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

Table 5 3m12m DY

From: Monetary policy uncertainty spillovers in time and frequency domains

  U G F I S UK J C Sw FROM
U 74.64 6.99 2.19 7.61 2.75 2.08 1.22 0.91 1.63 2.82
G 22.05 36.86 10.41 1.83 16.01 5.88 1.42 1.97 3.58 7.02
F 6.73 15.49 47.49 6.45 13.68 4.77 2.65 0.63 2.11 5.83
I 2.96 6.73 8.44 59.35 15.28 1.29 3.62 1.56 0.76 4.52
S 6.33 12.04 12.24 7.51 51.35 3.89 1.01 3.97 1.65 5.41
UK 20.86 17.54 4.44 0.91 10.97 37.22 1.58 2.82 3.68 6.98
J 2.12 0.88 2.54 1.32 1.48 5.74 80.75 4.53 0.65 2.14
C 23.24 4.16 1.76 0.99 5.38 0.64 0.35 62.98 0.52 4.11
Sw 7.70 8.84 7.38 1.06 9.13 5.00 0.73 1.30 58.87 4.57
TO 10.22 8.07 5.49 3.07 8.30 3.25 1.40 1.96 1.62 43.39
  1. See note to Table 3