**Appendix A**

**Table A1.** Results of VAR estimation for GDP growth, synthetic index and Shannon's uncertainty.


Note: Standard deviation in parenthesis; ∗*p* < 0.1, ∗ ∗ *p* < 0.05, ∗∗∗*p* < 0.01.

**Table A2.** Results of VAR estimation for GDP growth, synthetic index and quadratic uncertainty.


Note: Standard deviation in parenthesis; ∗*p* < 0.1, ∗ ∗ *p* < 0.05, ∗∗∗*p* < 0.01.


**Table A3.** Results of VAR estimation for IPI, industrial climate indicator (ICI), synthetic index and Shannon's uncertainty.

Note: Standard deviation in parenthesis; ∗*p* < 0.1, ∗ ∗ *p* < 0.05, ∗∗∗*p* < 0.01.



Note: Standard deviation in parenthesis; ∗*p* < 0.1, ∗ ∗ *p* < 0.05, ∗∗∗*p* < 0.01.
