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Journal of Economic Structures

The Official Journal of the Pan-Pacific Association of Input-Output Studies (PAPAIOS)

Table 4 3m3m BK

From: Monetary policy uncertainty spillovers in time and frequency domains

 

U

G

F

I

S

UK

J

C

Sw

FROM ABS

FROM WTH

Panel A—1 to 4 months

 U

14.06

1.14

1.14

0.11

0.82

0.32

0.57

1.04

0.31

0.61

3.09

 G

0.45

6.26

2.25

1.59

2.20

0.33

0.17

0.60

0.22

0.87

4.41

 F

0.27

2.53

6.41

2.21

3.31

0.39

0.04

0.62

0.13

1.06

5.37

 I

0.04

2.40

2.72

8.24

4.29

0.77

0.01

0.99

0.30

1.28

6.51

 S

0.22

2.30

3.42

3.85

8.75

1.60

0.19

1.10

0.13

1.42

7.25

 UK

0.30

0.88

1.79

1.50

3.70

7.79

0.27

0.78

0.23

1.05

5.35

 J

0.72

0.30

0.52

0.10

0.33

0.47

11.84

2.30

0.11

0.54

2.74

 C

0.82

0.22

0.56

2.29

1.04

0.49

2.35

19.73

0.26

0.89

4.54

 Sw

0.67

1.21

2.78

2.56

2.92

0.34

0.13

1.00

12.75

1.29

6.56

 TOABS

0.39

1.22

1.69

1.58

2.07

0.52

0.41

0.94

0.19

9.01

 

 TOWTH

1.98

6.20

8.58

8.03

10.52

2.67

2.11

4.77

0.96

 

45.82

Panel B—4 to 12 months

 U

12.32

0.96

1.77

0.27

1.23

0.25

0.65

4.34

0.69

1.13

6.19

 G

0.57

3.46

3.03

3.80

3.72

0.35

0.03

2.12

0.19

1.53

8.43

 F

0.62

2.29

4.86

3.87

3.39

0.14

0.13

2.11

0.27

1.42

7.82

 I

0.10

1.48

2.32

5.91

3.65

0.33

0.02

1.79

0.47

1.13

6.20

 S

0.33

1.82

2.80

5.11

5.54

0.88

0.04

2.23

0.21

1.49

8.19

 UK

0.78

1.28

2.08

4.02

5.19

7.07

0.06

2.76

0.31

1.83

10.05

 J

0.21

0.66

0.97

0.93

1.61

1.36

8.11

0.14

0.38

0.69

3.82

 C

3.04

0.55

0.57

1.56

1.12

0.11

0.56

8.25

0.15

0.85

4.67

 Sw

0.19

1.10

2.38

3.86

2.71

0.48

0.10

1.69

5.11

1.39

7.63

 TOABS

0.65

1.12

1.77

2.60

2.51

0.43

0.18

1.91

0.30

11.47

 

 TOWTH

3.56

6.18

9.71

14.29

13.80

2.38

0.96

10.48

1.63

 

63.00

Panel C—12 months +

 U

34.33

1.15

2.32

0.10

2.19

1.43

0.67

11.79

4.02

2.63

4.23

 G

8.00

9.02

10.37

12.07

13.28

2.17

0.69

12.77

0.30

6.63

10.67

 F

7.94

7.04

12.61

11.49

12.16

1.49

0.68

12.63

0.38

5.98

9.62

 I

3.97

6.24

9.40

16.64

13.28

1.69

0.60

11.57

0.79

5.28

8.50

 S

5.20

5.58

8.43

12.49

13.58

2.14

0.49

11.18

0.40

5.10

8.21

 UK

6.20

3.67

5.75

9.30

11.91

9.90

0.39

11.65

0.43

5.48

8.82

 J

2.82

4.25

6.72

8.07

12.42

7.56

21.89

4.58

0.62

5.23

8.41

 C

15.70

2.11

3.11

3.76

5.13

1.55

0.69

23.70

0.58

3.63

5.83

 Sw

3.60

4.73

8.35

12.09

10.68

1.71

0.42

9.98

6.48

5.73

9.22

 TOABS

5.94

3.86

6.05

7.71

9.01

2.19

0.52

9.57

0.84

45.68

 

 TOWTH

9.55

6.22

9.73

12.40

14.49

3.53

0.83

15.40

1.34

 

73.51

  1. See note to Table 3
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