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
| Â | 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 |