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 | 27.08 | 0.64 | 2.15 | 0.39 | 1.63 | 0.76 | 0.35 | 1.29 | 0.91 | 0.90 | 1.83 |
 G | 0.90 | 36.68 | 1.93 | 1.21 | 0.23 | 11.35 | 0.09 | 3.44 | 14.67 | 3.76 | 7.64 |
 F | 1.11 | 1.35 | 20.30 | 1.47 | 4.15 | 1.56 | 0.41 | 0.46 | 2.47 | 1.44 | 2.94 |
 I | 0.22 | 0.26 | 0.92 | 9.65 | 1.18 | 0.06 | 0.02 | 0.25 | 0.51 | 0.38 | 0.77 |
 S | 1.10 | 0.17 | 6.67 | 1.31 | 35.46 | 0.12 | 0.39 | 0.65 | 2.21 | 1.40 | 2.85 |
 UK | 1.29 | 11.35 | 1.99 | 0.30 | 0.24 | 34.23 | 0.26 | 5.85 | 7.69 | 3.22 | 6.55 |
 J | 0.45 | 0.24 | 1.15 | 0.11 | 0.54 | 0.40 | 43.07 | 0.23 | 1.31 | 0.49 | 1.00 |
 C | 2.06 | 4.87 | 1.10 | 0.68 | 0.97 | 7.67 | 0.98 | 49.01 | 2.65 | 2.33 | 4.74 |
 Sw | 1.02 | 12.64 | 3.52 | 1.48 | 1.98 | 6.38 | 0.25 | 2.01 | 32.39 | 3.25 | 6.62 |
 TOABS | 0.91 | 3.50 | 2.16 | 0.77 | 1.21 | 3.14 | 0.31 | 1.57 | 3.60 | 17.18 |  |
 TOWTH | 1.84 | 7.12 | 4.39 | 1.57 | 2.47 | 6.39 | 0.62 | 3.20 | 7.33 |  | 34.94 |
Panel B—4 to 12 months | |||||||||||
 U | 18.91 | 1.47 | 2.06 | 0.73 | 0.93 | 1.73 | 0.51 | 1.63 | 3.17 | 1.36 | 6.41 |
 G | 0.25 | 9.15 | 1.03 | 0.58 | 0.03 | 2.92 | 0.03 | 0.96 | 3.07 | 0.99 | 4.66 |
 F | 0.81 | 0.64 | 13.55 | 0.90 | 6.01 | 0.37 | 0.23 | 0.28 | 1.45 | 1.19 | 5.61 |
 I | 0.69 | 0.55 | 5.27 | 7.26 | 5.51 | 0.15 | 0.08 | 0.41 | 2.22 | 1.65 | 7.81 |
 S | 0.29 | 0.11 | 2.95 | 0.75 | 9.92 | 0.20 | 0.10 | 0.44 | 0.66 | 0.61 | 2.88 |
 UK | 0.55 | 3.05 | 0.56 | 0.20 | 0.12 | 10.73 | 0.33 | 2.04 | 1.79 | 0.96 | 4.54 |
 J | 0.75 | 0.02 | 0.40 | 0.00 | 0.35 | 1.11 | 20.69 | 0.12 | 0.53 | 0.37 | 1.72 |
 C | 1.98 | 1.22 | 0.17 | 0.12 | 0.30 | 2.27 | 0.08 | 9.03 | 1.35 | 0.83 | 3.93 |
 Sw | 0.40 | 3.49 | 1.36 | 0.91 | 0.56 | 2.66 | 0.16 | 1.09 | 9.13 | 1.18 | 5.58 |
 TOABS | 0.64 | 1.17 | 1.53 | 0.47 | 1.54 | 1.27 | 0.17 | 0.77 | 1.58 | 9.14 |  |
 TOWTH | 3.00 | 5.53 | 7.25 | 2.20 | 7.25 | 5.98 | 0.79 | 3.66 | 7.47 |  | 43.14 |
Panel C—12 months + | |||||||||||
 U | 19.14 | 1.60 | 1.81 | 0.97 | 0.55 | 2.34 | 0.60 | 2.21 | 4.45 | 1.61 | 5.44 |
 G | 0.14 | 5.39 | 0.99 | 0.43 | 0.09 | 1.82 | 0.02 | 0.58 | 2.02 | 0.68 | 2.28 |
 F | 1.95 | 1.08 | 20.33 | 2.31 | 11.13 | 1.20 | 0.08 | 0.82 | 3.54 | 2.46 | 8.29 |
 I | 2.43 | 1.55 | 18.27 | 14.73 | 17.37 | 1.25 | 0.20 | 1.39 | 7.60 | 5.56 | 18.76 |
 S | 1.09 | 0.41 | 9.54 | 2.49 | 17.72 | 0.87 | 0.24 | 1.16 | 2.98 | 2.09 | 7.04 |
 UK | 0.40 | 1.90 | 1.35 | 0.37 | 0.59 | 8.09 | 0.63 | 1.87 | 2.21 | 1.04 | 3.49 |
 J | 1.58 | 0.07 | 0.32 | 0.01 | 0.74 | 1.46 | 23.87 | 0.12 | 0.38 | 0.52 | 1.75 |
 C | 1.60 | 0.83 | 0.15 | 0.13 | 0.24 | 2.23 | 0.06 | 6.40 | 1.86 | 0.79 | 2.66 |
 Sw | 0.22 | 2.20 | 2.35 | 1.05 | 1.40 | 2.44 | 0.06 | 1.05 | 7.81 | 1.20 | 4.03 |
 TOABS | 1.05 | 1.07 | 3.86 | 0.86 | 3.57 | 1.51 | 0.21 | 1.02 | 2.78 | 15.94 |  |
 TOWTH | 3.53 | 3.61 | 13.03 | 2.90 | 12.03 | 5.10 | 0.71 | 3.44 | 9.38 |  | 53.74 |