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

Journal of Economic Structures Cover Image

Table 7 10y3m DY

From: Monetary policy uncertainty spillovers in time and frequency domains

  U G F I S UK J C Sw FROM
U 65.14 3.70 6.02 2.09 3.11 4.84 1.46 5.12 8.54 3.87
G 1.29 51.22 3.95 2.22 0.35 16.08 0.13 4.98 19.77 5.42
F 3.88 3.08 54.18 4.68 21.29 3.13 0.73 1.56 7.46 5.09
I 3.34 2.35 24.47 31.64 24.06 1.46 0.30 2.05 10.33 7.60
S 2.48 0.69 19.16 4.56 63.11 1.19 0.73 2.24 5.85 4.10
UK 2.24 16.31 3.90 0.87 0.95 53.06 1.22 9.76 11.69 5.22
J 2.78 0.33 1.87 0.12 1.63 2.97 87.63 0.46 2.21 1.37
C 5.64 6.91 1.42 0.93 1.51 12.16 1.12 64.44 5.86 3.95
Sw 1.65 18.33 7.24 3.44 3.93 11.47 0.47 4.15 49.32 5.63
TO 2.59 5.75 7.56 2.10 6.32 5.92 0.68 3.37 7.97 42.25
  1. See note to Table 3