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

Journal of Economic Structures Cover Image

Table 9 10y12m DY

From: Monetary policy uncertainty spillovers in time and frequency domains

  U G F I S UK J C Sw FROM
U 71.18 6.59 2.45 1.59 2.10 9.62 0.93 0.76 4.78 3.20
G 17.17 69.16 1.86 4.50 0.57 3.92 0.44 1.72 0.67 3.43
F 5.65 0.85 59.43 5.74 6.80 12.09 1.39 3.55 4.49 4.51
I 4.84 5.30 7.03 55.29 12.31 11.70 0.29 1.01 2.23 4.97
S 3.70 0.36 2.03 4.35 62.54 3.10 1.16 12.11 10.65 4.16
UK 5.71 2.29 8.13 2.28 0.52 74.55 2.84 1.33 2.35 2.83
J 2.41 0.40 0.42 0.87 1.16 3.13 81.48 8.63 1.49 2.06
C 4.30 0.68 0.90 0.28 2.99 0.99 2.85 82.45 4.56 1.95
Sw 6.65 1.49 3.64 3.56 19.40 6.55 1.44 4.86 52.41 5.29
TO 5.60 2.00 2.94 2.57 5.09 5.68 1.26 3.78 3.47 32.39
  1. See note to Table 3