**Appendix A**

Table A1 reports a series of *χ*2 tests through which we verify if the explanatory variable Granger causes the dependent one. In particular, for the sake of synthesis, we only consider those tests with a *p*-value below the usual 5% confidence level. More in general, the *p*-value displayed in the last column represents the confidence we have to reject the null hypothesis that the explanatory variable does not Granger cause the dependent one.

**Table A1.** Granger causality test on lexical clusters.

