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A perspective on modelling the real trade weighted index since the float

Aruman, Shakila; Dungey, Mardi


Since the deregulation of the Australian dollar market in December 1983, considerable effort has been devoted by the central bank to understanding movements in the value of the currency. As the Reserve Bank of Australia (RBA) has a pivotal role to play in currency markets, attention has been focussed on the modelling techniques used by the Bank’s researchers in this process. This paper examines the ancestral development of the current model of the Australian Trade Weighted Index (rtwi) used...[Show more]

CollectionsANU Research Publications
Date published: 2001
Type: Working/Technical Paper


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