Firstly, a page/context selector is not a filter. It simply limits the view in the grid with all other combinations still existing. Therefore, the solution offered by @abhi1017 will not work.
One possible option is to add the page/context selector list to the grid module. This will create sparsity as it is likely only a limited number of combinations of dimensions will hold any valid data. If sparsity is not a big issue here this option is the most straightforward approach to allow the single page/context selector to control all modules.
The final step is then to apply a filter on all time periods so that you only show cells which are not zero.