The Official Journal of the Pan-Pacific Association of Input-Output Studies (PAPAIOS)
From: Monetary policy uncertainty spillovers in time and frequency domains
 | U | G | F | I | S | UK | J | C | Sw | FROMABS | FROMWTH |
---|---|---|---|---|---|---|---|---|---|---|---|
Panel A—1 to 4 months | |||||||||||
 U | 18.51 | 1.68 | 1.11 | 0.18 | 0.15 | 1.05 | 0.4 | 0.37 | 0.49 | 0.6 | 1.85 |
 G | 1.73 | 23.7 | 0.4 | 0.59 | 0.11 | 0.85 | 0.14 | 0.47 | 0.27 | 0.51 | 1.55 |
 F | 1.22 | 0.49 | 27.07 | 1.84 | 1.21 | 3.13 | 0.33 | 0.5 | 1.01 | 1.08 | 3.3 |
 I | 0.7 | 2.46 | 1.64 | 22.2 | 1.05 | 0.73 | 0.09 | 0.38 | 0.34 | 0.82 | 2.51 |
 S | 0.18 | 0.34 | 1.52 | 1.26 | 25.89 | 0.06 | 0.61 | 0.34 | 2.09 | 0.71 | 2.18 |
 UK | 2.8 | 1.71 | 4 | 1.01 | 0.18 | 42.04 | 1.91 | 0.48 | 1.65 | 1.53 | 4.67 |
 J | 0.88 | 0.08 | 0.14 | 0.04 | 0.12 | 1.24 | 31.95 | 1.86 | 0.77 | 0.57 | 1.74 |
 C | 0.4 | 0.64 | 0.5 | 0.02 | 0.18 | 0.06 | 0.81 | 24.71 | 0.24 | 0.32 | 0.97 |
 Sw | 0.42 | 0.39 | 0.79 | 0.5 | 1.16 | 0.92 | 0.28 | 0.07 | 18.15 | 0.5 | 1.54 |
 TOABS | 0.92 | 0.86 | 1.12 | 0.6 | 0.46 | 0.89 | 0.51 | 0.5 | 0.76 | 6.64 |  |
 TOWTH | 2.83 | 2.65 | 3.44 | 1.85 | 1.41 | 2.73 | 1.56 | 1.52 | 2.33 |  | 20.32 |
Panel B—4 to 12 months | |||||||||||
 U | 15.99 | 1.95 | 0.76 | 0.29 | 0.28 | 2.28 | 0.24 | 0.25 | 1.06 | 0.79 | 3.49 |
 G | 4.17 | 21.19 | 0.41 | 1.00 | 0.31 | 0.45 | 0.18 | 0.56 | 0.09 | 0.80 | 3.51 |
 F | 0.70 | 0.23 | 14.72 | 0.88 | 0.69 | 1.90 | 0.46 | 0.37 | 0.50 | 0.64 | 2.82 |
 I | 0.88 | 1.89 | 1.47 | 12.40 | 1.92 | 2.60 | 0.07 | 0.08 | 0.32 | 1.03 | 4.53 |
 S | 0.55 | 0.01 | 0.25 | 0.49 | 11.34 | 0.41 | 0.20 | 2.81 | 1.24 | 0.66 | 2.92 |
 UK | 1.02 | 0.44 | 1.54 | 0.47 | 0.09 | 16.25 | 0.76 | 0.32 | 0.54 | 0.58 | 2.54 |
 J | 0.64 | 0.10 | 0.21 | 0.15 | 0.37 | 0.58 | 21.68 | 1.15 | 0.14 | 0.37 | 1.64 |
 C | 0.88 | 0.02 | 0.29 | 0.01 | 0.22 | 0.18 | 0.69 | 24.19 | 0.78 | 0.34 | 1.51 |
 Sw | 0.75 | 0.57 | 1.08 | 0.54 | 3.20 | 0.80 | 0.34 | 0.50 | 11.42 | 0.86 | 3.82 |
 TOABS | 1.07 | 0.58 | 0.67 | 0.43 | 0.79 | 1.02 | 0.33 | 0.67 | 0.52 | 6.06 |  |
 TOWTH | 4.71 | 2.56 | 2.94 | 1.88 | 3.47 | 4.51 | 1.44 | 2.97 | 2.29 |  | 26.78 |
Panel C—12 months + | |||||||||||
 U | 36.68 | 2.96 | 0.58 | 1.12 | 1.66 | 6.28 | 0.29 | 0.14 | 3.24 | 1.81 | 4.04 |
 G | 11.27 | 24.27 | 1.05 | 2.91 | 0.16 | 2.62 | 0.12 | 0.69 | 0.31 | 2.13 | 4.75 |
 F | 3.73 | 0.13 | 17.65 | 3.02 | 4.91 | 7.06 | 0.60 | 2.68 | 2.98 | 2.79 | 6.24 |
 I | 3.26 | 0.95 | 3.92 | 20.69 | 9.34 | 8.37 | 0.13 | 0.54 | 1.57 | 3.12 | 6.98 |
 S | 2.97 | 0.01 | 0.26 | 2.61 | 25.32 | 2.64 | 0.35 | 8.96 | 7.32 | 2.79 | 6.24 |
 UK | 1.89 | 0.14 | 2.60 | 0.80 | 0.25 | 16.25 | 0.16 | 0.53 | 0.16 | 0.73 | 1.62 |
 J | 0.89 | 0.22 | 0.08 | 0.68 | 0.67 | 1.31 | 27.85 | 5.62 | 0.58 | 1.12 | 2.50 |
 C | 3.01 | 0.03 | 0.10 | 0.24 | 2.59 | 0.76 | 1.35 | 33.56 | 3.54 | 1.29 | 2.89 |
 Sw | 5.48 | 0.54 | 1.77 | 2.51 | 15.04 | 4.84 | 0.82 | 4.29 | 22.83 | 3.92 | 8.77 |
 TOABS | 3.61 | 0.55 | 1.15 | 1.54 | 3.85 | 3.76 | 0.42 | 2.61 | 2.19 | 19.69 |  |
 TOWTH | 8.08 | 1.23 | 2.58 | 3.45 | 8.61 | 8.42 | 0.95 | 5.83 | 4.90 |  | 44.05 |