The Official Journal of the Pan-Pacific Association of Input-Output Studies (PAPAIOS)
From: Monetary policy uncertainty spillovers in time and frequency domains
 | U | G | F | I | S | UK | J | C | Sw | FROMABS | FROMWTH |
---|---|---|---|---|---|---|---|---|---|---|---|
Panel A—1 to 4 months | |||||||||||
 U | 12.75 | 1.36 | 0.55 | 0.31 | 0.69 | 0.62 | 0.31 | 0.08 | 0.39 | 0.48 | 1.60 |
 G | 0.79 | 9.66 | 2.83 | 0.80 | 1.30 | 0.89 | 0.21 | 0.18 | 0.92 | 0.88 | 2.95 |
 F | 0.80 | 8.41 | 31.04 | 3.06 | 5.28 | 1.95 | 0.47 | 0.41 | 1.86 | 2.47 | 8.26 |
 I | 0.54 | 1.73 | 3.43 | 27.65 | 2.28 | 0.81 | 1.51 | 0.46 | 0.57 | 1.26 | 4.21 |
 S | 0.93 | 2.55 | 4.08 | 1.74 | 17.98 | 0.93 | 0.06 | 0.16 | 0.86 | 1.26 | 4.21 |
 UK | 0.37 | 0.75 | 0.68 | 0.24 | 0.70 | 10.47 | 0.18 | 0.07 | 0.40 | 0.38 | 1.26 |
 J | 0.07 | 0.36 | 0.60 | 0.39 | 0.05 | 0.36 | 17.74 | 0.42 | 0.56 | 0.31 | 1.04 |
 C | 0.50 | 0.19 | 0.48 | 0.11 | 0.93 | 0.26 | 0.04 | 23.62 | 0.35 | 0.32 | 1.06 |
 Sw | 0.79 | 3.79 | 4.23 | 0.76 | 1.81 | 2.20 | 0.19 | 0.19 | 38.07 | 1.55 | 5.18 |
 TOABS | 0.53 | 2.12 | 1.87 | 0.82 | 1.45 | 0.89 | 0.33 | 0.22 | 0.66 | 8.90 |  |
 TOWTH | 1.78 | 7.11 | 6.27 | 2.75 | 4.85 | 2.99 | 1.10 | 0.73 | 2.20 |  | 29.76 |
Panel B—4 to 12 months | |||||||||||
 U | 18.30 | 2.01 | 0.74 | 1.21 | 1.03 | 0.32 | 0.12 | 0.29 | 0.44 | 0.69 | 3.40 |
 G | 3.08 | 7.58 | 2.07 | 0.49 | 3.83 | 1.13 | 0.09 | 0.38 | 0.88 | 1.33 | 6.58 |
 F | 0.98 | 2.37 | 8.17 | 2.06 | 3.56 | 0.80 | 0.42 | 0.15 | 0.17 | 1.17 | 5.79 |
 I | 0.31 | 0.91 | 1.44 | 14.65 | 3.13 | 0.07 | 0.14 | 0.43 | 0.13 | 0.73 | 3.60 |
 S | 0.40 | 1.98 | 2.98 | 2.10 | 10.87 | 0.65 | 0.11 | 0.62 | 0.32 | 1.02 | 5.05 |
 UK | 2.09 | 2.95 | 0.63 | 0.25 | 1.83 | 9.65 | 0.18 | 0.33 | 0.87 | 1.01 | 5.02 |
 J | 0.44 | 0.18 | 0.57 | 0.45 | 0.24 | 1.00 | 15.45 | 0.34 | 0.06 | 0.36 | 1.81 |
 C | 2.82 | 0.66 | 0.84 | 0.04 | 0.65 | 0.01 | 0.12 | 12.75 | 0.07 | 0.58 | 2.88 |
 Sw | 1.75 | 2.15 | 1.48 | 0.16 | 3.32 | 1.24 | 0.08 | 0.33 | 11.63 | 1.17 | 5.80 |
 TOABS | 1.32 | 1.47 | 1.19 | 0.75 | 1.96 | 0.58 | 0.14 | 0.32 | 0.33 | 8.05 |  |
 TOWTH | 6.54 | 7.28 | 5.92 | 3.72 | 9.69 | 2.88 | 0.70 | 1.58 | 1.62 |  | 39.92 |
Panel C—12 months + | |||||||||||
 U | 43.59 | 3.61 | 0.90 | 6.09 | 1.02 | 1.14 | 0.79 | 0.54 | 0.79 | 1.65 | 3.31 |
 G | 18.18 | 19.61 | 5.50 | 0.54 | 10.88 | 3.86 | 1.12 | 1.42 | 1.78 | 4.81 | 9.63 |
 F | 4.95 | 4.71 | 8.28 | 1.33 | 4.84 | 2.02 | 1.77 | 0.07 | 0.08 | 2.20 | 4.40 |
 I | 2.12 | 4.10 | 3.58 | 17.06 | 9.87 | 0.41 | 1.97 | 0.68 | 0.06 | 2.53 | 5.07 |
 S | 5.00 | 7.52 | 5.18 | 3.67 | 22.50 | 2.30 | 0.85 | 3.18 | 0.47 | 3.13 | 6.27 |
 UK | 18.39 | 13.84 | 3.14 | 0.42 | 8.44 | 17.10 | 1.21 | 2.43 | 2.41 | 5.59 | 11.19 |
 J | 1.62 | 0.34 | 1.38 | 0.48 | 1.18 | 4.37 | 47.56 | 3.77 | 0.02 | 1.46 | 2.93 |
 C | 19.91 | 3.31 | 0.44 | 0.84 | 3.80 | 0.36 | 0.19 | 26.61 | 0.11 | 3.22 | 6.44 |
 Sw | 5.17 | 2.90 | 1.67 | 0.14 | 4.00 | 1.55 | 0.46 | 0.78 | 9.16 | 1.85 | 3.71 |
 TOABS | 8.37 | 4.48 | 2.42 | 1.50 | 4.89 | 1.78 | 0.93 | 1.43 | 0.64 | 26.44 |  |
 TOWTH | 16.76 | 8.97 | 4.85 | 3.01 | 9.80 | 3.57 | 1.86 | 2.86 | 1.27 |  | 52.95 |