The Official Journal of the Pan-Pacific Association of Input-Output Studies (PAPAIOS)
From: Monetary policy uncertainty spillovers in time and frequency domains
 | DY | BK-A | BK-B | BK-C | DY | BK-A | BK-B | BK-C |
---|---|---|---|---|---|---|---|---|
 | U | G | ||||||
3m3m | 2.60 | − 1.20 | − 2.63 | 5.32 | − 2.82 | 1.79 | − 2.25 | − 4.45 |
3m12m | 7.40 | 0.18 | 3.14 | 13.45 | 1.05 | 2.90 | 0.70 | − 0.66 |
10y3m | − 1.28 | 0.01 | − 3.41 | − 1.91 | 0.33 | − 0.52 | 0.87 | 1.33 |
10y12m | 2.40 | 0.98 | 1.22 | 4.04 | − 1.43 | 1.10 | − 0.95 | − 3.52 |
 | F | I | ||||||
3m3m | 1.04 | 3.21 | 1.89 | 0.11 | 4.20 | 1.52 | 8.09 | 3.90 |
3m12m | − 0.34 | − 1.99 | 0.13 | 0.45 | − 1.45 | − 1.46 | 0.12 | − 2.06 |
10y3m | 2.47 | 1.45 | 1.64 | 4.74 | − 5.50 | 0.80 | − 5.61 | − 15.86 |
10y12m | − 1.57 | 0.14 | 0.12 | − 3.66 | − 2.40 | − 0.66 | − 2.65 | − 3.53 |
 | S | UK | ||||||
3m3m | 5.58 | 3.27 | 5.61 | 6.28 | − 5.21 | − 2.68 | − 7.67 | − 5.29 |
3m12m | 2.89 | 0.64 | 4.64 | 3.53 | − 3.73 | 1.73 | − 2.14 | − 7.62 |
10y3m | 2.22 | − 0.38 | 4.37 | 4.99 | 0.70 | − 0.16 | 1.44 | 1.61 |
10y12m | 0.93 | − 0.77 | 0.55 | 2.37 | 2.85 | − 1.94 | 1.97 | 6.80 |
 | J | C | ||||||
3m3m | − 5.35 | − 0.63 | − 2.86 | − 7.58 | 7.05 | 0.23 | 5.81 | 9.57 |
3m12m | − 0.74 | 0.06 | − 1.11 | − 1.07 | − 2.15 | − 0.33 | − 1.30 | − 3.58 |
10y3m | − 0.69 | − 0.38 | − 0.93 | − 1.04 | − 0.58 | − 1.54 | − 0.27 | 0.78 |
10y12m | − 0.80 | − 0.18 | − 0.20 | − 1.55 | 1.83 | 0.55 | 1.46 | 2.94 |
 | Sw |  |  |  |  | |||
3m3m | − 7.09 | − 5.60 | − 6.00 | − 7.88 |  |  |  |  |
3m12m | − 2.95 | − 2.98 | − 4.18 | − 2.44 |  |  |  |  |
10y3m | 2.34 | 0.71 | 1.89 | 5.35 | Â | Â | Â | Â |
10y12m | − 1.82 | 0.79 | − 1.53 | − 3.87 |  |  |  |  |