Java KeyEvent square movement

I have a piece of code in which a KeyEvent is triggered when any of the arrow keys are pressed. This in turn causes a square to move across the screen.

Now I've noticed that when I press and hold the key, the square moves but the time after the initial movement to the subsequent movements is quite long if you understand what I mean? How would I go about diminishing this time?

Thanks!

import java.awt.*;
import javax.swing.*;
import squarequest.sprites.*;
import java.awt.event.*;


public class GamePanel extends JPanel{

    private final int HEIGHT = 400;
    private final int WIDTH = 600;
    private Square square;
    private Circle circle;


    public GamePanel(){

        addKeyListener(new DirectionListener());

        setBackground (Color.white);
        setPreferredSize(new Dimension(WIDTH, HEIGHT));
        setFocusable(true);

        square = new Square();


    }

    public void paintComponent(Graphics g){
        super.paintComponent(g);
        square.display(g);

    }

    public class DirectionListener implements KeyListener{


        @Override
        public void keyReleased(KeyEvent event) {}

        @Override
        public void keyTyped(KeyEvent event) {}


        @Override
        public void keyPressed(KeyEvent event) {

            switch(event.getKeyCode()){

            case KeyEvent.VK_UP:

                square.moveUp();
                break;
            case KeyEvent.VK_DOWN:

                square.moveDown();
                break;
            case KeyEvent.VK_LEFT:

                square.moveLeft();
                break;
            case KeyEvent.VK_RIGHT:

                square.moveRight();
                break;
            }
            repaint();

        }
    }
}

Use a Swing Timer for the actual movement.
Start the Timer on key press
Stop it on key release.
Or better still, keep the timer always running, but only moving the sprite based on the state of a map, one that holds a Direction enum key and a Boolean value.
Better to use key bindings rather than KeyListeners.

e.g.,

import java.awt.*;
import javax.swing.*;
//!! import squarequest.sprites.*;
import java.awt.event.*;
import java.util.EnumMap;
import java.util.HashMap;
import java.util.Map;

public class GamePanel extends JPanel {
   private static final int ANIMATION_DELAY = 15;
   private final int HEIGHT = 400;
   private final int WIDTH = 600;
   private Square square;
   private EnumMap<Direction, Boolean> dirMap = new EnumMap<>(Direction.class);
   private Map<Integer, Direction> keyToDir = new HashMap<>();
   // !! private Circle circle;
   private Timer animationTimer;

   public GamePanel() {
      for (Direction dir : Direction.values()) {
         dirMap.put(dir, Boolean.FALSE);
      }
      keyToDir.put(KeyEvent.VK_UP, Direction.UP);
      keyToDir.put(KeyEvent.VK_DOWN, Direction.DOWN);
      keyToDir.put(KeyEvent.VK_LEFT, Direction.LEFT);
      keyToDir.put(KeyEvent.VK_RIGHT, Direction.RIGHT);
      // !! addKeyListener(new DirectionListener());
      setKeyBindings();
      setBackground(Color.white);
      setPreferredSize(new Dimension(WIDTH, HEIGHT));
      setFocusable(true);
      square = new Square();
      animationTimer = new Timer(ANIMATION_DELAY, new AnimationListener());
      animationTimer.start();
   }

   private void setKeyBindings() {
      int condition = WHEN_IN_FOCUSED_WINDOW;
      final InputMap inputMap = getInputMap(condition);
      final ActionMap actionMap = getActionMap();
      boolean[] keyPressed = { true, false };
      for (Integer keyCode : keyToDir.keySet()) {
         Direction dir = keyToDir.get(keyCode);
         for (boolean onKeyPress : keyPressed) {
            boolean onKeyRelease = !onKeyPress; // to make it clear how bindings work
            KeyStroke keyStroke = KeyStroke.getKeyStroke(keyCode, 0,
                  onKeyRelease);
            Object key = keyStroke.toString();
            inputMap.put(keyStroke, key);
            actionMap.put(key, new KeyBindingsAction(dir, onKeyPress));
         }
      }
   }

   public void paintComponent(Graphics g) {
      super.paintComponent(g);
      square.display(g);
   }

   // public class DirectionListener implements KeyListener {
   // @Override
   // public void keyReleased(KeyEvent event) {
   // int keyCode = event.getKeyCode();
   // if (keyToDir.keySet().contains(keyCode)) {
   // Direction dir = keyToDir.get(keyCode);
   // dirMap.put(dir, false);
   // }
   // }
   //
   // @Override
   // public void keyTyped(KeyEvent event) {
   // }
   //
   // @Override
   // public void keyPressed(KeyEvent event) {
   // int keyCode = event.getKeyCode();
   // if (keyToDir.keySet().contains(keyCode)) {
   // Direction dir = keyToDir.get(keyCode);
   // dirMap.put(dir, true);
   // }
   // }
   // }

   private class AnimationListener implements ActionListener {
      @Override
      public void actionPerformed(ActionEvent evt) {
         boolean repaint = false;
         for (Direction dir : Direction.values()) {
            if (dirMap.get(dir)) {
               square.move(dir);
               repaint = true;
            }
         }
         if (repaint) {
            repaint();
         }
      }
   }

   private class KeyBindingsAction extends AbstractAction {
      private Direction dir;
      boolean pressed;

      public KeyBindingsAction(Direction dir, boolean pressed) {
         this.dir = dir;
         this.pressed = pressed;
      }

      @Override
      public void actionPerformed(ActionEvent evt) {
         dirMap.put(dir, pressed);
      }
   }

   private static void createAndShowGUI() {
      GamePanel gamePanel = new GamePanel();
      JFrame frame = new JFrame("GamePanel");
      frame.setDefaultCloseOperation(JFrame.EXIT_ON_CLOSE);
      frame.getContentPane().add(gamePanel);
      frame.pack();
      frame.setLocationRelativeTo(null);
      frame.setVisible(true);
      gamePanel.requestFocusInWindow();
   }

   public static void main(String[] args) {
      SwingUtilities.invokeLater(new Runnable() {
         public void run() {
            createAndShowGUI();
         }
      });
   }
}

enum Direction {
   UP(0, -1), DOWN(0, 1), LEFT(-1, 0), RIGHT(1, 0);
   private int incrX;
   private int incrY;

   private Direction(int incrX, int incrY) {
      this.incrX = incrX;
      this.incrY = incrY;
   }

   public int getIncrX() {
      return incrX;
   }

   public int getIncrY() {
      return incrY;
   }
}

class Square {
   private int x = 0;
   private int y = 0;
   private int w = 20;
   private int h = w;
   private int step = 1;
   private Color color = Color.red;
   private Color fillColor = new Color(255, 150, 150);
   private Stroke stroke = new BasicStroke(3f, BasicStroke.CAP_ROUND,
         BasicStroke.JOIN_ROUND);

   public void display(Graphics g) {
      Graphics2D g2d = (Graphics2D) g.create();
      g2d.setColor(fillColor);
      g2d.fillRect(x, y, w, h);
      g2d.setStroke(stroke);
      g2d.setColor(color);
      g2d.drawRect(x, y, w, h);
      g2d.dispose();
   }

   public void setStep(int step) {
      this.step = step;
   }

   public void move(Direction dir) {
      x += step * dir.getIncrX();
      y += step * dir.getIncrY();
   }

//   public void moveRight() {
//      x++;
//   }
//
//   public void moveLeft() {
//      x--;
//   }
//
//   public void moveUp() {
//      y--;
//   }
//
//   public void moveDown() {
//      y++;
//   }
}