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

Journal of Economic Structures Cover Image

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