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

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