of the Australian Economy

22 Aug 2019 RDP PDF 375KB
RDP 2019-07 supplementary information
https://www.rba.gov.au/publications/rdp/2019/2019-07/rdp-2019-07-read-me.pdf

MARTIN Has Its Place: A Macroeconometric Model of the Australian Economy

20 Aug 2019 RDP PDF 1571KB
RMR Mortgage rate Per cent Real RBA. rtwi Trade-weighted exchange rate index Log Real RBA.
https://www.rba.gov.au/publications/rdp/2019/pdf/rdp2019-07.pdf

The Baseline ECM

31 Dec 2015 RDP 2015-12
Jonathan Hambur, Lynne Cockerell, Christopher Potter, Penelope Smith and Michelle Wright
is likely to be a more robust positive relationship between the RTWI and the ToT. ... level. Table 1: Baseline RTWI Model. 1986:Q2–2014:Q4. Variables. Constant (μ). 0.41. (0.11).
https://www.rba.gov.au/publications/rdp/2015/2015-12/the-baseline-ecm.html
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Modelling the Australian Dollar

1 Oct 2015 RDP PDF 1421KB
t t t t t t. RTWI RTWI ToT RIRD CRB CRBSPX VIX RTWI ToT RIRD. ... one standard deviation of historical deviations of the RTWI from the model-implied equilibrium.
https://www.rba.gov.au/publications/rdp/2015/pdf/rdp2015-12.pdf

Exchange Rate Movements and the Australian Economy

4 Feb 2015 RDP PDF 1416KB
t t t tNTWI RTWI π π = (2). Where NTWIt is the percentage change in the nominal exchange rate, RTWIt is the percentage change in the real exchange rate, πt is
https://www.rba.gov.au/publications/rdp/2014/pdf/rdp2014-11.pdf

The Role of Credit Supply in the Australian Economy

28 Jan 2015 RDP PDF 817KB
the US GDP deflator (icp), a real foreign interest rate (r) and the log of Australia’s real trade-weighted exchange rate (rtwi).
https://www.rba.gov.au/publications/rdp/2012/pdf/rdp2012-02.pdf