... parentheses. Daggers ‡ and † denote significance at the 5% and 10% levels, respectively. For the LR tests we report the degrees of freedom of the chi-square statistics in parentheses and the ... amounts. On 8 October 2008, the ECB, the Federal Reserve, the Bank of England, the Bank of Canada, the Bank of Sweden and the Swiss National Bank, with the support of the Bank of Japan, have carried ... the bivariate models. The Akaike information criterion (AIC), on the other hand, is not consistent with the other criteria and supports a larger specification with p=3 for the pass-through models...